<!--
- - - - - - - - - - - - - - - - - - - - - - - - - -
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
- - - - - - - - - - - - - - - - - - - - - - - - - -
--><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-datatypes-5-0-SP2.xsd"/>
<xs:simpleType name="Account_t">
<xs:annotation>
<xs:documentation>
Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Account" ComponentType="Field" Tag="1" Type="String"
AbbrName="Acct"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="AdvId_t">
<xs:annotation>
<xs:documentation>
Unique identifier of advertisement message.
(Prior to FIX 4.1 this field was of type int)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AdvId" ComponentType="Field" Tag="2" Type="String"
AbbrName="AdvId"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="AdvRefID_t">
<xs:annotation>
<xs:documentation>
Reference identifier used with CANCEL and REPLACE transaction types.
(Prior to FIX 4.1 this field was of type int)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AdvRefID" ComponentType="Field" Tag="3" Type="String"
AbbrName="AdvRefID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--AdvSide(4) defined in implementation file--><xs:simpleType name="AdvSide_enum_t">
<xs:annotation>
<xs:documentation>Broker's side of advertised trade</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AdvSide" ComponentType="Field" Tag="4" Type="char"
AbbrName="AdvSide"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="B">Buy</fm:EnumDoc>
<fm:EnumDoc value="S">Sell</fm:EnumDoc>
<fm:EnumDoc value="T">Trade</fm:EnumDoc>
<fm:EnumDoc value="X">Cross</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="B"/>
<xs:enumeration value="S"/>
<xs:enumeration value="T"/>
<xs:enumeration value="X"/>
</xs:restriction>
</xs:simpleType>
<!--AdvTransType(5) defined in implementation file--><xs:simpleType name="AdvTransType_enum_t">
<xs:annotation>
<xs:documentation>Identifies advertisement message transaction type</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AdvTransType" ComponentType="Field" Tag="5" Type="String"
AbbrName="AdvTransTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="C">Cancel</fm:EnumDoc>
<fm:EnumDoc value="N">New</fm:EnumDoc>
<fm:EnumDoc value="R">Replace</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="C"/>
<xs:enumeration value="N"/>
<xs:enumeration value="R"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="AvgPx_t">
<xs:annotation>
<xs:documentation>
Calculated average price of all fills on this order.
For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AvgPx" ComponentType="Field" Tag="6" Type="Price"
AbbrName="AvgPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="ClOrdID_t">
<xs:annotation>
<xs:documentation>
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ClOrdID" ComponentType="Field" Tag="11" Type="String"
AbbrName="ClOrdID"
Category="SingleGeneralOrderHandling"
CategoryAbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="Commission_t">
<xs:annotation>
<xs:documentation>
Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Commission" ComponentType="Field" Tag="12" Type="Amt"
AbbrName="Comm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<!--CommType(13) defined in implementation file--><xs:simpleType name="CommType_enum_t">
<xs:annotation>
<xs:documentation>Commission type</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CommType" ComponentType="Field" Tag="13" Type="char"
AbbrName="CommTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Per Unit (implying shares, par, currency, etc.)</fm:EnumDoc>
<fm:EnumDoc value="2">Percent</fm:EnumDoc>
<fm:EnumDoc value="3">Absolute (total monetary amount)</fm:EnumDoc>
<fm:EnumDoc value="4">Percentage waived - cash discount (for CIV buy orders)</fm:EnumDoc>
<fm:EnumDoc value="5">Percentage waived -= enhanced units (for CIV buy orders)</fm:EnumDoc>
<fm:EnumDoc value="6">Points per bond or contract (supply ContractMultiplier (231) in the <Instrument> component block if the object security is denominated in a size other than the industry default - 1000 par for bonds)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="CumQty_t">
<xs:annotation>
<xs:documentation>
Total quantity (e.g. number of shares) filled.
(Prior to FIX 4.2 this field was of type int)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CumQty" ComponentType="Field" Tag="14" Type="Qty"
AbbrName="CumQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="Currency_t">
<xs:annotation>
<xs:documentation>
Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Currency" ComponentType="Field" Tag="15" Type="Currency"
AbbrName="Ccy"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Currency"/>
</xs:simpleType>
<xs:simpleType name="ExecID_t">
<xs:annotation>
<xs:documentation>Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (150)=I (Order Status)).
Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days.
(Prior to FIX 4.1 this field was of type int).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ExecID" ComponentType="Field" Tag="17" Type="String"
AbbrName="ExecID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--ExecInst(18) defined in implementation file--><xs:simpleType name="ExecInst_enum_t">
<xs:annotation>
<xs:documentation>Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ExecInst" ComponentType="Field" Tag="18"
Type="MultipleCharValue"
AbbrName="ExecInst"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Stay on offer side</fm:EnumDoc>
<fm:EnumDoc value="1">Not held</fm:EnumDoc>
<fm:EnumDoc value="2">Work</fm:EnumDoc>
<fm:EnumDoc value="3">Go along</fm:EnumDoc>
<fm:EnumDoc value="4">Over the day</fm:EnumDoc>
<fm:EnumDoc value="5">Held</fm:EnumDoc>
<fm:EnumDoc value="6">Participant don't initiate</fm:EnumDoc>
<fm:EnumDoc value="7">Strict scale</fm:EnumDoc>
<fm:EnumDoc value="8">Try to scale</fm:EnumDoc>
<fm:EnumDoc value="9">Stay on bid side</fm:EnumDoc>
<fm:EnumDoc value="A">No cross (cross is forbidden)</fm:EnumDoc>
<fm:EnumDoc value="a">Trailing Stop Peg</fm:EnumDoc>
<fm:EnumDoc value="B">OK to cross</fm:EnumDoc>
<fm:EnumDoc value="b">Strict Limit (No price improvement)</fm:EnumDoc>
<fm:EnumDoc value="c">Ignore Price Validity Checks</fm:EnumDoc>
<fm:EnumDoc value="C">Call first</fm:EnumDoc>
<fm:EnumDoc value="d">Peg to Limit Price</fm:EnumDoc>
<fm:EnumDoc value="D">Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)</fm:EnumDoc>
<fm:EnumDoc value="E">Do not increase - DNI</fm:EnumDoc>
<fm:EnumDoc value="e">Work to Target Strategy</fm:EnumDoc>
<fm:EnumDoc value="F">Do not reduce - DNR</fm:EnumDoc>
<fm:EnumDoc value="G">All or none - AON</fm:EnumDoc>
<fm:EnumDoc value="H">Reinstate on system failure (mutually exclusive with Q and l)</fm:EnumDoc>
<fm:EnumDoc value="I">Institutions only</fm:EnumDoc>
<fm:EnumDoc value="J">Reinstate on Trading Halt (mutually exclusive with K and m)</fm:EnumDoc>
<fm:EnumDoc value="K">Cancel on Trading Halt (mutually exclusive with J and m)</fm:EnumDoc>
<fm:EnumDoc value="L">Last peg (last sale)</fm:EnumDoc>
<fm:EnumDoc value="M">Mid-price peg (midprice of inside quote)</fm:EnumDoc>
<fm:EnumDoc value="N">Non-negotiable</fm:EnumDoc>
<fm:EnumDoc value="O">Opening peg</fm:EnumDoc>
<fm:EnumDoc value="P">Market peg</fm:EnumDoc>
<fm:EnumDoc value="Q">Cancel on system failure (mutually exclusive with H and l)</fm:EnumDoc>
<fm:EnumDoc value="R">Primary peg (primary market - buy at bid/sell at offer)</fm:EnumDoc>
<fm:EnumDoc value="S">Suspend</fm:EnumDoc>
<fm:EnumDoc value="U">Customer Display Instruction (Rule 11Ac1-1/4)</fm:EnumDoc>
<fm:EnumDoc value="V">Netting (for Forex)</fm:EnumDoc>
<fm:EnumDoc value="W">Peg to VWAP</fm:EnumDoc>
<fm:EnumDoc value="X">Trade Along</fm:EnumDoc>
<fm:EnumDoc value="Y">Try To Stop</fm:EnumDoc>
<fm:EnumDoc value="Z">Cancel if not best</fm:EnumDoc>
<fm:EnumDoc value="f">Intermarket Sweep</fm:EnumDoc>
<fm:EnumDoc value="j">Single execution requested for block trade</fm:EnumDoc>
<fm:EnumDoc value="g">External Routing Allowed</fm:EnumDoc>
<fm:EnumDoc value="h">External Routing Not Allowed</fm:EnumDoc>
<fm:EnumDoc value="i">Imbalance Only</fm:EnumDoc>
<fm:EnumDoc value="T">Fixed Peg to Local best bid or offer at time of order</fm:EnumDoc>
<fm:EnumDoc value="k">Best Execution</fm:EnumDoc>
<fm:EnumDoc value="l">Suspend on system failure (mutually exclusive with H and Q)</fm:EnumDoc>
<fm:EnumDoc value="m">Suspend on Trading Halt (mutually exclusive with J and K)</fm:EnumDoc>
<fm:EnumDoc value="n">Reinstate on connection loss (mutually exclusive with o and p)</fm:EnumDoc>
<fm:EnumDoc value="o">Cancel on connection loss (mutually exclusive with n and p)</fm:EnumDoc>
<fm:EnumDoc value="p">Suspend on connection loss (mutually exclusive with n and o)</fm:EnumDoc>
<fm:EnumDoc value="q">Release from suspension (mutually exclusive with S)</fm:EnumDoc>
<fm:EnumDoc value="r">Execute as delta neutral using volatility provided</fm:EnumDoc>
<fm:EnumDoc value="s">Execute as duration neutral</fm:EnumDoc>
<fm:EnumDoc value="t">Execute as FX neutral</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="MultipleCharValue">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="a"/>
<xs:enumeration value="B"/>
<xs:enumeration value="b"/>
<xs:enumeration value="c"/>
<xs:enumeration value="C"/>
<xs:enumeration value="d"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="e"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
<xs:enumeration value="J"/>
<xs:enumeration value="K"/>
<xs:enumeration value="L"/>
<xs:enumeration value="M"/>
<xs:enumeration value="N"/>
<xs:enumeration value="O"/>
<xs:enumeration value="P"/>
<xs:enumeration value="Q"/>
<xs:enumeration value="R"/>
<xs:enumeration value="S"/>
<xs:enumeration value="U"/>
<xs:enumeration value="V"/>
<xs:enumeration value="W"/>
<xs:enumeration value="X"/>
<xs:enumeration value="Y"/>
<xs:enumeration value="Z"/>
<xs:enumeration value="f"/>
<xs:enumeration value="j"/>
<xs:enumeration value="g"/>
<xs:enumeration value="h"/>
<xs:enumeration value="i"/>
<xs:enumeration value="T"/>
<xs:enumeration value="k"/>
<xs:enumeration value="l"/>
<xs:enumeration value="m"/>
<xs:enumeration value="n"/>
<xs:enumeration value="o"/>
<xs:enumeration value="p"/>
<xs:enumeration value="q"/>
<xs:enumeration value="r"/>
<xs:enumeration value="s"/>
<xs:enumeration value="t"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ExecRefID_t">
<xs:annotation>
<xs:documentation>Reference identifier used with Trade, Trade Cancel and Trade Correct execution types.
(Prior to FIX 4.1 this field was of type int)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ExecRefID" ComponentType="Field" Tag="19" Type="String"
AbbrName="ExecRefID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--HandlInst(21) defined in implementation file--><xs:simpleType name="HandlInst_enum_t">
<xs:annotation>
<xs:documentation>Instructions for order handling on Broker trading floor</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="HandlInst" ComponentType="Field" Tag="21" Type="char"
AbbrName="HandlInst"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Automated execution order, private, no Broker intervention</fm:EnumDoc>
<fm:EnumDoc value="2">Automated execution order, public, Broker intervention OK</fm:EnumDoc>
<fm:EnumDoc value="3">Manual order, best execution</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<!--SecurityIDSource(22) defined in implementation file--><xs:simpleType name="SecurityIDSource_enum_t">
<xs:annotation>
<xs:documentation>
Identifies class or source of the SecurityID (48) value. Required if SecurityID is specified.
100+ are reserved for private security identifications
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecurityIDSource" ComponentType="Field" Tag="22"
Type="String"
AbbrName="Src"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">CUSIP</fm:EnumDoc>
<fm:EnumDoc value="2">SEDOL</fm:EnumDoc>
<fm:EnumDoc value="3">QUIK</fm:EnumDoc>
<fm:EnumDoc value="4">ISIN number</fm:EnumDoc>
<fm:EnumDoc value="5">RIC code</fm:EnumDoc>
<fm:EnumDoc value="6">ISO Currency Code</fm:EnumDoc>
<fm:EnumDoc value="7">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="8">Exchange Symbol</fm:EnumDoc>
<fm:EnumDoc value="9">Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)</fm:EnumDoc>
<fm:EnumDoc value="A">Bloomberg Symbol</fm:EnumDoc>
<fm:EnumDoc value="B">Wertpapier</fm:EnumDoc>
<fm:EnumDoc value="C">Dutch</fm:EnumDoc>
<fm:EnumDoc value="D">Valoren</fm:EnumDoc>
<fm:EnumDoc value="E">Sicovam</fm:EnumDoc>
<fm:EnumDoc value="F">Belgian</fm:EnumDoc>
<fm:EnumDoc value="G">"Common" (Clearstream and Euroclear)</fm:EnumDoc>
<fm:EnumDoc value="H">Clearing House / Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="I">ISDA/FpML Product Specification (XML in EncodedSecurityDesc)</fm:EnumDoc>
<fm:EnumDoc value="J">Option Price Reporting Authority</fm:EnumDoc>
<fm:EnumDoc value="L">Letter of Credit</fm:EnumDoc>
<fm:EnumDoc value="K">ISDA/FpML Product URL (URL in SecurityID)</fm:EnumDoc>
<fm:EnumDoc value="M">Marketplace-assigned Identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
<xs:enumeration value="J"/>
<xs:enumeration value="L"/>
<xs:enumeration value="K"/>
<xs:enumeration value="M"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="IOIID_t">
<xs:annotation>
<xs:documentation>
Unique identifier of IOI message.
(Prior to FIX 4.1 this field was of type int)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="IOIID" ComponentType="Field" Tag="23" Type="String"
AbbrName="IOIID"
Category="Indication"
CategoryAbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--IOIQltyInd(25) defined in implementation file--><xs:simpleType name="IOIQltyInd_enum_t">
<xs:annotation>
<xs:documentation>Relative quality of indication</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="IOIQltyInd" ComponentType="Field" Tag="25" Type="char"
AbbrName="QltyInd"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="H">High</fm:EnumDoc>
<fm:EnumDoc value="L">Low</fm:EnumDoc>
<fm:EnumDoc value="M">Medium</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="H"/>
<xs:enumeration value="L"/>
<xs:enumeration value="M"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="IOIRefID_t">
<xs:annotation>
<xs:documentation>
Reference identifier used with CANCEL and REPLACE, transaction types.
(Prior to FIX 4.1 this field was of type int)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="IOIRefID" ComponentType="Field" Tag="26" Type="String"
AbbrName="RefID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--IOIQty(27) defined in implementation file--><xs:simpleType name="IOIQty_enum_t">
<xs:annotation>
<xs:documentation>Quantity (e.g. number of shares) in numeric form or relative size.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="IOIQty" ComponentType="Field" Tag="27" Type="String"
AbbrName="Qty"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">1000000000</fm:EnumDoc>
<fm:EnumDoc value="S">Small</fm:EnumDoc>
<fm:EnumDoc value="M">Medium</fm:EnumDoc>
<fm:EnumDoc value="L">Large</fm:EnumDoc>
<fm:EnumDoc value="U">Undisclosed Quantity</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="0"/>
<xs:enumeration value="S"/>
<xs:enumeration value="M"/>
<xs:enumeration value="L"/>
<xs:enumeration value="U"/>
</xs:restriction>
</xs:simpleType>
<!--IOITransType(28) defined in implementation file--><xs:simpleType name="IOITransType_enum_t">
<xs:annotation>
<xs:documentation>Identifies IOI message transaction type</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="IOITransType" ComponentType="Field" Tag="28" Type="char"
AbbrName="TransTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="C">Cancel</fm:EnumDoc>
<fm:EnumDoc value="N">New</fm:EnumDoc>
<fm:EnumDoc value="R">Replace</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="C"/>
<xs:enumeration value="N"/>
<xs:enumeration value="R"/>
</xs:restriction>
</xs:simpleType>
<!--LastCapacity(29) defined in implementation file--><xs:simpleType name="LastCapacity_enum_t">
<xs:annotation>
<xs:documentation>Broker capacity in order execution</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LastCapacity" ComponentType="Field" Tag="29" Type="char"
AbbrName="LastCpcty"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Agent</fm:EnumDoc>
<fm:EnumDoc value="2">Cross as agent</fm:EnumDoc>
<fm:EnumDoc value="3">Cross as principal</fm:EnumDoc>
<fm:EnumDoc value="4">Principal</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="LastMkt_t">
<xs:annotation>
<xs:documentation>
Market of execution for last fill, or an indication of the market where an order was routed
Valid values:
See "Appendix 6-C"
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LastMkt" ComponentType="Field" Tag="30" Type="Exchange"
AbbrName="LastMkt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Exchange"/>
</xs:simpleType>
<xs:simpleType name="LastPx_t">
<xs:annotation>
<xs:documentation>
Price of this (last) fill.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LastPx" ComponentType="Field" Tag="31" Type="Price"
AbbrName="LastPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="LastQty_t">
<xs:annotation>
<xs:documentation>
Quantity (e.g. shares) bought/sold on this (last) fill.
(Prior to FIX 4.2 this field was of type int)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LastQty" ComponentType="Field" Tag="32" Type="Qty"
AbbrName="LastQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="MsgSeqNum_t">
<xs:annotation>
<xs:documentation>
Integer message sequence number.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MsgSeqNum" ComponentType="Field" Tag="34" Type="SeqNum"
AbbrName="SeqNum"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="SeqNum"/>
</xs:simpleType>
<!--MsgType(35) defined in implementation file--><xs:simpleType name="MsgType_enum_t">
<xs:annotation>
<xs:documentation>Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted)
Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver.
*** Note the use of lower case letters ***</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MsgType" ComponentType="Field" Tag="35" Type="String"
AbbrName="MsgTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Heartbeat</fm:EnumDoc>
<fm:EnumDoc value="1">TestRequest</fm:EnumDoc>
<fm:EnumDoc value="2">ResendRequest</fm:EnumDoc>
<fm:EnumDoc value="3">Reject</fm:EnumDoc>
<fm:EnumDoc value="4">SequenceReset</fm:EnumDoc>
<fm:EnumDoc value="5">Logout</fm:EnumDoc>
<fm:EnumDoc value="6">IOI</fm:EnumDoc>
<fm:EnumDoc value="7">Advertisement</fm:EnumDoc>
<fm:EnumDoc value="8">ExecutionReport</fm:EnumDoc>
<fm:EnumDoc value="9">OrderCancelReject</fm:EnumDoc>
<fm:EnumDoc value="A">Logon</fm:EnumDoc>
<fm:EnumDoc value="AA">DerivativeSecurityList</fm:EnumDoc>
<fm:EnumDoc value="AB">NewOrderMultileg</fm:EnumDoc>
<fm:EnumDoc value="AC">MultilegOrderCancelReplace</fm:EnumDoc>
<fm:EnumDoc value="AD">TradeCaptureReportRequest</fm:EnumDoc>
<fm:EnumDoc value="AE">TradeCaptureReport</fm:EnumDoc>
<fm:EnumDoc value="AF">OrderMassStatusRequest</fm:EnumDoc>
<fm:EnumDoc value="AG">QuoteRequestReject</fm:EnumDoc>
<fm:EnumDoc value="AH">RFQRequest</fm:EnumDoc>
<fm:EnumDoc value="AI">QuoteStatusReport</fm:EnumDoc>
<fm:EnumDoc value="AJ">QuoteResponse</fm:EnumDoc>
<fm:EnumDoc value="AK">Confirmation</fm:EnumDoc>
<fm:EnumDoc value="AL">PositionMaintenanceRequest</fm:EnumDoc>
<fm:EnumDoc value="AM">PositionMaintenanceReport</fm:EnumDoc>
<fm:EnumDoc value="AN">RequestForPositions</fm:EnumDoc>
<fm:EnumDoc value="AO">RequestForPositionsAck</fm:EnumDoc>
<fm:EnumDoc value="AP">PositionReport</fm:EnumDoc>
<fm:EnumDoc value="AQ">TradeCaptureReportRequestAck</fm:EnumDoc>
<fm:EnumDoc value="AR">TradeCaptureReportAck</fm:EnumDoc>
<fm:EnumDoc value="AS">AllocationReport</fm:EnumDoc>
<fm:EnumDoc value="AT">AllocationReportAck</fm:EnumDoc>
<fm:EnumDoc value="AU">Confirmation_Ack</fm:EnumDoc>
<fm:EnumDoc value="AV">SettlementInstructionRequest</fm:EnumDoc>
<fm:EnumDoc value="AW">AssignmentReport</fm:EnumDoc>
<fm:EnumDoc value="AX">CollateralRequest</fm:EnumDoc>
<fm:EnumDoc value="AY">CollateralAssignment</fm:EnumDoc>
<fm:EnumDoc value="AZ">CollateralResponse</fm:EnumDoc>
<fm:EnumDoc value="B">News</fm:EnumDoc>
<fm:EnumDoc value="BA">CollateralReport</fm:EnumDoc>
<fm:EnumDoc value="BB">CollateralInquiry</fm:EnumDoc>
<fm:EnumDoc value="BC">NetworkCounterpartySystemStatusRequest</fm:EnumDoc>
<fm:EnumDoc value="BD">NetworkCounterpartySystemStatusResponse</fm:EnumDoc>
<fm:EnumDoc value="BE">UserRequest</fm:EnumDoc>
<fm:EnumDoc value="BF">UserResponse</fm:EnumDoc>
<fm:EnumDoc value="BG">CollateralInquiryAck</fm:EnumDoc>
<fm:EnumDoc value="BH">ConfirmationRequest</fm:EnumDoc>
<fm:EnumDoc value="BI">TradingSessionListRequest</fm:EnumDoc>
<fm:EnumDoc value="BJ">TradingSessionList</fm:EnumDoc>
<fm:EnumDoc value="BK">SecurityListUpdateReport</fm:EnumDoc>
<fm:EnumDoc value="BL">AdjustedPositionReport</fm:EnumDoc>
<fm:EnumDoc value="BM">AllocationInstructionAlert</fm:EnumDoc>
<fm:EnumDoc value="BN">ExecutionAcknowledgement</fm:EnumDoc>
<fm:EnumDoc value="BO">ContraryIntentionReport</fm:EnumDoc>
<fm:EnumDoc value="BP">SecurityDefinitionUpdateReport</fm:EnumDoc>
<fm:EnumDoc value="BQ">SettlementObligationReport</fm:EnumDoc>
<fm:EnumDoc value="BR">DerivativeSecurityListUpdateReport</fm:EnumDoc>
<fm:EnumDoc value="BS">TradingSessionListUpdateReport</fm:EnumDoc>
<fm:EnumDoc value="BT">MarketDefinitionRequest</fm:EnumDoc>
<fm:EnumDoc value="BU">MarketDefinition</fm:EnumDoc>
<fm:EnumDoc value="BV">MarketDefinitionUpdateReport</fm:EnumDoc>
<fm:EnumDoc value="BW">ApplicationMessageRequest</fm:EnumDoc>
<fm:EnumDoc value="BX">ApplicationMessageRequestAck</fm:EnumDoc>
<fm:EnumDoc value="BY">ApplicationMessageReport</fm:EnumDoc>
<fm:EnumDoc value="BZ">OrderMassActionReport</fm:EnumDoc>
<fm:EnumDoc value="C">Email</fm:EnumDoc>
<fm:EnumDoc value="CA">OrderMassActionRequest</fm:EnumDoc>
<fm:EnumDoc value="CB">UserNotification</fm:EnumDoc>
<fm:EnumDoc value="CC">StreamAssignmentRequest</fm:EnumDoc>
<fm:EnumDoc value="CD">StreamAssignmentReport</fm:EnumDoc>
<fm:EnumDoc value="CE">StreamAssignmentReportACK</fm:EnumDoc>
<fm:EnumDoc value="CF">PartyDetailsListRequest</fm:EnumDoc>
<fm:EnumDoc value="CG">PartyDetailsListReport</fm:EnumDoc>
<fm:EnumDoc value="D">NewOrderSingle</fm:EnumDoc>
<fm:EnumDoc value="E">NewOrderList</fm:EnumDoc>
<fm:EnumDoc value="F">OrderCancelRequest</fm:EnumDoc>
<fm:EnumDoc value="G">OrderCancelReplaceRequest</fm:EnumDoc>
<fm:EnumDoc value="H">OrderStatusRequest</fm:EnumDoc>
<fm:EnumDoc value="J">AllocationInstruction</fm:EnumDoc>
<fm:EnumDoc value="K">ListCancelRequest</fm:EnumDoc>
<fm:EnumDoc value="L">ListExecute</fm:EnumDoc>
<fm:EnumDoc value="M">ListStatusRequest</fm:EnumDoc>
<fm:EnumDoc value="N">ListStatus</fm:EnumDoc>
<fm:EnumDoc value="P">AllocationInstructionAck</fm:EnumDoc>
<fm:EnumDoc value="Q">DontKnowTradeDK</fm:EnumDoc>
<fm:EnumDoc value="R">QuoteRequest</fm:EnumDoc>
<fm:EnumDoc value="S">Quote</fm:EnumDoc>
<fm:EnumDoc value="T">SettlementInstructions</fm:EnumDoc>
<fm:EnumDoc value="V">MarketDataRequest</fm:EnumDoc>
<fm:EnumDoc value="W">MarketDataSnapshotFullRefresh</fm:EnumDoc>
<fm:EnumDoc value="X">MarketDataIncrementalRefresh</fm:EnumDoc>
<fm:EnumDoc value="Y">MarketDataRequestReject</fm:EnumDoc>
<fm:EnumDoc value="Z">QuoteCancel</fm:EnumDoc>
<fm:EnumDoc value="a">QuoteStatusRequest</fm:EnumDoc>
<fm:EnumDoc value="b">MassQuoteAcknowledgement</fm:EnumDoc>
<fm:EnumDoc value="c">SecurityDefinitionRequest</fm:EnumDoc>
<fm:EnumDoc value="d">SecurityDefinition</fm:EnumDoc>
<fm:EnumDoc value="e">SecurityStatusRequest</fm:EnumDoc>
<fm:EnumDoc value="f">SecurityStatus</fm:EnumDoc>
<fm:EnumDoc value="g">TradingSessionStatusRequest</fm:EnumDoc>
<fm:EnumDoc value="h">TradingSessionStatus</fm:EnumDoc>
<fm:EnumDoc value="i">MassQuote</fm:EnumDoc>
<fm:EnumDoc value="j">BusinessMessageReject</fm:EnumDoc>
<fm:EnumDoc value="k">BidRequest</fm:EnumDoc>
<fm:EnumDoc value="l">BidResponse</fm:EnumDoc>
<fm:EnumDoc value="m">ListStrikePrice</fm:EnumDoc>
<fm:EnumDoc value="n">XML_non_FIX</fm:EnumDoc>
<fm:EnumDoc value="o">RegistrationInstructions</fm:EnumDoc>
<fm:EnumDoc value="p">RegistrationInstructionsResponse</fm:EnumDoc>
<fm:EnumDoc value="q">OrderMassCancelRequest</fm:EnumDoc>
<fm:EnumDoc value="r">OrderMassCancelReport</fm:EnumDoc>
<fm:EnumDoc value="s">NewOrderCross</fm:EnumDoc>
<fm:EnumDoc value="t">CrossOrderCancelReplaceRequest</fm:EnumDoc>
<fm:EnumDoc value="u">CrossOrderCancelRequest</fm:EnumDoc>
<fm:EnumDoc value="v">SecurityTypeRequest</fm:EnumDoc>
<fm:EnumDoc value="w">SecurityTypes</fm:EnumDoc>
<fm:EnumDoc value="x">SecurityListRequest</fm:EnumDoc>
<fm:EnumDoc value="y">SecurityList</fm:EnumDoc>
<fm:EnumDoc value="z">DerivativeSecurityListRequest</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="AA"/>
<xs:enumeration value="AB"/>
<xs:enumeration value="AC"/>
<xs:enumeration value="AD"/>
<xs:enumeration value="AE"/>
<xs:enumeration value="AF"/>
<xs:enumeration value="AG"/>
<xs:enumeration value="AH"/>
<xs:enumeration value="AI"/>
<xs:enumeration value="AJ"/>
<xs:enumeration value="AK"/>
<xs:enumeration value="AL"/>
<xs:enumeration value="AM"/>
<xs:enumeration value="AN"/>
<xs:enumeration value="AO"/>
<xs:enumeration value="AP"/>
<xs:enumeration value="AQ"/>
<xs:enumeration value="AR"/>
<xs:enumeration value="AS"/>
<xs:enumeration value="AT"/>
<xs:enumeration value="AU"/>
<xs:enumeration value="AV"/>
<xs:enumeration value="AW"/>
<xs:enumeration value="AX"/>
<xs:enumeration value="AY"/>
<xs:enumeration value="AZ"/>
<xs:enumeration value="B"/>
<xs:enumeration value="BA"/>
<xs:enumeration value="BB"/>
<xs:enumeration value="BC"/>
<xs:enumeration value="BD"/>
<xs:enumeration value="BE"/>
<xs:enumeration value="BF"/>
<xs:enumeration value="BG"/>
<xs:enumeration value="BH"/>
<xs:enumeration value="BI"/>
<xs:enumeration value="BJ"/>
<xs:enumeration value="BK"/>
<xs:enumeration value="BL"/>
<xs:enumeration value="BM"/>
<xs:enumeration value="BN"/>
<xs:enumeration value="BO"/>
<xs:enumeration value="BP"/>
<xs:enumeration value="BQ"/>
<xs:enumeration value="BR"/>
<xs:enumeration value="BS"/>
<xs:enumeration value="BT"/>
<xs:enumeration value="BU"/>
<xs:enumeration value="BV"/>
<xs:enumeration value="BW"/>
<xs:enumeration value="BX"/>
<xs:enumeration value="BY"/>
<xs:enumeration value="BZ"/>
<xs:enumeration value="C"/>
<xs:enumeration value="CA"/>
<xs:enumeration value="CB"/>
<xs:enumeration value="CC"/>
<xs:enumeration value="CD"/>
<xs:enumeration value="CE"/>
<xs:enumeration value="CF"/>
<xs:enumeration value="CG"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="J"/>
<xs:enumeration value="K"/>
<xs:enumeration value="L"/>
<xs:enumeration value="M"/>
<xs:enumeration value="N"/>
<xs:enumeration value="P"/>
<xs:enumeration value="Q"/>
<xs:enumeration value="R"/>
<xs:enumeration value="S"/>
<xs:enumeration value="T"/>
<xs:enumeration value="V"/>
<xs:enumeration value="W"/>
<xs:enumeration value="X"/>
<xs:enumeration value="Y"/>
<xs:enumeration value="Z"/>
<xs:enumeration value="a"/>
<xs:enumeration value="b"/>
<xs:enumeration value="c"/>
<xs:enumeration value="d"/>
<xs:enumeration value="e"/>
<xs:enumeration value="f"/>
<xs:enumeration value="g"/>
<xs:enumeration value="h"/>
<xs:enumeration value="i"/>
<xs:enumeration value="j"/>
<xs:enumeration value="k"/>
<xs:enumeration value="l"/>
<xs:enumeration value="m"/>
<xs:enumeration value="n"/>
<xs:enumeration value="o"/>
<xs:enumeration value="p"/>
<xs:enumeration value="q"/>
<xs:enumeration value="r"/>
<xs:enumeration value="s"/>
<xs:enumeration value="t"/>
<xs:enumeration value="u"/>
<xs:enumeration value="v"/>
<xs:enumeration value="w"/>
<xs:enumeration value="x"/>
<xs:enumeration value="y"/>
<xs:enumeration value="z"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="OrderID_t">
<xs:annotation>
<xs:documentation>
Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrderID" ComponentType="Field" Tag="37" Type="String"
AbbrName="OrdID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="OrderQty_t">
<xs:annotation>
<xs:documentation>
Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments.
(Prior to FIX 4.2 this field was of type int)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrderQty" ComponentType="Field" Tag="38" Type="Qty"
AbbrName="Qty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<!--OrdStatus(39) defined in implementation file--><xs:simpleType name="OrdStatus_enum_t">
<xs:annotation>
<xs:documentation>Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrdStatus" ComponentType="Field" Tag="39" Type="char"
AbbrName="OrdStat"
Category="SingleGeneralOrderHandling"
CategoryAbbrName="Stat"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">New</fm:EnumDoc>
<fm:EnumDoc value="1">Partially filled</fm:EnumDoc>
<fm:EnumDoc value="2">Filled</fm:EnumDoc>
<fm:EnumDoc value="3">Done for day</fm:EnumDoc>
<fm:EnumDoc value="4">Canceled</fm:EnumDoc>
<fm:EnumDoc value="6">Pending Cancel (i.e. result of Order Cancel Request)</fm:EnumDoc>
<fm:EnumDoc value="7">Stopped</fm:EnumDoc>
<fm:EnumDoc value="8">Rejected</fm:EnumDoc>
<fm:EnumDoc value="9">Suspended</fm:EnumDoc>
<fm:EnumDoc value="A">Pending New</fm:EnumDoc>
<fm:EnumDoc value="B">Calculated</fm:EnumDoc>
<fm:EnumDoc value="C">Expired</fm:EnumDoc>
<fm:EnumDoc value="D">Accepted for Bidding</fm:EnumDoc>
<fm:EnumDoc value="E">Pending Replace (i.e. result of Order Cancel/Replace Request)</fm:EnumDoc>
<fm:EnumDoc value="5">Replaced (No longer used)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="5"/>
</xs:restriction>
</xs:simpleType>
<!--OrdType(40) defined in implementation file--><xs:simpleType name="OrdType_enum_t">
<xs:annotation>
<xs:documentation>Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrdType" ComponentType="Field" Tag="40" Type="char"
AbbrName="OrdTyp"
Category="SingleGeneralOrderHandling"
CategoryAbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Market</fm:EnumDoc>
<fm:EnumDoc value="2">Limit</fm:EnumDoc>
<fm:EnumDoc value="3">Stop / Stop Loss</fm:EnumDoc>
<fm:EnumDoc value="4">Stop Limit</fm:EnumDoc>
<fm:EnumDoc value="5">Market On Close (No longer used)</fm:EnumDoc>
<fm:EnumDoc value="6">With Or Without</fm:EnumDoc>
<fm:EnumDoc value="7">Limit Or Better</fm:EnumDoc>
<fm:EnumDoc value="8">Limit With Or Without</fm:EnumDoc>
<fm:EnumDoc value="9">On Basis</fm:EnumDoc>
<fm:EnumDoc value="A">On Close (No longer used)</fm:EnumDoc>
<fm:EnumDoc value="B">Limit On Close (No longer used)</fm:EnumDoc>
<fm:EnumDoc value="C">Forex Market (No longer used)</fm:EnumDoc>
<fm:EnumDoc value="D">Previously Quoted</fm:EnumDoc>
<fm:EnumDoc value="E">Previously Indicated</fm:EnumDoc>
<fm:EnumDoc value="F">Forex Limit (No longer used)</fm:EnumDoc>
<fm:EnumDoc value="G">Forex Swap</fm:EnumDoc>
<fm:EnumDoc value="H">Forex Previously Quoted (No longer used)</fm:EnumDoc>
<fm:EnumDoc value="I">Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)</fm:EnumDoc>
<fm:EnumDoc value="J">Market If Touched (MIT)</fm:EnumDoc>
<fm:EnumDoc value="K">Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)</fm:EnumDoc>
<fm:EnumDoc value="L">Previous Fund Valuation Point (Historic pricing; for CIV)</fm:EnumDoc>
<fm:EnumDoc value="M">Next Fund Valuation Point (Forward pricing; for CIV)</fm:EnumDoc>
<fm:EnumDoc value="P">Pegged</fm:EnumDoc>
<fm:EnumDoc value="Q">Counter-order selection</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
<xs:enumeration value="J"/>
<xs:enumeration value="K"/>
<xs:enumeration value="L"/>
<xs:enumeration value="M"/>
<xs:enumeration value="P"/>
<xs:enumeration value="Q"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="OrigClOrdID_t">
<xs:annotation>
<xs:documentation>
ClOrdID (11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrigClOrdID" ComponentType="Field" Tag="41" Type="String"
AbbrName="OrigClOrdID"
Category="SingleGeneralOrderHandling"
CategoryAbbrName="OrigID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="OrigTime_t">
<xs:annotation>
<xs:documentation>
Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT"))
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrigTime" ComponentType="Field" Tag="42"
Type="UTCTimestamp"
AbbrName="OrigTm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<!--PossDupFlag(43) defined in implementation file--><xs:simpleType name="PossDupFlag_enum_t">
<xs:annotation>
<xs:documentation>Indicates possible retransmission of message with this sequence number</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PossDupFlag" ComponentType="Field" Tag="43" Type="Boolean"
AbbrName="PosDup"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="N">Original transmission</fm:EnumDoc>
<fm:EnumDoc value="Y">Possible duplicate</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean">
<xs:enumeration value="N"/>
<xs:enumeration value="Y"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="Price_t">
<xs:annotation>
<xs:documentation>
Price per unit of quantity (e.g. per share)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Price" ComponentType="Field" Tag="44" Type="Price"
AbbrName="Px"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="RefSeqNum_t">
<xs:annotation>
<xs:documentation>
Reference message sequence number
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RefSeqNum" ComponentType="Field" Tag="45" Type="SeqNum"
AbbrName="RefSeqNum"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="SeqNum"/>
</xs:simpleType>
<xs:simpleType name="SecurityID_t">
<xs:annotation>
<xs:documentation>
Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecurityID" ComponentType="Field" Tag="48" Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="SenderCompID_t">
<xs:annotation>
<xs:documentation>
Assigned value used to identify firm sending message.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SenderCompID" ComponentType="Field" Tag="49" Type="String"
AbbrName="SID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="SenderSubID_t">
<xs:annotation>
<xs:documentation>
Assigned value used to identify specific message originator (desk, trader, etc.)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SenderSubID" ComponentType="Field" Tag="50" Type="String"
AbbrName="SSub"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="SendingTime_t">
<xs:annotation>
<xs:documentation>
Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SendingTime" ComponentType="Field" Tag="52"
Type="UTCTimestamp"
AbbrName="Snt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<xs:simpleType name="Quantity_t">
<xs:annotation>
<xs:documentation>
Overall/total quantity (e.g. number of shares)
(Prior to FIX 4.2 this field was of type int)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Quantity" ComponentType="Field" Tag="53" Type="Qty"
AbbrName="Qty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<!--Side(54) defined in implementation file--><xs:simpleType name="Side_enum_t">
<xs:annotation>
<xs:documentation>Side of order (see Volume : "Glossary" for value definitions)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Side" ComponentType="Field" Tag="54" Type="char"
AbbrName="Side"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Buy</fm:EnumDoc>
<fm:EnumDoc value="2">Sell</fm:EnumDoc>
<fm:EnumDoc value="3">Buy minus</fm:EnumDoc>
<fm:EnumDoc value="4">Sell plus</fm:EnumDoc>
<fm:EnumDoc value="5">Sell short</fm:EnumDoc>
<fm:EnumDoc value="6">Sell short exempt</fm:EnumDoc>
<fm:EnumDoc value="7">Undisclosed (valid for IOI and List Order messages only)</fm:EnumDoc>
<fm:EnumDoc value="8">Cross (orders where counterparty is an exchange, valid for all messages except IOIs)</fm:EnumDoc>
<fm:EnumDoc value="9">Cross short</fm:EnumDoc>
<fm:EnumDoc value="A">Cross short exempt</fm:EnumDoc>
<fm:EnumDoc value="B">"As Defined" (for use with multileg instruments)</fm:EnumDoc>
<fm:EnumDoc value="C">"Opposite" (for use with multileg instruments)</fm:EnumDoc>
<fm:EnumDoc value="D">Subscribe (e.g. CIV)</fm:EnumDoc>
<fm:EnumDoc value="E">Redeem (e.g. CIV)</fm:EnumDoc>
<fm:EnumDoc value="F">Lend (FINANCING - identifies direction of collateral)</fm:EnumDoc>
<fm:EnumDoc value="G">Borrow (FINANCING - identifies direction of collateral)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="Symbol_t">
<xs:annotation>
<xs:documentation>
Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)
Use "[N/A]" for products which do not have a symbol.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Symbol" ComponentType="Field" Tag="55" Type="String"
AbbrName="Sym"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="TargetCompID_t">
<xs:annotation>
<xs:documentation>
Assigned value used to identify receiving firm.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TargetCompID" ComponentType="Field" Tag="56" Type="String"
AbbrName="TID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="TargetSubID_t">
<xs:annotation>
<xs:documentation>
Assigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specific user.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TargetSubID" ComponentType="Field" Tag="57" Type="String"
AbbrName="TSub"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="Text_t">
<xs:annotation>
<xs:documentation>
Free format text string
(Note: this field does not have a specified maximum length)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Text" ComponentType="Field" Tag="58" Type="String"
AbbrName="Txt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--TimeInForce(59) defined in implementation file--><xs:simpleType name="TimeInForce_enum_t">
<xs:annotation>
<xs:documentation>Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TimeInForce" ComponentType="Field" Tag="59" Type="char"
AbbrName="TmInForce"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Day (or session)</fm:EnumDoc>
<fm:EnumDoc value="1">Good Till Cancel (GTC)</fm:EnumDoc>
<fm:EnumDoc value="2">At the Opening (OPG)</fm:EnumDoc>
<fm:EnumDoc value="3">Immediate Or Cancel (IOC)</fm:EnumDoc>
<fm:EnumDoc value="4">Fill Or Kill (FOK)</fm:EnumDoc>
<fm:EnumDoc value="5">Good Till Crossing (GTX)</fm:EnumDoc>
<fm:EnumDoc value="6">Good Till Date (GTD)</fm:EnumDoc>
<fm:EnumDoc value="7">At the Close</fm:EnumDoc>
<fm:EnumDoc value="8">Good Through Crossing</fm:EnumDoc>
<fm:EnumDoc value="9">At Crossing</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="TransactTime_t">
<xs:annotation>
<xs:documentation>Timestamp when the business transaction represented by the message occurred.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TransactTime" ComponentType="Field" Tag="60"
Type="UTCTimestamp"
AbbrName="TxnTm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<!--Urgency(61) defined in implementation file--><xs:simpleType name="Urgency_enum_t">
<xs:annotation>
<xs:documentation>Urgency flag</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Urgency" ComponentType="Field" Tag="61" Type="char"
AbbrName="Urgency"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Normal</fm:EnumDoc>
<fm:EnumDoc value="1">Flash</fm:EnumDoc>
<fm:EnumDoc value="2">Background</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ValidUntilTime_t">
<xs:annotation>
<xs:documentation>
Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ValidUntilTime" ComponentType="Field" Tag="62"
Type="UTCTimestamp"
AbbrName="ValidUntilTm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<!--SettlType(63) defined in implementation file--><xs:simpleType name="SettlType_enum_t">
<xs:annotation>
<xs:documentation>Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlType" ComponentType="Field" Tag="63" Type="String"
AbbrName="SettlTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Regular / FX Spot settlement (T+1 or T+2 depending on currency)</fm:EnumDoc>
<fm:EnumDoc value="1">Cash (TOD / T+0)</fm:EnumDoc>
<fm:EnumDoc value="2">Next Day (TOM / T+1)</fm:EnumDoc>
<fm:EnumDoc value="3">T+2</fm:EnumDoc>
<fm:EnumDoc value="4">T+3</fm:EnumDoc>
<fm:EnumDoc value="5">T+4</fm:EnumDoc>
<fm:EnumDoc value="6">Future</fm:EnumDoc>
<fm:EnumDoc value="7">When And If Issued</fm:EnumDoc>
<fm:EnumDoc value="8">Sellers Option</fm:EnumDoc>
<fm:EnumDoc value="9">T+5</fm:EnumDoc>
<fm:EnumDoc value="C">FX Spot Next settlement (Spot+1, aka next day)</fm:EnumDoc>
<fm:EnumDoc value="B">Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="C"/>
<xs:enumeration value="B"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="SettlDate_t">
<xs:annotation>
<xs:documentation>
Specific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued)
(expressed in local time at place of settlement)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlDate" ComponentType="Field" Tag="64"
Type="LocalMktDate"
AbbrName="SettlDt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<!--SymbolSfx(65) defined in implementation file--><xs:simpleType name="SymbolSfx_enum_t">
<xs:annotation>
<xs:documentation>
Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167).
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SymbolSfx" ComponentType="Field" Tag="65" Type="String"
AbbrName="Sfx"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="CD">EUCP with lump-sum interest rather than discount price</fm:EnumDoc>
<fm:EnumDoc value="WI">"When Issued" for a security to be reissued under an old CUSIP or ISIN</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="CD"/>
<xs:enumeration value="WI"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ListID_t">
<xs:annotation>
<xs:documentation>
Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ListID" ComponentType="Field" Tag="66" Type="String"
AbbrName="ListID"
Category="ProgramTrading"
CategoryAbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="ListSeqNo_t">
<xs:annotation>
<xs:documentation>
Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . )
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ListSeqNo" ComponentType="Field" Tag="67" Type="int"
AbbrName="ListSeqNo"
Category="ProgramTrading"
CategoryAbbrName="SeqNo"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="TotNoOrders_t">
<xs:annotation>
<xs:documentation>
Total number of list order entries across all messages. Should be the sum of all NoOrders (73) in each message that has repeating list order entries related to the same ListID (66). Used to support fragmentation.
(Prior to FIX 4.2 this field was named "ListNoOrds")
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TotNoOrders" ComponentType="Field" Tag="68" Type="int"
AbbrName="TotNoOrds"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="ListExecInst_t">
<xs:annotation>
<xs:documentation>
Free format text message containing list handling and execution instructions.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ListExecInst" ComponentType="Field" Tag="69" Type="String"
AbbrName="ListExecInst"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="AllocID_t">
<xs:annotation>
<xs:documentation>
Unique identifier for allocation message.
(Prior to FIX 4.1 this field was of type int)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocID" ComponentType="Field" Tag="70" Type="String"
AbbrName="AllocID"
Category="Allocation"
CategoryAbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--AllocTransType(71) defined in implementation file--><xs:simpleType name="AllocTransType_enum_t">
<xs:annotation>
<xs:documentation>Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocTransType" ComponentType="Field" Tag="71" Type="char"
AbbrName="TransTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">New</fm:EnumDoc>
<fm:EnumDoc value="1">Replace</fm:EnumDoc>
<fm:EnumDoc value="2">Cancel</fm:EnumDoc>
<fm:EnumDoc value="3">Preliminary (without MiscFees and NetMoney) (Removed/Replaced)</fm:EnumDoc>
<fm:EnumDoc value="4">Calculated (includes MiscFees and NetMoney) (Removed/Replaced)</fm:EnumDoc>
<fm:EnumDoc value="5">Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced)</fm:EnumDoc>
<fm:EnumDoc value="6">Reversal</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RefAllocID_t">
<xs:annotation>
<xs:documentation>
Reference identifier to be used with AllocTransType (71) = Replace or Cancel.
(Prior to FIX 4.1 this field was of type int)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RefAllocID" ComponentType="Field" Tag="72" Type="String"
AbbrName="RefAllocID"
Category="Allocation"
CategoryAbbrName="RefID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="AvgPxPrecision_t">
<xs:annotation>
<xs:documentation>
Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AvgPxPrecision" ComponentType="Field" Tag="74" Type="int"
AbbrName="AvgPxPrcsn"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="TradeDate_t">
<xs:annotation>
<xs:documentation>
Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradeDate" ComponentType="Field" Tag="75"
Type="LocalMktDate"
AbbrName="TrdDt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<!--PositionEffect(77) defined in implementation file--><xs:simpleType name="PositionEffect_enum_t">
<xs:annotation>
<xs:documentation>
Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PositionEffect" ComponentType="Field" Tag="77" Type="char"
AbbrName="PosEfct"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="C">Close</fm:EnumDoc>
<fm:EnumDoc value="F">FIFO</fm:EnumDoc>
<fm:EnumDoc value="O">Open</fm:EnumDoc>
<fm:EnumDoc value="R">Rolled</fm:EnumDoc>
<fm:EnumDoc value="N">Close but notify on open</fm:EnumDoc>
<fm:EnumDoc value="D">Default</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="C"/>
<xs:enumeration value="F"/>
<xs:enumeration value="O"/>
<xs:enumeration value="R"/>
<xs:enumeration value="N"/>
<xs:enumeration value="D"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="AllocAccount_t">
<xs:annotation>
<xs:documentation>
Sub-account mnemonic
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocAccount" ComponentType="Field" Tag="79" Type="String"
AbbrName="Acct"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="AllocQty_t">
<xs:annotation>
<xs:documentation>
Quantity to be allocated to specific sub-account
(Prior to FIX 4.2 this field was of type int)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocQty" ComponentType="Field" Tag="80" Type="Qty"
AbbrName="Qty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<!--ProcessCode(81) defined in implementation file--><xs:simpleType name="ProcessCode_enum_t">
<xs:annotation>
<xs:documentation>Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ProcessCode" ComponentType="Field" Tag="81" Type="char"
AbbrName="ProcCode"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Regular</fm:EnumDoc>
<fm:EnumDoc value="1">Soft Dollar</fm:EnumDoc>
<fm:EnumDoc value="2">Step-In</fm:EnumDoc>
<fm:EnumDoc value="3">Step-Out</fm:EnumDoc>
<fm:EnumDoc value="4">Soft-dollar Step-In</fm:EnumDoc>
<fm:EnumDoc value="5">Soft-dollar Step-Out</fm:EnumDoc>
<fm:EnumDoc value="6">Plan Sponsor</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="NoRpts_t">
<xs:annotation>
<xs:documentation>
Total number of reports within series.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NoRpts" ComponentType="Field" Tag="82" Type="int"
AbbrName="NoRpts"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="RptSeq_t">
<xs:annotation>
<xs:documentation>Sequence number of message within report series. Used to carry reporting sequence number of the fill as represented on the Trade Report Side.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RptSeq" ComponentType="Field" Tag="83" Type="int"
AbbrName="RptSeq"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="CxlQty_t">
<xs:annotation>
<xs:documentation>
Total quantity canceled for this order.
(Prior to FIX 4.2 this field was of type int)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CxlQty" ComponentType="Field" Tag="84" Type="Qty"
AbbrName="CxlQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<!--AllocStatus(87) defined in implementation file--><xs:simpleType name="AllocStatus_enum_t">
<xs:annotation>
<xs:documentation>Identifies status of allocation.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocStatus" ComponentType="Field" Tag="87" Type="int"
AbbrName="Stat"
Category="Allocation"
CategoryAbbrName="Stat"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">accepted (successfully processed)</fm:EnumDoc>
<fm:EnumDoc value="1">block level reject</fm:EnumDoc>
<fm:EnumDoc value="2">account level reject</fm:EnumDoc>
<fm:EnumDoc value="3">received (received, not yet processed)</fm:EnumDoc>
<fm:EnumDoc value="4">incomplete</fm:EnumDoc>
<fm:EnumDoc value="5">rejected by intermediary</fm:EnumDoc>
<fm:EnumDoc value="6">allocation pending</fm:EnumDoc>
<fm:EnumDoc value="7">reversed</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
</xs:restriction>
</xs:simpleType>
<!--AllocRejCode(88) defined in implementation file--><xs:simpleType name="AllocRejCode_enum_t">
<xs:annotation>
<xs:documentation>Identifies reason for rejection.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocRejCode" ComponentType="Field" Tag="88" Type="int"
AbbrName="RejCode"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Unknown account(s)</fm:EnumDoc>
<fm:EnumDoc value="1">Incorrect quantity</fm:EnumDoc>
<fm:EnumDoc value="10">Unknown or stale ExecID</fm:EnumDoc>
<fm:EnumDoc value="11">Mismatched data</fm:EnumDoc>
<fm:EnumDoc value="12">Unknown ClOrdID</fm:EnumDoc>
<fm:EnumDoc value="13">Warehouse request rejected</fm:EnumDoc>
<fm:EnumDoc value="2">Incorrect averageg price</fm:EnumDoc>
<fm:EnumDoc value="3">Unknown executing broker mnemonic</fm:EnumDoc>
<fm:EnumDoc value="4">Commission difference</fm:EnumDoc>
<fm:EnumDoc value="5">Unknown OrderID (37)</fm:EnumDoc>
<fm:EnumDoc value="6">Unknown ListID (66)</fm:EnumDoc>
<fm:EnumDoc value="7">Other (further in Text (58))</fm:EnumDoc>
<fm:EnumDoc value="8">Incorrect allocated quantity</fm:EnumDoc>
<fm:EnumDoc value="9">Calculation difference</fm:EnumDoc>
<fm:EnumDoc value="99">Other</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="99"/>
</xs:restriction>
</xs:simpleType>
<!--EmailType(94) defined in implementation file--><xs:simpleType name="EmailType_enum_t">
<xs:annotation>
<xs:documentation>Email message type.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EmailType" ComponentType="Field" Tag="94" Type="char"
AbbrName="EmailTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">New</fm:EnumDoc>
<fm:EnumDoc value="1">Reply</fm:EnumDoc>
<fm:EnumDoc value="2">Admin Reply</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RawDataLength_t">
<xs:annotation>
<xs:documentation>
Number of bytes in raw data field.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RawDataLength" ComponentType="Field" Tag="95"
Type="Length"
AbbrName="RawDataLength"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Length"/>
</xs:simpleType>
<xs:simpleType name="RawData_t">
<xs:annotation>
<xs:documentation>
Unformatted raw data, can include bitmaps, word processor documents, etc.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RawData" ComponentType="Field" Tag="96" Type="data"
AbbrName="RawData"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="data"/>
</xs:simpleType>
<!--PossResend(97) defined in implementation file--><xs:simpleType name="PossResend_enum_t">
<xs:annotation>
<xs:documentation>Indicates that message may contain information that has been sent under another sequence number.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PossResend" ComponentType="Field" Tag="97" Type="Boolean"
AbbrName="PosRsnd"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="N">Original Transmission</fm:EnumDoc>
<fm:EnumDoc value="Y">Possible Resend</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean">
<xs:enumeration value="N"/>
<xs:enumeration value="Y"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="StopPx_t">
<xs:annotation>
<xs:documentation>
Price per unit of quantity (e.g. per share)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StopPx" ComponentType="Field" Tag="99" Type="Price"
AbbrName="StopPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="ExDestination_t">
<xs:annotation>
<xs:documentation>
Execution destination as defined by institution when order is entered.
Valid values:
See "Appendix 6-C"
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ExDestination" ComponentType="Field" Tag="100"
Type="Exchange"
AbbrName="ExDest"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Exchange"/>
</xs:simpleType>
<!--CxlRejReason(102) defined in implementation file--><xs:simpleType name="CxlRejReason_enum_t">
<xs:annotation>
<xs:documentation>Code to identify reason for cancel rejection.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CxlRejReason" ComponentType="Field" Tag="102" Type="int"
AbbrName="CxlRejRsn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Too late to cancel</fm:EnumDoc>
<fm:EnumDoc value="1">Unknown order</fm:EnumDoc>
<fm:EnumDoc value="2">Broker / Exchange Option</fm:EnumDoc>
<fm:EnumDoc value="3">Order already in Pending Cancel or Pending Replace status</fm:EnumDoc>
<fm:EnumDoc value="4">Unable to process Order Mass Cancel Request</fm:EnumDoc>
<fm:EnumDoc value="5">OrigOrdModTime (586) did not match last TransactTime (60) of order</fm:EnumDoc>
<fm:EnumDoc value="6">Duplicate ClOrdID (11) received</fm:EnumDoc>
<fm:EnumDoc value="99">Other</fm:EnumDoc>
<fm:EnumDoc value="18">Invalid price increment</fm:EnumDoc>
<fm:EnumDoc value="7">Price exceeds current price</fm:EnumDoc>
<fm:EnumDoc value="8">Price exceeds current price band</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="99"/>
<xs:enumeration value="18"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
</xs:restriction>
</xs:simpleType>
<!--OrdRejReason(103) defined in implementation file--><xs:simpleType name="OrdRejReason_enum_t">
<xs:annotation>
<xs:documentation>Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrdRejReason" ComponentType="Field" Tag="103" Type="int"
AbbrName="RejRsn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Broker / Exchange option</fm:EnumDoc>
<fm:EnumDoc value="1">Unknown symbol</fm:EnumDoc>
<fm:EnumDoc value="10">Invalid Investor ID</fm:EnumDoc>
<fm:EnumDoc value="11">Unsupported order characteristic</fm:EnumDoc>
<fm:EnumDoc value="12">Surveillence Option</fm:EnumDoc>
<fm:EnumDoc value="13">Incorrect quantity</fm:EnumDoc>
<fm:EnumDoc value="14">Incorrect allocated quantity</fm:EnumDoc>
<fm:EnumDoc value="15">Unknown account(s)</fm:EnumDoc>
<fm:EnumDoc value="2">Exchange closed</fm:EnumDoc>
<fm:EnumDoc value="3">Order exceeds limit</fm:EnumDoc>
<fm:EnumDoc value="4">Too late to enter</fm:EnumDoc>
<fm:EnumDoc value="5">Unknown order</fm:EnumDoc>
<fm:EnumDoc value="6">Duplicate Order (e.g. dupe ClOrdID)</fm:EnumDoc>
<fm:EnumDoc value="7">Duplicate of a verbally communicated order</fm:EnumDoc>
<fm:EnumDoc value="8">Stale order</fm:EnumDoc>
<fm:EnumDoc value="9">Trade along required</fm:EnumDoc>
<fm:EnumDoc value="99">Other</fm:EnumDoc>
<fm:EnumDoc value="18">Invalid price increment</fm:EnumDoc>
<fm:EnumDoc value="16">Price exceeds current price band</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="99"/>
<xs:enumeration value="18"/>
<xs:enumeration value="16"/>
</xs:restriction>
</xs:simpleType>
<!--IOIQualifier(104) defined in implementation file--><xs:simpleType name="IOIQualifier_enum_t">
<xs:annotation>
<xs:documentation>Code to qualify IOI use. (see Volume : "Glossary" for value definitions)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="IOIQualifier" ComponentType="Field" Tag="104" Type="char"
AbbrName="Qual"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="A">All or None (AON)</fm:EnumDoc>
<fm:EnumDoc value="B">Market On Close (MOC) (held to close)</fm:EnumDoc>
<fm:EnumDoc value="C">At the close (around/not held to close)</fm:EnumDoc>
<fm:EnumDoc value="D">VWAP (Volume Weighted Average Price)</fm:EnumDoc>
<fm:EnumDoc value="I">In touch with</fm:EnumDoc>
<fm:EnumDoc value="L">Limit</fm:EnumDoc>
<fm:EnumDoc value="M">More Behind</fm:EnumDoc>
<fm:EnumDoc value="O">At the Open</fm:EnumDoc>
<fm:EnumDoc value="P">Taking a Position</fm:EnumDoc>
<fm:EnumDoc value="Q">At the Market (previously called Current Quote)</fm:EnumDoc>
<fm:EnumDoc value="R">Ready to Trade</fm:EnumDoc>
<fm:EnumDoc value="S">Portfolio Shown</fm:EnumDoc>
<fm:EnumDoc value="T">Through the Day</fm:EnumDoc>
<fm:EnumDoc value="V">Versus</fm:EnumDoc>
<fm:EnumDoc value="W">Indication - Working Away</fm:EnumDoc>
<fm:EnumDoc value="X">Crossing Opportunity</fm:EnumDoc>
<fm:EnumDoc value="Y">At the Midpoint</fm:EnumDoc>
<fm:EnumDoc value="Z">Pre-open</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="I"/>
<xs:enumeration value="L"/>
<xs:enumeration value="M"/>
<xs:enumeration value="O"/>
<xs:enumeration value="P"/>
<xs:enumeration value="Q"/>
<xs:enumeration value="R"/>
<xs:enumeration value="S"/>
<xs:enumeration value="T"/>
<xs:enumeration value="V"/>
<xs:enumeration value="W"/>
<xs:enumeration value="X"/>
<xs:enumeration value="Y"/>
<xs:enumeration value="Z"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="Issuer_t">
<xs:annotation>
<xs:documentation>
Name of security issuer (e.g. International Business Machines, GNMA).
see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Issuer" ComponentType="Field" Tag="106" Type="String"
AbbrName="Issr"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="SecurityDesc_t">
<xs:annotation>
<xs:documentation>Can be used to provide an optional textual description for a financial instrument.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecurityDesc" ComponentType="Field" Tag="107"
Type="String"
AbbrName="Desc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="MinQty_t">
<xs:annotation>
<xs:documentation>
Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MinQty" ComponentType="Field" Tag="110" Type="Qty"
AbbrName="MinQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="MaxFloor_t">
<xs:annotation>
<xs:documentation>The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MaxFloor" ComponentType="Field" Tag="111" Type="Qty"
AbbrName="MaxFloor"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<!--ReportToExch(113) defined in implementation file--><xs:simpleType name="ReportToExch_enum_t">
<xs:annotation>
<xs:documentation>Identifies party of trade responsible for exchange reporting.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ReportToExch" ComponentType="Field" Tag="113"
Type="Boolean"
AbbrName="RptToExch"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="N">Indicates the party sending message will report trade</fm:EnumDoc>
<fm:EnumDoc value="Y">Indicates the party receiving message must report trade</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean">
<xs:enumeration value="N"/>
<xs:enumeration value="Y"/>
</xs:restriction>
</xs:simpleType>
<!--LocateReqd(114) defined in implementation file--><xs:simpleType name="LocateReqd_enum_t">
<xs:annotation>
<xs:documentation>Indicates whether the broker is to locate the stock in conjunction with a short sell order.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LocateReqd" ComponentType="Field" Tag="114" Type="Boolean"
AbbrName="LocReqd"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="N">Indicates the broker is not required to locate</fm:EnumDoc>
<fm:EnumDoc value="Y">Indicates the broker is responsible for locating the stock</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean">
<xs:enumeration value="N"/>
<xs:enumeration value="Y"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="OnBehalfOfCompID_t">
<xs:annotation>
<xs:documentation>
Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OnBehalfOfCompID" ComponentType="Field" Tag="115"
Type="String"
AbbrName="OBID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="OnBehalfOfSubID_t">
<xs:annotation>
<xs:documentation>
Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OnBehalfOfSubID" ComponentType="Field" Tag="116"
Type="String"
AbbrName="OBSub"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="QuoteID_t">
<xs:annotation>
<xs:documentation>
Unique identifier for quote
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="QuoteID" ComponentType="Field" Tag="117" Type="String"
AbbrName="QID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="NetMoney_t">
<xs:annotation>
<xs:documentation>
Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NetMoney" ComponentType="Field" Tag="118" Type="Amt"
AbbrName="NetMny"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="SettlCurrAmt_t">
<xs:annotation>
<xs:documentation>
Total amount due expressed in settlement currency (includes the effect of the forex transaction)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlCurrAmt" ComponentType="Field" Tag="119" Type="Amt"
AbbrName="SettlCurrAmt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="SettlCurrency_t">
<xs:annotation>
<xs:documentation>
Currency code of settlement denomination.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlCurrency" ComponentType="Field" Tag="120"
Type="Currency"
AbbrName="SettlCcy"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Currency"/>
</xs:simpleType>
<!--ForexReq(121) defined in implementation file--><xs:simpleType name="ForexReq_enum_t">
<xs:annotation>
<xs:documentation>Indicates request for forex accommodation trade to be executed along with security transaction.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ForexReq" ComponentType="Field" Tag="121" Type="Boolean"
AbbrName="ForexReq"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="N">Do Not Execute Forex After Security Trade</fm:EnumDoc>
<fm:EnumDoc value="Y">Execute Forex After Security Trade</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean">
<xs:enumeration value="N"/>
<xs:enumeration value="Y"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="OrigSendingTime_t">
<xs:annotation>
<xs:documentation>
Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") when transmitting orders as the result of a resend request.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrigSendingTime" ComponentType="Field" Tag="122"
Type="UTCTimestamp"
AbbrName="OrigSnt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<xs:simpleType name="ExpireTime_t">
<xs:annotation>
<xs:documentation>
Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
The meaning of expiration is specific to the context where the field is used.
For orders, this is the expiration time of a Good Til Date TimeInForce.
For Quotes - this is the expiration of the quote.
Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process.
For collateral requests, this is the time by which collateral must be assigned.
For collateral assignments, this is the time by which a response to the assignment is expected.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ExpireTime" ComponentType="Field" Tag="126"
Type="UTCTimestamp"
AbbrName="ExpireTm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<!--DKReason(127) defined in implementation file--><xs:simpleType name="DKReason_enum_t">
<xs:annotation>
<xs:documentation>Reason for execution rejection.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DKReason" ComponentType="Field" Tag="127" Type="char"
AbbrName="DkRsn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="A">Unknown Symbol</fm:EnumDoc>
<fm:EnumDoc value="B">Wrong Side</fm:EnumDoc>
<fm:EnumDoc value="C">Quantity Exceeds Order</fm:EnumDoc>
<fm:EnumDoc value="D">No Matching Order</fm:EnumDoc>
<fm:EnumDoc value="E">Price Exceeds Limit</fm:EnumDoc>
<fm:EnumDoc value="F">Calculation Difference</fm:EnumDoc>
<fm:EnumDoc value="Z">Other</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="Z"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="DeliverToCompID_t">
<xs:annotation>
<xs:documentation>
Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID (56) field and the ultimate receiver firm ID in this field.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DeliverToCompID" ComponentType="Field" Tag="128"
Type="String"
AbbrName="D2ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="DeliverToSubID_t">
<xs:annotation>
<xs:documentation>
Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DeliverToSubID" ComponentType="Field" Tag="129"
Type="String"
AbbrName="D2Sub"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--IOINaturalFlag(130) defined in implementation file--><xs:simpleType name="IOINaturalFlag_enum_t">
<xs:annotation>
<xs:documentation>Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="IOINaturalFlag" ComponentType="Field" Tag="130"
Type="Boolean"
AbbrName="NatFlag"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="N">Not Natural</fm:EnumDoc>
<fm:EnumDoc value="Y">Natural</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean">
<xs:enumeration value="N"/>
<xs:enumeration value="Y"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="QuoteReqID_t">
<xs:annotation>
<xs:documentation>
Unique identifier for quote request
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="QuoteReqID" ComponentType="Field" Tag="131" Type="String"
AbbrName="ReqID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="BidPx_t">
<xs:annotation>
<xs:documentation>
Bid price/rate
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BidPx" ComponentType="Field" Tag="132" Type="Price"
AbbrName="BidPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="OfferPx_t">
<xs:annotation>
<xs:documentation>
Offer price/rate
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OfferPx" ComponentType="Field" Tag="133" Type="Price"
AbbrName="OfrPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="BidSize_t">
<xs:annotation>
<xs:documentation>
Quantity of bid
(Prior to FIX 4.2 this field was of type int)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BidSize" ComponentType="Field" Tag="134" Type="Qty"
AbbrName="BidSz"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="OfferSize_t">
<xs:annotation>
<xs:documentation>
Quantity of offer
(Prior to FIX 4.2 this field was of type int)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OfferSize" ComponentType="Field" Tag="135" Type="Qty"
AbbrName="OfrSz"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="MiscFeeAmt_t">
<xs:annotation>
<xs:documentation>
Miscellaneous fee value
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MiscFeeAmt" ComponentType="Field" Tag="137" Type="Amt"
AbbrName="Amt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="MiscFeeCurr_t">
<xs:annotation>
<xs:documentation>
Currency of miscellaneous fee
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MiscFeeCurr" ComponentType="Field" Tag="138"
Type="Currency"
AbbrName="Curr"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Currency"/>
</xs:simpleType>
<!--MiscFeeType(139) defined in implementation file--><xs:simpleType name="MiscFeeType_enum_t">
<xs:annotation>
<xs:documentation>Indicates type of miscellaneous fee.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MiscFeeType" ComponentType="Field" Tag="139" Type="String"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Regulatory (e.g. SEC)</fm:EnumDoc>
<fm:EnumDoc value="10">Per transaction</fm:EnumDoc>
<fm:EnumDoc value="11">Conversion</fm:EnumDoc>
<fm:EnumDoc value="12">Agent</fm:EnumDoc>
<fm:EnumDoc value="2">Tax</fm:EnumDoc>
<fm:EnumDoc value="3">Local Commission</fm:EnumDoc>
<fm:EnumDoc value="4">Exchange Fees</fm:EnumDoc>
<fm:EnumDoc value="5">Stamp</fm:EnumDoc>
<fm:EnumDoc value="6">Levy</fm:EnumDoc>
<fm:EnumDoc value="7">Other</fm:EnumDoc>
<fm:EnumDoc value="8">Markup</fm:EnumDoc>
<fm:EnumDoc value="9">Consumption Tax</fm:EnumDoc>
<fm:EnumDoc value="13">Transfer Fee</fm:EnumDoc>
<fm:EnumDoc value="14">Security Lending</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="PrevClosePx_t">
<xs:annotation>
<xs:documentation>
Previous closing price of security.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PrevClosePx" ComponentType="Field" Tag="140" Type="Price"
AbbrName="PrevClsPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="SenderLocationID_t">
<xs:annotation>
<xs:documentation>
Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SenderLocationID" ComponentType="Field" Tag="142"
Type="String"
AbbrName="SLoc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="TargetLocationID_t">
<xs:annotation>
<xs:documentation>
Assigned value used to identify specific message destination's location (i.e. geographic location and/or desk, trader)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TargetLocationID" ComponentType="Field" Tag="143"
Type="String"
AbbrName="TLoc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="OnBehalfOfLocationID_t">
<xs:annotation>
<xs:documentation>
Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OnBehalfOfLocationID" ComponentType="Field" Tag="144"
Type="String"
AbbrName="OBLoc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="DeliverToLocationID_t">
<xs:annotation>
<xs:documentation>
Assigned value used to identify specific message recipient's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DeliverToLocationID" ComponentType="Field" Tag="145"
Type="String"
AbbrName="D2Loc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="Subject_t">
<xs:annotation>
<xs:documentation>
The subject of an Email message
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Subject" ComponentType="Field" Tag="147" Type="String"
AbbrName="Subject"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="Headline_t">
<xs:annotation>
<xs:documentation>
The headline of a News message
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Headline" ComponentType="Field" Tag="148" Type="String"
AbbrName="Headline"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="URLLink_t">
<xs:annotation>
<xs:documentation>
A URI (Uniform Resource Identifier) or URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html)
See "Appendix 6-B FIX Fields Based Upon Other Standards"
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="URLLink" ComponentType="Field" Tag="149" Type="String"
AbbrName="URL"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--ExecType(150) defined in implementation file--><xs:simpleType name="ExecType_enum_t">
<xs:annotation>
<xs:documentation>Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus (39) will always identify the current order status (i.e. Partially Filled) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ExecType" ComponentType="Field" Tag="150" Type="char"
AbbrName="ExecTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">New</fm:EnumDoc>
<fm:EnumDoc value="3">Done for day</fm:EnumDoc>
<fm:EnumDoc value="4">Canceled</fm:EnumDoc>
<fm:EnumDoc value="5">Replaced</fm:EnumDoc>
<fm:EnumDoc value="6">Pending Cancel (e.g. result of Order Cancel Request)</fm:EnumDoc>
<fm:EnumDoc value="7">Stopped</fm:EnumDoc>
<fm:EnumDoc value="8">Rejected</fm:EnumDoc>
<fm:EnumDoc value="9">Suspended</fm:EnumDoc>
<fm:EnumDoc value="A">Pending New</fm:EnumDoc>
<fm:EnumDoc value="B">Calculated</fm:EnumDoc>
<fm:EnumDoc value="C">Expired</fm:EnumDoc>
<fm:EnumDoc value="D">Restated (Execution Report sent unsolicited by sellside, with ExecRestatementReason (378) set)</fm:EnumDoc>
<fm:EnumDoc value="E">Pending Replace (e.g. result of Order Cancel/Replace Request)</fm:EnumDoc>
<fm:EnumDoc value="F">Trade (partial fill or fill)</fm:EnumDoc>
<fm:EnumDoc value="G">Trade Correct</fm:EnumDoc>
<fm:EnumDoc value="H">Trade Cancel</fm:EnumDoc>
<fm:EnumDoc value="I">Order Status</fm:EnumDoc>
<fm:EnumDoc value="J">Trade in a Clearing Hold</fm:EnumDoc>
<fm:EnumDoc value="K">Trade has been released to Clearing</fm:EnumDoc>
<fm:EnumDoc value="L">Triggered or Activated by System</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
<xs:enumeration value="J"/>
<xs:enumeration value="K"/>
<xs:enumeration value="L"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="LeavesQty_t">
<xs:annotation>
<xs:documentation>
Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) - CumQty (14).
(Prior to FIX 4.2 this field was of type int)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LeavesQty" ComponentType="Field" Tag="151" Type="Qty"
AbbrName="LeavesQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="CashOrderQty_t">
<xs:annotation>
<xs:documentation>
Specifies the approximate order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares). The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity (OrderQty (38)) based upon this amount to be used for the actual order and subsequent messages.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CashOrderQty" ComponentType="Field" Tag="152" Type="Qty"
AbbrName="Cash"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="AllocAvgPx_t">
<xs:annotation>
<xs:documentation>
AvgPx (6) for a specific AllocAccount (79)
For Fixed Income this is always expressed as "percent of par" price type.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocAvgPx" ComponentType="Field" Tag="153" Type="Price"
AbbrName="AvgPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="AllocNetMoney_t">
<xs:annotation>
<xs:documentation>
NetMoney (8) for a specific AllocAccount (79)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocNetMoney" ComponentType="Field" Tag="154" Type="Amt"
AbbrName="NetMny"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="SettlCurrFxRate_t">
<xs:annotation>
<xs:documentation>
Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlCurrFxRate" ComponentType="Field" Tag="155"
Type="float"
AbbrName="SettlCurrFxRt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<!--SettlCurrFxRateCalc(156) defined in implementation file--><xs:simpleType name="SettlCurrFxRateCalc_enum_t">
<xs:annotation>
<xs:documentation>Specifies whether or not SettlCurrFxRate (55) should be multiplied or divided.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlCurrFxRateCalc" ComponentType="Field" Tag="156"
Type="char"
AbbrName="SettlCurrFxRtCalc"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="M">Multiply</fm:EnumDoc>
<fm:EnumDoc value="D">Divide</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="M"/>
<xs:enumeration value="D"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="NumDaysInterest_t">
<xs:annotation>
<xs:documentation>
Number of Days of Interest for convertible bonds and fixed income. Note value may be negative.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NumDaysInterest" ComponentType="Field" Tag="157"
Type="int"
AbbrName="NumDaysInt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="AccruedInterestRate_t">
<xs:annotation>
<xs:documentation>
The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AccruedInterestRate" ComponentType="Field" Tag="158"
Type="Percentage"
AbbrName="AcrdIntRt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="AccruedInterestAmt_t">
<xs:annotation>
<xs:documentation>
Amount of Accrued Interest for convertible bonds and fixed income
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AccruedInterestAmt" ComponentType="Field" Tag="159"
Type="Amt"
AbbrName="AcrdIntAmt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<!--SettlInstMode(160) defined in implementation file--><xs:simpleType name="SettlInstMode_enum_t">
<xs:annotation>
<xs:documentation>Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlInstMode" ComponentType="Field" Tag="160" Type="char"
AbbrName="SettlInstMode"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Default (Replaced)</fm:EnumDoc>
<fm:EnumDoc value="1">Standing Instructions Provided</fm:EnumDoc>
<fm:EnumDoc value="2">Specific Allocation Account Overriding (Replaced)</fm:EnumDoc>
<fm:EnumDoc value="3">Specific Allocation Account Standing (Replaced)</fm:EnumDoc>
<fm:EnumDoc value="4">Specific Order for a single account (for CIV)</fm:EnumDoc>
<fm:EnumDoc value="5">Request reject</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="AllocText_t">
<xs:annotation>
<xs:documentation>
Free format text related to a specific AllocAccount (79).
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocText" ComponentType="Field" Tag="161" Type="String"
AbbrName="Txt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="SettlInstID_t">
<xs:annotation>
<xs:documentation>
Unique identifier for Settlement Instruction.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlInstID" ComponentType="Field" Tag="162" Type="String"
AbbrName="SettlInstID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--SettlInstTransType(163) defined in implementation file--><xs:simpleType name="SettlInstTransType_enum_t">
<xs:annotation>
<xs:documentation>Settlement Instructions message transaction type</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlInstTransType" ComponentType="Field" Tag="163"
Type="char"
AbbrName="SettlInstTransTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="C">Cancel</fm:EnumDoc>
<fm:EnumDoc value="N">New</fm:EnumDoc>
<fm:EnumDoc value="R">Replace</fm:EnumDoc>
<fm:EnumDoc value="T">Restate</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="C"/>
<xs:enumeration value="N"/>
<xs:enumeration value="R"/>
<xs:enumeration value="T"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="EmailThreadID_t">
<xs:annotation>
<xs:documentation>
Unique identifier for an email thread (new and chain of replies)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EmailThreadID" ComponentType="Field" Tag="164"
Type="String"
AbbrName="EmailThreadID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--SettlInstSource(165) defined in implementation file--><xs:simpleType name="SettlInstSource_enum_t">
<xs:annotation>
<xs:documentation>Indicates source of Settlement Instructions</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlInstSource" ComponentType="Field" Tag="165"
Type="char"
AbbrName="InstSrc"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Broker's Instructions</fm:EnumDoc>
<fm:EnumDoc value="2">Institution's Instructions</fm:EnumDoc>
<fm:EnumDoc value="3">Investor (e.g. CIV use)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<!--SecurityType(167) defined in implementation file--><xs:simpleType name="SecurityType_enum_t">
<xs:annotation>
<xs:documentation>Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecurityType" ComponentType="Field" Tag="167"
Type="String"
AbbrName="SecTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="ABS">Asset-backed Securities</fm:EnumDoc>
<fm:EnumDoc value="AMENDED">Amended & Restated</fm:EnumDoc>
<fm:EnumDoc value="AN">Other Anticipation Notes (BAN, GAN, etc.)</fm:EnumDoc>
<fm:EnumDoc value="BA">Bankers Acceptance</fm:EnumDoc>
<fm:EnumDoc value="BN">Bank Notes</fm:EnumDoc>
<fm:EnumDoc value="BOX">Bill Of Exchanges</fm:EnumDoc>
<fm:EnumDoc value="BRADY">Brady Bond</fm:EnumDoc>
<fm:EnumDoc value="BRIDGE">Bridge Loan</fm:EnumDoc>
<fm:EnumDoc value="BUYSELL">Buy Sellback</fm:EnumDoc>
<fm:EnumDoc value="CB">Convertible Bond</fm:EnumDoc>
<fm:EnumDoc value="CD">Certificate Of Deposit</fm:EnumDoc>
<fm:EnumDoc value="CL">Call Loans</fm:EnumDoc>
<fm:EnumDoc value="CMBS">Corp. Mortgage-backed Securities</fm:EnumDoc>
<fm:EnumDoc value="CMO">Collateralized Mortgage Obligation</fm:EnumDoc>
<fm:EnumDoc value="COFO">Certificate Of Obligation</fm:EnumDoc>
<fm:EnumDoc value="COFP">Certificate Of Participation</fm:EnumDoc>
<fm:EnumDoc value="CORP">Corporate Bond</fm:EnumDoc>
<fm:EnumDoc value="CP">Commercial Paper</fm:EnumDoc>
<fm:EnumDoc value="CPP">Corporate Private Placement</fm:EnumDoc>
<fm:EnumDoc value="CS">Common Stock</fm:EnumDoc>
<fm:EnumDoc value="DEFLTED">Defaulted</fm:EnumDoc>
<fm:EnumDoc value="DINP">Debtor In Possession</fm:EnumDoc>
<fm:EnumDoc value="DN">Deposit Notes</fm:EnumDoc>
<fm:EnumDoc value="DUAL">Dual Currency</fm:EnumDoc>
<fm:EnumDoc value="EUCD">Euro Certificate Of Deposit</fm:EnumDoc>
<fm:EnumDoc value="EUCORP">Euro Corporate Bond</fm:EnumDoc>
<fm:EnumDoc value="EUCP">Euro Commercial Paper</fm:EnumDoc>
<fm:EnumDoc value="EUSOV">Euro Sovereigns *</fm:EnumDoc>
<fm:EnumDoc value="EUSUPRA">Euro Supranational Coupons *</fm:EnumDoc>
<fm:EnumDoc value="FAC">Federal Agency Coupon</fm:EnumDoc>
<fm:EnumDoc value="FADN">Federal Agency Discount Note</fm:EnumDoc>
<fm:EnumDoc value="FOR">Foreign Exchange Contract</fm:EnumDoc>
<fm:EnumDoc value="FORWARD">Forward</fm:EnumDoc>
<fm:EnumDoc value="FUT">Future</fm:EnumDoc>
<fm:EnumDoc value="GO">General Obligation Bonds</fm:EnumDoc>
<fm:EnumDoc value="IET">IOETTE Mortgage</fm:EnumDoc>
<fm:EnumDoc value="LOFC">Letter Of Credit</fm:EnumDoc>
<fm:EnumDoc value="LQN">Liquidity Note</fm:EnumDoc>
<fm:EnumDoc value="MATURED">Matured</fm:EnumDoc>
<fm:EnumDoc value="MBS">Mortgage-backed Securities</fm:EnumDoc>
<fm:EnumDoc value="MF">Mutual Fund</fm:EnumDoc>
<fm:EnumDoc value="MIO">Mortgage Interest Only</fm:EnumDoc>
<fm:EnumDoc value="MLEG">Multileg Instrument</fm:EnumDoc>
<fm:EnumDoc value="MPO">Mortgage Principal Only</fm:EnumDoc>
<fm:EnumDoc value="MPP">Mortgage Private Placement</fm:EnumDoc>
<fm:EnumDoc value="MPT">Miscellaneous Pass-through</fm:EnumDoc>
<fm:EnumDoc value="MT">Mandatory Tender</fm:EnumDoc>
<fm:EnumDoc value="MTN">Medium Term Notes</fm:EnumDoc>
<fm:EnumDoc value="NONE">No Security Type</fm:EnumDoc>
<fm:EnumDoc value="ONITE">Overnight</fm:EnumDoc>
<fm:EnumDoc value="OPT">Option</fm:EnumDoc>
<fm:EnumDoc value="PEF">Private Export Funding *</fm:EnumDoc>
<fm:EnumDoc value="PFAND">Pfandbriefe *</fm:EnumDoc>
<fm:EnumDoc value="PN">Promissory Note</fm:EnumDoc>
<fm:EnumDoc value="PS">Preferred Stock</fm:EnumDoc>
<fm:EnumDoc value="PZFJ">Plazos Fijos</fm:EnumDoc>
<fm:EnumDoc value="RAN">Revenue Anticipation Note</fm:EnumDoc>
<fm:EnumDoc value="REPLACD">Replaced</fm:EnumDoc>
<fm:EnumDoc value="REPO">Repurchase</fm:EnumDoc>
<fm:EnumDoc value="RETIRED">Retired</fm:EnumDoc>
<fm:EnumDoc value="REV">Revenue Bonds</fm:EnumDoc>
<fm:EnumDoc value="RVLV">Revolver Loan</fm:EnumDoc>
<fm:EnumDoc value="RVLVTRM">Revolver/Term Loan</fm:EnumDoc>
<fm:EnumDoc value="SECLOAN">Securities Loan</fm:EnumDoc>
<fm:EnumDoc value="SECPLEDGE">Securities Pledge</fm:EnumDoc>
<fm:EnumDoc value="SPCLA">Special Assessment</fm:EnumDoc>
<fm:EnumDoc value="SPCLO">Special Obligation</fm:EnumDoc>
<fm:EnumDoc value="SPCLT">Special Tax</fm:EnumDoc>
<fm:EnumDoc value="STN">Short Term Loan Note</fm:EnumDoc>
<fm:EnumDoc value="STRUCT">Structured Notes</fm:EnumDoc>
<fm:EnumDoc value="SUPRA">USD Supranational Coupons *</fm:EnumDoc>
<fm:EnumDoc value="SWING">Swing Line Facility</fm:EnumDoc>
<fm:EnumDoc value="TAN">Tax Anticipation Note</fm:EnumDoc>
<fm:EnumDoc value="TAXA">Tax Allocation</fm:EnumDoc>
<fm:EnumDoc value="TBA">To Be Announced</fm:EnumDoc>
<fm:EnumDoc value="TBILL">US Treasury Bill</fm:EnumDoc>
<fm:EnumDoc value="TBOND">US Treasury Bond</fm:EnumDoc>
<fm:EnumDoc value="TCAL">Principal Strip Of A Callable Bond Or Note</fm:EnumDoc>
<fm:EnumDoc value="TD">Time Deposit</fm:EnumDoc>
<fm:EnumDoc value="TECP">Tax Exempt Commercial Paper</fm:EnumDoc>
<fm:EnumDoc value="TERM">Term Loan</fm:EnumDoc>
<fm:EnumDoc value="TINT">Interest Strip From Any Bond Or Note</fm:EnumDoc>
<fm:EnumDoc value="TIPS">Treasury Inflation Protected Securities</fm:EnumDoc>
<fm:EnumDoc value="TNOTE">US Treasury Note</fm:EnumDoc>
<fm:EnumDoc value="TPRN">Principal Strip From A Non-Callable Bond Or Note</fm:EnumDoc>
<fm:EnumDoc value="TRAN">Tax Revenue Anticipation Note</fm:EnumDoc>
<fm:EnumDoc value="UST">US Treasury Note (Deprecated Value Use TNOTE)</fm:EnumDoc>
<fm:EnumDoc value="USTB">US Treasury Bill (Deprecated Value Use TBILL)</fm:EnumDoc>
<fm:EnumDoc value="VRDN">Variable Rate Demand Note</fm:EnumDoc>
<fm:EnumDoc value="WAR">Warrant</fm:EnumDoc>
<fm:EnumDoc value="WITHDRN">Withdrawn</fm:EnumDoc>
<fm:EnumDoc value="?">Wildcard entry for use on Security Definition Request</fm:EnumDoc>
<fm:EnumDoc value="XCN">Extended Comm Note</fm:EnumDoc>
<fm:EnumDoc value="XLINKD">Indexed Linked</fm:EnumDoc>
<fm:EnumDoc value="YANK">Yankee Corporate Bond</fm:EnumDoc>
<fm:EnumDoc value="YCD">Yankee Certificate Of Deposit</fm:EnumDoc>
<fm:EnumDoc value="OOP">Options on Physical - use not recommended</fm:EnumDoc>
<fm:EnumDoc value="OOF">Options on Futures</fm:EnumDoc>
<fm:EnumDoc value="CASH">Cash</fm:EnumDoc>
<fm:EnumDoc value="OOC">Options on Combo</fm:EnumDoc>
<fm:EnumDoc value="IRS">Interest Rate Swap</fm:EnumDoc>
<fm:EnumDoc value="BDN">Bank Depository Note</fm:EnumDoc>
<fm:EnumDoc value="CAMM">Canadian Money Markets</fm:EnumDoc>
<fm:EnumDoc value="CAN">Canadian Treasury Notes</fm:EnumDoc>
<fm:EnumDoc value="CTB">Canadian Treasury Bills</fm:EnumDoc>
<fm:EnumDoc value="CDS">Credit Default Swap</fm:EnumDoc>
<fm:EnumDoc value="CMB">Canadian Mortgage Bonds</fm:EnumDoc>
<fm:EnumDoc value="EUFRN">Euro Corporate Floating Rate Notes</fm:EnumDoc>
<fm:EnumDoc value="FRN">US Corporate Floating Rate Notes</fm:EnumDoc>
<fm:EnumDoc value="PROV">Canadian Provincial Bonds</fm:EnumDoc>
<fm:EnumDoc value="SLQN">Secured Liquidity Note</fm:EnumDoc>
<fm:EnumDoc value="TB">Treasury Bill - non US</fm:EnumDoc>
<fm:EnumDoc value="TLQN">Term Liquidity Note</fm:EnumDoc>
<fm:EnumDoc value="TMCP">Taxable Municipal CP</fm:EnumDoc>
<fm:EnumDoc value="FXNDF">Non-deliverable forward</fm:EnumDoc>
<fm:EnumDoc value="FXSPOT">FX Spot</fm:EnumDoc>
<fm:EnumDoc value="FXFWD">FX Forward</fm:EnumDoc>
<fm:EnumDoc value="FXSWAP">FX Swap</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="ABS"/>
<xs:enumeration value="AMENDED"/>
<xs:enumeration value="AN"/>
<xs:enumeration value="BA"/>
<xs:enumeration value="BN"/>
<xs:enumeration value="BOX"/>
<xs:enumeration value="BRADY"/>
<xs:enumeration value="BRIDGE"/>
<xs:enumeration value="BUYSELL"/>
<xs:enumeration value="CB"/>
<xs:enumeration value="CD"/>
<xs:enumeration value="CL"/>
<xs:enumeration value="CMBS"/>
<xs:enumeration value="CMO"/>
<xs:enumeration value="COFO"/>
<xs:enumeration value="COFP"/>
<xs:enumeration value="CORP"/>
<xs:enumeration value="CP"/>
<xs:enumeration value="CPP"/>
<xs:enumeration value="CS"/>
<xs:enumeration value="DEFLTED"/>
<xs:enumeration value="DINP"/>
<xs:enumeration value="DN"/>
<xs:enumeration value="DUAL"/>
<xs:enumeration value="EUCD"/>
<xs:enumeration value="EUCORP"/>
<xs:enumeration value="EUCP"/>
<xs:enumeration value="EUSOV"/>
<xs:enumeration value="EUSUPRA"/>
<xs:enumeration value="FAC"/>
<xs:enumeration value="FADN"/>
<xs:enumeration value="FOR"/>
<xs:enumeration value="FORWARD"/>
<xs:enumeration value="FUT"/>
<xs:enumeration value="GO"/>
<xs:enumeration value="IET"/>
<xs:enumeration value="LOFC"/>
<xs:enumeration value="LQN"/>
<xs:enumeration value="MATURED"/>
<xs:enumeration value="MBS"/>
<xs:enumeration value="MF"/>
<xs:enumeration value="MIO"/>
<xs:enumeration value="MLEG"/>
<xs:enumeration value="MPO"/>
<xs:enumeration value="MPP"/>
<xs:enumeration value="MPT"/>
<xs:enumeration value="MT"/>
<xs:enumeration value="MTN"/>
<xs:enumeration value="NONE"/>
<xs:enumeration value="ONITE"/>
<xs:enumeration value="OPT"/>
<xs:enumeration value="PEF"/>
<xs:enumeration value="PFAND"/>
<xs:enumeration value="PN"/>
<xs:enumeration value="PS"/>
<xs:enumeration value="PZFJ"/>
<xs:enumeration value="RAN"/>
<xs:enumeration value="REPLACD"/>
<xs:enumeration value="REPO"/>
<xs:enumeration value="RETIRED"/>
<xs:enumeration value="REV"/>
<xs:enumeration value="RVLV"/>
<xs:enumeration value="RVLVTRM"/>
<xs:enumeration value="SECLOAN"/>
<xs:enumeration value="SECPLEDGE"/>
<xs:enumeration value="SPCLA"/>
<xs:enumeration value="SPCLO"/>
<xs:enumeration value="SPCLT"/>
<xs:enumeration value="STN"/>
<xs:enumeration value="STRUCT"/>
<xs:enumeration value="SUPRA"/>
<xs:enumeration value="SWING"/>
<xs:enumeration value="TAN"/>
<xs:enumeration value="TAXA"/>
<xs:enumeration value="TBA"/>
<xs:enumeration value="TBILL"/>
<xs:enumeration value="TBOND"/>
<xs:enumeration value="TCAL"/>
<xs:enumeration value="TD"/>
<xs:enumeration value="TECP"/>
<xs:enumeration value="TERM"/>
<xs:enumeration value="TINT"/>
<xs:enumeration value="TIPS"/>
<xs:enumeration value="TNOTE"/>
<xs:enumeration value="TPRN"/>
<xs:enumeration value="TRAN"/>
<xs:enumeration value="UST"/>
<xs:enumeration value="USTB"/>
<xs:enumeration value="VRDN"/>
<xs:enumeration value="WAR"/>
<xs:enumeration value="WITHDRN"/>
<xs:enumeration value="?"/>
<xs:enumeration value="XCN"/>
<xs:enumeration value="XLINKD"/>
<xs:enumeration value="YANK"/>
<xs:enumeration value="YCD"/>
<xs:enumeration value="OOP"/>
<xs:enumeration value="OOF"/>
<xs:enumeration value="CASH"/>
<xs:enumeration value="OOC"/>
<xs:enumeration value="IRS"/>
<xs:enumeration value="BDN"/>
<xs:enumeration value="CAMM"/>
<xs:enumeration value="CAN"/>
<xs:enumeration value="CTB"/>
<xs:enumeration value="CDS"/>
<xs:enumeration value="CMB"/>
<xs:enumeration value="EUFRN"/>
<xs:enumeration value="FRN"/>
<xs:enumeration value="PROV"/>
<xs:enumeration value="SLQN"/>
<xs:enumeration value="TB"/>
<xs:enumeration value="TLQN"/>
<xs:enumeration value="TMCP"/>
<xs:enumeration value="FXNDF"/>
<xs:enumeration value="FXSPOT"/>
<xs:enumeration value="FXFWD"/>
<xs:enumeration value="FXSWAP"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="EffectiveTime_t">
<xs:annotation>
<xs:documentation>
Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EffectiveTime" ComponentType="Field" Tag="168"
Type="UTCTimestamp"
AbbrName="EfctvTm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<!--StandInstDbType(169) defined in implementation file--><xs:simpleType name="StandInstDbType_enum_t">
<xs:annotation>
<xs:documentation>Identifies the Standing Instruction database used</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StandInstDbType" ComponentType="Field" Tag="169"
Type="int"
AbbrName="StandInstDbTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Other</fm:EnumDoc>
<fm:EnumDoc value="1">DTC SID</fm:EnumDoc>
<fm:EnumDoc value="2">Thomson ALERT</fm:EnumDoc>
<fm:EnumDoc value="3">A Global Custodian (StandInstDBName (70) must be provided)</fm:EnumDoc>
<fm:EnumDoc value="4">AccountNet</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="StandInstDbName_t">
<xs:annotation>
<xs:documentation>
Name of the Standing Instruction database represented with StandInstDbType (169) (i.e. the Global Custodian's name).
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StandInstDbName" ComponentType="Field" Tag="170"
Type="String"
AbbrName="StandInstDbName"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="StandInstDbID_t">
<xs:annotation>
<xs:documentation>
Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StandInstDbID" ComponentType="Field" Tag="171"
Type="String"
AbbrName="StandInstDbID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--SettlDeliveryType(172) defined in implementation file--><xs:simpleType name="SettlDeliveryType_enum_t">
<xs:annotation>
<xs:documentation>Identifies type of settlement</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlDeliveryType" ComponentType="Field" Tag="172"
Type="int"
AbbrName="DlvryTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">"Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment</fm:EnumDoc>
<fm:EnumDoc value="1">"Free": Deliver (if Sell) or Receive (if Buy) Free</fm:EnumDoc>
<fm:EnumDoc value="2">Tri-Party</fm:EnumDoc>
<fm:EnumDoc value="3">Hold In Custody</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="BidSpotRate_t">
<xs:annotation>
<xs:documentation>
Bid F/X spot rate.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BidSpotRate" ComponentType="Field" Tag="188" Type="Price"
AbbrName="BidSpotRt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="BidForwardPoints_t">
<xs:annotation>
<xs:documentation>
Bid F/X forward points added to spot rate. May be a negative value.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BidForwardPoints" ComponentType="Field" Tag="189"
Type="PriceOffset"
AbbrName="BidFwdPnts"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="PriceOffset"/>
</xs:simpleType>
<xs:simpleType name="OfferSpotRate_t">
<xs:annotation>
<xs:documentation>
Offer F/X spot rate.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OfferSpotRate" ComponentType="Field" Tag="190"
Type="Price"
AbbrName="OfrSpotRt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="OfferForwardPoints_t">
<xs:annotation>
<xs:documentation>
Offer F/X forward points added to spot rate. May be a negative value.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OfferForwardPoints" ComponentType="Field" Tag="191"
Type="PriceOffset"
AbbrName="OfrFwdPnts"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="PriceOffset"/>
</xs:simpleType>
<xs:simpleType name="OrderQty2_t">
<xs:annotation>
<xs:documentation>
OrderQty (38) of the future part of a F/X swap order.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrderQty2" ComponentType="Field" Tag="192" Type="Qty"
AbbrName="Qty2"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="SettlDate2_t">
<xs:annotation>
<xs:documentation>
SettDate (64) of the future part of a F/X swap order.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlDate2" ComponentType="Field" Tag="193"
Type="LocalMktDate"
AbbrName="SettlDt2"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="LastSpotRate_t">
<xs:annotation>
<xs:documentation>
F/X spot rate.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LastSpotRate" ComponentType="Field" Tag="194" Type="Price"
AbbrName="LastSpotRt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="LastForwardPoints_t">
<xs:annotation>
<xs:documentation>F/X forward points added to LastSpotRate (94). May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LastForwardPoints" ComponentType="Field" Tag="195"
Type="PriceOffset"
AbbrName="LastFwdPnts"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="PriceOffset"/>
</xs:simpleType>
<xs:simpleType name="AllocLinkID_t">
<xs:annotation>
<xs:documentation>
Can be used to link two different Allocation messages (each with unique AllocID (70)) together, i.e. for F/X "Netting" or "Swaps". Should be unique.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocLinkID" ComponentType="Field" Tag="196" Type="String"
AbbrName="LinkID"
Category="Allocation"
CategoryAbbrName="LinkID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--AllocLinkType(197) defined in implementation file--><xs:simpleType name="AllocLinkType_enum_t">
<xs:annotation>
<xs:documentation>Identifies the type of Allocation linkage when AllocLinkID (96) is used.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocLinkType" ComponentType="Field" Tag="197" Type="int"
AbbrName="LinkTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">FX Netting</fm:EnumDoc>
<fm:EnumDoc value="1">FX Swap</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="SecondaryOrderID_t">
<xs:annotation>
<xs:documentation>
Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecondaryOrderID" ComponentType="Field" Tag="198"
Type="String"
AbbrName="OrdID2"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="MaturityMonthYear_t">
<xs:annotation>
<xs:documentation>Can be used with standardized derivatives vs. the MaturityDate (54) field. Month and Year of the maturity (used for standardized futures and options).
Format:
YYYYMM (e.g. 199903)
YYYYMMDD (e.g. 20030323)
YYYYMMwN (e.g. 200303w) for week
A specific date or can be appended to the MaturityMonthYear. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as "w" or "w2" to indicate week as opposed to week 2 expiration. Likewise, the date (0-3) can be appended to indicate a specific expiration (maturity date).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MaturityMonthYear" ComponentType="Field" Tag="200"
Type="MonthYear"
AbbrName="MMY"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="MonthYear"/>
</xs:simpleType>
<!--PutOrCall(201) defined in implementation file--><xs:simpleType name="PutOrCall_enum_t">
<xs:annotation>
<xs:documentation>Indicates whether an option contract is a put or call</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PutOrCall" ComponentType="Field" Tag="201" Type="int"
AbbrName="PutCall"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Put</fm:EnumDoc>
<fm:EnumDoc value="1">Call</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="StrikePrice_t">
<xs:annotation>
<xs:documentation>Strike Price for an Option.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StrikePrice" ComponentType="Field" Tag="202" Type="Price"
AbbrName="StrkPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<!--CoveredOrUncovered(203) defined in implementation file--><xs:simpleType name="CoveredOrUncovered_enum_t">
<xs:annotation>
<xs:documentation>Used for derivative products, such as options</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CoveredOrUncovered" ComponentType="Field" Tag="203"
Type="int"
AbbrName="Covered"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Covered</fm:EnumDoc>
<fm:EnumDoc value="1">Uncovered</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="OptAttribute_t">
<xs:annotation>
<xs:documentation>Provided to support versioning of option contracts as a result of corporate actions or events. Use of this field is defined by counterparty agreement or market conventions.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OptAttribute" ComponentType="Field" Tag="206" Type="char"
AbbrName="OptAt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char"/>
</xs:simpleType>
<xs:simpleType name="SecurityExchange_t">
<xs:annotation>
<xs:documentation>
Market used to help identify a security.
Valid values:
See "Appendix 6-C"
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecurityExchange" ComponentType="Field" Tag="207"
Type="Exchange"
AbbrName="Exch"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Exchange"/>
</xs:simpleType>
<!--NotifyBrokerOfCredit(208) defined in implementation file--><xs:simpleType name="NotifyBrokerOfCredit_enum_t">
<xs:annotation>
<xs:documentation>Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NotifyBrokerOfCredit" ComponentType="Field" Tag="208"
Type="Boolean"
AbbrName="NotifyBrkrOfCredit"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="N">Details shoult not be communicated</fm:EnumDoc>
<fm:EnumDoc value="Y">Details should be communicated</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean">
<xs:enumeration value="N"/>
<xs:enumeration value="Y"/>
</xs:restriction>
</xs:simpleType>
<!--AllocHandlInst(209) defined in implementation file--><xs:simpleType name="AllocHandlInst_enum_t">
<xs:annotation>
<xs:documentation>Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocHandlInst" ComponentType="Field" Tag="209" Type="int"
AbbrName="HandlInst"
Category="SingleGeneralOrderHandling"
CategoryAbbrName="HndInst"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Match</fm:EnumDoc>
<fm:EnumDoc value="2">Forward</fm:EnumDoc>
<fm:EnumDoc value="3">Forward and Match</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="MaxShow_t">
<xs:annotation>
<xs:documentation>
Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI).
(Prior to FIX 4.2 this field was of type int)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MaxShow" ComponentType="Field" Tag="210" Type="Qty"
AbbrName="MaxShow"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="PegOffsetValue_t">
<xs:annotation>
<xs:documentation>
Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType (836)
(Prior to FIX 4.4 this field was of type PriceOffset)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PegOffsetValue" ComponentType="Field" Tag="211"
Type="float"
AbbrName="OfstVal"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="SettlInstRefID_t">
<xs:annotation>
<xs:documentation>
Reference identifier for the SettlInstID (162) with Cancel and Replace SettlInstTransType (163) transaction types.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlInstRefID" ComponentType="Field" Tag="214"
Type="String"
AbbrName="SettlInstRefID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--RoutingType(216) defined in implementation file--><xs:simpleType name="RoutingType_enum_t">
<xs:annotation>
<xs:documentation>Indicates the type of RoutingID (217) specified.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RoutingType" ComponentType="Field" Tag="216" Type="int"
AbbrName="RtgTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Target Firm</fm:EnumDoc>
<fm:EnumDoc value="2">Target List</fm:EnumDoc>
<fm:EnumDoc value="3">Block Firm</fm:EnumDoc>
<fm:EnumDoc value="4">Block List</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RoutingID_t">
<xs:annotation>
<xs:documentation>
Assigned value used to identify a specific routing destination.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RoutingID" ComponentType="Field" Tag="217" Type="String"
AbbrName="RtgID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="Spread_t">
<xs:annotation>
<xs:documentation>
For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type.
Spread to Benchmark: Basis points relative to a benchmark. To be expressed as "count of basis points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the BenchmarkCurveName (22) field). Note: Basis points can be negative.
Swap Spread: Target spread for a swap.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Spread" ComponentType="Field" Tag="218" Type="PriceOffset"
AbbrName="Spread"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="PriceOffset"/>
</xs:simpleType>
<xs:simpleType name="BenchmarkCurveCurrency_t">
<xs:annotation>
<xs:documentation>
Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BenchmarkCurveCurrency" ComponentType="Field" Tag="220"
Type="Currency"
AbbrName="Ccy"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Currency"/>
</xs:simpleType>
<!--BenchmarkCurveName(221) defined in implementation file--><xs:simpleType name="BenchmarkCurveName_enum_t">
<xs:annotation>
<xs:documentation>
Name of benchmark curve.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BenchmarkCurveName" ComponentType="Field" Tag="221"
Type="String"
AbbrName="Name"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="EONIA">EONIA</fm:EnumDoc>
<fm:EnumDoc value="EUREPO">EUREPO</fm:EnumDoc>
<fm:EnumDoc value="Euribor">Euribor</fm:EnumDoc>
<fm:EnumDoc value="FutureSWAP">FutureSWAP</fm:EnumDoc>
<fm:EnumDoc value="LIBID">LIBID</fm:EnumDoc>
<fm:EnumDoc value="LIBOR">LIBOR (London Inter-Bank Offer)</fm:EnumDoc>
<fm:EnumDoc value="MuniAAA">MuniAAA</fm:EnumDoc>
<fm:EnumDoc value="OTHER">OTHER</fm:EnumDoc>
<fm:EnumDoc value="Pfandbriefe">Pfandbriefe</fm:EnumDoc>
<fm:EnumDoc value="SONIA">SONIA</fm:EnumDoc>
<fm:EnumDoc value="SWAP">SWAP</fm:EnumDoc>
<fm:EnumDoc value="Treasury">Treasury</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="EONIA"/>
<xs:enumeration value="EUREPO"/>
<xs:enumeration value="Euribor"/>
<xs:enumeration value="FutureSWAP"/>
<xs:enumeration value="LIBID"/>
<xs:enumeration value="LIBOR"/>
<xs:enumeration value="MuniAAA"/>
<xs:enumeration value="OTHER"/>
<xs:enumeration value="Pfandbriefe"/>
<xs:enumeration value="SONIA"/>
<xs:enumeration value="SWAP"/>
<xs:enumeration value="Treasury"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="BenchmarkCurvePoint_t">
<xs:annotation>
<xs:documentation>
Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED".
Sample values:
M = combination of a number between 1-12 and a "M" for month
Y = combination of number between 1-100 and a "Y" for year}
10Y-OLD = see above, then add "-OLD" when appropriate
INTERPOLATED = the point is mathematically derived
2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon
See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BenchmarkCurvePoint" ComponentType="Field" Tag="222"
Type="String"
AbbrName="Point"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="CouponRate_t">
<xs:annotation>
<xs:documentation>
The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CouponRate" ComponentType="Field" Tag="223"
Type="Percentage"
AbbrName="CpnRt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="CouponPaymentDate_t">
<xs:annotation>
<xs:documentation>
Date interest is to be paid. Used in identifying Corporate Bond issues.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CouponPaymentDate" ComponentType="Field" Tag="224"
Type="LocalMktDate"
AbbrName="CpnPmt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="IssueDate_t">
<xs:annotation>
<xs:documentation>
The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date")
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="IssueDate" ComponentType="Field" Tag="225"
Type="LocalMktDate"
AbbrName="Issued"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="RepurchaseTerm_t">
<xs:annotation>
<xs:documentation>Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RepurchaseTerm" ComponentType="Field" Tag="226" Type="int"
AbbrName="RepoTrm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="RepurchaseRate_t">
<xs:annotation>
<xs:documentation>Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RepurchaseRate" ComponentType="Field" Tag="227"
Type="Percentage"
AbbrName="RepoRt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="Factor_t">
<xs:annotation>
<xs:documentation>
For Fixed Income: Amorization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than . In TIPS securities this is the Inflation index.
Qty * Factor * Price = Gross Trade Amount
For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract.
(Qty * Price) * Factor = Nominal Value
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Factor" ComponentType="Field" Tag="228" Type="float"
AbbrName="Fctr"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="TradeOriginationDate_t">
<xs:annotation>
<xs:documentation>
Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradeOriginationDate" ComponentType="Field" Tag="229"
Type="LocalMktDate"
AbbrName="OrignDt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="ExDate_t">
<xs:annotation>
<xs:documentation>
The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity).
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ExDate" ComponentType="Field" Tag="230"
Type="LocalMktDate"
AbbrName="ExDt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="ContractMultiplier_t">
<xs:annotation>
<xs:documentation>
Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc.
In general quantities for all calsses should be expressed in the basic unit of the instrument, e.g. shares for equities, norminal or par amount for bonds, currency for foreign exchange. When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMutliplier should contain the number of units in one contract and can be omitted if the multiplier is the default amount for the instrument, i.e. 1,000 par of bonds, 1,000,000 par for financing transactions.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ContractMultiplier" ComponentType="Field" Tag="231"
Type="float"
AbbrName="Mult"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<!--StipulationType(233) defined in implementation file--><xs:simpleType name="StipulationType_enum_t">
<xs:annotation>
<xs:documentation>
For Fixed Income.
Type of Stipulation.
Other types may be used by mutual agreement of the counterparties.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StipulationType" ComponentType="Field" Tag="233"
Type="String"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="ABS">Absolute Prepayment Speed</fm:EnumDoc>
<fm:EnumDoc value="AMT">Alternative Minimum Tax (Y/N)</fm:EnumDoc>
<fm:EnumDoc value="AUTOREINV">Auto Reinvestment at <rate> or better</fm:EnumDoc>
<fm:EnumDoc value="BANKQUAL">Bank qualified (Y/N)</fm:EnumDoc>
<fm:EnumDoc value="BGNCON">Bargain conditions (see StipulationValue (234) for values)</fm:EnumDoc>
<fm:EnumDoc value="COUPON">Coupon range</fm:EnumDoc>
<fm:EnumDoc value="CPP">Constant Prepayment Penalty</fm:EnumDoc>
<fm:EnumDoc value="CPR">Constant Prepayment Rate</fm:EnumDoc>
<fm:EnumDoc value="CPY">Constant Prepayment Yield</fm:EnumDoc>
<fm:EnumDoc value="CURRENCY">ISO Currency Code</fm:EnumDoc>
<fm:EnumDoc value="CUSTOMDATE">Custom start/end date</fm:EnumDoc>
<fm:EnumDoc value="GEOG">Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])</fm:EnumDoc>
<fm:EnumDoc value="HAIRCUT">Valuation Discount</fm:EnumDoc>
<fm:EnumDoc value="HEP">final CPR of Home Equity Prepayment Curve</fm:EnumDoc>
<fm:EnumDoc value="INSURED">Insured (Y/N)</fm:EnumDoc>
<fm:EnumDoc value="ISSUE">Year Or Year/Month of Issue (ex. 234=2002/09)</fm:EnumDoc>
<fm:EnumDoc value="ISSUER">Issuer's ticker</fm:EnumDoc>
<fm:EnumDoc value="ISSUESIZE">issue size range</fm:EnumDoc>
<fm:EnumDoc value="LOOKBACK">Lookback Days</fm:EnumDoc>
<fm:EnumDoc value="LOT">Explicit lot identifier</fm:EnumDoc>
<fm:EnumDoc value="LOTVAR">Lot Variance (value in percent maximum over- or under-allocation allowed)</fm:EnumDoc>
<fm:EnumDoc value="MAT">Maturity Year And Month</fm:EnumDoc>
<fm:EnumDoc value="MATURITY">Maturity range</fm:EnumDoc>
<fm:EnumDoc value="MAXSUBS">Maximum substitutions (Repo)</fm:EnumDoc>
<fm:EnumDoc value="MHP">Percent of Manufactured Housing Prepayment Curve</fm:EnumDoc>
<fm:EnumDoc value="MINDNOM">Minimum denomination</fm:EnumDoc>
<fm:EnumDoc value="MININCR">Minimum increment</fm:EnumDoc>
<fm:EnumDoc value="MINQTY">Minimum quantity</fm:EnumDoc>
<fm:EnumDoc value="MPR">Monthly Prepayment Rate</fm:EnumDoc>
<fm:EnumDoc value="PAYFREQ">Payment frequency, calendar</fm:EnumDoc>
<fm:EnumDoc value="PIECES">Number Of Pieces</fm:EnumDoc>
<fm:EnumDoc value="PMAX">Pools Maximum</fm:EnumDoc>
<fm:EnumDoc value="PPC">Percent of Prospectus Prepayment Curve</fm:EnumDoc>
<fm:EnumDoc value="PPL">Pools per Lot</fm:EnumDoc>
<fm:EnumDoc value="PPM">Pools per Million</fm:EnumDoc>
<fm:EnumDoc value="PPT">Pools per Trade</fm:EnumDoc>
<fm:EnumDoc value="PRICE">Price Range</fm:EnumDoc>
<fm:EnumDoc value="PRICEFREQ">Pricing frequency</fm:EnumDoc>
<fm:EnumDoc value="PROD">Production Year</fm:EnumDoc>
<fm:EnumDoc value="PROTECT">Call protection</fm:EnumDoc>
<fm:EnumDoc value="PSA">Percent of BMA Prepayment Curve</fm:EnumDoc>
<fm:EnumDoc value="PURPOSE">Purpose</fm:EnumDoc>
<fm:EnumDoc value="PXSOURCE">Benchmark price source</fm:EnumDoc>
<fm:EnumDoc value="RATING">Rating source and range</fm:EnumDoc>
<fm:EnumDoc value="REDEMPTION">Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible</fm:EnumDoc>
<fm:EnumDoc value="RESTRICTED">Restricted (Y/N)</fm:EnumDoc>
<fm:EnumDoc value="SECTOR">Market Sector</fm:EnumDoc>
<fm:EnumDoc value="SECTYPE">Security Type included or excluded</fm:EnumDoc>
<fm:EnumDoc value="SMM">Single Monthly Mortality</fm:EnumDoc>
<fm:EnumDoc value="STRUCT">Structure</fm:EnumDoc>
<fm:EnumDoc value="SUBSFREQ">Substitutions frequency (Repo)</fm:EnumDoc>
<fm:EnumDoc value="SUBSLEFT">Substitutions left (Repo)</fm:EnumDoc>
<fm:EnumDoc value="TEXT">Freeform Text</fm:EnumDoc>
<fm:EnumDoc value="TRDVAR">Trade Variance (value in percent maximum over- or under-allocation allowed)</fm:EnumDoc>
<fm:EnumDoc value="WAC">Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])</fm:EnumDoc>
<fm:EnumDoc value="WAL">Weighted Average Life Coupon - value in percent (exact or range)</fm:EnumDoc>
<fm:EnumDoc value="WALA">Weighted Average Loan Age - value in months (exact or range)</fm:EnumDoc>
<fm:EnumDoc value="WAM">Weighted Average Maturity - value in months (exact or range)</fm:EnumDoc>
<fm:EnumDoc value="WHOLE">Whole Pool (Y/N)</fm:EnumDoc>
<fm:EnumDoc value="YIELD">Yield Range</fm:EnumDoc>
<fm:EnumDoc value="AVFICO">Average FICO Score</fm:EnumDoc>
<fm:EnumDoc value="AVSIZE">Average Loan Size</fm:EnumDoc>
<fm:EnumDoc value="MAXBAL">Maximum Loan Balance</fm:EnumDoc>
<fm:EnumDoc value="POOL">Pool Identifier</fm:EnumDoc>
<fm:EnumDoc value="ROLLTYPE">Type of Roll trade</fm:EnumDoc>
<fm:EnumDoc value="REFTRADE">reference to rolling or closing trade</fm:EnumDoc>
<fm:EnumDoc value="REFPRIN">principal of rolling or closing trade</fm:EnumDoc>
<fm:EnumDoc value="REFINT">interest of rolling or closing trade</fm:EnumDoc>
<fm:EnumDoc value="AVAILQTY">Available offer quantity to be shown to the street</fm:EnumDoc>
<fm:EnumDoc value="BROKERCREDIT">Broker's sales credit</fm:EnumDoc>
<fm:EnumDoc value="INTERNALPX">Offer price to be shown to internal brokers</fm:EnumDoc>
<fm:EnumDoc value="INTERNALQTY">Offer quantity to be shown to internal brokers</fm:EnumDoc>
<fm:EnumDoc value="LEAVEQTY">The minimum residual offer quantity</fm:EnumDoc>
<fm:EnumDoc value="MAXORDQTY">Maximum order size</fm:EnumDoc>
<fm:EnumDoc value="ORDRINCR">Order quantity increment</fm:EnumDoc>
<fm:EnumDoc value="PRIMARY">Primary or Secondary market indicator</fm:EnumDoc>
<fm:EnumDoc value="SALESCREDITOVR">Broker sales credit override</fm:EnumDoc>
<fm:EnumDoc value="TRADERCREDIT">Trader's credit</fm:EnumDoc>
<fm:EnumDoc value="DISCOUNT">Discount Rate (when price is denominated in percent of par)</fm:EnumDoc>
<fm:EnumDoc value="YTM">Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="ABS"/>
<xs:enumeration value="AMT"/>
<xs:enumeration value="AUTOREINV"/>
<xs:enumeration value="BANKQUAL"/>
<xs:enumeration value="BGNCON"/>
<xs:enumeration value="COUPON"/>
<xs:enumeration value="CPP"/>
<xs:enumeration value="CPR"/>
<xs:enumeration value="CPY"/>
<xs:enumeration value="CURRENCY"/>
<xs:enumeration value="CUSTOMDATE"/>
<xs:enumeration value="GEOG"/>
<xs:enumeration value="HAIRCUT"/>
<xs:enumeration value="HEP"/>
<xs:enumeration value="INSURED"/>
<xs:enumeration value="ISSUE"/>
<xs:enumeration value="ISSUER"/>
<xs:enumeration value="ISSUESIZE"/>
<xs:enumeration value="LOOKBACK"/>
<xs:enumeration value="LOT"/>
<xs:enumeration value="LOTVAR"/>
<xs:enumeration value="MAT"/>
<xs:enumeration value="MATURITY"/>
<xs:enumeration value="MAXSUBS"/>
<xs:enumeration value="MHP"/>
<xs:enumeration value="MINDNOM"/>
<xs:enumeration value="MININCR"/>
<xs:enumeration value="MINQTY"/>
<xs:enumeration value="MPR"/>
<xs:enumeration value="PAYFREQ"/>
<xs:enumeration value="PIECES"/>
<xs:enumeration value="PMAX"/>
<xs:enumeration value="PPC"/>
<xs:enumeration value="PPL"/>
<xs:enumeration value="PPM"/>
<xs:enumeration value="PPT"/>
<xs:enumeration value="PRICE"/>
<xs:enumeration value="PRICEFREQ"/>
<xs:enumeration value="PROD"/>
<xs:enumeration value="PROTECT"/>
<xs:enumeration value="PSA"/>
<xs:enumeration value="PURPOSE"/>
<xs:enumeration value="PXSOURCE"/>
<xs:enumeration value="RATING"/>
<xs:enumeration value="REDEMPTION"/>
<xs:enumeration value="RESTRICTED"/>
<xs:enumeration value="SECTOR"/>
<xs:enumeration value="SECTYPE"/>
<xs:enumeration value="SMM"/>
<xs:enumeration value="STRUCT"/>
<xs:enumeration value="SUBSFREQ"/>
<xs:enumeration value="SUBSLEFT"/>
<xs:enumeration value="TEXT"/>
<xs:enumeration value="TRDVAR"/>
<xs:enumeration value="WAC"/>
<xs:enumeration value="WAL"/>
<xs:enumeration value="WALA"/>
<xs:enumeration value="WAM"/>
<xs:enumeration value="WHOLE"/>
<xs:enumeration value="YIELD"/>
<xs:enumeration value="AVFICO"/>
<xs:enumeration value="AVSIZE"/>
<xs:enumeration value="MAXBAL"/>
<xs:enumeration value="POOL"/>
<xs:enumeration value="ROLLTYPE"/>
<xs:enumeration value="REFTRADE"/>
<xs:enumeration value="REFPRIN"/>
<xs:enumeration value="REFINT"/>
<xs:enumeration value="AVAILQTY"/>
<xs:enumeration value="BROKERCREDIT"/>
<xs:enumeration value="INTERNALPX"/>
<xs:enumeration value="INTERNALQTY"/>
<xs:enumeration value="LEAVEQTY"/>
<xs:enumeration value="MAXORDQTY"/>
<xs:enumeration value="ORDRINCR"/>
<xs:enumeration value="PRIMARY"/>
<xs:enumeration value="SALESCREDITOVR"/>
<xs:enumeration value="TRADERCREDIT"/>
<xs:enumeration value="DISCOUNT"/>
<xs:enumeration value="YTM"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="StipulationValue_t">
<xs:annotation>
<xs:documentation>
For Fixed Income. Value of stipulation.
The expression can be an absolute single value or a combination of values and logical operators:
< value
> value
<= value
>= value
value
value - value2
value OR value2
value AND value2
YES
NO
Bargain conditions recognized by the London Stock Exchange - to be used when StipulationType is "BGNCON".
CD = Special cum Dividend
XD = Special ex Dividend
CC = Special cum Coupon
XC = Special ex Coupon
CB = Special cum Bonus
XB = Special ex Bonus
CR = Special cum Rights
XR = Special ex Rights
CP = Special cum Capital Repayments
XP = Special ex Capital Repayments
CS = Cash Settlement
SP = Special Price
TR = Report for European Equity Market Securities in accordance with Chapter 8 of the Rules.
GD = Guaranteed Delivery
Values for StipulationType = "PXSOURCE":
BB GENERIC
BB FAIRVALUE
BROKERTEC
ESPEED
GOVPX
HILLIARD FARBER
ICAP
TRADEWEB
TULLETT LIBERTY
If a particular side of the market is wanted append /BID /OFFER or /MID.
plus appropriate combinations of the above and other expressions by mutual agreement of the counterparties.
Examples: ">=60", ".25", "ORANGE OR CONTRACOSTA", etc.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StipulationValue" ComponentType="Field" Tag="234"
Type="String"
AbbrName="Val"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--YieldType(235) defined in implementation file--><xs:simpleType name="YieldType_enum_t">
<xs:annotation>
<xs:documentation>Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="YieldType" ComponentType="Field" Tag="235" Type="String"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="AFTERTAX">After Tax Yield (Municipals)</fm:EnumDoc>
<fm:EnumDoc value="ANNUAL">Annual Yield</fm:EnumDoc>
<fm:EnumDoc value="ATISSUE">Yield At Issue (Municipals)</fm:EnumDoc>
<fm:EnumDoc value="AVGMATURITY">Yield To Avg Maturity</fm:EnumDoc>
<fm:EnumDoc value="BOOK">Book Yield</fm:EnumDoc>
<fm:EnumDoc value="CALL">Yield to Next Call</fm:EnumDoc>
<fm:EnumDoc value="CHANGE">Yield Change Since Close</fm:EnumDoc>
<fm:EnumDoc value="CLOSE">Closing Yield</fm:EnumDoc>
<fm:EnumDoc value="COMPOUND">Compound Yield</fm:EnumDoc>
<fm:EnumDoc value="CURRENT">Current Yield</fm:EnumDoc>
<fm:EnumDoc value="GOVTEQUIV">Gvnt Equivalent Yield</fm:EnumDoc>
<fm:EnumDoc value="GROSS">True Gross Yield</fm:EnumDoc>
<fm:EnumDoc value="INFLATION">Yield with Inflation Assumption</fm:EnumDoc>
<fm:EnumDoc value="INVERSEFLOATER">Inverse Floater Bond Yield</fm:EnumDoc>
<fm:EnumDoc value="LASTCLOSE">Most Recent Closing Yield</fm:EnumDoc>
<fm:EnumDoc value="LASTMONTH">Closing Yield Most Recent Month</fm:EnumDoc>
<fm:EnumDoc value="LASTQUARTER">Closing Yield Most Recent Quarter</fm:EnumDoc>
<fm:EnumDoc value="LASTYEAR">Closing Yield Most Recent Year</fm:EnumDoc>
<fm:EnumDoc value="LONGAVGLIFE">Yield to Longest Average Life</fm:EnumDoc>
<fm:EnumDoc value="MARK">Mark to Market Yield</fm:EnumDoc>
<fm:EnumDoc value="MATURITY">Yield to Maturity</fm:EnumDoc>
<fm:EnumDoc value="NEXTREFUND">Yield to Next Refund (Sinking Fund Bonds)</fm:EnumDoc>
<fm:EnumDoc value="OPENAVG">Open Average Yield</fm:EnumDoc>
<fm:EnumDoc value="PREVCLOSE">Previous Close Yield</fm:EnumDoc>
<fm:EnumDoc value="PROCEEDS">Proceeds Yield</fm:EnumDoc>
<fm:EnumDoc value="PUT">Yield to Next Put</fm:EnumDoc>
<fm:EnumDoc value="SEMIANNUAL">Semi-annual Yield</fm:EnumDoc>
<fm:EnumDoc value="SHORTAVGLIFE">Yield to Shortest Average Life</fm:EnumDoc>
<fm:EnumDoc value="SIMPLE">Simple Yield</fm:EnumDoc>
<fm:EnumDoc value="TAXEQUIV">Tax Equivalent Yield</fm:EnumDoc>
<fm:EnumDoc value="TENDER">Yield to Tender Date</fm:EnumDoc>
<fm:EnumDoc value="TRUE">True Yield</fm:EnumDoc>
<fm:EnumDoc value="VALUE1_32">Yield Value Of 1/32</fm:EnumDoc>
<fm:EnumDoc value="WORST">Yield To Worst</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="AFTERTAX"/>
<xs:enumeration value="ANNUAL"/>
<xs:enumeration value="ATISSUE"/>
<xs:enumeration value="AVGMATURITY"/>
<xs:enumeration value="BOOK"/>
<xs:enumeration value="CALL"/>
<xs:enumeration value="CHANGE"/>
<xs:enumeration value="CLOSE"/>
<xs:enumeration value="COMPOUND"/>
<xs:enumeration value="CURRENT"/>
<xs:enumeration value="GOVTEQUIV"/>
<xs:enumeration value="GROSS"/>
<xs:enumeration value="INFLATION"/>
<xs:enumeration value="INVERSEFLOATER"/>
<xs:enumeration value="LASTCLOSE"/>
<xs:enumeration value="LASTMONTH"/>
<xs:enumeration value="LASTQUARTER"/>
<xs:enumeration value="LASTYEAR"/>
<xs:enumeration value="LONGAVGLIFE"/>
<xs:enumeration value="MARK"/>
<xs:enumeration value="MATURITY"/>
<xs:enumeration value="NEXTREFUND"/>
<xs:enumeration value="OPENAVG"/>
<xs:enumeration value="PREVCLOSE"/>
<xs:enumeration value="PROCEEDS"/>
<xs:enumeration value="PUT"/>
<xs:enumeration value="SEMIANNUAL"/>
<xs:enumeration value="SHORTAVGLIFE"/>
<xs:enumeration value="SIMPLE"/>
<xs:enumeration value="TAXEQUIV"/>
<xs:enumeration value="TENDER"/>
<xs:enumeration value="TRUE"/>
<xs:enumeration value="VALUE1_32"/>
<xs:enumeration value="WORST"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="Yield_t">
<xs:annotation>
<xs:documentation>
Yield percentage.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Yield" ComponentType="Field" Tag="236" Type="Percentage"
AbbrName="Yld"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="TotalTakedown_t">
<xs:annotation>
<xs:documentation>
The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TotalTakedown" ComponentType="Field" Tag="237" Type="Amt"
AbbrName="TotTakedown"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="Concession_t">
<xs:annotation>
<xs:documentation>
Provides the reduction in price for the secondary market in Muncipals.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Concession" ComponentType="Field" Tag="238" Type="Amt"
AbbrName="Concession"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="RepoCollateralSecurityType_t">
<xs:annotation>
<xs:documentation>
Identifies the collateral used in the transaction.
Valid values: see SecurityType (167) field (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RepoCollateralSecurityType" ComponentType="Field"
Tag="239"
Type="int"
AbbrName="RepoCollSecTyp"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="RedemptionDate_t">
<xs:annotation>
<xs:documentation>Return of investor's principal in a security. Bond redemption can occur before maturity date.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RedemptionDate" ComponentType="Field" Tag="240"
Type="LocalMktDate"
AbbrName="Redeem"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingCouponPaymentDate_t">
<xs:annotation>
<xs:documentation>
Underlying security's CouponPaymentDate.
See CouponPaymentDate (224) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingCouponPaymentDate" ComponentType="Field"
Tag="241"
Type="LocalMktDate"
AbbrName="CpnPmt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingIssueDate_t">
<xs:annotation>
<xs:documentation>
Underlying security's IssueDate.
See IssueDate (225) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingIssueDate" ComponentType="Field" Tag="242"
Type="LocalMktDate"
AbbrName="Issued"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingRepoCollateralSecurityType_t">
<xs:annotation>
<xs:documentation>Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) </xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingRepoCollateralSecurityType"
ComponentType="Field"
Tag="243"
Type="int"
AbbrName="RepoCollSecTyp"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingRepurchaseTerm_t">
<xs:annotation>
<xs:documentation>Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingRepurchaseTerm" ComponentType="Field" Tag="244"
Type="int"
AbbrName="RepoTrm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingRepurchaseRate_t">
<xs:annotation>
<xs:documentation>Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingRepurchaseRate" ComponentType="Field" Tag="245"
Type="Percentage"
AbbrName="RepoRt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingFactor_t">
<xs:annotation>
<xs:documentation>
Underlying security's Factor.
See Factor (228) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingFactor" ComponentType="Field" Tag="246"
Type="float"
AbbrName="Fctr"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingRedemptionDate_t">
<xs:annotation>
<xs:documentation>Underlying security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingRedemptionDate" ComponentType="Field" Tag="247"
Type="LocalMktDate"
AbbrName="Redeem"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="LegCouponPaymentDate_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual leg security's CouponPaymentDate.
See CouponPaymentDate (224) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegCouponPaymentDate" ComponentType="Field" Tag="248"
Type="LocalMktDate"
AbbrName="CpnPmt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="LegIssueDate_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual leg security's IssueDate.
See IssueDate (225) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegIssueDate" ComponentType="Field" Tag="249"
Type="LocalMktDate"
AbbrName="Issued"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="LegRepoCollateralSecurityType_t">
<xs:annotation>
<xs:documentation>Multileg instrument's individual leg security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegRepoCollateralSecurityType" ComponentType="Field"
Tag="250"
Type="int"
AbbrName="RepoCollSecTyp"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="LegRepurchaseTerm_t">
<xs:annotation>
<xs:documentation>Multileg instrument's individual leg security�s RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegRepurchaseTerm" ComponentType="Field" Tag="251"
Type="int"
AbbrName="RepoTrm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="LegRepurchaseRate_t">
<xs:annotation>
<xs:documentation>Multileg instrument's individual leg security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegRepurchaseRate" ComponentType="Field" Tag="252"
Type="Percentage"
AbbrName="RepoRt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="LegFactor_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual leg security's Factor.
See Factor (228) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegFactor" ComponentType="Field" Tag="253" Type="float"
AbbrName="Fctr"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="LegRedemptionDate_t">
<xs:annotation>
<xs:documentation>Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegRedemptionDate" ComponentType="Field" Tag="254"
Type="LocalMktDate"
AbbrName="Redeem"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="CreditRating_t">
<xs:annotation>
<xs:documentation>
An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CreditRating" ComponentType="Field" Tag="255"
Type="String"
AbbrName="CrdRtg"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingCreditRating_t">
<xs:annotation>
<xs:documentation>
Underlying security's CreditRating.
See CreditRating (255) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingCreditRating" ComponentType="Field" Tag="256"
Type="String"
AbbrName="CrdRtg"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="LegCreditRating_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual leg security's CreditRating.
See CreditRating (255) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegCreditRating" ComponentType="Field" Tag="257"
Type="String"
AbbrName="CrdRtg"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--TradedFlatSwitch(258) defined in implementation file--><xs:simpleType name="TradedFlatSwitch_enum_t">
<xs:annotation>
<xs:documentation>
Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradedFlatSwitch" ComponentType="Field" Tag="258"
Type="Boolean"
AbbrName="TrddFlatSwitch"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="N">Not Traded Flat</fm:EnumDoc>
<fm:EnumDoc value="Y">Traded Flat</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean">
<xs:enumeration value="N"/>
<xs:enumeration value="Y"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="BasisFeatureDate_t">
<xs:annotation>
<xs:documentation>
BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BasisFeatureDate" ComponentType="Field" Tag="259"
Type="LocalMktDate"
AbbrName="BasisFeatureDt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="BasisFeaturePrice_t">
<xs:annotation>
<xs:documentation>
Price for BasisFeatureDate.
See BasisFeatureDate (259)
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BasisFeaturePrice" ComponentType="Field" Tag="260"
Type="Price"
AbbrName="BasisFeaturePx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="MDReqID_t">
<xs:annotation>
<xs:documentation>
Unique identifier for Market Data Request
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDReqID" ComponentType="Field" Tag="262" Type="String"
AbbrName="ReqID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--SubscriptionRequestType(263) defined in implementation file--><xs:simpleType name="SubscriptionRequestType_enum_t">
<xs:annotation>
<xs:documentation>Subscription Request Type</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SubscriptionRequestType" ComponentType="Field" Tag="263"
Type="char"
AbbrName="SubReqTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Snapshot</fm:EnumDoc>
<fm:EnumDoc value="1">Snapshot + Updates (Subscribe)</fm:EnumDoc>
<fm:EnumDoc value="2">Disable previous Snapshot + Update Request (Unsubscribe)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="MarketDepth_t">
<xs:annotation>
<xs:documentation>Depth of market for Book Snapshot / Incremental updates
0 - full book depth
1 - top of book
2 and above - book depth (number of levels)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MarketDepth" ComponentType="Field" Tag="264" Type="int"
AbbrName="MktDepth"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<!--MDUpdateType(265) defined in implementation file--><xs:simpleType name="MDUpdateType_enum_t">
<xs:annotation>
<xs:documentation>Specifies the type of Market Data update.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDUpdateType" ComponentType="Field" Tag="265" Type="int"
AbbrName="UpdtTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Full refresh</fm:EnumDoc>
<fm:EnumDoc value="1">Incremental refresh</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
</xs:restriction>
</xs:simpleType>
<!--AggregatedBook(266) defined in implementation file--><xs:simpleType name="AggregatedBook_enum_t">
<xs:annotation>
<xs:documentation>Specifies whether or not book entries should be aggregated. (Not specified) = broker option</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AggregatedBook" ComponentType="Field" Tag="266"
Type="Boolean"
AbbrName="AggBook"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="Y">book entries to be aggregated</fm:EnumDoc>
<fm:EnumDoc value="N">book entries should not be aggregated</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean">
<xs:enumeration value="Y"/>
<xs:enumeration value="N"/>
</xs:restriction>
</xs:simpleType>
<!--MDEntryType(269) defined in implementation file--><xs:simpleType name="MDEntryType_enum_t">
<xs:annotation>
<xs:documentation>Type Market Data entry.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDEntryType" ComponentType="Field" Tag="269" Type="char"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Bid</fm:EnumDoc>
<fm:EnumDoc value="1">Offer</fm:EnumDoc>
<fm:EnumDoc value="2">Trade</fm:EnumDoc>
<fm:EnumDoc value="3">Index Value</fm:EnumDoc>
<fm:EnumDoc value="4">Opening Price</fm:EnumDoc>
<fm:EnumDoc value="5">Closing Price</fm:EnumDoc>
<fm:EnumDoc value="6">Settlement Price</fm:EnumDoc>
<fm:EnumDoc value="7">Trading Session High Price</fm:EnumDoc>
<fm:EnumDoc value="8">Trading Session Low Price</fm:EnumDoc>
<fm:EnumDoc value="9">Trading Session VWAP Price</fm:EnumDoc>
<fm:EnumDoc value="A">Imbalance</fm:EnumDoc>
<fm:EnumDoc value="B">Trade Volume</fm:EnumDoc>
<fm:EnumDoc value="C">Open Interest</fm:EnumDoc>
<fm:EnumDoc value="D">Composite Underlying Price</fm:EnumDoc>
<fm:EnumDoc value="E">Simulated Sell Price</fm:EnumDoc>
<fm:EnumDoc value="F">Simulated Buy Price</fm:EnumDoc>
<fm:EnumDoc value="G">Margin Rate</fm:EnumDoc>
<fm:EnumDoc value="H">Mid Price </fm:EnumDoc>
<fm:EnumDoc value="J">Empty Book</fm:EnumDoc>
<fm:EnumDoc value="K">Settle High Price</fm:EnumDoc>
<fm:EnumDoc value="L">Settle Low Price</fm:EnumDoc>
<fm:EnumDoc value="M">Prior Settle Price</fm:EnumDoc>
<fm:EnumDoc value="N">Session High Bid</fm:EnumDoc>
<fm:EnumDoc value="O">Session Low Offer</fm:EnumDoc>
<fm:EnumDoc value="P">Early Prices</fm:EnumDoc>
<fm:EnumDoc value="Q">Auction Clearing Price</fm:EnumDoc>
<fm:EnumDoc value="S">Swap Value Factor (SVP) for swaps cleared through a central counterparty (CCP)</fm:EnumDoc>
<fm:EnumDoc value="R">Daily value adjustment for long positions</fm:EnumDoc>
<fm:EnumDoc value="T">Cumulative Value Adjustment for long positions</fm:EnumDoc>
<fm:EnumDoc value="U">Daily Value Adjustment for Short Positions</fm:EnumDoc>
<fm:EnumDoc value="V">Cumulative Value Adjustment for Short Positions</fm:EnumDoc>
<fm:EnumDoc value="Y">Recovery Rate</fm:EnumDoc>
<fm:EnumDoc value="Z">Recovery Rate for Long</fm:EnumDoc>
<fm:EnumDoc value="a">Recovery Rate for Short</fm:EnumDoc>
<fm:EnumDoc value="W">Fixing Price</fm:EnumDoc>
<fm:EnumDoc value="X">Cash Rate</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="J"/>
<xs:enumeration value="K"/>
<xs:enumeration value="L"/>
<xs:enumeration value="M"/>
<xs:enumeration value="N"/>
<xs:enumeration value="O"/>
<xs:enumeration value="P"/>
<xs:enumeration value="Q"/>
<xs:enumeration value="S"/>
<xs:enumeration value="R"/>
<xs:enumeration value="T"/>
<xs:enumeration value="U"/>
<xs:enumeration value="V"/>
<xs:enumeration value="Y"/>
<xs:enumeration value="Z"/>
<xs:enumeration value="a"/>
<xs:enumeration value="W"/>
<xs:enumeration value="X"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="MDEntryPx_t">
<xs:annotation>
<xs:documentation>
Price of the Market Data Entry.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDEntryPx" ComponentType="Field" Tag="270" Type="Price"
AbbrName="Px"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="MDEntrySize_t">
<xs:annotation>
<xs:documentation>
Quantity or volume represented by the Market Data Entry.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDEntrySize" ComponentType="Field" Tag="271" Type="Qty"
AbbrName="Sz"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="MDEntryDate_t">
<xs:annotation>
<xs:documentation>
Date of Market Data Entry.
(prior to FIX 4.4 field was of type UTCDate)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDEntryDate" ComponentType="Field" Tag="272"
Type="UTCDateOnly"
AbbrName="Dt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCDateOnly"/>
</xs:simpleType>
<xs:simpleType name="MDEntryTime_t">
<xs:annotation>
<xs:documentation>
Time of Market Data Entry.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDEntryTime" ComponentType="Field" Tag="273"
Type="UTCTimeOnly"
AbbrName="Tm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimeOnly"/>
</xs:simpleType>
<!--TickDirection(274) defined in implementation file--><xs:simpleType name="TickDirection_enum_t">
<xs:annotation>
<xs:documentation>Direction of the "tick".</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TickDirection" ComponentType="Field" Tag="274" Type="char"
AbbrName="TickDirctn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Plus Tick</fm:EnumDoc>
<fm:EnumDoc value="1">Zero-Plus Tick</fm:EnumDoc>
<fm:EnumDoc value="2">Minus Tick</fm:EnumDoc>
<fm:EnumDoc value="3">Zero-Minus Tick</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="MDMkt_t">
<xs:annotation>
<xs:documentation>
Market posting quote / trade.
Valid values:
See "Appendix 6-C"
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDMkt" ComponentType="Field" Tag="275" Type="Exchange"
AbbrName="Mkt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Exchange"/>
</xs:simpleType>
<!--QuoteCondition(276) defined in implementation file--><xs:simpleType name="QuoteCondition_enum_t">
<xs:annotation>
<xs:documentation>Space-delimited list of conditions describing a quote.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="QuoteCondition" ComponentType="Field" Tag="276"
Type="MultipleStringValue"
AbbrName="QCond"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="A">Open/Active</fm:EnumDoc>
<fm:EnumDoc value="B">Closed/Inactive</fm:EnumDoc>
<fm:EnumDoc value="C">Exchange Best</fm:EnumDoc>
<fm:EnumDoc value="D">Consolidated Best</fm:EnumDoc>
<fm:EnumDoc value="E">Locked</fm:EnumDoc>
<fm:EnumDoc value="F">Crossed</fm:EnumDoc>
<fm:EnumDoc value="G">Depth</fm:EnumDoc>
<fm:EnumDoc value="H">Fast Trading</fm:EnumDoc>
<fm:EnumDoc value="I">Non-Firm</fm:EnumDoc>
<fm:EnumDoc value="L">Manual/Slow Quote</fm:EnumDoc>
<fm:EnumDoc value="J">Outright Price</fm:EnumDoc>
<fm:EnumDoc value="K">Implied Price</fm:EnumDoc>
<fm:EnumDoc value="M">Depth on Offer</fm:EnumDoc>
<fm:EnumDoc value="N">Depth on Bid</fm:EnumDoc>
<fm:EnumDoc value="O">Closing</fm:EnumDoc>
<fm:EnumDoc value="P">News Dissemination</fm:EnumDoc>
<fm:EnumDoc value="Q">Trading Range</fm:EnumDoc>
<fm:EnumDoc value="R">Order Influx</fm:EnumDoc>
<fm:EnumDoc value="S">Due to Related</fm:EnumDoc>
<fm:EnumDoc value="T">News Pending</fm:EnumDoc>
<fm:EnumDoc value="U">Additional Info</fm:EnumDoc>
<fm:EnumDoc value="V">Additional Info due to related</fm:EnumDoc>
<fm:EnumDoc value="W">Resume</fm:EnumDoc>
<fm:EnumDoc value="X">View of Common</fm:EnumDoc>
<fm:EnumDoc value="Y">Volume Alert</fm:EnumDoc>
<fm:EnumDoc value="Z">Order Imbalance</fm:EnumDoc>
<fm:EnumDoc value="a">Equipment Changeover</fm:EnumDoc>
<fm:EnumDoc value="b">No Open / No Resume</fm:EnumDoc>
<fm:EnumDoc value="c">Regular ETH</fm:EnumDoc>
<fm:EnumDoc value="d">Automatic Execution</fm:EnumDoc>
<fm:EnumDoc value="e">Automatic Execution ETH</fm:EnumDoc>
<fm:EnumDoc value="f ">Fast Market ETH</fm:EnumDoc>
<fm:EnumDoc value="g">Inactive ETH</fm:EnumDoc>
<fm:EnumDoc value="h">Rotation</fm:EnumDoc>
<fm:EnumDoc value="i">Rotation ETH</fm:EnumDoc>
<fm:EnumDoc value="j">Halt</fm:EnumDoc>
<fm:EnumDoc value="k">Halt ETH</fm:EnumDoc>
<fm:EnumDoc value="l">Due to News Dissemination</fm:EnumDoc>
<fm:EnumDoc value="m">Due to News Pending</fm:EnumDoc>
<fm:EnumDoc value="n">Trading Resume</fm:EnumDoc>
<fm:EnumDoc value="o">Out of Sequence</fm:EnumDoc>
<fm:EnumDoc value="p">Bid Specialist</fm:EnumDoc>
<fm:EnumDoc value="q">Offer Specialist</fm:EnumDoc>
<fm:EnumDoc value="r">Bid Offer Specialist</fm:EnumDoc>
<fm:EnumDoc value="s">End of Day SAM</fm:EnumDoc>
<fm:EnumDoc value="t">Forbidden SAM</fm:EnumDoc>
<fm:EnumDoc value="u">Frozen SAM</fm:EnumDoc>
<fm:EnumDoc value="v">PreOpening SAM</fm:EnumDoc>
<fm:EnumDoc value="w">Opening SAM</fm:EnumDoc>
<fm:EnumDoc value="x">Open SAM</fm:EnumDoc>
<fm:EnumDoc value="y">Surveillance SAM</fm:EnumDoc>
<fm:EnumDoc value="z">Suspended SAM</fm:EnumDoc>
<fm:EnumDoc value="0">Reserved SAM</fm:EnumDoc>
<fm:EnumDoc value="1">No Active SAM</fm:EnumDoc>
<fm:EnumDoc value="2">Restricted</fm:EnumDoc>
<fm:EnumDoc value="3">Rest of Book VWAP</fm:EnumDoc>
<fm:EnumDoc value="4">Better Prices in Conditional Orders</fm:EnumDoc>
<fm:EnumDoc value="5">Median Price</fm:EnumDoc>
<fm:EnumDoc value="6">Full Curve</fm:EnumDoc>
<fm:EnumDoc value="7">Flat Curve</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="MultipleStringValue">
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
<xs:enumeration value="L"/>
<xs:enumeration value="J"/>
<xs:enumeration value="K"/>
<xs:enumeration value="M"/>
<xs:enumeration value="N"/>
<xs:enumeration value="O"/>
<xs:enumeration value="P"/>
<xs:enumeration value="Q"/>
<xs:enumeration value="R"/>
<xs:enumeration value="S"/>
<xs:enumeration value="T"/>
<xs:enumeration value="U"/>
<xs:enumeration value="V"/>
<xs:enumeration value="W"/>
<xs:enumeration value="X"/>
<xs:enumeration value="Y"/>
<xs:enumeration value="Z"/>
<xs:enumeration value="a"/>
<xs:enumeration value="b"/>
<xs:enumeration value="c"/>
<xs:enumeration value="d"/>
<xs:enumeration value="e"/>
<xs:enumeration value="f "/>
<xs:enumeration value="g"/>
<xs:enumeration value="h"/>
<xs:enumeration value="i"/>
<xs:enumeration value="j"/>
<xs:enumeration value="k"/>
<xs:enumeration value="l"/>
<xs:enumeration value="m"/>
<xs:enumeration value="n"/>
<xs:enumeration value="o"/>
<xs:enumeration value="p"/>
<xs:enumeration value="q"/>
<xs:enumeration value="r"/>
<xs:enumeration value="s"/>
<xs:enumeration value="t"/>
<xs:enumeration value="u"/>
<xs:enumeration value="v"/>
<xs:enumeration value="w"/>
<xs:enumeration value="x"/>
<xs:enumeration value="y"/>
<xs:enumeration value="z"/>
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
</xs:restriction>
</xs:simpleType>
<!--TradeCondition(277) defined in implementation file--><xs:simpleType name="TradeCondition_enum_t">
<xs:annotation>
<xs:documentation>Space-delimited list of conditions describing a trade</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradeCondition" ComponentType="Field" Tag="277"
Type="MultipleStringValue"
AbbrName="TrdCond"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="A">Cash (only) Market</fm:EnumDoc>
<fm:EnumDoc value="B">Average Price Trade</fm:EnumDoc>
<fm:EnumDoc value="C">Cash Trade (same day clearing)</fm:EnumDoc>
<fm:EnumDoc value="D">Next Day (only)Market</fm:EnumDoc>
<fm:EnumDoc value="E">Opening/Reopening Trade Detail</fm:EnumDoc>
<fm:EnumDoc value="F">Intraday Trade Detail</fm:EnumDoc>
<fm:EnumDoc value="G">Rule 127 Trade (NYSE)</fm:EnumDoc>
<fm:EnumDoc value="H">Rule 155 Trade (AMEX)</fm:EnumDoc>
<fm:EnumDoc value="I">Sold Last (late reporting)</fm:EnumDoc>
<fm:EnumDoc value="J">Next Day Trade (next day clearing)</fm:EnumDoc>
<fm:EnumDoc value="K">Opened (late report of opened trade)</fm:EnumDoc>
<fm:EnumDoc value="L">Seller</fm:EnumDoc>
<fm:EnumDoc value="M">Sold (out of sequence)</fm:EnumDoc>
<fm:EnumDoc value="N">Stopped Stock (guarantee of price but does not execute the order)</fm:EnumDoc>
<fm:EnumDoc value="P">Imbalance More Buyers (cannot be used in combination with Q)</fm:EnumDoc>
<fm:EnumDoc value="Q">Imbalance More Sellers (cannot be used in combination with P)</fm:EnumDoc>
<fm:EnumDoc value="R">Opening Price</fm:EnumDoc>
<fm:EnumDoc value="Y">Trades resulting from manual/slow quote</fm:EnumDoc>
<fm:EnumDoc value="Z">Trades resulting from intermarket sweep</fm:EnumDoc>
<fm:EnumDoc value="S">Bargain Condition (LSE)</fm:EnumDoc>
<fm:EnumDoc value="T">Converted Price Indicator</fm:EnumDoc>
<fm:EnumDoc value="U">Exchange Last</fm:EnumDoc>
<fm:EnumDoc value="V">Final Price of Session</fm:EnumDoc>
<fm:EnumDoc value="W">Ex-pit</fm:EnumDoc>
<fm:EnumDoc value="X">Crossed</fm:EnumDoc>
<fm:EnumDoc value="0">Cancel</fm:EnumDoc>
<fm:EnumDoc value="a">Volume Only</fm:EnumDoc>
<fm:EnumDoc value="b">Direct Plus</fm:EnumDoc>
<fm:EnumDoc value="c">Acquisition</fm:EnumDoc>
<fm:EnumDoc value="d">Bunched</fm:EnumDoc>
<fm:EnumDoc value="e">Distribution</fm:EnumDoc>
<fm:EnumDoc value="f">Bunched Sale</fm:EnumDoc>
<fm:EnumDoc value="g">Split Trade</fm:EnumDoc>
<fm:EnumDoc value="h">Cancel Stopped</fm:EnumDoc>
<fm:EnumDoc value="i">Cancel ETH</fm:EnumDoc>
<fm:EnumDoc value="j">Cancel Stopped ETH</fm:EnumDoc>
<fm:EnumDoc value="k">Out of Sequence ETH</fm:EnumDoc>
<fm:EnumDoc value="l">Cancel Last ETH</fm:EnumDoc>
<fm:EnumDoc value="m">Sold Last Sale ETH</fm:EnumDoc>
<fm:EnumDoc value="n">Cancel Last</fm:EnumDoc>
<fm:EnumDoc value="o">Sold Last Sale</fm:EnumDoc>
<fm:EnumDoc value="p">Cancel Open</fm:EnumDoc>
<fm:EnumDoc value="q">Cancel Open ETH</fm:EnumDoc>
<fm:EnumDoc value="r">Opened Sale ETH</fm:EnumDoc>
<fm:EnumDoc value="s">Cancel Only</fm:EnumDoc>
<fm:EnumDoc value="t">Cancel Only ETH</fm:EnumDoc>
<fm:EnumDoc value="u">Late Open ETH</fm:EnumDoc>
<fm:EnumDoc value="v">Auto Execution ETH</fm:EnumDoc>
<fm:EnumDoc value="w">Reopen</fm:EnumDoc>
<fm:EnumDoc value="x">Reopen ETH</fm:EnumDoc>
<fm:EnumDoc value="y">Adjusted</fm:EnumDoc>
<fm:EnumDoc value="z">Adjusted ETH</fm:EnumDoc>
<fm:EnumDoc value="AA">Spread</fm:EnumDoc>
<fm:EnumDoc value="AB">Spread ETH</fm:EnumDoc>
<fm:EnumDoc value="AC">Straddle</fm:EnumDoc>
<fm:EnumDoc value="AD">Straddle ETH</fm:EnumDoc>
<fm:EnumDoc value="AE">Stopped</fm:EnumDoc>
<fm:EnumDoc value="AF">Stopped ETH</fm:EnumDoc>
<fm:EnumDoc value="AG">Regular ETH</fm:EnumDoc>
<fm:EnumDoc value="AH">Combo</fm:EnumDoc>
<fm:EnumDoc value="AI">Combo ETH</fm:EnumDoc>
<fm:EnumDoc value="AJ">Official Closing Price</fm:EnumDoc>
<fm:EnumDoc value="AK">Prior Reference Price</fm:EnumDoc>
<fm:EnumDoc value="AL">Stopped Sold Last</fm:EnumDoc>
<fm:EnumDoc value="AM">Stopped Out of Sequence</fm:EnumDoc>
<fm:EnumDoc value="AN">Offical Closing Price (duplicate enumeration - use 'AJ' instead)</fm:EnumDoc>
<fm:EnumDoc value="AO">Crossed (duplicate enumeration - use 'X' instead)</fm:EnumDoc>
<fm:EnumDoc value="AP">Fast Market</fm:EnumDoc>
<fm:EnumDoc value="AQ">Automatic Execution</fm:EnumDoc>
<fm:EnumDoc value="AR">Form T</fm:EnumDoc>
<fm:EnumDoc value="AS">Basket Index</fm:EnumDoc>
<fm:EnumDoc value="AT">Burst Basket</fm:EnumDoc>
<fm:EnumDoc value="1">Implied Trade</fm:EnumDoc>
<fm:EnumDoc value="AV">Outside Spread</fm:EnumDoc>
<fm:EnumDoc value="2">Marketplace entered trade</fm:EnumDoc>
<fm:EnumDoc value="3">Mult Asset Class Multileg Trade</fm:EnumDoc>
<fm:EnumDoc value="4">Multileg-to-Multileg Trade</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="MultipleStringValue">
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
<xs:enumeration value="J"/>
<xs:enumeration value="K"/>
<xs:enumeration value="L"/>
<xs:enumeration value="M"/>
<xs:enumeration value="N"/>
<xs:enumeration value="P"/>
<xs:enumeration value="Q"/>
<xs:enumeration value="R"/>
<xs:enumeration value="Y"/>
<xs:enumeration value="Z"/>
<xs:enumeration value="S"/>
<xs:enumeration value="T"/>
<xs:enumeration value="U"/>
<xs:enumeration value="V"/>
<xs:enumeration value="W"/>
<xs:enumeration value="X"/>
<xs:enumeration value="0"/>
<xs:enumeration value="a"/>
<xs:enumeration value="b"/>
<xs:enumeration value="c"/>
<xs:enumeration value="d"/>
<xs:enumeration value="e"/>
<xs:enumeration value="f"/>
<xs:enumeration value="g"/>
<xs:enumeration value="h"/>
<xs:enumeration value="i"/>
<xs:enumeration value="j"/>
<xs:enumeration value="k"/>
<xs:enumeration value="l"/>
<xs:enumeration value="m"/>
<xs:enumeration value="n"/>
<xs:enumeration value="o"/>
<xs:enumeration value="p"/>
<xs:enumeration value="q"/>
<xs:enumeration value="r"/>
<xs:enumeration value="s"/>
<xs:enumeration value="t"/>
<xs:enumeration value="u"/>
<xs:enumeration value="v"/>
<xs:enumeration value="w"/>
<xs:enumeration value="x"/>
<xs:enumeration value="y"/>
<xs:enumeration value="z"/>
<xs:enumeration value="AA"/>
<xs:enumeration value="AB"/>
<xs:enumeration value="AC"/>
<xs:enumeration value="AD"/>
<xs:enumeration value="AE"/>
<xs:enumeration value="AF"/>
<xs:enumeration value="AG"/>
<xs:enumeration value="AH"/>
<xs:enumeration value="AI"/>
<xs:enumeration value="AJ"/>
<xs:enumeration value="AK"/>
<xs:enumeration value="AL"/>
<xs:enumeration value="AM"/>
<xs:enumeration value="AN"/>
<xs:enumeration value="AO"/>
<xs:enumeration value="AP"/>
<xs:enumeration value="AQ"/>
<xs:enumeration value="AR"/>
<xs:enumeration value="AS"/>
<xs:enumeration value="AT"/>
<xs:enumeration value="1"/>
<xs:enumeration value="AV"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="MDEntryID_t">
<xs:annotation>
<xs:documentation>
Unique Market Data Entry identifier.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDEntryID" ComponentType="Field" Tag="278" Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--MDUpdateAction(279) defined in implementation file--><xs:simpleType name="MDUpdateAction_enum_t">
<xs:annotation>
<xs:documentation>Type of Market Data update action.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDUpdateAction" ComponentType="Field" Tag="279"
Type="char"
AbbrName="UpdtAct"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">New</fm:EnumDoc>
<fm:EnumDoc value="1">Change</fm:EnumDoc>
<fm:EnumDoc value="2">Delete</fm:EnumDoc>
<fm:EnumDoc value="3">Delete Thru</fm:EnumDoc>
<fm:EnumDoc value="4">Delete From</fm:EnumDoc>
<fm:EnumDoc value="5">Overlay</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="MDEntryRefID_t">
<xs:annotation>
<xs:documentation>
Refers to a previous MDEntryID (278).
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDEntryRefID" ComponentType="Field" Tag="280"
Type="String"
AbbrName="RefID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--MDReqRejReason(281) defined in implementation file--><xs:simpleType name="MDReqRejReason_enum_t">
<xs:annotation>
<xs:documentation>Reason for the rejection of a Market Data request.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDReqRejReason" ComponentType="Field" Tag="281"
Type="char"
AbbrName="ReqRejResn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Unknown symbol</fm:EnumDoc>
<fm:EnumDoc value="1">Duplicate MDReqID</fm:EnumDoc>
<fm:EnumDoc value="2">Insufficient Bandwidth</fm:EnumDoc>
<fm:EnumDoc value="3">Insufficient Permissions</fm:EnumDoc>
<fm:EnumDoc value="4">Unsupported SubscriptionRequestType</fm:EnumDoc>
<fm:EnumDoc value="5">Unsupported MarketDepth</fm:EnumDoc>
<fm:EnumDoc value="6">Unsupported MDUpdateType</fm:EnumDoc>
<fm:EnumDoc value="7">Unsupported AggregatedBook</fm:EnumDoc>
<fm:EnumDoc value="8">Unsupported MDEntryType</fm:EnumDoc>
<fm:EnumDoc value="9">Unsupported TradingSessionID</fm:EnumDoc>
<fm:EnumDoc value="A">Unsupported Scope</fm:EnumDoc>
<fm:EnumDoc value="B">Unsupported OpenCloseSettleFlag</fm:EnumDoc>
<fm:EnumDoc value="C">Unsupported MDImplicitDelete</fm:EnumDoc>
<fm:EnumDoc value="D">Insufficient credit</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="MDEntryOriginator_t">
<xs:annotation>
<xs:documentation>
Originator of a Market Data Entry
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDEntryOriginator" ComponentType="Field" Tag="282"
Type="String"
AbbrName="Orig"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="LocationID_t">
<xs:annotation>
<xs:documentation>
Identification of a Market Maker's location
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LocationID" ComponentType="Field" Tag="283" Type="String"
AbbrName="LctnID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="DeskID_t">
<xs:annotation>
<xs:documentation>
Identification of a Market Maker's desk
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DeskID" ComponentType="Field" Tag="284" Type="String"
AbbrName="DeskID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--DeleteReason(285) defined in implementation file--><xs:simpleType name="DeleteReason_enum_t">
<xs:annotation>
<xs:documentation>Reason for deletion.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DeleteReason" ComponentType="Field" Tag="285" Type="char"
AbbrName="DelRsn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Cancellation / Trade Bust</fm:EnumDoc>
<fm:EnumDoc value="1">Error</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
</xs:restriction>
</xs:simpleType>
<!--OpenCloseSettlFlag(286) defined in implementation file--><xs:simpleType name="OpenCloseSettlFlag_enum_t">
<xs:annotation>
<xs:documentation>Flag that identifies a market data entry. (Prior to FIX 4.3 this field was of type char)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OpenCloseSettlFlag" ComponentType="Field" Tag="286"
Type="MultipleCharValue"
AbbrName="OpenClsSettlFlag"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Daily Open / Close / Settlement entry</fm:EnumDoc>
<fm:EnumDoc value="1">Session Open / Close / Settlement entry</fm:EnumDoc>
<fm:EnumDoc value="2">Delivery Settlement entry</fm:EnumDoc>
<fm:EnumDoc value="3">Expected entry</fm:EnumDoc>
<fm:EnumDoc value="4">Entry from previous business day</fm:EnumDoc>
<fm:EnumDoc value="5">Theoretical Price value</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="MultipleCharValue">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="SellerDays_t">
<xs:annotation>
<xs:documentation>
Specifies the number of days that may elapse before delivery of the security
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SellerDays" ComponentType="Field" Tag="287" Type="int"
AbbrName="SellerDays"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="MDEntryBuyer_t">
<xs:annotation>
<xs:documentation>
Buying party in a trade
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDEntryBuyer" ComponentType="Field" Tag="288"
Type="String"
AbbrName="Buyer"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="MDEntrySeller_t">
<xs:annotation>
<xs:documentation>
Selling party in a trade
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDEntrySeller" ComponentType="Field" Tag="289"
Type="String"
AbbrName="Seller"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="MDEntryPositionNo_t">
<xs:annotation>
<xs:documentation>
Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with .
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDEntryPositionNo" ComponentType="Field" Tag="290"
Type="int"
AbbrName="PosNo"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<!--FinancialStatus(291) defined in implementation file--><xs:simpleType name="FinancialStatus_enum_t">
<xs:annotation>
<xs:documentation>Identifies a firm's or a security's financial status</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="FinancialStatus" ComponentType="Field" Tag="291"
Type="MultipleCharValue"
AbbrName="FinclStat"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Bankrupt</fm:EnumDoc>
<fm:EnumDoc value="2">Pending delisting</fm:EnumDoc>
<fm:EnumDoc value="3">Restricted</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="MultipleCharValue">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<!--CorporateAction(292) defined in implementation file--><xs:simpleType name="CorporateAction_enum_t">
<xs:annotation>
<xs:documentation>Identifies the type of Corporate Action.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CorporateAction" ComponentType="Field" Tag="292"
Type="MultipleCharValue"
AbbrName="CorpActn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="A">Ex-Dividend</fm:EnumDoc>
<fm:EnumDoc value="B">Ex-Distribution</fm:EnumDoc>
<fm:EnumDoc value="C">Ex-Rights</fm:EnumDoc>
<fm:EnumDoc value="D">New</fm:EnumDoc>
<fm:EnumDoc value="E">Ex-Interest</fm:EnumDoc>
<fm:EnumDoc value="F">Cash Dividend</fm:EnumDoc>
<fm:EnumDoc value="G">Stock Dividend</fm:EnumDoc>
<fm:EnumDoc value="H">Non-Integer Stock Split</fm:EnumDoc>
<fm:EnumDoc value="I">Reverse Stock Split</fm:EnumDoc>
<fm:EnumDoc value="J">Standard-Integer Stock Split</fm:EnumDoc>
<fm:EnumDoc value="K">Position Consolidation</fm:EnumDoc>
<fm:EnumDoc value="L">Liquidation Reorganization</fm:EnumDoc>
<fm:EnumDoc value="M">Merger Reorganization</fm:EnumDoc>
<fm:EnumDoc value="N">Rights Offering</fm:EnumDoc>
<fm:EnumDoc value="O">Shareholder Meeting</fm:EnumDoc>
<fm:EnumDoc value="P">Spinoff</fm:EnumDoc>
<fm:EnumDoc value="Q">Tender Offer</fm:EnumDoc>
<fm:EnumDoc value="R">Warrant</fm:EnumDoc>
<fm:EnumDoc value="S">Special Action</fm:EnumDoc>
<fm:EnumDoc value="T">Symbol Conversion</fm:EnumDoc>
<fm:EnumDoc value="U">CUSIP / Name Change</fm:EnumDoc>
<fm:EnumDoc value="V">Leap Rollover</fm:EnumDoc>
<fm:EnumDoc value="W">Succession Event</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="MultipleCharValue">
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
<xs:enumeration value="J"/>
<xs:enumeration value="K"/>
<xs:enumeration value="L"/>
<xs:enumeration value="M"/>
<xs:enumeration value="N"/>
<xs:enumeration value="O"/>
<xs:enumeration value="P"/>
<xs:enumeration value="Q"/>
<xs:enumeration value="R"/>
<xs:enumeration value="S"/>
<xs:enumeration value="T"/>
<xs:enumeration value="U"/>
<xs:enumeration value="V"/>
<xs:enumeration value="W"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="DefBidSize_t">
<xs:annotation>
<xs:documentation>
Default Bid Size.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DefBidSize" ComponentType="Field" Tag="293" Type="Qty"
AbbrName="DefBidSz"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="DefOfferSize_t">
<xs:annotation>
<xs:documentation>
Default Offer Size.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DefOfferSize" ComponentType="Field" Tag="294" Type="Qty"
AbbrName="DefOfrSz"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<!--QuoteStatus(297) defined in implementation file--><xs:simpleType name="QuoteStatus_enum_t">
<xs:annotation>
<xs:documentation>Identifies the status of the quote acknowledgement.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="QuoteStatus" ComponentType="Field" Tag="297" Type="int"
AbbrName="Stat"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Accepted</fm:EnumDoc>
<fm:EnumDoc value="1">Cancel for Symbol(s)</fm:EnumDoc>
<fm:EnumDoc value="10">Pending</fm:EnumDoc>
<fm:EnumDoc value="11">Pass</fm:EnumDoc>
<fm:EnumDoc value="12">Locked Market Warning</fm:EnumDoc>
<fm:EnumDoc value="13">Cross Market Warning</fm:EnumDoc>
<fm:EnumDoc value="14">Canceled Due To Lock Market</fm:EnumDoc>
<fm:EnumDoc value="15">Canceled Due To Cross Market</fm:EnumDoc>
<fm:EnumDoc value="2">Canceled for Security Type(s)</fm:EnumDoc>
<fm:EnumDoc value="3">Canceled for Underlying</fm:EnumDoc>
<fm:EnumDoc value="4">Canceled All</fm:EnumDoc>
<fm:EnumDoc value="5">Rejected</fm:EnumDoc>
<fm:EnumDoc value="6">Removed from Market</fm:EnumDoc>
<fm:EnumDoc value="7">Expired</fm:EnumDoc>
<fm:EnumDoc value="8">Query</fm:EnumDoc>
<fm:EnumDoc value="9">Quote Not Found</fm:EnumDoc>
<fm:EnumDoc value="16">Active</fm:EnumDoc>
<fm:EnumDoc value="17">Canceled</fm:EnumDoc>
<fm:EnumDoc value="18">Unsolicited Quote Replenishment</fm:EnumDoc>
<fm:EnumDoc value="19">Pending End Trade</fm:EnumDoc>
<fm:EnumDoc value="20">Too Late to End</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="20"/>
</xs:restriction>
</xs:simpleType>
<!--QuoteCancelType(298) defined in implementation file--><xs:simpleType name="QuoteCancelType_enum_t">
<xs:annotation>
<xs:documentation>
Identifies the type of quote cancel.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="QuoteCancelType" ComponentType="Field" Tag="298"
Type="int"
AbbrName="CxlTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Cancel for one or more securities</fm:EnumDoc>
<fm:EnumDoc value="2">Cancel for Security Type(s)</fm:EnumDoc>
<fm:EnumDoc value="3">Cancel for underlying security</fm:EnumDoc>
<fm:EnumDoc value="4">Cancel All Quotes</fm:EnumDoc>
<fm:EnumDoc value="5">Cancel quote specified in QuoteID</fm:EnumDoc>
<fm:EnumDoc value="6">Cancel by QuoteType(537)</fm:EnumDoc>
<fm:EnumDoc value="7">Cancel for Security Issuer</fm:EnumDoc>
<fm:EnumDoc value="8">Cancel for Issuer of Underlying Security</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="QuoteEntryID_t">
<xs:annotation>
<xs:documentation>Unique identifier for a quote. The QuoteEntryID stays with the quote as a static identifier even if the quote is updated.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="QuoteEntryID" ComponentType="Field" Tag="299"
Type="String"
AbbrName="EntryID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--QuoteRejectReason(300) defined in implementation file--><xs:simpleType name="QuoteRejectReason_enum_t">
<xs:annotation>
<xs:documentation>Reason Quote was rejected:</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="QuoteRejectReason" ComponentType="Field" Tag="300"
Type="int"
AbbrName="RejRsn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Unknown Symbol (security)</fm:EnumDoc>
<fm:EnumDoc value="2">Exchange (Security) closed</fm:EnumDoc>
<fm:EnumDoc value="3">Quote Request exceeds limit</fm:EnumDoc>
<fm:EnumDoc value="4">Too late to enter</fm:EnumDoc>
<fm:EnumDoc value="5">Unknown Quote</fm:EnumDoc>
<fm:EnumDoc value="6">Duplicate Quote</fm:EnumDoc>
<fm:EnumDoc value="7">Invalid bid/ask spread</fm:EnumDoc>
<fm:EnumDoc value="8">Invalid price</fm:EnumDoc>
<fm:EnumDoc value="9">Not authorized to quote security</fm:EnumDoc>
<fm:EnumDoc value="99">Other</fm:EnumDoc>
<fm:EnumDoc value="10">Price exceeds current price band</fm:EnumDoc>
<fm:EnumDoc value="11">Quote Locked - Unable to Update/Cancel</fm:EnumDoc>
<fm:EnumDoc value="12">Invalid or unknown Security Issuer</fm:EnumDoc>
<fm:EnumDoc value="13">Invalid or unknown Issuer of Underlying Security</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="99"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
</xs:restriction>
</xs:simpleType>
<!--QuoteResponseLevel(301) defined in implementation file--><xs:simpleType name="QuoteResponseLevel_enum_t">
<xs:annotation>
<xs:documentation>Level of Response requested from receiver of quote messages. A default value should be bilaterally agreed.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="QuoteResponseLevel" ComponentType="Field" Tag="301"
Type="int"
AbbrName="RspLvl"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">No Acknowledgement</fm:EnumDoc>
<fm:EnumDoc value="1">Acknowledge only negative or erroneous quotes</fm:EnumDoc>
<fm:EnumDoc value="2">Acknowledge each quote message</fm:EnumDoc>
<fm:EnumDoc value="3">Summary Acknowledgement</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="QuoteSetID_t">
<xs:annotation>
<xs:documentation>
Unique id for the Quote Set.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="QuoteSetID" ComponentType="Field" Tag="302" Type="String"
AbbrName="SetID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--QuoteRequestType(303) defined in implementation file--><xs:simpleType name="QuoteRequestType_enum_t">
<xs:annotation>
<xs:documentation>Indicates the type of Quote Request being generated</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="QuoteRequestType" ComponentType="Field" Tag="303"
Type="int"
AbbrName="ReqTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Manual</fm:EnumDoc>
<fm:EnumDoc value="2">Automatic</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="TotNoQuoteEntries_t">
<xs:annotation>
<xs:documentation>Total number of quotes for the quote set.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TotNoQuoteEntries" ComponentType="Field" Tag="304"
Type="int"
AbbrName="TotNoQuotEntries"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<!--UnderlyingSecurityIDSource(305) defined in implementation file--><xs:simpleType name="UnderlyingSecurityIDSource_enum_t">
<xs:annotation>
<xs:documentation>
Underlying security's SecurityIDSource.
Valid values: see SecurityIDSource (22) field
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingSecurityIDSource" ComponentType="Field"
Tag="305"
Type="String"
UsesEnumsFromTag="22"
AbbrName="Src"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">CUSIP</fm:EnumDoc>
<fm:EnumDoc value="2">SEDOL</fm:EnumDoc>
<fm:EnumDoc value="3">QUIK</fm:EnumDoc>
<fm:EnumDoc value="4">ISIN number</fm:EnumDoc>
<fm:EnumDoc value="5">RIC code</fm:EnumDoc>
<fm:EnumDoc value="6">ISO Currency Code</fm:EnumDoc>
<fm:EnumDoc value="7">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="8">Exchange Symbol</fm:EnumDoc>
<fm:EnumDoc value="9">Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)</fm:EnumDoc>
<fm:EnumDoc value="A">Bloomberg Symbol</fm:EnumDoc>
<fm:EnumDoc value="B">Wertpapier</fm:EnumDoc>
<fm:EnumDoc value="C">Dutch</fm:EnumDoc>
<fm:EnumDoc value="D">Valoren</fm:EnumDoc>
<fm:EnumDoc value="E">Sicovam</fm:EnumDoc>
<fm:EnumDoc value="F">Belgian</fm:EnumDoc>
<fm:EnumDoc value="G">"Common" (Clearstream and Euroclear)</fm:EnumDoc>
<fm:EnumDoc value="H">Clearing House / Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="I">ISDA/FpML Product Specification (XML in EncodedSecurityDesc)</fm:EnumDoc>
<fm:EnumDoc value="J">Option Price Reporting Authority</fm:EnumDoc>
<fm:EnumDoc value="L">Letter of Credit</fm:EnumDoc>
<fm:EnumDoc value="K">ISDA/FpML Product URL (URL in SecurityID)</fm:EnumDoc>
<fm:EnumDoc value="M">Marketplace-assigned Identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
<xs:enumeration value="J"/>
<xs:enumeration value="L"/>
<xs:enumeration value="K"/>
<xs:enumeration value="M"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="UnderlyingIssuer_t">
<xs:annotation>
<xs:documentation>
Underlying security's Issuer.
See Issuer (06) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingIssuer" ComponentType="Field" Tag="306"
Type="String"
AbbrName="Issr"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingSecurityDesc_t">
<xs:annotation>
<xs:documentation>Description of the Underlying security.
See SecurityDesc(107).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingSecurityDesc" ComponentType="Field" Tag="307"
Type="String"
AbbrName="Desc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingSecurityExchange_t">
<xs:annotation>
<xs:documentation>
Underlying security's SecurityExchange. Can be used to identify the underlying security.
Valid values: see SecurityExchange (207)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingSecurityExchange" ComponentType="Field"
Tag="308"
Type="Exchange"
AbbrName="Exch"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Exchange"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingSecurityID_t">
<xs:annotation>
<xs:documentation>
Underlying security's SecurityID.
See SecurityID (48) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingSecurityID" ComponentType="Field" Tag="309"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--UnderlyingSecurityType(310) defined in implementation file--><xs:simpleType name="UnderlyingSecurityType_enum_t">
<xs:annotation>
<xs:documentation>
Underlying security's SecurityType.
Valid values: see SecurityType (167) field
(see below for details concerning this fields use in conjunction with SecurityType=REPO)
The following applies when used in conjunction with SecurityType=REPO
Represents the general or specific type of security that underlies a financing agreement
Valid values for SecurityType=REPO:
If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or < UnderlyingStipulations > block e.g.:
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingSecurityType" ComponentType="Field" Tag="310"
Type="String"
UsesEnumsFromTag="167"
AbbrName="SecTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="ABS">Asset-backed Securities</fm:EnumDoc>
<fm:EnumDoc value="AMENDED">Amended & Restated</fm:EnumDoc>
<fm:EnumDoc value="AN">Other Anticipation Notes (BAN, GAN, etc.)</fm:EnumDoc>
<fm:EnumDoc value="BA">Bankers Acceptance</fm:EnumDoc>
<fm:EnumDoc value="BN">Bank Notes</fm:EnumDoc>
<fm:EnumDoc value="BOX">Bill Of Exchanges</fm:EnumDoc>
<fm:EnumDoc value="BRADY">Brady Bond</fm:EnumDoc>
<fm:EnumDoc value="BRIDGE">Bridge Loan</fm:EnumDoc>
<fm:EnumDoc value="BUYSELL">Buy Sellback</fm:EnumDoc>
<fm:EnumDoc value="CB">Convertible Bond</fm:EnumDoc>
<fm:EnumDoc value="CD">Certificate Of Deposit</fm:EnumDoc>
<fm:EnumDoc value="CL">Call Loans</fm:EnumDoc>
<fm:EnumDoc value="CMBS">Corp. Mortgage-backed Securities</fm:EnumDoc>
<fm:EnumDoc value="CMO">Collateralized Mortgage Obligation</fm:EnumDoc>
<fm:EnumDoc value="COFO">Certificate Of Obligation</fm:EnumDoc>
<fm:EnumDoc value="COFP">Certificate Of Participation</fm:EnumDoc>
<fm:EnumDoc value="CORP">Corporate Bond</fm:EnumDoc>
<fm:EnumDoc value="CP">Commercial Paper</fm:EnumDoc>
<fm:EnumDoc value="CPP">Corporate Private Placement</fm:EnumDoc>
<fm:EnumDoc value="CS">Common Stock</fm:EnumDoc>
<fm:EnumDoc value="DEFLTED">Defaulted</fm:EnumDoc>
<fm:EnumDoc value="DINP">Debtor In Possession</fm:EnumDoc>
<fm:EnumDoc value="DN">Deposit Notes</fm:EnumDoc>
<fm:EnumDoc value="DUAL">Dual Currency</fm:EnumDoc>
<fm:EnumDoc value="EUCD">Euro Certificate Of Deposit</fm:EnumDoc>
<fm:EnumDoc value="EUCORP">Euro Corporate Bond</fm:EnumDoc>
<fm:EnumDoc value="EUCP">Euro Commercial Paper</fm:EnumDoc>
<fm:EnumDoc value="EUSOV">Euro Sovereigns *</fm:EnumDoc>
<fm:EnumDoc value="EUSUPRA">Euro Supranational Coupons *</fm:EnumDoc>
<fm:EnumDoc value="FAC">Federal Agency Coupon</fm:EnumDoc>
<fm:EnumDoc value="FADN">Federal Agency Discount Note</fm:EnumDoc>
<fm:EnumDoc value="FOR">Foreign Exchange Contract</fm:EnumDoc>
<fm:EnumDoc value="FORWARD">Forward</fm:EnumDoc>
<fm:EnumDoc value="FUT">Future</fm:EnumDoc>
<fm:EnumDoc value="GO">General Obligation Bonds</fm:EnumDoc>
<fm:EnumDoc value="IET">IOETTE Mortgage</fm:EnumDoc>
<fm:EnumDoc value="LOFC">Letter Of Credit</fm:EnumDoc>
<fm:EnumDoc value="LQN">Liquidity Note</fm:EnumDoc>
<fm:EnumDoc value="MATURED">Matured</fm:EnumDoc>
<fm:EnumDoc value="MBS">Mortgage-backed Securities</fm:EnumDoc>
<fm:EnumDoc value="MF">Mutual Fund</fm:EnumDoc>
<fm:EnumDoc value="MIO">Mortgage Interest Only</fm:EnumDoc>
<fm:EnumDoc value="MLEG">Multileg Instrument</fm:EnumDoc>
<fm:EnumDoc value="MPO">Mortgage Principal Only</fm:EnumDoc>
<fm:EnumDoc value="MPP">Mortgage Private Placement</fm:EnumDoc>
<fm:EnumDoc value="MPT">Miscellaneous Pass-through</fm:EnumDoc>
<fm:EnumDoc value="MT">Mandatory Tender</fm:EnumDoc>
<fm:EnumDoc value="MTN">Medium Term Notes</fm:EnumDoc>
<fm:EnumDoc value="NONE">No Security Type</fm:EnumDoc>
<fm:EnumDoc value="ONITE">Overnight</fm:EnumDoc>
<fm:EnumDoc value="OPT">Option</fm:EnumDoc>
<fm:EnumDoc value="PEF">Private Export Funding *</fm:EnumDoc>
<fm:EnumDoc value="PFAND">Pfandbriefe *</fm:EnumDoc>
<fm:EnumDoc value="PN">Promissory Note</fm:EnumDoc>
<fm:EnumDoc value="PS">Preferred Stock</fm:EnumDoc>
<fm:EnumDoc value="PZFJ">Plazos Fijos</fm:EnumDoc>
<fm:EnumDoc value="RAN">Revenue Anticipation Note</fm:EnumDoc>
<fm:EnumDoc value="REPLACD">Replaced</fm:EnumDoc>
<fm:EnumDoc value="REPO">Repurchase</fm:EnumDoc>
<fm:EnumDoc value="RETIRED">Retired</fm:EnumDoc>
<fm:EnumDoc value="REV">Revenue Bonds</fm:EnumDoc>
<fm:EnumDoc value="RVLV">Revolver Loan</fm:EnumDoc>
<fm:EnumDoc value="RVLVTRM">Revolver/Term Loan</fm:EnumDoc>
<fm:EnumDoc value="SECLOAN">Securities Loan</fm:EnumDoc>
<fm:EnumDoc value="SECPLEDGE">Securities Pledge</fm:EnumDoc>
<fm:EnumDoc value="SPCLA">Special Assessment</fm:EnumDoc>
<fm:EnumDoc value="SPCLO">Special Obligation</fm:EnumDoc>
<fm:EnumDoc value="SPCLT">Special Tax</fm:EnumDoc>
<fm:EnumDoc value="STN">Short Term Loan Note</fm:EnumDoc>
<fm:EnumDoc value="STRUCT">Structured Notes</fm:EnumDoc>
<fm:EnumDoc value="SUPRA">USD Supranational Coupons *</fm:EnumDoc>
<fm:EnumDoc value="SWING">Swing Line Facility</fm:EnumDoc>
<fm:EnumDoc value="TAN">Tax Anticipation Note</fm:EnumDoc>
<fm:EnumDoc value="TAXA">Tax Allocation</fm:EnumDoc>
<fm:EnumDoc value="TBA">To Be Announced</fm:EnumDoc>
<fm:EnumDoc value="TBILL">US Treasury Bill</fm:EnumDoc>
<fm:EnumDoc value="TBOND">US Treasury Bond</fm:EnumDoc>
<fm:EnumDoc value="TCAL">Principal Strip Of A Callable Bond Or Note</fm:EnumDoc>
<fm:EnumDoc value="TD">Time Deposit</fm:EnumDoc>
<fm:EnumDoc value="TECP">Tax Exempt Commercial Paper</fm:EnumDoc>
<fm:EnumDoc value="TERM">Term Loan</fm:EnumDoc>
<fm:EnumDoc value="TINT">Interest Strip From Any Bond Or Note</fm:EnumDoc>
<fm:EnumDoc value="TIPS">Treasury Inflation Protected Securities</fm:EnumDoc>
<fm:EnumDoc value="TNOTE">US Treasury Note</fm:EnumDoc>
<fm:EnumDoc value="TPRN">Principal Strip From A Non-Callable Bond Or Note</fm:EnumDoc>
<fm:EnumDoc value="TRAN">Tax Revenue Anticipation Note</fm:EnumDoc>
<fm:EnumDoc value="UST">US Treasury Note (Deprecated Value Use TNOTE)</fm:EnumDoc>
<fm:EnumDoc value="USTB">US Treasury Bill (Deprecated Value Use TBILL)</fm:EnumDoc>
<fm:EnumDoc value="VRDN">Variable Rate Demand Note</fm:EnumDoc>
<fm:EnumDoc value="WAR">Warrant</fm:EnumDoc>
<fm:EnumDoc value="WITHDRN">Withdrawn</fm:EnumDoc>
<fm:EnumDoc value="?">Wildcard entry for use on Security Definition Request</fm:EnumDoc>
<fm:EnumDoc value="XCN">Extended Comm Note</fm:EnumDoc>
<fm:EnumDoc value="XLINKD">Indexed Linked</fm:EnumDoc>
<fm:EnumDoc value="YANK">Yankee Corporate Bond</fm:EnumDoc>
<fm:EnumDoc value="YCD">Yankee Certificate Of Deposit</fm:EnumDoc>
<fm:EnumDoc value="OOP">Options on Physical - use not recommended</fm:EnumDoc>
<fm:EnumDoc value="OOF">Options on Futures</fm:EnumDoc>
<fm:EnumDoc value="CASH">Cash</fm:EnumDoc>
<fm:EnumDoc value="OOC">Options on Combo</fm:EnumDoc>
<fm:EnumDoc value="IRS">Interest Rate Swap</fm:EnumDoc>
<fm:EnumDoc value="BDN">Bank Depository Note</fm:EnumDoc>
<fm:EnumDoc value="CAMM">Canadian Money Markets</fm:EnumDoc>
<fm:EnumDoc value="CAN">Canadian Treasury Notes</fm:EnumDoc>
<fm:EnumDoc value="CTB">Canadian Treasury Bills</fm:EnumDoc>
<fm:EnumDoc value="CDS">Credit Default Swap</fm:EnumDoc>
<fm:EnumDoc value="CMB">Canadian Mortgage Bonds</fm:EnumDoc>
<fm:EnumDoc value="EUFRN">Euro Corporate Floating Rate Notes</fm:EnumDoc>
<fm:EnumDoc value="FRN">US Corporate Floating Rate Notes</fm:EnumDoc>
<fm:EnumDoc value="PROV">Canadian Provincial Bonds</fm:EnumDoc>
<fm:EnumDoc value="SLQN">Secured Liquidity Note</fm:EnumDoc>
<fm:EnumDoc value="TB">Treasury Bill - non US</fm:EnumDoc>
<fm:EnumDoc value="TLQN">Term Liquidity Note</fm:EnumDoc>
<fm:EnumDoc value="TMCP">Taxable Municipal CP</fm:EnumDoc>
<fm:EnumDoc value="FXNDF">Non-deliverable forward</fm:EnumDoc>
<fm:EnumDoc value="FXSPOT">FX Spot</fm:EnumDoc>
<fm:EnumDoc value="FXFWD">FX Forward</fm:EnumDoc>
<fm:EnumDoc value="FXSWAP">FX Swap</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="ABS"/>
<xs:enumeration value="AMENDED"/>
<xs:enumeration value="AN"/>
<xs:enumeration value="BA"/>
<xs:enumeration value="BN"/>
<xs:enumeration value="BOX"/>
<xs:enumeration value="BRADY"/>
<xs:enumeration value="BRIDGE"/>
<xs:enumeration value="BUYSELL"/>
<xs:enumeration value="CB"/>
<xs:enumeration value="CD"/>
<xs:enumeration value="CL"/>
<xs:enumeration value="CMBS"/>
<xs:enumeration value="CMO"/>
<xs:enumeration value="COFO"/>
<xs:enumeration value="COFP"/>
<xs:enumeration value="CORP"/>
<xs:enumeration value="CP"/>
<xs:enumeration value="CPP"/>
<xs:enumeration value="CS"/>
<xs:enumeration value="DEFLTED"/>
<xs:enumeration value="DINP"/>
<xs:enumeration value="DN"/>
<xs:enumeration value="DUAL"/>
<xs:enumeration value="EUCD"/>
<xs:enumeration value="EUCORP"/>
<xs:enumeration value="EUCP"/>
<xs:enumeration value="EUSOV"/>
<xs:enumeration value="EUSUPRA"/>
<xs:enumeration value="FAC"/>
<xs:enumeration value="FADN"/>
<xs:enumeration value="FOR"/>
<xs:enumeration value="FORWARD"/>
<xs:enumeration value="FUT"/>
<xs:enumeration value="GO"/>
<xs:enumeration value="IET"/>
<xs:enumeration value="LOFC"/>
<xs:enumeration value="LQN"/>
<xs:enumeration value="MATURED"/>
<xs:enumeration value="MBS"/>
<xs:enumeration value="MF"/>
<xs:enumeration value="MIO"/>
<xs:enumeration value="MLEG"/>
<xs:enumeration value="MPO"/>
<xs:enumeration value="MPP"/>
<xs:enumeration value="MPT"/>
<xs:enumeration value="MT"/>
<xs:enumeration value="MTN"/>
<xs:enumeration value="NONE"/>
<xs:enumeration value="ONITE"/>
<xs:enumeration value="OPT"/>
<xs:enumeration value="PEF"/>
<xs:enumeration value="PFAND"/>
<xs:enumeration value="PN"/>
<xs:enumeration value="PS"/>
<xs:enumeration value="PZFJ"/>
<xs:enumeration value="RAN"/>
<xs:enumeration value="REPLACD"/>
<xs:enumeration value="REPO"/>
<xs:enumeration value="RETIRED"/>
<xs:enumeration value="REV"/>
<xs:enumeration value="RVLV"/>
<xs:enumeration value="RVLVTRM"/>
<xs:enumeration value="SECLOAN"/>
<xs:enumeration value="SECPLEDGE"/>
<xs:enumeration value="SPCLA"/>
<xs:enumeration value="SPCLO"/>
<xs:enumeration value="SPCLT"/>
<xs:enumeration value="STN"/>
<xs:enumeration value="STRUCT"/>
<xs:enumeration value="SUPRA"/>
<xs:enumeration value="SWING"/>
<xs:enumeration value="TAN"/>
<xs:enumeration value="TAXA"/>
<xs:enumeration value="TBA"/>
<xs:enumeration value="TBILL"/>
<xs:enumeration value="TBOND"/>
<xs:enumeration value="TCAL"/>
<xs:enumeration value="TD"/>
<xs:enumeration value="TECP"/>
<xs:enumeration value="TERM"/>
<xs:enumeration value="TINT"/>
<xs:enumeration value="TIPS"/>
<xs:enumeration value="TNOTE"/>
<xs:enumeration value="TPRN"/>
<xs:enumeration value="TRAN"/>
<xs:enumeration value="UST"/>
<xs:enumeration value="USTB"/>
<xs:enumeration value="VRDN"/>
<xs:enumeration value="WAR"/>
<xs:enumeration value="WITHDRN"/>
<xs:enumeration value="?"/>
<xs:enumeration value="XCN"/>
<xs:enumeration value="XLINKD"/>
<xs:enumeration value="YANK"/>
<xs:enumeration value="YCD"/>
<xs:enumeration value="OOP"/>
<xs:enumeration value="OOF"/>
<xs:enumeration value="CASH"/>
<xs:enumeration value="OOC"/>
<xs:enumeration value="IRS"/>
<xs:enumeration value="BDN"/>
<xs:enumeration value="CAMM"/>
<xs:enumeration value="CAN"/>
<xs:enumeration value="CTB"/>
<xs:enumeration value="CDS"/>
<xs:enumeration value="CMB"/>
<xs:enumeration value="EUFRN"/>
<xs:enumeration value="FRN"/>
<xs:enumeration value="PROV"/>
<xs:enumeration value="SLQN"/>
<xs:enumeration value="TB"/>
<xs:enumeration value="TLQN"/>
<xs:enumeration value="TMCP"/>
<xs:enumeration value="FXNDF"/>
<xs:enumeration value="FXSPOT"/>
<xs:enumeration value="FXFWD"/>
<xs:enumeration value="FXSWAP"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="UnderlyingSymbol_t">
<xs:annotation>
<xs:documentation>
Underlying security's Symbol.
See Symbol (55) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingSymbol" ComponentType="Field" Tag="311"
Type="String"
AbbrName="Sym"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--UnderlyingSymbolSfx(312) defined in implementation file--><xs:simpleType name="UnderlyingSymbolSfx_enum_t">
<xs:annotation>
<xs:documentation>
Underlying security's SymbolSfx.
See SymbolSfx (65) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingSymbolSfx" ComponentType="Field" Tag="312"
Type="String"
UsesEnumsFromTag="65"
AbbrName="Sfx"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="CD">EUCP with lump-sum interest rather than discount price</fm:EnumDoc>
<fm:EnumDoc value="WI">"When Issued" for a security to be reissued under an old CUSIP or ISIN</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="CD"/>
<xs:enumeration value="WI"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="UnderlyingMaturityMonthYear_t">
<xs:annotation>
<xs:documentation>
Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field.
See MaturityMonthYear (200) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingMaturityMonthYear" ComponentType="Field"
Tag="313"
Type="MonthYear"
AbbrName="MMY"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="MonthYear"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingPutOrCall_t">
<xs:annotation>
<xs:documentation>Put or call indicator of the underlying security.
See PutOrCall(201).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingPutOrCall" ComponentType="Field" Tag="315"
Type="int"
AbbrName="PutCall"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingStrikePrice_t">
<xs:annotation>
<xs:documentation>
Underlying security's StrikePrice.
See StrikePrice (202) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingStrikePrice" ComponentType="Field" Tag="316"
Type="Price"
AbbrName="StrkPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingOptAttribute_t">
<xs:annotation>
<xs:documentation>
Underlying security's OptAttribute.
See OptAttribute (206) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingOptAttribute" ComponentType="Field" Tag="317"
Type="char"
AbbrName="OptA"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingCurrency_t">
<xs:annotation>
<xs:documentation>
Underlying security's Currency.
See Currency (5) field for description and valid values
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingCurrency" ComponentType="Field" Tag="318"
Type="Currency"
AbbrName="Ccy"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Currency"/>
</xs:simpleType>
<xs:simpleType name="SecurityReqID_t">
<xs:annotation>
<xs:documentation>
Unique ID of a Security Definition Request.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecurityReqID" ComponentType="Field" Tag="320"
Type="String"
AbbrName="ReqID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--SecurityRequestType(321) defined in implementation file--><xs:simpleType name="SecurityRequestType_enum_t">
<xs:annotation>
<xs:documentation>Type of Security Definition Request.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecurityRequestType" ComponentType="Field" Tag="321"
Type="int"
AbbrName="ReqTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Request Security identity and specifications</fm:EnumDoc>
<fm:EnumDoc value="1">Request Security identity for the specifications provided (name of the security is not supplied)</fm:EnumDoc>
<fm:EnumDoc value="2">Request List Security Types</fm:EnumDoc>
<fm:EnumDoc value="3">Request List Securities (can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange. If provided then only list Securities for the specific type.)</fm:EnumDoc>
<fm:EnumDoc value="4">Symbol</fm:EnumDoc>
<fm:EnumDoc value="5">SecurityType and or CFICode</fm:EnumDoc>
<fm:EnumDoc value="6">Product</fm:EnumDoc>
<fm:EnumDoc value="7">TradingSessionID</fm:EnumDoc>
<fm:EnumDoc value="8">All Securities</fm:EnumDoc>
<fm:EnumDoc value="9">MarketID or MarketID + MarketSegmentID</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="SecurityResponseID_t">
<xs:annotation>
<xs:documentation>
Unique ID of a Security Definition message.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecurityResponseID" ComponentType="Field" Tag="322"
Type="String"
AbbrName="RspID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--SecurityResponseType(323) defined in implementation file--><xs:simpleType name="SecurityResponseType_enum_t">
<xs:annotation>
<xs:documentation>Type of Security Definition message response.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecurityResponseType" ComponentType="Field" Tag="323"
Type="int"
AbbrName="RspTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Accept security proposal as-is</fm:EnumDoc>
<fm:EnumDoc value="2">Accept security proposal with revisions as indicated in the message</fm:EnumDoc>
<fm:EnumDoc value="3">List of security types returned per request</fm:EnumDoc>
<fm:EnumDoc value="4">List of securities returned per request</fm:EnumDoc>
<fm:EnumDoc value="5">Reject security proposal</fm:EnumDoc>
<fm:EnumDoc value="6">Cannot match selection criteria</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="SecurityStatusReqID_t">
<xs:annotation>
<xs:documentation>
Unique ID of a Security Status Request message.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecurityStatusReqID" ComponentType="Field" Tag="324"
Type="String"
AbbrName="StatReqID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--UnsolicitedIndicator(325) defined in implementation file--><xs:simpleType name="UnsolicitedIndicator_enum_t">
<xs:annotation>
<xs:documentation>Indicates whether or not message is being sent as a result of a subscription request or not.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnsolicitedIndicator" ComponentType="Field" Tag="325"
Type="Boolean"
AbbrName="Unsol"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="N">Message is being sent as a result of a prior request</fm:EnumDoc>
<fm:EnumDoc value="Y">Message is being sent unsolicited</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean">
<xs:enumeration value="N"/>
<xs:enumeration value="Y"/>
</xs:restriction>
</xs:simpleType>
<!--SecurityTradingStatus(326) defined in implementation file--><xs:simpleType name="SecurityTradingStatus_enum_t">
<xs:annotation>
<xs:documentation>Identifies the trading status applicable to the transaction. </xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecurityTradingStatus" ComponentType="Field" Tag="326"
Type="int"
AbbrName="TrdgStat"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Opening delay</fm:EnumDoc>
<fm:EnumDoc value="10">Market on Close Imbalance Sell</fm:EnumDoc>
<fm:EnumDoc value="11">(not assigned)</fm:EnumDoc>
<fm:EnumDoc value="12">No Market Imbalance</fm:EnumDoc>
<fm:EnumDoc value="13">No Market on Close Imbalance</fm:EnumDoc>
<fm:EnumDoc value="14">ITS Pre-opening</fm:EnumDoc>
<fm:EnumDoc value="15">New Price Indication</fm:EnumDoc>
<fm:EnumDoc value="16">Trade Dissemination Time</fm:EnumDoc>
<fm:EnumDoc value="17">Ready to trade (start of session)</fm:EnumDoc>
<fm:EnumDoc value="18">Not available for trading (end of session)</fm:EnumDoc>
<fm:EnumDoc value="19">Not traded on this market</fm:EnumDoc>
<fm:EnumDoc value="2">Trading halt</fm:EnumDoc>
<fm:EnumDoc value="20">Unknown or Invalid</fm:EnumDoc>
<fm:EnumDoc value="21">Pre-open</fm:EnumDoc>
<fm:EnumDoc value="22">Opening Rotation</fm:EnumDoc>
<fm:EnumDoc value="23">Fast Market</fm:EnumDoc>
<fm:EnumDoc value="3">Resume</fm:EnumDoc>
<fm:EnumDoc value="4">No Open / No Resume</fm:EnumDoc>
<fm:EnumDoc value="5">Price indication</fm:EnumDoc>
<fm:EnumDoc value="6">Trading Range Indication</fm:EnumDoc>
<fm:EnumDoc value="7">Market Imbalance Buy</fm:EnumDoc>
<fm:EnumDoc value="8">Market Imbalance Sell</fm:EnumDoc>
<fm:EnumDoc value="9">Market on Close Imbalance Buy</fm:EnumDoc>
<fm:EnumDoc value="24">Pre-Cross - system is in a pre-cross state allowing market to respond to either side of cross</fm:EnumDoc>
<fm:EnumDoc value="25">Cross - system has crossed a percentage of the orders and allows market to respond prior to crossing remaining portion</fm:EnumDoc>
<fm:EnumDoc value="26">Post-close</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="23"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
</xs:restriction>
</xs:simpleType>
<!--HaltReason(327) defined in implementation file--><xs:simpleType name="HaltReason_enum_t">
<xs:annotation>
<xs:documentation>Denotes the reason for the Opening Delay or Trading Halt.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="HaltReason" ComponentType="Field" Tag="327" Type="int"
AbbrName="HaltRsn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">News Dissemination</fm:EnumDoc>
<fm:EnumDoc value="1">Order Influx</fm:EnumDoc>
<fm:EnumDoc value="2">Order Imbalance</fm:EnumDoc>
<fm:EnumDoc value="3">Additional Information</fm:EnumDoc>
<fm:EnumDoc value="4">News Pending</fm:EnumDoc>
<fm:EnumDoc value="5">Equipment Changeover</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
</xs:restriction>
</xs:simpleType>
<!--InViewOfCommon(328) defined in implementation file--><xs:simpleType name="InViewOfCommon_enum_t">
<xs:annotation>
<xs:documentation>Indicates whether or not the halt was due to Common Stock trading being halted.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="InViewOfCommon" ComponentType="Field" Tag="328"
Type="Boolean"
AbbrName="InViewOfCmn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="N">Halt was not related to a halt of the common stock</fm:EnumDoc>
<fm:EnumDoc value="Y">Halt was due to common stock being halted</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean">
<xs:enumeration value="N"/>
<xs:enumeration value="Y"/>
</xs:restriction>
</xs:simpleType>
<!--DueToRelated(329) defined in implementation file--><xs:simpleType name="DueToRelated_enum_t">
<xs:annotation>
<xs:documentation>Indicates whether or not the halt was due to the Related Security being halted.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DueToRelated" ComponentType="Field" Tag="329"
Type="Boolean"
AbbrName="DueToReltd"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="N">Halt was not related to a halt of the related security</fm:EnumDoc>
<fm:EnumDoc value="Y">Halt was due to related security being halted</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean">
<xs:enumeration value="N"/>
<xs:enumeration value="Y"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="BuyVolume_t">
<xs:annotation>
<xs:documentation>
Quantity bought.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BuyVolume" ComponentType="Field" Tag="330" Type="Qty"
AbbrName="BuyVol"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="SellVolume_t">
<xs:annotation>
<xs:documentation>
Quantity sold.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SellVolume" ComponentType="Field" Tag="331" Type="Qty"
AbbrName="SellVol"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="HighPx_t">
<xs:annotation>
<xs:documentation>
Represents an indication of the high end of the price range for a security prior to the open or reopen
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="HighPx" ComponentType="Field" Tag="332" Type="Price"
AbbrName="HighPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="LowPx_t">
<xs:annotation>
<xs:documentation>
Represents an indication of the low end of the price range for a security prior to the open or reopen
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LowPx" ComponentType="Field" Tag="333" Type="Price"
AbbrName="LowPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<!--Adjustment(334) defined in implementation file--><xs:simpleType name="Adjustment_enum_t">
<xs:annotation>
<xs:documentation>Identifies the type of adjustment.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Adjustment" ComponentType="Field" Tag="334" Type="int"
AbbrName="Adjmt"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Cancel</fm:EnumDoc>
<fm:EnumDoc value="2">Error</fm:EnumDoc>
<fm:EnumDoc value="3">Correction</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="TradSesReqID_t">
<xs:annotation>
<xs:documentation>
Unique ID of a Trading Session Status message.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradSesReqID" ComponentType="Field" Tag="335"
Type="String"
AbbrName="ReqID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--TradingSessionID(336) defined in implementation file--><xs:simpleType name="TradingSessionID_enum_t">
<xs:annotation>
<xs:documentation>
Identifier for Trading Session
A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties.
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradingSessionID" ComponentType="Field" Tag="336"
Type="String"
AbbrName="SesID"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Day</fm:EnumDoc>
<fm:EnumDoc value="2">HalfDay</fm:EnumDoc>
<fm:EnumDoc value="3">Morning</fm:EnumDoc>
<fm:EnumDoc value="4">Afternoon</fm:EnumDoc>
<fm:EnumDoc value="5">Evening</fm:EnumDoc>
<fm:EnumDoc value="6">After-hours</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ContraTrader_t">
<xs:annotation>
<xs:documentation>
Identifies the trader (e.g. "badge number") of the ContraBroker.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ContraTrader" ComponentType="Field" Tag="337"
Type="String"
AbbrName="CntraTrdr"
Category="SingleGeneralOrderHandling"
CategoryAbbrName="Trdr"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--TradSesMethod(338) defined in implementation file--><xs:simpleType name="TradSesMethod_enum_t">
<xs:annotation>
<xs:documentation>Method of trading</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradSesMethod" ComponentType="Field" Tag="338" Type="int"
AbbrName="Method"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Electronic</fm:EnumDoc>
<fm:EnumDoc value="2">Open Outcry</fm:EnumDoc>
<fm:EnumDoc value="3">Two Party</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<!--TradSesMode(339) defined in implementation file--><xs:simpleType name="TradSesMode_enum_t">
<xs:annotation>
<xs:documentation>Trading Session Mode</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradSesMode" ComponentType="Field" Tag="339" Type="int"
AbbrName="Mode"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Testing</fm:EnumDoc>
<fm:EnumDoc value="2">Simulated</fm:EnumDoc>
<fm:EnumDoc value="3">Production</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<!--TradSesStatus(340) defined in implementation file--><xs:simpleType name="TradSesStatus_enum_t">
<xs:annotation>
<xs:documentation>State of the trading session. </xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradSesStatus" ComponentType="Field" Tag="340" Type="int"
AbbrName="Stat"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Unknown</fm:EnumDoc>
<fm:EnumDoc value="1">Halted</fm:EnumDoc>
<fm:EnumDoc value="2">Open</fm:EnumDoc>
<fm:EnumDoc value="3">Closed</fm:EnumDoc>
<fm:EnumDoc value="4">Pre-Open</fm:EnumDoc>
<fm:EnumDoc value="5">Pre-Close</fm:EnumDoc>
<fm:EnumDoc value="6">Request Rejected</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="TradSesStartTime_t">
<xs:annotation>
<xs:documentation>
Starting time of the trading session
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradSesStartTime" ComponentType="Field" Tag="341"
Type="UTCTimestamp"
AbbrName="StartTm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<xs:simpleType name="TradSesOpenTime_t">
<xs:annotation>
<xs:documentation>
Time of the opening of the trading session
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradSesOpenTime" ComponentType="Field" Tag="342"
Type="UTCTimestamp"
AbbrName="OpenTm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<xs:simpleType name="TradSesPreCloseTime_t">
<xs:annotation>
<xs:documentation>
Time of the pre-closed of the trading session
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradSesPreCloseTime" ComponentType="Field" Tag="343"
Type="UTCTimestamp"
AbbrName="PreClsTm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<xs:simpleType name="TradSesCloseTime_t">
<xs:annotation>
<xs:documentation>
Closing time of the trading session
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradSesCloseTime" ComponentType="Field" Tag="344"
Type="UTCTimestamp"
AbbrName="ClsTm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<xs:simpleType name="TradSesEndTime_t">
<xs:annotation>
<xs:documentation>
End time of the trading session
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradSesEndTime" ComponentType="Field" Tag="345"
Type="UTCTimestamp"
AbbrName="EndTm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<xs:simpleType name="NumberOfOrders_t">
<xs:annotation>
<xs:documentation>
Number of orders in the market.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NumberOfOrders" ComponentType="Field" Tag="346" Type="int"
AbbrName="NumOfOrds"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="MessageEncoding_t">
<xs:annotation>
<xs:documentation>Type of message encoding (non-ASCII (non-English) characters) used in a message's "Encoded" fields.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MessageEncoding" ComponentType="Field" Tag="347"
Type="String"
AbbrName="MsgEncd"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="EncodedIssuerLen_t">
<xs:annotation>
<xs:documentation>
Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedIssuerLen" ComponentType="Field" Tag="348"
Type="Length"
AbbrName="EncIssrLen"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Length"/>
</xs:simpleType>
<xs:simpleType name="EncodedIssuer_t">
<xs:annotation>
<xs:documentation>
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Issuer field.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedIssuer" ComponentType="Field" Tag="349" Type="data"
AbbrName="EncIssr"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="data"/>
</xs:simpleType>
<xs:simpleType name="EncodedSecurityDescLen_t">
<xs:annotation>
<xs:documentation>
Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (351) field.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedSecurityDescLen" ComponentType="Field" Tag="350"
Type="Length"
AbbrName="EncSecDescLen"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Length"/>
</xs:simpleType>
<xs:simpleType name="EncodedSecurityDesc_t">
<xs:annotation>
<xs:documentation>
Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedSecurityDesc" ComponentType="Field" Tag="351"
Type="data"
AbbrName="EncSecDesc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="data"/>
</xs:simpleType>
<xs:simpleType name="EncodedListExecInstLen_t">
<xs:annotation>
<xs:documentation>
Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedListExecInstLen" ComponentType="Field" Tag="352"
Type="Length"
AbbrName="EncListExecInstLen"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Length"/>
</xs:simpleType>
<xs:simpleType name="EncodedListExecInst_t">
<xs:annotation>
<xs:documentation>
Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListExecInst field.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedListExecInst" ComponentType="Field" Tag="353"
Type="data"
AbbrName="EncListExecInst"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="data"/>
</xs:simpleType>
<xs:simpleType name="EncodedTextLen_t">
<xs:annotation>
<xs:documentation>
Byte length of encoded (non-ASCII characters) EncodedText (355) field.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedTextLen" ComponentType="Field" Tag="354"
Type="Length"
AbbrName="EncTxtLen"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Length"/>
</xs:simpleType>
<xs:simpleType name="EncodedText_t">
<xs:annotation>
<xs:documentation>
Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedText" ComponentType="Field" Tag="355" Type="data"
AbbrName="EncTxt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="data"/>
</xs:simpleType>
<xs:simpleType name="EncodedSubjectLen_t">
<xs:annotation>
<xs:documentation>
Byte length of encoded (non-ASCII characters) EncodedSubject (357) field.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedSubjectLen" ComponentType="Field" Tag="356"
Type="Length"
AbbrName="EncSubjectLen"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Length"/>
</xs:simpleType>
<xs:simpleType name="EncodedSubject_t">
<xs:annotation>
<xs:documentation>
Encoded (non-ASCII characters) representation of the Subject (147) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Subject field.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedSubject" ComponentType="Field" Tag="357"
Type="data"
AbbrName="EncSubject"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="data"/>
</xs:simpleType>
<xs:simpleType name="EncodedHeadlineLen_t">
<xs:annotation>
<xs:documentation>
Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedHeadlineLen" ComponentType="Field" Tag="358"
Type="Length"
AbbrName="EncHeadlineLen"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Length"/>
</xs:simpleType>
<xs:simpleType name="EncodedHeadline_t">
<xs:annotation>
<xs:documentation>
Encoded (non-ASCII characters) representation of the Headline (148) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Headline field.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedHeadline" ComponentType="Field" Tag="359"
Type="data"
AbbrName="EncHeadline"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="data"/>
</xs:simpleType>
<xs:simpleType name="EncodedAllocTextLen_t">
<xs:annotation>
<xs:documentation>
Byte length of encoded (non-ASCII characters) EncodedAllocText (361) field.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedAllocTextLen" ComponentType="Field" Tag="360"
Type="Length"
AbbrName="EncAllocTextLen"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Length"/>
</xs:simpleType>
<xs:simpleType name="EncodedAllocText_t">
<xs:annotation>
<xs:documentation>
Encoded (non-ASCII characters) representation of the AllocText (161) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText field.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedAllocText" ComponentType="Field" Tag="361"
Type="data"
AbbrName="EncAllocText"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="data"/>
</xs:simpleType>
<xs:simpleType name="EncodedUnderlyingIssuerLen_t">
<xs:annotation>
<xs:documentation>
Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedUnderlyingIssuerLen" ComponentType="Field"
Tag="362"
Type="Length"
AbbrName="EncUndIssrLen"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Length"/>
</xs:simpleType>
<xs:simpleType name="EncodedUnderlyingIssuer_t">
<xs:annotation>
<xs:documentation>
Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedUnderlyingIssuer" ComponentType="Field" Tag="363"
Type="data"
AbbrName="EncUndIssr"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="data"/>
</xs:simpleType>
<xs:simpleType name="EncodedUnderlyingSecurityDescLen_t">
<xs:annotation>
<xs:documentation>
Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedUnderlyingSecurityDescLen" ComponentType="Field"
Tag="364"
Type="Length"
AbbrName="EncUndSecDescLen"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Length"/>
</xs:simpleType>
<xs:simpleType name="EncodedUnderlyingSecurityDesc_t">
<xs:annotation>
<xs:documentation>
Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedUnderlyingSecurityDesc" ComponentType="Field"
Tag="365"
Type="data"
AbbrName="EncUndSecDesc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="data"/>
</xs:simpleType>
<xs:simpleType name="AllocPrice_t">
<xs:annotation>
<xs:documentation>
Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan).
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocPrice" ComponentType="Field" Tag="366" Type="Price"
AbbrName="Px"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="QuoteSetValidUntilTime_t">
<xs:annotation>
<xs:documentation>
Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="QuoteSetValidUntilTime" ComponentType="Field" Tag="367"
Type="UTCTimestamp"
AbbrName="ValidTil"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<!--QuoteEntryRejectReason(368) defined in implementation file--><xs:simpleType name="QuoteEntryRejectReason_enum_t">
<xs:annotation>
<xs:documentation>Reason Quote Entry was rejected:</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="QuoteEntryRejectReason" ComponentType="Field" Tag="368"
Type="int"
UsesEnumsFromTag="300"
AbbrName="EntryRejRsn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Unknown Symbol (security)</fm:EnumDoc>
<fm:EnumDoc value="2">Exchange (Security) closed</fm:EnumDoc>
<fm:EnumDoc value="3">Quote Request exceeds limit</fm:EnumDoc>
<fm:EnumDoc value="4">Too late to enter</fm:EnumDoc>
<fm:EnumDoc value="5">Unknown Quote</fm:EnumDoc>
<fm:EnumDoc value="6">Duplicate Quote</fm:EnumDoc>
<fm:EnumDoc value="7">Invalid bid/ask spread</fm:EnumDoc>
<fm:EnumDoc value="8">Invalid price</fm:EnumDoc>
<fm:EnumDoc value="9">Not authorized to quote security</fm:EnumDoc>
<fm:EnumDoc value="99">Other</fm:EnumDoc>
<fm:EnumDoc value="10">Price exceeds current price band</fm:EnumDoc>
<fm:EnumDoc value="11">Quote Locked - Unable to Update/Cancel</fm:EnumDoc>
<fm:EnumDoc value="12">Invalid or unknown Security Issuer</fm:EnumDoc>
<fm:EnumDoc value="13">Invalid or unknown Issuer of Underlying Security</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="99"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RefTagID_t">
<xs:annotation>
<xs:documentation>
The tag number of the FIX field being referenced.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RefTagID" ComponentType="Field" Tag="371" Type="int"
AbbrName="RefTagID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<!--RefMsgType(372) defined in implementation file--><xs:simpleType name="RefMsgType_enum_t">
<xs:annotation>
<xs:documentation>
The MsgType (35) of the FIX message being referenced.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RefMsgType" ComponentType="Field" Tag="372" Type="String"
UsesEnumsFromTag="35"
AbbrName="RefMsgTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Heartbeat</fm:EnumDoc>
<fm:EnumDoc value="1">TestRequest</fm:EnumDoc>
<fm:EnumDoc value="2">ResendRequest</fm:EnumDoc>
<fm:EnumDoc value="3">Reject</fm:EnumDoc>
<fm:EnumDoc value="4">SequenceReset</fm:EnumDoc>
<fm:EnumDoc value="5">Logout</fm:EnumDoc>
<fm:EnumDoc value="6">IOI</fm:EnumDoc>
<fm:EnumDoc value="7">Advertisement</fm:EnumDoc>
<fm:EnumDoc value="8">ExecutionReport</fm:EnumDoc>
<fm:EnumDoc value="9">OrderCancelReject</fm:EnumDoc>
<fm:EnumDoc value="A">Logon</fm:EnumDoc>
<fm:EnumDoc value="AA">DerivativeSecurityList</fm:EnumDoc>
<fm:EnumDoc value="AB">NewOrderMultileg</fm:EnumDoc>
<fm:EnumDoc value="AC">MultilegOrderCancelReplace</fm:EnumDoc>
<fm:EnumDoc value="AD">TradeCaptureReportRequest</fm:EnumDoc>
<fm:EnumDoc value="AE">TradeCaptureReport</fm:EnumDoc>
<fm:EnumDoc value="AF">OrderMassStatusRequest</fm:EnumDoc>
<fm:EnumDoc value="AG">QuoteRequestReject</fm:EnumDoc>
<fm:EnumDoc value="AH">RFQRequest</fm:EnumDoc>
<fm:EnumDoc value="AI">QuoteStatusReport</fm:EnumDoc>
<fm:EnumDoc value="AJ">QuoteResponse</fm:EnumDoc>
<fm:EnumDoc value="AK">Confirmation</fm:EnumDoc>
<fm:EnumDoc value="AL">PositionMaintenanceRequest</fm:EnumDoc>
<fm:EnumDoc value="AM">PositionMaintenanceReport</fm:EnumDoc>
<fm:EnumDoc value="AN">RequestForPositions</fm:EnumDoc>
<fm:EnumDoc value="AO">RequestForPositionsAck</fm:EnumDoc>
<fm:EnumDoc value="AP">PositionReport</fm:EnumDoc>
<fm:EnumDoc value="AQ">TradeCaptureReportRequestAck</fm:EnumDoc>
<fm:EnumDoc value="AR">TradeCaptureReportAck</fm:EnumDoc>
<fm:EnumDoc value="AS">AllocationReport</fm:EnumDoc>
<fm:EnumDoc value="AT">AllocationReportAck</fm:EnumDoc>
<fm:EnumDoc value="AU">Confirmation_Ack</fm:EnumDoc>
<fm:EnumDoc value="AV">SettlementInstructionRequest</fm:EnumDoc>
<fm:EnumDoc value="AW">AssignmentReport</fm:EnumDoc>
<fm:EnumDoc value="AX">CollateralRequest</fm:EnumDoc>
<fm:EnumDoc value="AY">CollateralAssignment</fm:EnumDoc>
<fm:EnumDoc value="AZ">CollateralResponse</fm:EnumDoc>
<fm:EnumDoc value="B">News</fm:EnumDoc>
<fm:EnumDoc value="BA">CollateralReport</fm:EnumDoc>
<fm:EnumDoc value="BB">CollateralInquiry</fm:EnumDoc>
<fm:EnumDoc value="BC">NetworkCounterpartySystemStatusRequest</fm:EnumDoc>
<fm:EnumDoc value="BD">NetworkCounterpartySystemStatusResponse</fm:EnumDoc>
<fm:EnumDoc value="BE">UserRequest</fm:EnumDoc>
<fm:EnumDoc value="BF">UserResponse</fm:EnumDoc>
<fm:EnumDoc value="BG">CollateralInquiryAck</fm:EnumDoc>
<fm:EnumDoc value="BH">ConfirmationRequest</fm:EnumDoc>
<fm:EnumDoc value="BI">TradingSessionListRequest</fm:EnumDoc>
<fm:EnumDoc value="BJ">TradingSessionList</fm:EnumDoc>
<fm:EnumDoc value="BK">SecurityListUpdateReport</fm:EnumDoc>
<fm:EnumDoc value="BL">AdjustedPositionReport</fm:EnumDoc>
<fm:EnumDoc value="BM">AllocationInstructionAlert</fm:EnumDoc>
<fm:EnumDoc value="BN">ExecutionAcknowledgement</fm:EnumDoc>
<fm:EnumDoc value="BO">ContraryIntentionReport</fm:EnumDoc>
<fm:EnumDoc value="BP">SecurityDefinitionUpdateReport</fm:EnumDoc>
<fm:EnumDoc value="BQ">SettlementObligationReport</fm:EnumDoc>
<fm:EnumDoc value="BR">DerivativeSecurityListUpdateReport</fm:EnumDoc>
<fm:EnumDoc value="BS">TradingSessionListUpdateReport</fm:EnumDoc>
<fm:EnumDoc value="BT">MarketDefinitionRequest</fm:EnumDoc>
<fm:EnumDoc value="BU">MarketDefinition</fm:EnumDoc>
<fm:EnumDoc value="BV">MarketDefinitionUpdateReport</fm:EnumDoc>
<fm:EnumDoc value="BW">ApplicationMessageRequest</fm:EnumDoc>
<fm:EnumDoc value="BX">ApplicationMessageRequestAck</fm:EnumDoc>
<fm:EnumDoc value="BY">ApplicationMessageReport</fm:EnumDoc>
<fm:EnumDoc value="BZ">OrderMassActionReport</fm:EnumDoc>
<fm:EnumDoc value="C">Email</fm:EnumDoc>
<fm:EnumDoc value="CA">OrderMassActionRequest</fm:EnumDoc>
<fm:EnumDoc value="CB">UserNotification</fm:EnumDoc>
<fm:EnumDoc value="CC">StreamAssignmentRequest</fm:EnumDoc>
<fm:EnumDoc value="CD">StreamAssignmentReport</fm:EnumDoc>
<fm:EnumDoc value="CE">StreamAssignmentReportACK</fm:EnumDoc>
<fm:EnumDoc value="CF">PartyDetailsListRequest</fm:EnumDoc>
<fm:EnumDoc value="CG">PartyDetailsListReport</fm:EnumDoc>
<fm:EnumDoc value="D">NewOrderSingle</fm:EnumDoc>
<fm:EnumDoc value="E">NewOrderList</fm:EnumDoc>
<fm:EnumDoc value="F">OrderCancelRequest</fm:EnumDoc>
<fm:EnumDoc value="G">OrderCancelReplaceRequest</fm:EnumDoc>
<fm:EnumDoc value="H">OrderStatusRequest</fm:EnumDoc>
<fm:EnumDoc value="J">AllocationInstruction</fm:EnumDoc>
<fm:EnumDoc value="K">ListCancelRequest</fm:EnumDoc>
<fm:EnumDoc value="L">ListExecute</fm:EnumDoc>
<fm:EnumDoc value="M">ListStatusRequest</fm:EnumDoc>
<fm:EnumDoc value="N">ListStatus</fm:EnumDoc>
<fm:EnumDoc value="P">AllocationInstructionAck</fm:EnumDoc>
<fm:EnumDoc value="Q">DontKnowTradeDK</fm:EnumDoc>
<fm:EnumDoc value="R">QuoteRequest</fm:EnumDoc>
<fm:EnumDoc value="S">Quote</fm:EnumDoc>
<fm:EnumDoc value="T">SettlementInstructions</fm:EnumDoc>
<fm:EnumDoc value="V">MarketDataRequest</fm:EnumDoc>
<fm:EnumDoc value="W">MarketDataSnapshotFullRefresh</fm:EnumDoc>
<fm:EnumDoc value="X">MarketDataIncrementalRefresh</fm:EnumDoc>
<fm:EnumDoc value="Y">MarketDataRequestReject</fm:EnumDoc>
<fm:EnumDoc value="Z">QuoteCancel</fm:EnumDoc>
<fm:EnumDoc value="a">QuoteStatusRequest</fm:EnumDoc>
<fm:EnumDoc value="b">MassQuoteAcknowledgement</fm:EnumDoc>
<fm:EnumDoc value="c">SecurityDefinitionRequest</fm:EnumDoc>
<fm:EnumDoc value="d">SecurityDefinition</fm:EnumDoc>
<fm:EnumDoc value="e">SecurityStatusRequest</fm:EnumDoc>
<fm:EnumDoc value="f">SecurityStatus</fm:EnumDoc>
<fm:EnumDoc value="g">TradingSessionStatusRequest</fm:EnumDoc>
<fm:EnumDoc value="h">TradingSessionStatus</fm:EnumDoc>
<fm:EnumDoc value="i">MassQuote</fm:EnumDoc>
<fm:EnumDoc value="j">BusinessMessageReject</fm:EnumDoc>
<fm:EnumDoc value="k">BidRequest</fm:EnumDoc>
<fm:EnumDoc value="l">BidResponse</fm:EnumDoc>
<fm:EnumDoc value="m">ListStrikePrice</fm:EnumDoc>
<fm:EnumDoc value="n">XML_non_FIX</fm:EnumDoc>
<fm:EnumDoc value="o">RegistrationInstructions</fm:EnumDoc>
<fm:EnumDoc value="p">RegistrationInstructionsResponse</fm:EnumDoc>
<fm:EnumDoc value="q">OrderMassCancelRequest</fm:EnumDoc>
<fm:EnumDoc value="r">OrderMassCancelReport</fm:EnumDoc>
<fm:EnumDoc value="s">NewOrderCross</fm:EnumDoc>
<fm:EnumDoc value="t">CrossOrderCancelReplaceRequest</fm:EnumDoc>
<fm:EnumDoc value="u">CrossOrderCancelRequest</fm:EnumDoc>
<fm:EnumDoc value="v">SecurityTypeRequest</fm:EnumDoc>
<fm:EnumDoc value="w">SecurityTypes</fm:EnumDoc>
<fm:EnumDoc value="x">SecurityListRequest</fm:EnumDoc>
<fm:EnumDoc value="y">SecurityList</fm:EnumDoc>
<fm:EnumDoc value="z">DerivativeSecurityListRequest</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="AA"/>
<xs:enumeration value="AB"/>
<xs:enumeration value="AC"/>
<xs:enumeration value="AD"/>
<xs:enumeration value="AE"/>
<xs:enumeration value="AF"/>
<xs:enumeration value="AG"/>
<xs:enumeration value="AH"/>
<xs:enumeration value="AI"/>
<xs:enumeration value="AJ"/>
<xs:enumeration value="AK"/>
<xs:enumeration value="AL"/>
<xs:enumeration value="AM"/>
<xs:enumeration value="AN"/>
<xs:enumeration value="AO"/>
<xs:enumeration value="AP"/>
<xs:enumeration value="AQ"/>
<xs:enumeration value="AR"/>
<xs:enumeration value="AS"/>
<xs:enumeration value="AT"/>
<xs:enumeration value="AU"/>
<xs:enumeration value="AV"/>
<xs:enumeration value="AW"/>
<xs:enumeration value="AX"/>
<xs:enumeration value="AY"/>
<xs:enumeration value="AZ"/>
<xs:enumeration value="B"/>
<xs:enumeration value="BA"/>
<xs:enumeration value="BB"/>
<xs:enumeration value="BC"/>
<xs:enumeration value="BD"/>
<xs:enumeration value="BE"/>
<xs:enumeration value="BF"/>
<xs:enumeration value="BG"/>
<xs:enumeration value="BH"/>
<xs:enumeration value="BI"/>
<xs:enumeration value="BJ"/>
<xs:enumeration value="BK"/>
<xs:enumeration value="BL"/>
<xs:enumeration value="BM"/>
<xs:enumeration value="BN"/>
<xs:enumeration value="BO"/>
<xs:enumeration value="BP"/>
<xs:enumeration value="BQ"/>
<xs:enumeration value="BR"/>
<xs:enumeration value="BS"/>
<xs:enumeration value="BT"/>
<xs:enumeration value="BU"/>
<xs:enumeration value="BV"/>
<xs:enumeration value="BW"/>
<xs:enumeration value="BX"/>
<xs:enumeration value="BY"/>
<xs:enumeration value="BZ"/>
<xs:enumeration value="C"/>
<xs:enumeration value="CA"/>
<xs:enumeration value="CB"/>
<xs:enumeration value="CC"/>
<xs:enumeration value="CD"/>
<xs:enumeration value="CE"/>
<xs:enumeration value="CF"/>
<xs:enumeration value="CG"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="J"/>
<xs:enumeration value="K"/>
<xs:enumeration value="L"/>
<xs:enumeration value="M"/>
<xs:enumeration value="N"/>
<xs:enumeration value="P"/>
<xs:enumeration value="Q"/>
<xs:enumeration value="R"/>
<xs:enumeration value="S"/>
<xs:enumeration value="T"/>
<xs:enumeration value="V"/>
<xs:enumeration value="W"/>
<xs:enumeration value="X"/>
<xs:enumeration value="Y"/>
<xs:enumeration value="Z"/>
<xs:enumeration value="a"/>
<xs:enumeration value="b"/>
<xs:enumeration value="c"/>
<xs:enumeration value="d"/>
<xs:enumeration value="e"/>
<xs:enumeration value="f"/>
<xs:enumeration value="g"/>
<xs:enumeration value="h"/>
<xs:enumeration value="i"/>
<xs:enumeration value="j"/>
<xs:enumeration value="k"/>
<xs:enumeration value="l"/>
<xs:enumeration value="m"/>
<xs:enumeration value="n"/>
<xs:enumeration value="o"/>
<xs:enumeration value="p"/>
<xs:enumeration value="q"/>
<xs:enumeration value="r"/>
<xs:enumeration value="s"/>
<xs:enumeration value="t"/>
<xs:enumeration value="u"/>
<xs:enumeration value="v"/>
<xs:enumeration value="w"/>
<xs:enumeration value="x"/>
<xs:enumeration value="y"/>
<xs:enumeration value="z"/>
</xs:restriction>
</xs:simpleType>
<!--BidRequestTransType(374) defined in implementation file--><xs:simpleType name="BidRequestTransType_enum_t">
<xs:annotation>
<xs:documentation>Identifies the Bid Request message type.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BidRequestTransType" ComponentType="Field" Tag="374"
Type="char"
AbbrName="BidReqTransTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="C">Cancel</fm:EnumDoc>
<fm:EnumDoc value="N">New</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="C"/>
<xs:enumeration value="N"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ContraBroker_t">
<xs:annotation>
<xs:documentation>
Identifies contra broker. Standard NASD market-maker mnemonic is preferred.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ContraBroker" ComponentType="Field" Tag="375"
Type="String"
AbbrName="CntraBrkr"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="ComplianceID_t">
<xs:annotation>
<xs:documentation>
ID used to represent this transaction for compliance purposes (e.g. OATS reporting).
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ComplianceID" ComponentType="Field" Tag="376"
Type="String"
AbbrName="ComplianceID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--SolicitedFlag(377) defined in implementation file--><xs:simpleType name="SolicitedFlag_enum_t">
<xs:annotation>
<xs:documentation>Indicates whether or not the order was solicited.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SolicitedFlag" ComponentType="Field" Tag="377"
Type="Boolean"
AbbrName="SolFlag"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="N">Was not solicited</fm:EnumDoc>
<fm:EnumDoc value="Y">Was solicited</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean">
<xs:enumeration value="N"/>
<xs:enumeration value="Y"/>
</xs:restriction>
</xs:simpleType>
<!--ExecRestatementReason(378) defined in implementation file--><xs:simpleType name="ExecRestatementReason_enum_t">
<xs:annotation>
<xs:documentation>Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ExecRestatementReason" ComponentType="Field" Tag="378"
Type="int"
AbbrName="ExecRstmtRsn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">GT corporate action</fm:EnumDoc>
<fm:EnumDoc value="1">GT renewal / restatement (no corporate action)</fm:EnumDoc>
<fm:EnumDoc value="10">Warehouse Recap</fm:EnumDoc>
<fm:EnumDoc value="2">Verbal change</fm:EnumDoc>
<fm:EnumDoc value="3">Repricing of order</fm:EnumDoc>
<fm:EnumDoc value="4">Broker option</fm:EnumDoc>
<fm:EnumDoc value="5">Partial decline of OrderQty (e.g. exchange initiated partial cancel)</fm:EnumDoc>
<fm:EnumDoc value="6">Cancel on Trading Halt</fm:EnumDoc>
<fm:EnumDoc value="7">Cancel on System Failure</fm:EnumDoc>
<fm:EnumDoc value="8">Market (Exchange) option</fm:EnumDoc>
<fm:EnumDoc value="9">Canceled, not best</fm:EnumDoc>
<fm:EnumDoc value="99">Other</fm:EnumDoc>
<fm:EnumDoc value="11">Peg Refresh</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="99"/>
<xs:enumeration value="11"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="BusinessRejectRefID_t">
<xs:annotation>
<xs:documentation>
The value of the business-level "ID" field on the message being referenced.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BusinessRejectRefID" ComponentType="Field" Tag="379"
Type="String"
AbbrName="BizRejRefID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--BusinessRejectReason(380) defined in implementation file--><xs:simpleType name="BusinessRejectReason_enum_t">
<xs:annotation>
<xs:documentation>Code to identify reason for a Business Message Reject message.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BusinessRejectReason" ComponentType="Field" Tag="380"
Type="int"
AbbrName="BizRejRsn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Other</fm:EnumDoc>
<fm:EnumDoc value="1">Unknown ID</fm:EnumDoc>
<fm:EnumDoc value="2">Unknown Security</fm:EnumDoc>
<fm:EnumDoc value="3">Unsupported Message Type</fm:EnumDoc>
<fm:EnumDoc value="4">Application not available</fm:EnumDoc>
<fm:EnumDoc value="5">Conditionally required field missing</fm:EnumDoc>
<fm:EnumDoc value="6">Not Authorized</fm:EnumDoc>
<fm:EnumDoc value="7">DeliverTo firm not available at this time</fm:EnumDoc>
<fm:EnumDoc value="18">Invalid price increment</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="18"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="GrossTradeAmt_t">
<xs:annotation>
<xs:documentation>Total amount traded (i.e. quantity * price) expressed in units of currency. For FX Futures this is used to express the notional value of a fill when quantity fields are expressed in terms of contract size (i.e. quantity * price * contract size).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="GrossTradeAmt" ComponentType="Field" Tag="381" Type="Amt"
AbbrName="GrossTrdAmt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="TotalVolumeTraded_t">
<xs:annotation>
<xs:documentation>
Total volume (quantity) traded.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TotalVolumeTraded" ComponentType="Field" Tag="387"
Type="Qty"
AbbrName="TotVolTrdd"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<!--DiscretionInst(388) defined in implementation file--><xs:simpleType name="DiscretionInst_enum_t">
<xs:annotation>
<xs:documentation>Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DiscretionInst" ComponentType="Field" Tag="388"
Type="char"
AbbrName="DsctnInst"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Related to displayed price</fm:EnumDoc>
<fm:EnumDoc value="1">Related to market price</fm:EnumDoc>
<fm:EnumDoc value="2">Related to primary price</fm:EnumDoc>
<fm:EnumDoc value="3">Related to local primary price</fm:EnumDoc>
<fm:EnumDoc value="4">Related to midpoint price</fm:EnumDoc>
<fm:EnumDoc value="5">Related to last trade price</fm:EnumDoc>
<fm:EnumDoc value="6">Related to VWAP</fm:EnumDoc>
<fm:EnumDoc value="7">Average Price Guarantee</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="DiscretionOffsetValue_t">
<xs:annotation>
<xs:documentation>
Amount (signed) added to the "related to" price specified via DiscretionInst (388), in the context of DiscretionOffsetType (842)
(Prior to FIX 4.4 this field was of type PriceOffset)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DiscretionOffsetValue" ComponentType="Field" Tag="389"
Type="float"
AbbrName="OfstValu"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="BidID_t">
<xs:annotation>
<xs:documentation>
Unique identifier for Bid Response as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BidID" ComponentType="Field" Tag="390" Type="String"
AbbrName="BidID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="ClientBidID_t">
<xs:annotation>
<xs:documentation>
Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ClientBidID" ComponentType="Field" Tag="391" Type="String"
AbbrName="ClBidID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="ListName_t">
<xs:annotation>
<xs:documentation>
Descriptive name for list order.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ListName" ComponentType="Field" Tag="392" Type="String"
AbbrName="ListName"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="TotNoRelatedSym_t">
<xs:annotation>
<xs:documentation>
Total number of securities.
(Prior to FIX 4.4 this field was named TotalNumSecurities)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TotNoRelatedSym" ComponentType="Field" Tag="393"
Type="int"
AbbrName="TotNoReltdSym"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<!--BidType(394) defined in implementation file--><xs:simpleType name="BidType_enum_t">
<xs:annotation>
<xs:documentation>Code to identify the type of Bid Request.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BidType" ComponentType="Field" Tag="394" Type="int"
AbbrName="BidTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">"Non Disclosed" style (e.g. US/European)</fm:EnumDoc>
<fm:EnumDoc value="2">"Disclosed" sytle (e.g. Japanese)</fm:EnumDoc>
<fm:EnumDoc value="3">No bidding process</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="NumTickets_t">
<xs:annotation>
<xs:documentation>
Total number of tickets.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NumTickets" ComponentType="Field" Tag="395" Type="int"
AbbrName="NumTkts"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="SideValue1_t">
<xs:annotation>
<xs:documentation>
Amounts in currency
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SideValue1" ComponentType="Field" Tag="396" Type="Amt"
AbbrName="SideValu1"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="SideValue2_t">
<xs:annotation>
<xs:documentation>
Amounts in currency
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SideValue2" ComponentType="Field" Tag="397" Type="Amt"
AbbrName="SideValu2"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<!--BidDescriptorType(399) defined in implementation file--><xs:simpleType name="BidDescriptorType_enum_t">
<xs:annotation>
<xs:documentation>Code to identify the type of BidDescriptor (400).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BidDescriptorType" ComponentType="Field" Tag="399"
Type="int"
AbbrName="BidDescptrTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Sector</fm:EnumDoc>
<fm:EnumDoc value="2">Country</fm:EnumDoc>
<fm:EnumDoc value="3">Index</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="BidDescriptor_t">
<xs:annotation>
<xs:documentation>
BidDescriptor value. Usage depends upon BidDescriptorTyp (399).
If BidDescriptorType = 1
Industrials etc - Free text
If BidDescriptorType = 2
"FR" etc - ISO Country Codes
If BidDescriptorType = 3
FT00, FT250, STOX - Free text
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BidDescriptor" ComponentType="Field" Tag="400"
Type="String"
AbbrName="BidDescptr"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--SideValueInd(401) defined in implementation file--><xs:simpleType name="SideValueInd_enum_t">
<xs:annotation>
<xs:documentation>Code to identify which "SideValue" the value refers to. SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SideValueInd" ComponentType="Field" Tag="401" Type="int"
AbbrName="SideValuInd"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Side Value 1</fm:EnumDoc>
<fm:EnumDoc value="2">Side Value 2</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="LiquidityPctLow_t">
<xs:annotation>
<xs:documentation>Liquidity indicator or lower limit if TotalNumSecurities (393) > 1. Represented as a percentage.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LiquidityPctLow" ComponentType="Field" Tag="402"
Type="Percentage"
AbbrName="LqdtyPctLow"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="LiquidityPctHigh_t">
<xs:annotation>
<xs:documentation>Upper liquidity indicator if TotalNumSecurities (393) > 1. Represented as a percentage.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LiquidityPctHigh" ComponentType="Field" Tag="403"
Type="Percentage"
AbbrName="LqdtyPctHigh"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="LiquidityValue_t">
<xs:annotation>
<xs:documentation>
Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LiquidityValue" ComponentType="Field" Tag="404" Type="Amt"
AbbrName="LqdtyValu"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="EFPTrackingError_t">
<xs:annotation>
<xs:documentation>
Eg Used in EFP trades 2% (EFP - Exchange for Physical ). Represented as a percentage.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EFPTrackingError" ComponentType="Field" Tag="405"
Type="Percentage"
AbbrName="EFPTrkngErr"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="FairValue_t">
<xs:annotation>
<xs:documentation>
Used in EFP trades
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="FairValue" ComponentType="Field" Tag="406" Type="Amt"
AbbrName="FairValu"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="OutsideIndexPct_t">
<xs:annotation>
<xs:documentation>
Used in EFP trades. Represented as a percentage.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OutsideIndexPct" ComponentType="Field" Tag="407"
Type="Percentage"
AbbrName="OutsideNdxPct"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="ValueOfFutures_t">
<xs:annotation>
<xs:documentation>
Used in EFP trades
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ValueOfFutures" ComponentType="Field" Tag="408" Type="Amt"
AbbrName="ValuOfFuts"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<!--LiquidityIndType(409) defined in implementation file--><xs:simpleType name="LiquidityIndType_enum_t">
<xs:annotation>
<xs:documentation>Code to identify the type of liquidity indicator.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LiquidityIndType" ComponentType="Field" Tag="409"
Type="int"
AbbrName="LqdtyIndTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">5-day moving average</fm:EnumDoc>
<fm:EnumDoc value="2">20-day moving average</fm:EnumDoc>
<fm:EnumDoc value="3">Normal market size</fm:EnumDoc>
<fm:EnumDoc value="4">Other</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="WtAverageLiquidity_t">
<xs:annotation>
<xs:documentation>
Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="WtAverageLiquidity" ComponentType="Field" Tag="410"
Type="Percentage"
AbbrName="WtAvgLqdty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<!--ExchangeForPhysical(411) defined in implementation file--><xs:simpleType name="ExchangeForPhysical_enum_t">
<xs:annotation>
<xs:documentation>Indicates whether or not to exchange for phsyical.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ExchangeForPhysical" ComponentType="Field" Tag="411"
Type="Boolean"
AbbrName="EFP"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="N">False</fm:EnumDoc>
<fm:EnumDoc value="Y">True</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean">
<xs:enumeration value="N"/>
<xs:enumeration value="Y"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="OutMainCntryUIndex_t">
<xs:annotation>
<xs:documentation>
Value of stocks in Currency
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OutMainCntryUIndex" ComponentType="Field" Tag="412"
Type="Amt"
AbbrName="OutMainCntryUNdx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="CrossPercent_t">
<xs:annotation>
<xs:documentation>
Percentage of program that crosses in Currency. Represented as a percentage.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CrossPercent" ComponentType="Field" Tag="413"
Type="Percentage"
AbbrName="CrssPct"
Category="CrossOrders"
CategoryAbbrName="Pct"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<!--ProgRptReqs(414) defined in implementation file--><xs:simpleType name="ProgRptReqs_enum_t">
<xs:annotation>
<xs:documentation>Code to identify the desired frequency of progress reports.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ProgRptReqs" ComponentType="Field" Tag="414" Type="int"
AbbrName="ProgRptReqs"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Buy-side explicitly requests status using Statue Request (default), the sell-side firm can, however, send a DONE status List STatus Response in an unsolicited fashion</fm:EnumDoc>
<fm:EnumDoc value="2">Sell-side periodically sends status using List Status. Period optionally specified in ProgressPeriod.</fm:EnumDoc>
<fm:EnumDoc value="3">Real-time execution reports (to be discourage)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ProgPeriodInterval_t">
<xs:annotation>
<xs:documentation>
Time in minutes between each ListStatus report sent by SellSide. Zero means don't send status.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ProgPeriodInterval" ComponentType="Field" Tag="415"
Type="int"
AbbrName="ProgPeriodIntvl"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<!--IncTaxInd(416) defined in implementation file--><xs:simpleType name="IncTaxInd_enum_t">
<xs:annotation>
<xs:documentation>Code to represent whether value is net (inclusive of tax) or gross.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="IncTaxInd" ComponentType="Field" Tag="416" Type="int"
AbbrName="IncTaxInd"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Net</fm:EnumDoc>
<fm:EnumDoc value="2">Gross</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="NumBidders_t">
<xs:annotation>
<xs:documentation>
Indicates the total number of bidders on the list
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NumBidders" ComponentType="Field" Tag="417" Type="int"
AbbrName="NumBidders"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<!--BidTradeType(418) defined in implementation file--><xs:simpleType name="BidTradeType_enum_t">
<xs:annotation>
<xs:documentation>Code to represent the type of trade.
(Prior to FIX 4.4 this field was named "TradeType")</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BidTradeType" ComponentType="Field" Tag="418" Type="char"
AbbrName="BidTrdTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="A">Agency</fm:EnumDoc>
<fm:EnumDoc value="G">VWAP Guarantee</fm:EnumDoc>
<fm:EnumDoc value="J">Guaranteed Close</fm:EnumDoc>
<fm:EnumDoc value="R">Risk Trade</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="A"/>
<xs:enumeration value="G"/>
<xs:enumeration value="J"/>
<xs:enumeration value="R"/>
</xs:restriction>
</xs:simpleType>
<!--BasisPxType(419) defined in implementation file--><xs:simpleType name="BasisPxType_enum_t">
<xs:annotation>
<xs:documentation>Code to represent the basis price type.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BasisPxType" ComponentType="Field" Tag="419" Type="char"
AbbrName="BasisPxTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="2">Closing price at morningn session</fm:EnumDoc>
<fm:EnumDoc value="3">Closing price</fm:EnumDoc>
<fm:EnumDoc value="4">Current price</fm:EnumDoc>
<fm:EnumDoc value="5">SQ</fm:EnumDoc>
<fm:EnumDoc value="6">VWAP through a day</fm:EnumDoc>
<fm:EnumDoc value="7">VWAP through a morning session</fm:EnumDoc>
<fm:EnumDoc value="8">VWAP through an afternoon session</fm:EnumDoc>
<fm:EnumDoc value="9">VWAP through a day except "YORI" (an opening auction)</fm:EnumDoc>
<fm:EnumDoc value="A">VWAP through a morning session except "YORI" (an opening auction)</fm:EnumDoc>
<fm:EnumDoc value="B">VWAP through an afternoon session except "YORI" (an opening auction)</fm:EnumDoc>
<fm:EnumDoc value="C">Strike</fm:EnumDoc>
<fm:EnumDoc value="D">Open</fm:EnumDoc>
<fm:EnumDoc value="Z">Others</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="Z"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="Country_t">
<xs:annotation>
<xs:documentation>
ISO Country Code in field
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Country" ComponentType="Field" Tag="421" Type="Country"
AbbrName="Ctry"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Country"/>
</xs:simpleType>
<xs:simpleType name="TotNoStrikes_t">
<xs:annotation>
<xs:documentation>
Total number of strike price entries across all messages. Should be the sum of all NoStrikes (428) in each message that has repeating strike price entries related to the same ListID (66). Used to support fragmentation.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TotNoStrikes" ComponentType="Field" Tag="422" Type="int"
AbbrName="TotNoStrks"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<!--PriceType(423) defined in implementation file--><xs:simpleType name="PriceType_enum_t">
<xs:annotation>
<xs:documentation>Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PriceType" ComponentType="Field" Tag="423" Type="int"
AbbrName="PxTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Percentage (i.e. percent of par) (often called "dollar price" for fixed income)</fm:EnumDoc>
<fm:EnumDoc value="10">Fixed cabinet trade price (primarily for listed futures and options)</fm:EnumDoc>
<fm:EnumDoc value="11">Variable cabinet trade price (primarily for listed futures and options)</fm:EnumDoc>
<fm:EnumDoc value="2">Per unit (i.e. per share or contract)</fm:EnumDoc>
<fm:EnumDoc value="3">Fixed amount (absolute value)</fm:EnumDoc>
<fm:EnumDoc value="4">Discount - percentage points below par</fm:EnumDoc>
<fm:EnumDoc value="5">Premium - percentage points over par</fm:EnumDoc>
<fm:EnumDoc value="6">Spread (basis points spread)</fm:EnumDoc>
<fm:EnumDoc value="7">TED Price</fm:EnumDoc>
<fm:EnumDoc value="8">TED Yield</fm:EnumDoc>
<fm:EnumDoc value="9">Yield</fm:EnumDoc>
<fm:EnumDoc value="13">Product ticks in halfs</fm:EnumDoc>
<fm:EnumDoc value="14">Product ticks in fourths</fm:EnumDoc>
<fm:EnumDoc value="15">Product ticks in eights</fm:EnumDoc>
<fm:EnumDoc value="16">Product ticks in sixteenths</fm:EnumDoc>
<fm:EnumDoc value="17">Product ticks in thirty-seconds</fm:EnumDoc>
<fm:EnumDoc value="18">Product ticks in sixty-forths</fm:EnumDoc>
<fm:EnumDoc value="19">Product ticks in one-twenty-eights</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="DayOrderQty_t">
<xs:annotation>
<xs:documentation>
For GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty - (CumQty (14) - DayCumQty (425))
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DayOrderQty" ComponentType="Field" Tag="424" Type="Qty"
AbbrName="DayOrdQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="DayCumQty_t">
<xs:annotation>
<xs:documentation>
Quantity on a GT order that has traded today.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DayCumQty" ComponentType="Field" Tag="425" Type="Qty"
AbbrName="DayCumQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="DayAvgPx_t">
<xs:annotation>
<xs:documentation>
The average price for quantity on a GT order that has traded today.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DayAvgPx" ComponentType="Field" Tag="426" Type="Price"
AbbrName="DayAvgPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<!--GTBookingInst(427) defined in implementation file--><xs:simpleType name="GTBookingInst_enum_t">
<xs:annotation>
<xs:documentation>Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="GTBookingInst" ComponentType="Field" Tag="427" Type="int"
AbbrName="GTBkngInst"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Book out all trades on day of execution</fm:EnumDoc>
<fm:EnumDoc value="1">Accumulate exectuions until forder is filled or expires</fm:EnumDoc>
<fm:EnumDoc value="2">Accumulate until verballly notified otherwise</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--ListStatusType(429) defined in implementation file--><xs:simpleType name="ListStatusType_enum_t">
<xs:annotation>
<xs:documentation>Code to represent the status type.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ListStatusType" ComponentType="Field" Tag="429" Type="int"
AbbrName="ListStatTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Ack</fm:EnumDoc>
<fm:EnumDoc value="2">Response</fm:EnumDoc>
<fm:EnumDoc value="3">Timed</fm:EnumDoc>
<fm:EnumDoc value="4">Exec Started</fm:EnumDoc>
<fm:EnumDoc value="5">All Done</fm:EnumDoc>
<fm:EnumDoc value="6">Alert</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
</xs:restriction>
</xs:simpleType>
<!--NetGrossInd(430) defined in implementation file--><xs:simpleType name="NetGrossInd_enum_t">
<xs:annotation>
<xs:documentation>Code to represent whether value is net (inclusive of tax) or gross.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NetGrossInd" ComponentType="Field" Tag="430" Type="int"
AbbrName="NetGrossInd"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Net</fm:EnumDoc>
<fm:EnumDoc value="2">Gross</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--ListOrderStatus(431) defined in implementation file--><xs:simpleType name="ListOrderStatus_enum_t">
<xs:annotation>
<xs:documentation>Code to represent the status of a list order.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ListOrderStatus" ComponentType="Field" Tag="431"
Type="int"
AbbrName="ListOrdStat"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">In bidding process</fm:EnumDoc>
<fm:EnumDoc value="2">Received for execution</fm:EnumDoc>
<fm:EnumDoc value="3">Executing</fm:EnumDoc>
<fm:EnumDoc value="4">Cancelling</fm:EnumDoc>
<fm:EnumDoc value="5">Alert</fm:EnumDoc>
<fm:EnumDoc value="6">All Done</fm:EnumDoc>
<fm:EnumDoc value="7">Reject</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ExpireDate_t">
<xs:annotation>
<xs:documentation>
Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market's business practices
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ExpireDate" ComponentType="Field" Tag="432"
Type="LocalMktDate"
AbbrName="ExpireDt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<!--ListExecInstType(433) defined in implementation file--><xs:simpleType name="ListExecInstType_enum_t">
<xs:annotation>
<xs:documentation>Identifies the type of ListExecInst (69).
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ListExecInstType" ComponentType="Field" Tag="433"
Type="char"
AbbrName="ListExecInstTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Immediate</fm:EnumDoc>
<fm:EnumDoc value="2">Wait for Execut Instruction (i.e. a List Execut message or phone call before proceeding with execution of the list)</fm:EnumDoc>
<fm:EnumDoc value="3">Exchange/switch CIV order - Sell driven</fm:EnumDoc>
<fm:EnumDoc value="4">Exchange/switch CIV order - Buy driven, cash top-up (i.e. additional cash will be provided to fulfill the order)</fm:EnumDoc>
<fm:EnumDoc value="5">Exchange/switch CIV order - Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfill the order)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
</xs:restriction>
</xs:simpleType>
<!--CxlRejResponseTo(434) defined in implementation file--><xs:simpleType name="CxlRejResponseTo_enum_t">
<xs:annotation>
<xs:documentation>Identifies the type of request that a Cancel Reject is in response to.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CxlRejResponseTo" ComponentType="Field" Tag="434"
Type="char"
AbbrName="CxlRejRspTo"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Order cancel request</fm:EnumDoc>
<fm:EnumDoc value="2">Order cancel/replace request</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="UnderlyingCouponRate_t">
<xs:annotation>
<xs:documentation>
Underlying security's CouponRate.
See CouponRate (223) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingCouponRate" ComponentType="Field" Tag="435"
Type="Percentage"
AbbrName="CpnRt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingContractMultiplier_t">
<xs:annotation>
<xs:documentation>
Underlying security's ContractMultiplier.
See ContractMultiplier (231) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingContractMultiplier" ComponentType="Field"
Tag="436"
Type="float"
AbbrName="Mult"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="ContraTradeQty_t">
<xs:annotation>
<xs:documentation>
Quantity traded with the ContraBroker (375).
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ContraTradeQty" ComponentType="Field" Tag="437" Type="Qty"
AbbrName="CntraTrdQty"
Category="SingleGeneralOrderHandling"
CategoryAbbrName="TrdQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="ContraTradeTime_t">
<xs:annotation>
<xs:documentation>
Identifes the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ContraTradeTime" ComponentType="Field" Tag="438"
Type="UTCTimestamp"
AbbrName="CntraTrdTm"
Category="SingleGeneralOrderHandling"
CategoryAbbrName="TrdTm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<xs:simpleType name="LiquidityNumSecurities_t">
<xs:annotation>
<xs:documentation>
Number of Securites between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LiquidityNumSecurities" ComponentType="Field" Tag="441"
Type="int"
AbbrName="LqdtyNumSecurities"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<!--MultiLegReportingType(442) defined in implementation file--><xs:simpleType name="MultiLegReportingType_enum_t">
<xs:annotation>
<xs:documentation>Used to indicate what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.). </xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MultiLegReportingType" ComponentType="Field" Tag="442"
Type="char"
AbbrName="MLegRptTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Single security (default if not specified)</fm:EnumDoc>
<fm:EnumDoc value="2">Individual leg of a multi-leg security</fm:EnumDoc>
<fm:EnumDoc value="3">Multi-leg security</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="StrikeTime_t">
<xs:annotation>
<xs:documentation>
The time at which current market prices are used to determine the value of a basket.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StrikeTime" ComponentType="Field" Tag="443"
Type="UTCTimestamp"
AbbrName="StrkTm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<xs:simpleType name="ListStatusText_t">
<xs:annotation>
<xs:documentation>
Free format text string related to List Status.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ListStatusText" ComponentType="Field" Tag="444"
Type="String"
AbbrName="ListStatText"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="EncodedListStatusTextLen_t">
<xs:annotation>
<xs:documentation>
Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedListStatusTextLen" ComponentType="Field" Tag="445"
Type="Length"
AbbrName="EncListStatTextLen"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Length"/>
</xs:simpleType>
<xs:simpleType name="EncodedListStatusText_t">
<xs:annotation>
<xs:documentation>
Encoded (non-ASCII characters) representation of the ListStatusText (444) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListStatusText field.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedListStatusText" ComponentType="Field" Tag="446"
Type="data"
AbbrName="EncListStatText"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="data"/>
</xs:simpleType>
<!--PartyIDSource(447) defined in implementation file--><xs:simpleType name="PartyIDSource_enum_t">
<xs:annotation>
<xs:documentation>Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified.
See "Appendix 6-G - Use of <Parties> Component Block"</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PartyIDSource" ComponentType="Field" Tag="447" Type="char"
AbbrName="Src"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Korean Investor ID</fm:EnumDoc>
<fm:EnumDoc value="2">Taiwanese Qualified Foreign Investor ID QFII/FID</fm:EnumDoc>
<fm:EnumDoc value="3">Taiwanese Trading Acct</fm:EnumDoc>
<fm:EnumDoc value="4">Malaysian Central Depository (MCD) number</fm:EnumDoc>
<fm:EnumDoc value="5">Chinese Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">UK National Insurance or Pension Number</fm:EnumDoc>
<fm:EnumDoc value="7">US Social Security Number</fm:EnumDoc>
<fm:EnumDoc value="8">US Employer or Tax ID Number</fm:EnumDoc>
<fm:EnumDoc value="9">Australian Business Number</fm:EnumDoc>
<fm:EnumDoc value="A">Australian Tax File Number</fm:EnumDoc>
<fm:EnumDoc value="B">BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")</fm:EnumDoc>
<fm:EnumDoc value="C">Generally accepted market participant identifier (e.g. NASD mnemonic)</fm:EnumDoc>
<fm:EnumDoc value="D">Proprietary / Custom code</fm:EnumDoc>
<fm:EnumDoc value="E">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="F">Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)</fm:EnumDoc>
<fm:EnumDoc value="G">MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")</fm:EnumDoc>
<fm:EnumDoc value="H">CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)</fm:EnumDoc>
<fm:EnumDoc value="I">Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="PartyID_t">
<xs:annotation>
<xs:documentation>
Party identifier/code. See PartyIDSource (447) and PartyRole (452).
See "Appendix 6-G - Use of <Parties> Component Block"
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PartyID" ComponentType="Field" Tag="448" Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="NetChgPrevDay_t">
<xs:annotation>
<xs:documentation>
Net change from previous day's closing price vs. last traded price.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NetChgPrevDay" ComponentType="Field" Tag="451"
Type="PriceOffset"
AbbrName="NetChgPrevDay"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="PriceOffset"/>
</xs:simpleType>
<!--PartyRole(452) defined in implementation file--><xs:simpleType name="PartyRole_enum_t">
<xs:annotation>
<xs:documentation>Identifies the type or role of the PartyID (448) specified.
See "Appendix 6-G - Use of <Parties> Component Block"
(see Volume : "Glossary" for value definitions)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PartyRole" ComponentType="Field" Tag="452" Type="int"
AbbrName="R"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Executing Firm (formerly FIX 4.2 ExecBroker)</fm:EnumDoc>
<fm:EnumDoc value="10">Settlement Location (formerly FIX 4.2 SettlLocation)</fm:EnumDoc>
<fm:EnumDoc value="11">Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)</fm:EnumDoc>
<fm:EnumDoc value="12">Executing Trader (associated with Executing Firm - actually executes)</fm:EnumDoc>
<fm:EnumDoc value="13">Order Origination Firm (e.g. buy-side firm)</fm:EnumDoc>
<fm:EnumDoc value="14">Giveup Clearing Firm (firm to which trade is given up)</fm:EnumDoc>
<fm:EnumDoc value="15">Correspondant Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="16">Executing System</fm:EnumDoc>
<fm:EnumDoc value="17">Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="18">Contra Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="19">Sponsoring Firm</fm:EnumDoc>
<fm:EnumDoc value="2">Broker of Credit (formerly FIX 4.2 BrokerOfCredit)</fm:EnumDoc>
<fm:EnumDoc value="20">Underlying Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="21">Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="22">Exchange</fm:EnumDoc>
<fm:EnumDoc value="24">Customer Account</fm:EnumDoc>
<fm:EnumDoc value="25">Correspondent Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="26">Correspondent Broker</fm:EnumDoc>
<fm:EnumDoc value="27">Buyer/Seller (Receiver/Deliverer)</fm:EnumDoc>
<fm:EnumDoc value="28">Custodian</fm:EnumDoc>
<fm:EnumDoc value="29">Intermediary</fm:EnumDoc>
<fm:EnumDoc value="3">Client ID (formerly FIX 4.2 ClientID)</fm:EnumDoc>
<fm:EnumDoc value="30">Agent</fm:EnumDoc>
<fm:EnumDoc value="31">Sub-custodian</fm:EnumDoc>
<fm:EnumDoc value="32">Beneficiary</fm:EnumDoc>
<fm:EnumDoc value="33">Interested party</fm:EnumDoc>
<fm:EnumDoc value="34">Regulatory body</fm:EnumDoc>
<fm:EnumDoc value="35">Liquidity provider</fm:EnumDoc>
<fm:EnumDoc value="36">Entering trader</fm:EnumDoc>
<fm:EnumDoc value="37">Contra trader</fm:EnumDoc>
<fm:EnumDoc value="38">Position account</fm:EnumDoc>
<fm:EnumDoc value="4">Clearing Firm (formerly FIX 4.2 ClearingFirm)</fm:EnumDoc>
<fm:EnumDoc value="5">Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">Introducing Firm</fm:EnumDoc>
<fm:EnumDoc value="7">Entering Firm</fm:EnumDoc>
<fm:EnumDoc value="8">Locate / Lending Firm (for short-sales)</fm:EnumDoc>
<fm:EnumDoc value="9">Fund Manager Client ID (for CIV)</fm:EnumDoc>
<fm:EnumDoc value="60">Introducing Broker</fm:EnumDoc>
<fm:EnumDoc value="41">Contra Position Account</fm:EnumDoc>
<fm:EnumDoc value="42">Contra Exchange</fm:EnumDoc>
<fm:EnumDoc value="43">Internal Carry Account</fm:EnumDoc>
<fm:EnumDoc value="44">Order Entry Operator ID</fm:EnumDoc>
<fm:EnumDoc value="45">Secondary Account Number</fm:EnumDoc>
<fm:EnumDoc value="46">Foreign Firm</fm:EnumDoc>
<fm:EnumDoc value="47">Third Party Allocation Firm</fm:EnumDoc>
<fm:EnumDoc value="48">Claiming Account</fm:EnumDoc>
<fm:EnumDoc value="49">Asset Manager</fm:EnumDoc>
<fm:EnumDoc value="50">Pledgor Account</fm:EnumDoc>
<fm:EnumDoc value="51">Pledgee Account</fm:EnumDoc>
<fm:EnumDoc value="52">Large Trader Reportable Account</fm:EnumDoc>
<fm:EnumDoc value="53">Trader mnemonic</fm:EnumDoc>
<fm:EnumDoc value="54">Sender Location</fm:EnumDoc>
<fm:EnumDoc value="55">Session ID</fm:EnumDoc>
<fm:EnumDoc value="56">Acceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="57">Unacceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="58">Entering Unit</fm:EnumDoc>
<fm:EnumDoc value="59">Executing Unit</fm:EnumDoc>
<fm:EnumDoc value="39">Contra Investor ID</fm:EnumDoc>
<fm:EnumDoc value="40">Transfer to Firm</fm:EnumDoc>
<fm:EnumDoc value="61">Quote originator</fm:EnumDoc>
<fm:EnumDoc value="62">Report originator</fm:EnumDoc>
<fm:EnumDoc value="63">Systematic internaliser (SI)</fm:EnumDoc>
<fm:EnumDoc value="64">Multilateral Trading Facility (MTF)</fm:EnumDoc>
<fm:EnumDoc value="65">Regulated Market (RM)</fm:EnumDoc>
<fm:EnumDoc value="66">Market Maker</fm:EnumDoc>
<fm:EnumDoc value="67">Investment Firm</fm:EnumDoc>
<fm:EnumDoc value="68">Host Competent Authority (Host CA)</fm:EnumDoc>
<fm:EnumDoc value="69">Home Competent Authority (Home CA)</fm:EnumDoc>
<fm:EnumDoc value="70">Competent Authority of the most relevant market in terms of liquidity (CAL)</fm:EnumDoc>
<fm:EnumDoc value="71">Competent Authority of the Transaction (Execution) Venue (CATV) </fm:EnumDoc>
<fm:EnumDoc value="72">Reporting intermediary (medium/vendor via which report has been published)</fm:EnumDoc>
<fm:EnumDoc value="73">Execution Venue</fm:EnumDoc>
<fm:EnumDoc value="74">Market data entry originator</fm:EnumDoc>
<fm:EnumDoc value="75">Location ID</fm:EnumDoc>
<fm:EnumDoc value="76">Desk ID</fm:EnumDoc>
<fm:EnumDoc value="77">Market data market</fm:EnumDoc>
<fm:EnumDoc value="78">Allocation Entity</fm:EnumDoc>
<fm:EnumDoc value="79">Prime Broker providing General Trade Services</fm:EnumDoc>
<fm:EnumDoc value="80">Step-Out Firm (Prime Broker)</fm:EnumDoc>
<fm:EnumDoc value="81">BrokerClearingID</fm:EnumDoc>
<fm:EnumDoc value="82">Central Registration Depository (CRD)</fm:EnumDoc>
<fm:EnumDoc value="83">Clearing Account</fm:EnumDoc>
<fm:EnumDoc value="84">Acceptable Settling Counterparty</fm:EnumDoc>
<fm:EnumDoc value="85">Unacceptable Settling Counterparty</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="3"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
<xs:enumeration value="34"/>
<xs:enumeration value="35"/>
<xs:enumeration value="36"/>
<xs:enumeration value="37"/>
<xs:enumeration value="38"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="60"/>
<xs:enumeration value="41"/>
<xs:enumeration value="42"/>
<xs:enumeration value="43"/>
<xs:enumeration value="44"/>
<xs:enumeration value="45"/>
<xs:enumeration value="46"/>
<xs:enumeration value="47"/>
<xs:enumeration value="48"/>
<xs:enumeration value="49"/>
<xs:enumeration value="50"/>
<xs:enumeration value="51"/>
<xs:enumeration value="52"/>
<xs:enumeration value="53"/>
<xs:enumeration value="54"/>
<xs:enumeration value="55"/>
<xs:enumeration value="56"/>
<xs:enumeration value="57"/>
<xs:enumeration value="58"/>
<xs:enumeration value="59"/>
<xs:enumeration value="39"/>
<xs:enumeration value="40"/>
<xs:enumeration value="61"/>
<xs:enumeration value="62"/>
<xs:enumeration value="63"/>
<xs:enumeration value="64"/>
<xs:enumeration value="65"/>
<xs:enumeration value="66"/>
<xs:enumeration value="67"/>
<xs:enumeration value="68"/>
<xs:enumeration value="69"/>
<xs:enumeration value="70"/>
<xs:enumeration value="71"/>
<xs:enumeration value="72"/>
<xs:enumeration value="73"/>
<xs:enumeration value="74"/>
<xs:enumeration value="75"/>
<xs:enumeration value="76"/>
<xs:enumeration value="77"/>
<xs:enumeration value="78"/>
<xs:enumeration value="79"/>
<xs:enumeration value="80"/>
<xs:enumeration value="81"/>
<xs:enumeration value="82"/>
<xs:enumeration value="83"/>
<xs:enumeration value="84"/>
<xs:enumeration value="85"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="SecurityAltID_t">
<xs:annotation>
<xs:documentation>
Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecurityAltID" ComponentType="Field" Tag="455"
Type="String"
AbbrName="AltID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--SecurityAltIDSource(456) defined in implementation file--><xs:simpleType name="SecurityAltIDSource_enum_t">
<xs:annotation>
<xs:documentation>
Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified.
Valid values:
Same valid values as the SecurityIDSource (22) field
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecurityAltIDSource" ComponentType="Field" Tag="456"
Type="String"
UsesEnumsFromTag="22"
AbbrName="AltIDSrc"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">CUSIP</fm:EnumDoc>
<fm:EnumDoc value="2">SEDOL</fm:EnumDoc>
<fm:EnumDoc value="3">QUIK</fm:EnumDoc>
<fm:EnumDoc value="4">ISIN number</fm:EnumDoc>
<fm:EnumDoc value="5">RIC code</fm:EnumDoc>
<fm:EnumDoc value="6">ISO Currency Code</fm:EnumDoc>
<fm:EnumDoc value="7">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="8">Exchange Symbol</fm:EnumDoc>
<fm:EnumDoc value="9">Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)</fm:EnumDoc>
<fm:EnumDoc value="A">Bloomberg Symbol</fm:EnumDoc>
<fm:EnumDoc value="B">Wertpapier</fm:EnumDoc>
<fm:EnumDoc value="C">Dutch</fm:EnumDoc>
<fm:EnumDoc value="D">Valoren</fm:EnumDoc>
<fm:EnumDoc value="E">Sicovam</fm:EnumDoc>
<fm:EnumDoc value="F">Belgian</fm:EnumDoc>
<fm:EnumDoc value="G">"Common" (Clearstream and Euroclear)</fm:EnumDoc>
<fm:EnumDoc value="H">Clearing House / Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="I">ISDA/FpML Product Specification (XML in EncodedSecurityDesc)</fm:EnumDoc>
<fm:EnumDoc value="J">Option Price Reporting Authority</fm:EnumDoc>
<fm:EnumDoc value="L">Letter of Credit</fm:EnumDoc>
<fm:EnumDoc value="K">ISDA/FpML Product URL (URL in SecurityID)</fm:EnumDoc>
<fm:EnumDoc value="M">Marketplace-assigned Identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
<xs:enumeration value="J"/>
<xs:enumeration value="L"/>
<xs:enumeration value="K"/>
<xs:enumeration value="M"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="UnderlyingSecurityAltID_t">
<xs:annotation>
<xs:documentation>
Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingSecurityAltID" ComponentType="Field" Tag="458"
Type="String"
AbbrName="AltID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--UnderlyingSecurityAltIDSource(459) defined in implementation file--><xs:simpleType name="UnderlyingSecurityAltIDSource_enum_t">
<xs:annotation>
<xs:documentation>
Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified.
Valid values:
Same valid values as the SecurityIDSource (22) field
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingSecurityAltIDSource" ComponentType="Field"
Tag="459"
Type="String"
UsesEnumsFromTag="22"
AbbrName="AltIDSrc"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">CUSIP</fm:EnumDoc>
<fm:EnumDoc value="2">SEDOL</fm:EnumDoc>
<fm:EnumDoc value="3">QUIK</fm:EnumDoc>
<fm:EnumDoc value="4">ISIN number</fm:EnumDoc>
<fm:EnumDoc value="5">RIC code</fm:EnumDoc>
<fm:EnumDoc value="6">ISO Currency Code</fm:EnumDoc>
<fm:EnumDoc value="7">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="8">Exchange Symbol</fm:EnumDoc>
<fm:EnumDoc value="9">Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)</fm:EnumDoc>
<fm:EnumDoc value="A">Bloomberg Symbol</fm:EnumDoc>
<fm:EnumDoc value="B">Wertpapier</fm:EnumDoc>
<fm:EnumDoc value="C">Dutch</fm:EnumDoc>
<fm:EnumDoc value="D">Valoren</fm:EnumDoc>
<fm:EnumDoc value="E">Sicovam</fm:EnumDoc>
<fm:EnumDoc value="F">Belgian</fm:EnumDoc>
<fm:EnumDoc value="G">"Common" (Clearstream and Euroclear)</fm:EnumDoc>
<fm:EnumDoc value="H">Clearing House / Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="I">ISDA/FpML Product Specification (XML in EncodedSecurityDesc)</fm:EnumDoc>
<fm:EnumDoc value="J">Option Price Reporting Authority</fm:EnumDoc>
<fm:EnumDoc value="L">Letter of Credit</fm:EnumDoc>
<fm:EnumDoc value="K">ISDA/FpML Product URL (URL in SecurityID)</fm:EnumDoc>
<fm:EnumDoc value="M">Marketplace-assigned Identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
<xs:enumeration value="J"/>
<xs:enumeration value="L"/>
<xs:enumeration value="K"/>
<xs:enumeration value="M"/>
</xs:restriction>
</xs:simpleType>
<!--Product(460) defined in implementation file--><xs:simpleType name="Product_enum_t">
<xs:annotation>
<xs:documentation>
Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Product" ComponentType="Field" Tag="460" Type="int"
AbbrName="Prod"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">AGENCY</fm:EnumDoc>
<fm:EnumDoc value="10">MORTGAGE</fm:EnumDoc>
<fm:EnumDoc value="11">MUNICIPAL</fm:EnumDoc>
<fm:EnumDoc value="12">OTHER</fm:EnumDoc>
<fm:EnumDoc value="13">FINANCING</fm:EnumDoc>
<fm:EnumDoc value="2">COMMODITY</fm:EnumDoc>
<fm:EnumDoc value="3">CORPORATE</fm:EnumDoc>
<fm:EnumDoc value="4">CURRENCY</fm:EnumDoc>
<fm:EnumDoc value="5">EQUITY</fm:EnumDoc>
<fm:EnumDoc value="6">GOVERNMENT</fm:EnumDoc>
<fm:EnumDoc value="7">INDEX</fm:EnumDoc>
<fm:EnumDoc value="8">LOAN</fm:EnumDoc>
<fm:EnumDoc value="9">MONEYMARKET</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="CFICode_t">
<xs:annotation>
<xs:documentation>
Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See "Appendix 6-B FIX Fields Based Upon Other Standards". See also the Product (460) and SecurityType (167) fields. It is recommended that CFICode be used instead of SecurityType (167) for non-Fixed Income instruments.
A subset of possible values applicable to FIX usage are identified in "Appendix 6-D CFICode Usage - ISO 10962 Classification of Financial Instruments (CFI code)"
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CFICode" ComponentType="Field" Tag="461" Type="String"
AbbrName="CFI"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--UnderlyingProduct(462) defined in implementation file--><xs:simpleType name="UnderlyingProduct_enum_t">
<xs:annotation>
<xs:documentation>
Underlying security's Product.
Valid values: see Product(460) field
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingProduct" ComponentType="Field" Tag="462"
Type="int"
UsesEnumsFromTag="460"
AbbrName="Prod"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">AGENCY</fm:EnumDoc>
<fm:EnumDoc value="10">MORTGAGE</fm:EnumDoc>
<fm:EnumDoc value="11">MUNICIPAL</fm:EnumDoc>
<fm:EnumDoc value="12">OTHER</fm:EnumDoc>
<fm:EnumDoc value="13">FINANCING</fm:EnumDoc>
<fm:EnumDoc value="2">COMMODITY</fm:EnumDoc>
<fm:EnumDoc value="3">CORPORATE</fm:EnumDoc>
<fm:EnumDoc value="4">CURRENCY</fm:EnumDoc>
<fm:EnumDoc value="5">EQUITY</fm:EnumDoc>
<fm:EnumDoc value="6">GOVERNMENT</fm:EnumDoc>
<fm:EnumDoc value="7">INDEX</fm:EnumDoc>
<fm:EnumDoc value="8">LOAN</fm:EnumDoc>
<fm:EnumDoc value="9">MONEYMARKET</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="UnderlyingCFICode_t">
<xs:annotation>
<xs:documentation>
Underlying security's CFICode.
Valid values: see CFICode (461) field
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingCFICode" ComponentType="Field" Tag="463"
Type="String"
AbbrName="CFI"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--QuantityType(465) defined in implementation file--><xs:simpleType name="QuantityType_enum_t">
<xs:annotation>
<xs:documentation>Designates the type of quantities (e.g. OrderQty) specified. Used for MBS and TIPS Fixed Income security types.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="QuantityType" ComponentType="Field" Tag="465" Type="int"
AbbrName="QtyTypDeprecated"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">SHARES</fm:EnumDoc>
<fm:EnumDoc value="2">BONDS</fm:EnumDoc>
<fm:EnumDoc value="3">CURRENTFACE</fm:EnumDoc>
<fm:EnumDoc value="4">ORIGINALFACE</fm:EnumDoc>
<fm:EnumDoc value="5">CURRENCY</fm:EnumDoc>
<fm:EnumDoc value="6">CONTRACTS</fm:EnumDoc>
<fm:EnumDoc value="7">OTHER</fm:EnumDoc>
<fm:EnumDoc value="8">PAR</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="BookingRefID_t">
<xs:annotation>
<xs:documentation>
Common reference passed to a post-trade booking process (e.g. industry matching utility).
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BookingRefID" ComponentType="Field" Tag="466"
Type="String"
AbbrName="BkngRefID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="IndividualAllocID_t">
<xs:annotation>
<xs:documentation>
Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="IndividualAllocID" ComponentType="Field" Tag="467"
Type="String"
AbbrName="IndAllocID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--RoundingDirection(468) defined in implementation file--><xs:simpleType name="RoundingDirection_enum_t">
<xs:annotation>
<xs:documentation>
Specifies which direction to round For CIV - indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (152) or (for CIV only) OrderPercent (516) are specified on an order.
The default is for rounding to be at the discretion of the executing broker or fund manager.
e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 0 - "round down" would give 320 units, 1 - "round up" would give 330 units and "round to nearest" would give 320 units.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RoundingDirection" ComponentType="Field" Tag="468"
Type="char"
AbbrName="RndDir"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Round to nearest</fm:EnumDoc>
<fm:EnumDoc value="1">Round down</fm:EnumDoc>
<fm:EnumDoc value="2">Round up</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RoundingModulus_t">
<xs:annotation>
<xs:documentation>
For CIV - a float value indicating the value to which rounding is required.
i.e. 0 means round to a multiple of 0 units/shares; 0.5 means round to a multiple of 0.5 units/shares.
The default, if RoundingDirection (468) is specified without RoundingModulus, is to round to a whole unit/share.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RoundingModulus" ComponentType="Field" Tag="469"
Type="float"
AbbrName="RndMod"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="CountryOfIssue_t">
<xs:annotation>
<xs:documentation>
ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CountryOfIssue" ComponentType="Field" Tag="470"
Type="Country"
AbbrName="IssuCtry"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Country"/>
</xs:simpleType>
<xs:simpleType name="StateOrProvinceOfIssue_t">
<xs:annotation>
<xs:documentation>
A two-character state or province abbreviation.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StateOrProvinceOfIssue" ComponentType="Field" Tag="471"
Type="String"
AbbrName="StPrv"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="LocaleOfIssue_t">
<xs:annotation>
<xs:documentation>
Identifies the locale. For Municipal Security Issuers other than state or province. Refer to
http://www.atmos.albany.edu/cgi/stagrep-cgi
Reference the IATA city codes for values.
Note IATA (International Air Transport Association) maintains the codes at www.iata.org.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LocaleOfIssue" ComponentType="Field" Tag="472"
Type="String"
AbbrName="Lcl"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="MailingDtls_t">
<xs:annotation>
<xs:documentation>
Set of Correspondence address details, possibly including phone, fax, etc.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MailingDtls" ComponentType="Field" Tag="474" Type="String"
AbbrName="MailingDtls"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="InvestorCountryOfResidence_t">
<xs:annotation>
<xs:documentation>
The ISO 366 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="InvestorCountryOfResidence" ComponentType="Field"
Tag="475"
Type="Country"
AbbrName="InvestorCtryOfResidence"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Country"/>
</xs:simpleType>
<xs:simpleType name="PaymentRef_t">
<xs:annotation>
<xs:documentation>
"Settlement Payment Reference" - A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PaymentRef" ComponentType="Field" Tag="476" Type="String"
AbbrName="PmtRef"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--DistribPaymentMethod(477) defined in implementation file--><xs:simpleType name="DistribPaymentMethod_enum_t">
<xs:annotation>
<xs:documentation>
A code identifying the payment method for a (fractional) distribution.
13 through 998 are reserved for future use
Values above 1000 are available for use by private agreement among counterparties
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DistribPaymentMethod" ComponentType="Field" Tag="477"
Type="int"
AbbrName="DistribPmtMethod"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">CREST</fm:EnumDoc>
<fm:EnumDoc value="10">BPAY</fm:EnumDoc>
<fm:EnumDoc value="11">High Value Clearing System HVACS</fm:EnumDoc>
<fm:EnumDoc value="12">Reinvest In Fund</fm:EnumDoc>
<fm:EnumDoc value="2">NSCC</fm:EnumDoc>
<fm:EnumDoc value="3">Euroclear</fm:EnumDoc>
<fm:EnumDoc value="4">Clearstream</fm:EnumDoc>
<fm:EnumDoc value="5">Cheque</fm:EnumDoc>
<fm:EnumDoc value="6">Telegraphic Transfer</fm:EnumDoc>
<fm:EnumDoc value="7">Fed Wire</fm:EnumDoc>
<fm:EnumDoc value="8">Direct Credit (BECS, BACS)</fm:EnumDoc>
<fm:EnumDoc value="9">ACH Credit</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="CashDistribCurr_t">
<xs:annotation>
<xs:documentation>Specifies currency to be used for Cash Distributions see "Appendix 6-A Valid Currency Codes".</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CashDistribCurr" ComponentType="Field" Tag="478"
Type="Currency"
AbbrName="CshDistribCurr"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Currency"/>
</xs:simpleType>
<xs:simpleType name="CommCurrency_t">
<xs:annotation>
<xs:documentation>
Specifies currency to be use for Commission (12) if the Commission currency is different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes".
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CommCurrency" ComponentType="Field" Tag="479"
Type="Currency"
AbbrName="Ccy"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Currency"/>
</xs:simpleType>
<!--CancellationRights(480) defined in implementation file--><xs:simpleType name="CancellationRights_enum_t">
<xs:annotation>
<xs:documentation>
For CIV - A one character code identifying whether Cancellation rights/Cooling off period applies.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CancellationRights" ComponentType="Field" Tag="480"
Type="char"
AbbrName="CxllationRights"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="M">No - Waiver agreement</fm:EnumDoc>
<fm:EnumDoc value="N">No - Execution Only</fm:EnumDoc>
<fm:EnumDoc value="O">No - Institutional</fm:EnumDoc>
<fm:EnumDoc value="Y">Yes</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="M"/>
<xs:enumeration value="N"/>
<xs:enumeration value="O"/>
<xs:enumeration value="Y"/>
</xs:restriction>
</xs:simpleType>
<!--MoneyLaunderingStatus(481) defined in implementation file--><xs:simpleType name="MoneyLaunderingStatus_enum_t">
<xs:annotation>
<xs:documentation>A one character code identifying Money laundering status.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MoneyLaunderingStatus" ComponentType="Field" Tag="481"
Type="char"
AbbrName="MnyLaunderingStat"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Exempt - Below the Limit</fm:EnumDoc>
<fm:EnumDoc value="2">Exempt - Client Money Type exemption</fm:EnumDoc>
<fm:EnumDoc value="3">Exempt - Authorised Credit or financial institution</fm:EnumDoc>
<fm:EnumDoc value="N">Not Checked</fm:EnumDoc>
<fm:EnumDoc value="Y">Passed</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="N"/>
<xs:enumeration value="Y"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="MailingInst_t">
<xs:annotation>
<xs:documentation>
Free format text to specify mailing instruction requirements, e.g. "no third party mailings".
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MailingInst" ComponentType="Field" Tag="482" Type="String"
AbbrName="MailingInst"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="TransBkdTime_t">
<xs:annotation>
<xs:documentation>For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager.
For derivatives a date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU. Indicates the time at which the order was finalized between the buyer and seller prior to submission.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TransBkdTime" ComponentType="Field" Tag="483"
Type="UTCTimestamp"
AbbrName="TransBkdTm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<!--ExecPriceType(484) defined in implementation file--><xs:simpleType name="ExecPriceType_enum_t">
<xs:annotation>
<xs:documentation>
For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ExecPriceType" ComponentType="Field" Tag="484" Type="char"
AbbrName="ExecPxTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="B">Bid price</fm:EnumDoc>
<fm:EnumDoc value="C">Creation price</fm:EnumDoc>
<fm:EnumDoc value="D">Creation price plus adjustment percent</fm:EnumDoc>
<fm:EnumDoc value="E">Creation price plus adjustment amount</fm:EnumDoc>
<fm:EnumDoc value="O">Offer price</fm:EnumDoc>
<fm:EnumDoc value="P">Offer price minus adjustment percent</fm:EnumDoc>
<fm:EnumDoc value="Q">Offer price minus adjustment amount</fm:EnumDoc>
<fm:EnumDoc value="S">Single price</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="O"/>
<xs:enumeration value="P"/>
<xs:enumeration value="Q"/>
<xs:enumeration value="S"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ExecPriceAdjustment_t">
<xs:annotation>
<xs:documentation>
For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ExecPriceAdjustment" ComponentType="Field" Tag="485"
Type="float"
AbbrName="ExecPxAdjment"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="DateOfBirth_t">
<xs:annotation>
<xs:documentation>
The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DateOfBirth" ComponentType="Field" Tag="486"
Type="LocalMktDate"
AbbrName="DtOfBirth"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<!--TradeReportTransType(487) defined in implementation file--><xs:simpleType name="TradeReportTransType_enum_t">
<xs:annotation>
<xs:documentation>Identifies Trade Report message transaction type
(Prior to FIX 4.4 this field was of type char)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradeReportTransType" ComponentType="Field" Tag="487"
Type="int"
AbbrName="TransTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">New</fm:EnumDoc>
<fm:EnumDoc value="1">Cancel</fm:EnumDoc>
<fm:EnumDoc value="2">Replace</fm:EnumDoc>
<fm:EnumDoc value="3">Release</fm:EnumDoc>
<fm:EnumDoc value="4">Reverse</fm:EnumDoc>
<fm:EnumDoc value="5">Cancel Due To Back Out of Trade</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="CardHolderName_t">
<xs:annotation>
<xs:documentation>
The name of the payment card holder as specified on the card being used for payment.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CardHolderName" ComponentType="Field" Tag="488"
Type="String"
AbbrName="CardHolderName"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="CardNumber_t">
<xs:annotation>
<xs:documentation>
The number of the payment card as specified on the card being used for payment.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CardNumber" ComponentType="Field" Tag="489" Type="String"
AbbrName="CardNum"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="CardExpDate_t">
<xs:annotation>
<xs:documentation>
The expiry date of the payment card as specified on the card being used for payment.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CardExpDate" ComponentType="Field" Tag="490"
Type="LocalMktDate"
AbbrName="CardExpDt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="CardIssNum_t">
<xs:annotation>
<xs:documentation>
The issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CardIssNum" ComponentType="Field" Tag="491" Type="String"
AbbrName="CardIssNum"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--PaymentMethod(492) defined in implementation file--><xs:simpleType name="PaymentMethod_enum_t">
<xs:annotation>
<xs:documentation>
A code identifying the Settlement payment method. 16 through 998 are reserved for future use
Values above 1000 are available for use by private agreement among counterparties
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PaymentMethod" ComponentType="Field" Tag="492" Type="int"
AbbrName="PmtMethod"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">CREST</fm:EnumDoc>
<fm:EnumDoc value="10">Direct Credit (BECS)</fm:EnumDoc>
<fm:EnumDoc value="11">Credit Card</fm:EnumDoc>
<fm:EnumDoc value="12">ACH Debit</fm:EnumDoc>
<fm:EnumDoc value="13">ACH Credit</fm:EnumDoc>
<fm:EnumDoc value="14">BPAY</fm:EnumDoc>
<fm:EnumDoc value="15">High Value Clearing System (HVACS)</fm:EnumDoc>
<fm:EnumDoc value="2">NSCC</fm:EnumDoc>
<fm:EnumDoc value="3">Euroclear</fm:EnumDoc>
<fm:EnumDoc value="4">Clearstream</fm:EnumDoc>
<fm:EnumDoc value="5">Cheque</fm:EnumDoc>
<fm:EnumDoc value="6">Telegraphic Transfer</fm:EnumDoc>
<fm:EnumDoc value="7">Fed Wire</fm:EnumDoc>
<fm:EnumDoc value="8">Debit Card</fm:EnumDoc>
<fm:EnumDoc value="9">Direct Debit (BECS)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RegistAcctType_t">
<xs:annotation>
<xs:documentation>
For CIV - a fund manager-defined code identifying which of the fund manager's account types is required.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RegistAcctType" ComponentType="Field" Tag="493"
Type="String"
AbbrName="AcctTyp"
Category="RegistrationInstruction"
CategoryAbbrName="AcctTyp"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="Designation_t">
<xs:annotation>
<xs:documentation>
Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker's nominee or street name.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Designation" ComponentType="Field" Tag="494" Type="String"
AbbrName="Designation"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--TaxAdvantageType(495) defined in implementation file--><xs:simpleType name="TaxAdvantageType_enum_t">
<xs:annotation>
<xs:documentation>
For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held.
30 - 998 are reserved for future use by recognized taxation authorities
999=Other
values above 1000 are available for use by private agreement among counterparties
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TaxAdvantageType" ComponentType="Field" Tag="495"
Type="int"
AbbrName="TaxAdvantageTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">None/Not Applicable (default)</fm:EnumDoc>
<fm:EnumDoc value="1">Maxi ISA (UK)</fm:EnumDoc>
<fm:EnumDoc value="10">Employee - current year (US)</fm:EnumDoc>
<fm:EnumDoc value="11">Employer - prior year (US)</fm:EnumDoc>
<fm:EnumDoc value="12">Employer - current year (US)</fm:EnumDoc>
<fm:EnumDoc value="13">Non-fund prototype IRA (US)</fm:EnumDoc>
<fm:EnumDoc value="14">Non-fund qualified plan (US)</fm:EnumDoc>
<fm:EnumDoc value="15">Defined contribution plan (US)</fm:EnumDoc>
<fm:EnumDoc value="16">Individual Retirement Account (US)</fm:EnumDoc>
<fm:EnumDoc value="17">Individual Retirement Account - Rollover (US)</fm:EnumDoc>
<fm:EnumDoc value="18">KEOGH (US)</fm:EnumDoc>
<fm:EnumDoc value="19">Profit Sharing Plan (US)</fm:EnumDoc>
<fm:EnumDoc value="2">TESSA (UK)</fm:EnumDoc>
<fm:EnumDoc value="20">401(k) (US)</fm:EnumDoc>
<fm:EnumDoc value="21">Self-directed IRA (US)</fm:EnumDoc>
<fm:EnumDoc value="22">403(b) (US)</fm:EnumDoc>
<fm:EnumDoc value="23">457 (US)</fm:EnumDoc>
<fm:EnumDoc value="24">Roth IRA (Fund Prototype) (US)</fm:EnumDoc>
<fm:EnumDoc value="25">Roth IRA (Non-prototype) (US)</fm:EnumDoc>
<fm:EnumDoc value="26">Roth Conversion IRA (Fund Prototype) (US)</fm:EnumDoc>
<fm:EnumDoc value="27">Roth Conversion IRA (Non-prototype) (US)</fm:EnumDoc>
<fm:EnumDoc value="28">Education IRA (Fund Prototype) (US)</fm:EnumDoc>
<fm:EnumDoc value="29">Education IRA (Non-prototype) (US)</fm:EnumDoc>
<fm:EnumDoc value="3">Mini Cash ISA (UK)</fm:EnumDoc>
<fm:EnumDoc value="4">Mini Stocks And Shares ISA (UK)</fm:EnumDoc>
<fm:EnumDoc value="5">Mini Insurance ISA (UK)</fm:EnumDoc>
<fm:EnumDoc value="6">Current Year Payment (US)</fm:EnumDoc>
<fm:EnumDoc value="7">Prior Year Payment (US)</fm:EnumDoc>
<fm:EnumDoc value="8">Asset Transfer (US)</fm:EnumDoc>
<fm:EnumDoc value="9">Employee - prior year (US)</fm:EnumDoc>
<fm:EnumDoc value="999">Other</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="23"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="999"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RegistRejReasonText_t">
<xs:annotation>
<xs:documentation>
Text indicating reason(s) why a Registration Instruction has been rejected.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RegistRejReasonText" ComponentType="Field" Tag="496"
Type="String"
AbbrName="RejRsnTxt"
Category="RegistrationInstruction"
CategoryAbbrName="Dtls"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--FundRenewWaiv(497) defined in implementation file--><xs:simpleType name="FundRenewWaiv_enum_t">
<xs:annotation>
<xs:documentation>A one character code identifying whether the Fund based renewal commission is to be waived.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="FundRenewWaiv" ComponentType="Field" Tag="497" Type="char"
AbbrName="FundRenewWaiv"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="N">No</fm:EnumDoc>
<fm:EnumDoc value="Y">Yes</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="N"/>
<xs:enumeration value="Y"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="CashDistribAgentName_t">
<xs:annotation>
<xs:documentation>
Name of local agent bank if for cash distributions
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CashDistribAgentName" ComponentType="Field" Tag="498"
Type="String"
AbbrName="CshDistribAgentName"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="CashDistribAgentCode_t">
<xs:annotation>
<xs:documentation>
BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CashDistribAgentCode" ComponentType="Field" Tag="499"
Type="String"
AbbrName="CshDistribAgentCode"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="CashDistribAgentAcctNumber_t">
<xs:annotation>
<xs:documentation>
Account number at agent bank for distributions.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CashDistribAgentAcctNumber" ComponentType="Field"
Tag="500"
Type="String"
AbbrName="CshDistribAgentAcctNum"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="CashDistribPayRef_t">
<xs:annotation>
<xs:documentation>
Free format Payment reference to assist with reconciliation of distributions.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CashDistribPayRef" ComponentType="Field" Tag="501"
Type="String"
AbbrName="CshDistribPayRef"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="CashDistribAgentAcctName_t">
<xs:annotation>
<xs:documentation>
Name of account at agent bank for distributions.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CashDistribAgentAcctName" ComponentType="Field" Tag="502"
Type="String"
AbbrName="CshDistribAgentAcctName"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="CardStartDate_t">
<xs:annotation>
<xs:documentation>
The start date of the card as specified on the card being used for payment.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CardStartDate" ComponentType="Field" Tag="503"
Type="LocalMktDate"
AbbrName="CardStartDt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="PaymentDate_t">
<xs:annotation>
<xs:documentation>
The date written on a cheque or date payment should be submitted to the relevant clearing system.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PaymentDate" ComponentType="Field" Tag="504"
Type="LocalMktDate"
AbbrName="PmtDt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="PaymentRemitterID_t">
<xs:annotation>
<xs:documentation>
Identifies sender of a payment, e.g. the payment remitter or a customer reference number.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PaymentRemitterID" ComponentType="Field" Tag="505"
Type="String"
AbbrName="PmtRemtrID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--RegistStatus(506) defined in implementation file--><xs:simpleType name="RegistStatus_enum_t">
<xs:annotation>
<xs:documentation>
Registration status as returned by the broker or (for CIV) the fund manager:
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RegistStatus" ComponentType="Field" Tag="506" Type="char"
AbbrName="RegStat"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="A">Accepted</fm:EnumDoc>
<fm:EnumDoc value="H">Held</fm:EnumDoc>
<fm:EnumDoc value="N">Reminder - i.e. Registration Instructions are still outstanding</fm:EnumDoc>
<fm:EnumDoc value="R">Rejected</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="A"/>
<xs:enumeration value="H"/>
<xs:enumeration value="N"/>
<xs:enumeration value="R"/>
</xs:restriction>
</xs:simpleType>
<!--RegistRejReasonCode(507) defined in implementation file--><xs:simpleType name="RegistRejReasonCode_enum_t">
<xs:annotation>
<xs:documentation>
Reason(s) why Registration Instructions has been rejected.
The reason may be further amplified in the RegistRejReasonCode field.
Possible values of reason code include:
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RegistRejReasonCode" ComponentType="Field" Tag="507"
Type="int"
AbbrName="RejRsnCd"
Category="RegistrationInstruction"
CategoryAbbrName="RejRsnCd"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Invalid/unacceptable Account Type</fm:EnumDoc>
<fm:EnumDoc value="10">Invalid/unaceeptable Investor ID Source</fm:EnumDoc>
<fm:EnumDoc value="11">Invalid/unacceptable Date Of Birth</fm:EnumDoc>
<fm:EnumDoc value="12">Invalid/unacceptable Investor Country Of Residence</fm:EnumDoc>
<fm:EnumDoc value="13">Invalid/unacceptable No Distrib Instns</fm:EnumDoc>
<fm:EnumDoc value="14">Invalid/unacceptable Distrib Percentage</fm:EnumDoc>
<fm:EnumDoc value="15">Invalid/unacceptable Distrib Payment Method</fm:EnumDoc>
<fm:EnumDoc value="16">Invalid/unacceptable Cash Distrib Agent Acct Name</fm:EnumDoc>
<fm:EnumDoc value="17">Invalid/unacceptable Cash Distrib Agent Code</fm:EnumDoc>
<fm:EnumDoc value="18">Invalid/unacceptable Cash Distrib Agent Acct Num</fm:EnumDoc>
<fm:EnumDoc value="2">Invalid/unacceptable Tax Exempt Type</fm:EnumDoc>
<fm:EnumDoc value="3">Invalid/unacceptable Ownership Type</fm:EnumDoc>
<fm:EnumDoc value="4">Invalid/unacceptable No Reg Details</fm:EnumDoc>
<fm:EnumDoc value="5">Invalid/unacceptable Reg Seq No</fm:EnumDoc>
<fm:EnumDoc value="6">Invalid/unacceptable Reg Details</fm:EnumDoc>
<fm:EnumDoc value="7">Invalid/unacceptable Mailing Details</fm:EnumDoc>
<fm:EnumDoc value="8">Invalid/unacceptable Mailing Instructions</fm:EnumDoc>
<fm:EnumDoc value="9">Invalid/unacceptable Investor ID</fm:EnumDoc>
<fm:EnumDoc value="99">Other</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="99"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RegistRefID_t">
<xs:annotation>
<xs:documentation>
Reference identifier for the RegistID (53) with Cancel and Replace RegistTransType (54) transaction types.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RegistRefID" ComponentType="Field" Tag="508" Type="String"
AbbrName="RefID"
Category="RegistrationInstruction"
CategoryAbbrName="RefID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="RegistDtls_t">
<xs:annotation>
<xs:documentation>
Set of Registration name and address details, possibly including phone, fax etc.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RegistDtls" ComponentType="Field" Tag="509" Type="String"
AbbrName="Dtls"
Category="RegistrationInstruction"
CategoryAbbrName="RejRsnTxt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="RegistEmail_t">
<xs:annotation>
<xs:documentation>
Email address relating to Registration name and address details
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RegistEmail" ComponentType="Field" Tag="511" Type="String"
AbbrName="Email"
Category="RegistrationInstruction"
CategoryAbbrName="Email"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="DistribPercentage_t">
<xs:annotation>
<xs:documentation>
The amount of each distribution to go to this beneficiary, expressed as a percentage
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DistribPercentage" ComponentType="Field" Tag="512"
Type="Percentage"
AbbrName="DistribPctage"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="RegistID_t">
<xs:annotation>
<xs:documentation>
Unique identifier of the registration details as assigned by institution or intermediary.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RegistID" ComponentType="Field" Tag="513" Type="String"
AbbrName="RegistID"
Category="RegistrationInstruction"
CategoryAbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--RegistTransType(514) defined in implementation file--><xs:simpleType name="RegistTransType_enum_t">
<xs:annotation>
<xs:documentation>Identifies Registration Instructions transaction type
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RegistTransType" ComponentType="Field" Tag="514"
Type="char"
AbbrName="TransTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">New</fm:EnumDoc>
<fm:EnumDoc value="1">Replace</fm:EnumDoc>
<fm:EnumDoc value="2">Cancel</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ExecValuationPoint_t">
<xs:annotation>
<xs:documentation>
For CIV - a date and time stamp to indicate the fund valuation point with respect to which a order was priced by the fund manager.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ExecValuationPoint" ComponentType="Field" Tag="515"
Type="UTCTimestamp"
AbbrName="ExecValuationPoint"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<xs:simpleType name="OrderPercent_t">
<xs:annotation>
<xs:documentation>
For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investor's total holding to be sold. For a CIV switch/exchange it specifies percentage of investor's cash realised from sales to be re-invested. The executing broker, intermediary or fund manager is responsible for converting and calculating OrderQty (38) in shares/units for subsequent messages.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrderPercent" ComponentType="Field" Tag="516"
Type="Percentage"
AbbrName="Pct"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<!--OwnershipType(517) defined in implementation file--><xs:simpleType name="OwnershipType_enum_t">
<xs:annotation>
<xs:documentation>The relationship between Registration parties.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OwnershipType" ComponentType="Field" Tag="517" Type="char"
AbbrName="OwnershipTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="2">Joint Trustees</fm:EnumDoc>
<fm:EnumDoc value="J">Joint Investors</fm:EnumDoc>
<fm:EnumDoc value="T">Tenants in Common</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="2"/>
<xs:enumeration value="J"/>
<xs:enumeration value="T"/>
</xs:restriction>
</xs:simpleType>
<!--ContAmtType(519) defined in implementation file--><xs:simpleType name="ContAmtType_enum_t">
<xs:annotation>
<xs:documentation>
Type of ContAmtValue (520).
NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3.
For UK valid values include:
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ContAmtType" ComponentType="Field" Tag="519" Type="int"
AbbrName="ContAmtTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Commission amount (actual)</fm:EnumDoc>
<fm:EnumDoc value="10">Exit Charge Percent</fm:EnumDoc>
<fm:EnumDoc value="11">Fund-Based Renewal Commission Percent (a.k.a. Trail commission)</fm:EnumDoc>
<fm:EnumDoc value="12">Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value)</fm:EnumDoc>
<fm:EnumDoc value="13">Fund-Based Renewal Commission Amount (based on Order value)</fm:EnumDoc>
<fm:EnumDoc value="14">Fund-Based Renewal Commission Amount (based on Projected Fund value)</fm:EnumDoc>
<fm:EnumDoc value="15">Net Settlement Amount</fm:EnumDoc>
<fm:EnumDoc value="2">Commission percent (actual)</fm:EnumDoc>
<fm:EnumDoc value="3">Initial Charge Amount</fm:EnumDoc>
<fm:EnumDoc value="4">Initial Charge Percent</fm:EnumDoc>
<fm:EnumDoc value="5">Discount Amount</fm:EnumDoc>
<fm:EnumDoc value="6">Discount Percent</fm:EnumDoc>
<fm:EnumDoc value="7">Dilution Levy Amount</fm:EnumDoc>
<fm:EnumDoc value="8">Dilution Levy Percent</fm:EnumDoc>
<fm:EnumDoc value="9">Exit Charge Amount</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ContAmtValue_t">
<xs:annotation>
<xs:documentation>
Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519).
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ContAmtValue" ComponentType="Field" Tag="520" Type="float"
AbbrName="ContAmtValu"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="ContAmtCurr_t">
<xs:annotation>
<xs:documentation>
Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes".
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ContAmtCurr" ComponentType="Field" Tag="521"
Type="Currency"
AbbrName="ContAmtCurr"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Currency"/>
</xs:simpleType>
<!--OwnerType(522) defined in implementation file--><xs:simpleType name="OwnerType_enum_t">
<xs:annotation>
<xs:documentation>Identifies the type of owner.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OwnerType" ComponentType="Field" Tag="522" Type="int"
AbbrName="OwnerTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Individual Investor</fm:EnumDoc>
<fm:EnumDoc value="10">Networking Sub-account</fm:EnumDoc>
<fm:EnumDoc value="11">Non-profit organization</fm:EnumDoc>
<fm:EnumDoc value="12">Corporate Body</fm:EnumDoc>
<fm:EnumDoc value="13">Nominee</fm:EnumDoc>
<fm:EnumDoc value="2">Public Company</fm:EnumDoc>
<fm:EnumDoc value="3">Private Company</fm:EnumDoc>
<fm:EnumDoc value="4">Individual Trustee</fm:EnumDoc>
<fm:EnumDoc value="5">Company Trustee</fm:EnumDoc>
<fm:EnumDoc value="6">Pension Plan</fm:EnumDoc>
<fm:EnumDoc value="7">Custodian Under Gifts to Minors Act</fm:EnumDoc>
<fm:EnumDoc value="8">Trusts</fm:EnumDoc>
<fm:EnumDoc value="9">Fiduciaries</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="PartySubID_t">
<xs:annotation>
<xs:documentation>
Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PartySubID" ComponentType="Field" Tag="523" Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="NestedPartyID_t">
<xs:annotation>
<xs:documentation>
PartyID value within a nested repeating group.
Same values as PartyID (448)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NestedPartyID" ComponentType="Field" Tag="524"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--NestedPartyIDSource(525) defined in implementation file--><xs:simpleType name="NestedPartyIDSource_enum_t">
<xs:annotation>
<xs:documentation>
PartyIDSource value within a nested repeating group.
Same values as PartyIDSource (447)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NestedPartyIDSource" ComponentType="Field" Tag="525"
Type="char"
UsesEnumsFromTag="447"
AbbrName="Src"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Korean Investor ID</fm:EnumDoc>
<fm:EnumDoc value="2">Taiwanese Qualified Foreign Investor ID QFII/FID</fm:EnumDoc>
<fm:EnumDoc value="3">Taiwanese Trading Acct</fm:EnumDoc>
<fm:EnumDoc value="4">Malaysian Central Depository (MCD) number</fm:EnumDoc>
<fm:EnumDoc value="5">Chinese Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">UK National Insurance or Pension Number</fm:EnumDoc>
<fm:EnumDoc value="7">US Social Security Number</fm:EnumDoc>
<fm:EnumDoc value="8">US Employer or Tax ID Number</fm:EnumDoc>
<fm:EnumDoc value="9">Australian Business Number</fm:EnumDoc>
<fm:EnumDoc value="A">Australian Tax File Number</fm:EnumDoc>
<fm:EnumDoc value="B">BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")</fm:EnumDoc>
<fm:EnumDoc value="C">Generally accepted market participant identifier (e.g. NASD mnemonic)</fm:EnumDoc>
<fm:EnumDoc value="D">Proprietary / Custom code</fm:EnumDoc>
<fm:EnumDoc value="E">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="F">Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)</fm:EnumDoc>
<fm:EnumDoc value="G">MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")</fm:EnumDoc>
<fm:EnumDoc value="H">CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)</fm:EnumDoc>
<fm:EnumDoc value="I">Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="SecondaryClOrdID_t">
<xs:annotation>
<xs:documentation>
Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecondaryClOrdID" ComponentType="Field" Tag="526"
Type="String"
AbbrName="ClOrdID2"
Category="SingleGeneralOrderHandling"
CategoryAbbrName="ID2"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="SecondaryExecID_t">
<xs:annotation>
<xs:documentation>
Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecondaryExecID" ComponentType="Field" Tag="527"
Type="String"
AbbrName="ExecID2"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--OrderCapacity(528) defined in implementation file--><xs:simpleType name="OrderCapacity_enum_t">
<xs:annotation>
<xs:documentation>Designates the capacity of the firm placing the order.
(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)
(see Volume : "Glossary" for value definitions)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrderCapacity" ComponentType="Field" Tag="528" Type="char"
AbbrName="Cpcty"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="A">Agency</fm:EnumDoc>
<fm:EnumDoc value="G">Proprietary</fm:EnumDoc>
<fm:EnumDoc value="I">Individual</fm:EnumDoc>
<fm:EnumDoc value="P">Principal (Note for CMS purposes, "Principal" includes "Proprietary")</fm:EnumDoc>
<fm:EnumDoc value="R">Riskless Principal</fm:EnumDoc>
<fm:EnumDoc value="W">Agent for Other Member</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="A"/>
<xs:enumeration value="G"/>
<xs:enumeration value="I"/>
<xs:enumeration value="P"/>
<xs:enumeration value="R"/>
<xs:enumeration value="W"/>
</xs:restriction>
</xs:simpleType>
<!--OrderRestrictions(529) defined in implementation file--><xs:simpleType name="OrderRestrictions_enum_t">
<xs:annotation>
<xs:documentation>Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrderRestrictions" ComponentType="Field" Tag="529"
Type="MultipleCharValue"
AbbrName="Rstctions"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Program Trade</fm:EnumDoc>
<fm:EnumDoc value="2">Index Arbitrage</fm:EnumDoc>
<fm:EnumDoc value="3">Non-Index Arbitrage</fm:EnumDoc>
<fm:EnumDoc value="4">Competing Market Maker</fm:EnumDoc>
<fm:EnumDoc value="5">Acting as Market Maker or Specialist in the security</fm:EnumDoc>
<fm:EnumDoc value="6">Acting as Market Maker or Specialist in the underlying security of a derivative security</fm:EnumDoc>
<fm:EnumDoc value="7">Foreign Entity (of foreign government or regulatory jurisdiction)</fm:EnumDoc>
<fm:EnumDoc value="8">External Market Participant</fm:EnumDoc>
<fm:EnumDoc value="9">External Inter-connected Market Linkage</fm:EnumDoc>
<fm:EnumDoc value="A">Riskless Arbitrage</fm:EnumDoc>
<fm:EnumDoc value="B">Issuer Holding</fm:EnumDoc>
<fm:EnumDoc value="C">Issue Price Stabilization</fm:EnumDoc>
<fm:EnumDoc value="D">Non-algorithmic</fm:EnumDoc>
<fm:EnumDoc value="E">Algorithmic</fm:EnumDoc>
<fm:EnumDoc value="F">Cross</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="MultipleCharValue">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
</xs:restriction>
</xs:simpleType>
<!--MassCancelRequestType(530) defined in implementation file--><xs:simpleType name="MassCancelRequestType_enum_t">
<xs:annotation>
<xs:documentation>Specifies scope of Order Mass Cancel Request.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MassCancelRequestType" ComponentType="Field" Tag="530"
Type="char"
AbbrName="MassCxlReqTyp"
Category="OrderMassHandling"
CategoryAbbrName="ReqTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Cancel orders for a security</fm:EnumDoc>
<fm:EnumDoc value="2">Cancel orders for an underlying security</fm:EnumDoc>
<fm:EnumDoc value="3">Cancel orders for a Product</fm:EnumDoc>
<fm:EnumDoc value="4">Cancel orders for a CFICode</fm:EnumDoc>
<fm:EnumDoc value="5">Cancel orders for a SecurityType</fm:EnumDoc>
<fm:EnumDoc value="6">Cancel orders for a trading session</fm:EnumDoc>
<fm:EnumDoc value="7">Cancel all orders</fm:EnumDoc>
<fm:EnumDoc value="8">Cancel orders for a market</fm:EnumDoc>
<fm:EnumDoc value="9">Cancel orders for a market segment</fm:EnumDoc>
<fm:EnumDoc value="A">Cancel orders for a security group</fm:EnumDoc>
<fm:EnumDoc value="B">Cancel for Security Issuer</fm:EnumDoc>
<fm:EnumDoc value="C">Cancel for Issuer of Underlying Security</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
</xs:restriction>
</xs:simpleType>
<!--MassCancelResponse(531) defined in implementation file--><xs:simpleType name="MassCancelResponse_enum_t">
<xs:annotation>
<xs:documentation>Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MassCancelResponse" ComponentType="Field" Tag="531"
Type="char"
AbbrName="MassCxlRsp"
Category="OrderMassHandling"
CategoryAbbrName="Rsp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Cancel Request Rejected - See MassCancelRejectReason (532)</fm:EnumDoc>
<fm:EnumDoc value="1">Cancel orders for a security</fm:EnumDoc>
<fm:EnumDoc value="2">Cancel orders for an Underlying Security</fm:EnumDoc>
<fm:EnumDoc value="3">Cancel orders for a Product</fm:EnumDoc>
<fm:EnumDoc value="4">Cancel orders for a CFICode</fm:EnumDoc>
<fm:EnumDoc value="5">Cancel orders for a SecurityType</fm:EnumDoc>
<fm:EnumDoc value="6">Cancel orders for a trading session</fm:EnumDoc>
<fm:EnumDoc value="7">Cancel All Orders</fm:EnumDoc>
<fm:EnumDoc value="8">Cancel orders for a market</fm:EnumDoc>
<fm:EnumDoc value="9">Cancel orders for a market segment</fm:EnumDoc>
<fm:EnumDoc value="A">Cancel orders for a security group</fm:EnumDoc>
<fm:EnumDoc value="B">Cancel Orders for a Securities Issuer</fm:EnumDoc>
<fm:EnumDoc value="C">Cancel Orders for Issuer of Underlying Security</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
</xs:restriction>
</xs:simpleType>
<!--MassCancelRejectReason(532) defined in implementation file--><xs:simpleType name="MassCancelRejectReason_enum_t">
<xs:annotation>
<xs:documentation>Reason Order Mass Cancel Request was rejected</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MassCancelRejectReason" ComponentType="Field" Tag="532"
Type="int"
AbbrName="MassCxlRejRsn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Mass Cancel Not Supported</fm:EnumDoc>
<fm:EnumDoc value="1">Invalid or Unknown Security</fm:EnumDoc>
<fm:EnumDoc value="2">Invalid or Unkown Underlying security</fm:EnumDoc>
<fm:EnumDoc value="3">Invalid or Unknown Product</fm:EnumDoc>
<fm:EnumDoc value="4">Invalid or Unknown CFICode</fm:EnumDoc>
<fm:EnumDoc value="5">Invalid or Unknown SecurityType</fm:EnumDoc>
<fm:EnumDoc value="6">Invalid or Unknown Trading Session</fm:EnumDoc>
<fm:EnumDoc value="99">Other</fm:EnumDoc>
<fm:EnumDoc value="7">Invalid or unknown Market</fm:EnumDoc>
<fm:EnumDoc value="8">Invalid or unkown Market Segment</fm:EnumDoc>
<fm:EnumDoc value="9">Invalid or unknown Security Group</fm:EnumDoc>
<fm:EnumDoc value="10">Invalid or unknown Security Issuer</fm:EnumDoc>
<fm:EnumDoc value="11">Invalid or unknown Issuer of Underlying Security</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="99"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="TotalAffectedOrders_t">
<xs:annotation>
<xs:documentation>Total number of orders affected by either the OrderMassActionRequest(MsgType=CA) or OrderMassCancelRequest(MsgType=Q).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TotalAffectedOrders" ComponentType="Field" Tag="533"
Type="int"
AbbrName="TotAffctdOrds"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="AffectedOrderID_t">
<xs:annotation>
<xs:documentation>
OrderID (37) of an order affected by a mass cancel request.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AffectedOrderID" ComponentType="Field" Tag="535"
Type="String"
AbbrName="AffctdOrdID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="AffectedSecondaryOrderID_t">
<xs:annotation>
<xs:documentation>
SecondaryOrderID (198) of an order affected by a mass cancel request.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AffectedSecondaryOrderID" ComponentType="Field" Tag="536"
Type="String"
AbbrName="AffctdScndOrdID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--QuoteType(537) defined in implementation file--><xs:simpleType name="QuoteType_enum_t">
<xs:annotation>
<xs:documentation>Identifies the type of quote.
An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade.
A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market.
A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order.
A counter quote is used in the negotiation model. See Volume 7 - Product: Fixed Income for example usage.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="QuoteType" ComponentType="Field" Tag="537" Type="int"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Indicative</fm:EnumDoc>
<fm:EnumDoc value="1">Tradeable</fm:EnumDoc>
<fm:EnumDoc value="2">Restricted Tradeable</fm:EnumDoc>
<fm:EnumDoc value="3">Counter (tradeable)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<!--NestedPartyRole(538) defined in implementation file--><xs:simpleType name="NestedPartyRole_enum_t">
<xs:annotation>
<xs:documentation>
PartyRole value within a nested repeating group.
Same values as PartyRole (452)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NestedPartyRole" ComponentType="Field" Tag="538"
Type="int"
UsesEnumsFromTag="452"
AbbrName="R"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Executing Firm (formerly FIX 4.2 ExecBroker)</fm:EnumDoc>
<fm:EnumDoc value="10">Settlement Location (formerly FIX 4.2 SettlLocation)</fm:EnumDoc>
<fm:EnumDoc value="11">Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)</fm:EnumDoc>
<fm:EnumDoc value="12">Executing Trader (associated with Executing Firm - actually executes)</fm:EnumDoc>
<fm:EnumDoc value="13">Order Origination Firm (e.g. buy-side firm)</fm:EnumDoc>
<fm:EnumDoc value="14">Giveup Clearing Firm (firm to which trade is given up)</fm:EnumDoc>
<fm:EnumDoc value="15">Correspondant Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="16">Executing System</fm:EnumDoc>
<fm:EnumDoc value="17">Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="18">Contra Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="19">Sponsoring Firm</fm:EnumDoc>
<fm:EnumDoc value="2">Broker of Credit (formerly FIX 4.2 BrokerOfCredit)</fm:EnumDoc>
<fm:EnumDoc value="20">Underlying Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="21">Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="22">Exchange</fm:EnumDoc>
<fm:EnumDoc value="24">Customer Account</fm:EnumDoc>
<fm:EnumDoc value="25">Correspondent Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="26">Correspondent Broker</fm:EnumDoc>
<fm:EnumDoc value="27">Buyer/Seller (Receiver/Deliverer)</fm:EnumDoc>
<fm:EnumDoc value="28">Custodian</fm:EnumDoc>
<fm:EnumDoc value="29">Intermediary</fm:EnumDoc>
<fm:EnumDoc value="3">Client ID (formerly FIX 4.2 ClientID)</fm:EnumDoc>
<fm:EnumDoc value="30">Agent</fm:EnumDoc>
<fm:EnumDoc value="31">Sub-custodian</fm:EnumDoc>
<fm:EnumDoc value="32">Beneficiary</fm:EnumDoc>
<fm:EnumDoc value="33">Interested party</fm:EnumDoc>
<fm:EnumDoc value="34">Regulatory body</fm:EnumDoc>
<fm:EnumDoc value="35">Liquidity provider</fm:EnumDoc>
<fm:EnumDoc value="36">Entering trader</fm:EnumDoc>
<fm:EnumDoc value="37">Contra trader</fm:EnumDoc>
<fm:EnumDoc value="38">Position account</fm:EnumDoc>
<fm:EnumDoc value="4">Clearing Firm (formerly FIX 4.2 ClearingFirm)</fm:EnumDoc>
<fm:EnumDoc value="5">Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">Introducing Firm</fm:EnumDoc>
<fm:EnumDoc value="7">Entering Firm</fm:EnumDoc>
<fm:EnumDoc value="8">Locate / Lending Firm (for short-sales)</fm:EnumDoc>
<fm:EnumDoc value="9">Fund Manager Client ID (for CIV)</fm:EnumDoc>
<fm:EnumDoc value="60">Introducing Broker</fm:EnumDoc>
<fm:EnumDoc value="41">Contra Position Account</fm:EnumDoc>
<fm:EnumDoc value="42">Contra Exchange</fm:EnumDoc>
<fm:EnumDoc value="43">Internal Carry Account</fm:EnumDoc>
<fm:EnumDoc value="44">Order Entry Operator ID</fm:EnumDoc>
<fm:EnumDoc value="45">Secondary Account Number</fm:EnumDoc>
<fm:EnumDoc value="46">Foreign Firm</fm:EnumDoc>
<fm:EnumDoc value="47">Third Party Allocation Firm</fm:EnumDoc>
<fm:EnumDoc value="48">Claiming Account</fm:EnumDoc>
<fm:EnumDoc value="49">Asset Manager</fm:EnumDoc>
<fm:EnumDoc value="50">Pledgor Account</fm:EnumDoc>
<fm:EnumDoc value="51">Pledgee Account</fm:EnumDoc>
<fm:EnumDoc value="52">Large Trader Reportable Account</fm:EnumDoc>
<fm:EnumDoc value="53">Trader mnemonic</fm:EnumDoc>
<fm:EnumDoc value="54">Sender Location</fm:EnumDoc>
<fm:EnumDoc value="55">Session ID</fm:EnumDoc>
<fm:EnumDoc value="56">Acceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="57">Unacceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="58">Entering Unit</fm:EnumDoc>
<fm:EnumDoc value="59">Executing Unit</fm:EnumDoc>
<fm:EnumDoc value="39">Contra Investor ID</fm:EnumDoc>
<fm:EnumDoc value="40">Transfer to Firm</fm:EnumDoc>
<fm:EnumDoc value="61">Quote originator</fm:EnumDoc>
<fm:EnumDoc value="62">Report originator</fm:EnumDoc>
<fm:EnumDoc value="63">Systematic internaliser (SI)</fm:EnumDoc>
<fm:EnumDoc value="64">Multilateral Trading Facility (MTF)</fm:EnumDoc>
<fm:EnumDoc value="65">Regulated Market (RM)</fm:EnumDoc>
<fm:EnumDoc value="66">Market Maker</fm:EnumDoc>
<fm:EnumDoc value="67">Investment Firm</fm:EnumDoc>
<fm:EnumDoc value="68">Host Competent Authority (Host CA)</fm:EnumDoc>
<fm:EnumDoc value="69">Home Competent Authority (Home CA)</fm:EnumDoc>
<fm:EnumDoc value="70">Competent Authority of the most relevant market in terms of liquidity (CAL)</fm:EnumDoc>
<fm:EnumDoc value="71">Competent Authority of the Transaction (Execution) Venue (CATV) </fm:EnumDoc>
<fm:EnumDoc value="72">Reporting intermediary (medium/vendor via which report has been published)</fm:EnumDoc>
<fm:EnumDoc value="73">Execution Venue</fm:EnumDoc>
<fm:EnumDoc value="74">Market data entry originator</fm:EnumDoc>
<fm:EnumDoc value="75">Location ID</fm:EnumDoc>
<fm:EnumDoc value="76">Desk ID</fm:EnumDoc>
<fm:EnumDoc value="77">Market data market</fm:EnumDoc>
<fm:EnumDoc value="78">Allocation Entity</fm:EnumDoc>
<fm:EnumDoc value="79">Prime Broker providing General Trade Services</fm:EnumDoc>
<fm:EnumDoc value="80">Step-Out Firm (Prime Broker)</fm:EnumDoc>
<fm:EnumDoc value="81">BrokerClearingID</fm:EnumDoc>
<fm:EnumDoc value="82">Central Registration Depository (CRD)</fm:EnumDoc>
<fm:EnumDoc value="83">Clearing Account</fm:EnumDoc>
<fm:EnumDoc value="84">Acceptable Settling Counterparty</fm:EnumDoc>
<fm:EnumDoc value="85">Unacceptable Settling Counterparty</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="3"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
<xs:enumeration value="34"/>
<xs:enumeration value="35"/>
<xs:enumeration value="36"/>
<xs:enumeration value="37"/>
<xs:enumeration value="38"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="60"/>
<xs:enumeration value="41"/>
<xs:enumeration value="42"/>
<xs:enumeration value="43"/>
<xs:enumeration value="44"/>
<xs:enumeration value="45"/>
<xs:enumeration value="46"/>
<xs:enumeration value="47"/>
<xs:enumeration value="48"/>
<xs:enumeration value="49"/>
<xs:enumeration value="50"/>
<xs:enumeration value="51"/>
<xs:enumeration value="52"/>
<xs:enumeration value="53"/>
<xs:enumeration value="54"/>
<xs:enumeration value="55"/>
<xs:enumeration value="56"/>
<xs:enumeration value="57"/>
<xs:enumeration value="58"/>
<xs:enumeration value="59"/>
<xs:enumeration value="39"/>
<xs:enumeration value="40"/>
<xs:enumeration value="61"/>
<xs:enumeration value="62"/>
<xs:enumeration value="63"/>
<xs:enumeration value="64"/>
<xs:enumeration value="65"/>
<xs:enumeration value="66"/>
<xs:enumeration value="67"/>
<xs:enumeration value="68"/>
<xs:enumeration value="69"/>
<xs:enumeration value="70"/>
<xs:enumeration value="71"/>
<xs:enumeration value="72"/>
<xs:enumeration value="73"/>
<xs:enumeration value="74"/>
<xs:enumeration value="75"/>
<xs:enumeration value="76"/>
<xs:enumeration value="77"/>
<xs:enumeration value="78"/>
<xs:enumeration value="79"/>
<xs:enumeration value="80"/>
<xs:enumeration value="81"/>
<xs:enumeration value="82"/>
<xs:enumeration value="83"/>
<xs:enumeration value="84"/>
<xs:enumeration value="85"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="TotalAccruedInterestAmt_t">
<xs:annotation>
<xs:documentation>Total Amount of Accrued Interest for convertible bonds and fixed income</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TotalAccruedInterestAmt" ComponentType="Field" Tag="540"
Type="Amt"
AbbrName="TotAcrdIntAmt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="MaturityDate_t">
<xs:annotation>
<xs:documentation>
Date of maturity.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MaturityDate" ComponentType="Field" Tag="541"
Type="LocalMktDate"
AbbrName="MatDt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingMaturityDate_t">
<xs:annotation>
<xs:documentation>
Underlying security's maturity date.
See MaturityDate (541) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingMaturityDate" ComponentType="Field" Tag="542"
Type="LocalMktDate"
AbbrName="Mat"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="InstrRegistry_t">
<xs:annotation>
<xs:documentation>Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, or the value "ZZ" to specify physical ownership of the security (e.g. stock certificate).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="InstrRegistry" ComponentType="Field" Tag="543"
Type="String"
AbbrName="Rgstry"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--CashMargin(544) defined in implementation file--><xs:simpleType name="CashMargin_enum_t">
<xs:annotation>
<xs:documentation>Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CashMargin" ComponentType="Field" Tag="544" Type="char"
AbbrName="CshMgn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Cash</fm:EnumDoc>
<fm:EnumDoc value="2">Margin Open</fm:EnumDoc>
<fm:EnumDoc value="3">Margin Close</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="NestedPartySubID_t">
<xs:annotation>
<xs:documentation>
PartySubID value within a nested repeating group.
Same values as PartySubID (523)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NestedPartySubID" ComponentType="Field" Tag="545"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--Scope(546) defined in implementation file--><xs:simpleType name="Scope_enum_t">
<xs:annotation>
<xs:documentation>Specifies the market scope of the market data.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Scope" ComponentType="Field" Tag="546"
Type="MultipleCharValue"
AbbrName="Scope"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Local Market (Exchange, ECN, ATS)</fm:EnumDoc>
<fm:EnumDoc value="2">National</fm:EnumDoc>
<fm:EnumDoc value="3">Global</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="MultipleCharValue">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<!--MDImplicitDelete(547) defined in implementation file--><xs:simpleType name="MDImplicitDelete_enum_t">
<xs:annotation>
<xs:documentation>Defines how a server handles distribution of a truncated book. Defaults to broker option.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDImplicitDelete" ComponentType="Field" Tag="547"
Type="Boolean"
AbbrName="ImplctDel"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="N">Server must send an explicit delete for bids or offers falling outside the requested MarketDepth of the request</fm:EnumDoc>
<fm:EnumDoc value="Y">Client has responsibility for implicitly deleting bids or offers falling outside the MarketDepth of the request</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean">
<xs:enumeration value="N"/>
<xs:enumeration value="Y"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="CrossID_t">
<xs:annotation>
<xs:documentation>
Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CrossID" ComponentType="Field" Tag="548" Type="String"
AbbrName="CrssID"
Category="CrossOrders"
CategoryAbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--CrossType(549) defined in implementation file--><xs:simpleType name="CrossType_enum_t">
<xs:annotation>
<xs:documentation>Type of cross being submitted to a market</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CrossType" ComponentType="Field" Tag="549" Type="int"
AbbrName="CrssTyp"
Category="CrossOrders"
CategoryAbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Cross AON - cross trade which is executed completely or not. Both sides are treated in the same manner. This is equivalent to an "All or None".</fm:EnumDoc>
<fm:EnumDoc value="2">Cross IOC - cross trade which is executed partially and the rest is cancelled. One side is fully executed, the other side is partially executed with the remainder being cancelled. This is equivalent to an IOC on the other side. Note: CrossPrioritization(550) field may be used to indicate which side should fully execute in this scenario.</fm:EnumDoc>
<fm:EnumDoc value="3">Cross One Side - cross trade which is partially executed with the unfilled portions remaining active. One side of the cross is fully executed (as denoted by the CrossPrioritization (550) field), but the unfilled portion remains active.</fm:EnumDoc>
<fm:EnumDoc value="4">Cross Same Price - cross trade is executed with existing orders with the same price. In this case other orders exist with the same price, the quantity of the Cross is executed against the existing orders and quotes, the remainder of the cross is executed against the other side of the cross. The two sides potentially have different quantities.</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<!--CrossPrioritization(550) defined in implementation file--><xs:simpleType name="CrossPrioritization_enum_t">
<xs:annotation>
<xs:documentation>
Indicates if one side or the other of a cross order should be prioritized.
The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets - prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected).
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CrossPrioritization" ComponentType="Field" Tag="550"
Type="int"
AbbrName="CrssPriortstn"
Category="CrossOrders"
CategoryAbbrName="Priorty"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">None</fm:EnumDoc>
<fm:EnumDoc value="1">Buy side is prioritized</fm:EnumDoc>
<fm:EnumDoc value="2">Sell side is prioritized</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="OrigCrossID_t">
<xs:annotation>
<xs:documentation>
CrossID of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Cancel and Cross Cancel/Replace Requests.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrigCrossID" ComponentType="Field" Tag="551" Type="String"
AbbrName="OrigCrssID"
Category="CrossOrders"
CategoryAbbrName="OrigID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="Username_t">
<xs:annotation>
<xs:documentation>
Userid or username.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Username" ComponentType="Field" Tag="553" Type="String"
AbbrName="Username"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="Password_t">
<xs:annotation>
<xs:documentation>
Password or passphrase.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Password" ComponentType="Field" Tag="554" Type="String"
AbbrName="Password"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="LegCurrency_t">
<xs:annotation>
<xs:documentation>
Currency associated with a particular Leg's quantity
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegCurrency" ComponentType="Field" Tag="556"
Type="Currency"
AbbrName="Ccy"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Currency"/>
</xs:simpleType>
<xs:simpleType name="TotNoSecurityTypes_t">
<xs:annotation>
<xs:documentation>Used to support fragmentation. Indicates total number of security types when multiple Security Type messages are used to return results.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TotNoSecurityTypes" ComponentType="Field" Tag="557"
Type="int"
AbbrName="TotNoSecTyps"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<!--SecurityListRequestType(559) defined in implementation file--><xs:simpleType name="SecurityListRequestType_enum_t">
<xs:annotation>
<xs:documentation>Identifies the type/criteria of Security List Request</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecurityListRequestType" ComponentType="Field" Tag="559"
Type="int"
AbbrName="ListReqTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Symbol</fm:EnumDoc>
<fm:EnumDoc value="1">SecurityType and/or CFICode</fm:EnumDoc>
<fm:EnumDoc value="2">Product</fm:EnumDoc>
<fm:EnumDoc value="3">TradingSessionID</fm:EnumDoc>
<fm:EnumDoc value="4">All Securities</fm:EnumDoc>
<fm:EnumDoc value="5">MarketID or MarketID + MarketSegmentID</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
</xs:restriction>
</xs:simpleType>
<!--SecurityRequestResult(560) defined in implementation file--><xs:simpleType name="SecurityRequestResult_enum_t">
<xs:annotation>
<xs:documentation>The results returned to a Security Request message</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecurityRequestResult" ComponentType="Field" Tag="560"
Type="int"
AbbrName="ReqRslt"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Valid request</fm:EnumDoc>
<fm:EnumDoc value="1">Invalid or unsupported request</fm:EnumDoc>
<fm:EnumDoc value="2">No instruments found that match selection criteria</fm:EnumDoc>
<fm:EnumDoc value="3">Not authorized to retrieve instrument data</fm:EnumDoc>
<fm:EnumDoc value="4">Instrument data temporarily unavailable</fm:EnumDoc>
<fm:EnumDoc value="5">Request for instrument data not supported</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RoundLot_t">
<xs:annotation>
<xs:documentation>
The trading lot size of a security
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RoundLot" ComponentType="Field" Tag="561" Type="Qty"
AbbrName="RndLot"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="MinTradeVol_t">
<xs:annotation>
<xs:documentation>
The minimum trading volume for a security
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MinTradeVol" ComponentType="Field" Tag="562" Type="Qty"
AbbrName="MinTrdVol"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<!--MultiLegRptTypeReq(563) defined in implementation file--><xs:simpleType name="MultiLegRptTypeReq_enum_t">
<xs:annotation>
<xs:documentation>Indicates the method of execution reporting requested by issuer of the order.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MultiLegRptTypeReq" ComponentType="Field" Tag="563"
Type="int"
AbbrName="MLEGRptTypReq"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Report by mulitleg security only (do not report legs)</fm:EnumDoc>
<fm:EnumDoc value="1">Report by multileg security and by instrument legs belonging to the multileg security</fm:EnumDoc>
<fm:EnumDoc value="2">Report by instrument legs belonging to the multileg security only (do not report status of multileg security)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--LegPositionEffect(564) defined in implementation file--><xs:simpleType name="LegPositionEffect_enum_t">
<xs:annotation>
<xs:documentation>
PositionEffect for leg of a multileg
See PositionEffect (77) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegPositionEffect" ComponentType="Field" Tag="564"
Type="char"
UsesEnumsFromTag="77"
AbbrName="PosEfct"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="C">Close</fm:EnumDoc>
<fm:EnumDoc value="F">FIFO</fm:EnumDoc>
<fm:EnumDoc value="O">Open</fm:EnumDoc>
<fm:EnumDoc value="R">Rolled</fm:EnumDoc>
<fm:EnumDoc value="N">Close but notify on open</fm:EnumDoc>
<fm:EnumDoc value="D">Default</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="C"/>
<xs:enumeration value="F"/>
<xs:enumeration value="O"/>
<xs:enumeration value="R"/>
<xs:enumeration value="N"/>
<xs:enumeration value="D"/>
</xs:restriction>
</xs:simpleType>
<!--LegCoveredOrUncovered(565) defined in implementation file--><xs:simpleType name="LegCoveredOrUncovered_enum_t">
<xs:annotation>
<xs:documentation>
CoveredOrUncovered for leg of a multileg
See CoveredOrUncovered (203) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegCoveredOrUncovered" ComponentType="Field" Tag="565"
Type="int"
UsesEnumsFromTag="203"
AbbrName="Cover"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Covered</fm:EnumDoc>
<fm:EnumDoc value="1">Uncovered</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="LegPrice_t">
<xs:annotation>
<xs:documentation>
Price for leg of a multileg
See Price (44) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegPrice" ComponentType="Field" Tag="566" Type="Price"
AbbrName="Px"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<!--TradSesStatusRejReason(567) defined in implementation file--><xs:simpleType name="TradSesStatusRejReason_enum_t">
<xs:annotation>
<xs:documentation>Indicates the reason a Trading Session Status Request was rejected.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradSesStatusRejReason" ComponentType="Field" Tag="567"
Type="int"
AbbrName="StatRejRsn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Unknown or invalid TradingSessionID</fm:EnumDoc>
<fm:EnumDoc value="99">Other</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="99"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="TradeRequestID_t">
<xs:annotation>
<xs:documentation>
Trade Capture Report Request ID
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradeRequestID" ComponentType="Field" Tag="568"
Type="String"
AbbrName="ReqID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--TradeRequestType(569) defined in implementation file--><xs:simpleType name="TradeRequestType_enum_t">
<xs:annotation>
<xs:documentation>Type of Trade Capture Report.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradeRequestType" ComponentType="Field" Tag="569"
Type="int"
AbbrName="ReqTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">All Trades</fm:EnumDoc>
<fm:EnumDoc value="1">Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.)</fm:EnumDoc>
<fm:EnumDoc value="2">Unmatched trades that match criteria</fm:EnumDoc>
<fm:EnumDoc value="3">Unreported trades that match criteria</fm:EnumDoc>
<fm:EnumDoc value="4">Advisories that match criteria</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<!--PreviouslyReported(570) defined in implementation file--><xs:simpleType name="PreviouslyReported_enum_t">
<xs:annotation>
<xs:documentation>Indicates if the trade capture report was previously reported to the counterparty</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PreviouslyReported" ComponentType="Field" Tag="570"
Type="Boolean"
AbbrName="PrevlyRpted"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="N">Not reported to counterparty</fm:EnumDoc>
<fm:EnumDoc value="Y">Perviously reported to counterparty</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean">
<xs:enumeration value="N"/>
<xs:enumeration value="Y"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="TradeReportID_t">
<xs:annotation>
<xs:documentation>
Unique identifier of trade capture report
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradeReportID" ComponentType="Field" Tag="571"
Type="String"
AbbrName="RptID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="TradeReportRefID_t">
<xs:annotation>
<xs:documentation>
Reference identifier used with CANCEL and REPLACE transaction types.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradeReportRefID" ComponentType="Field" Tag="572"
Type="String"
AbbrName="RptRefID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--MatchStatus(573) defined in implementation file--><xs:simpleType name="MatchStatus_enum_t">
<xs:annotation>
<xs:documentation>The status of this trade with respect to matching or comparison.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MatchStatus" ComponentType="Field" Tag="573" Type="char"
AbbrName="MtchStat"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Compared, matched or affirmed</fm:EnumDoc>
<fm:EnumDoc value="1">Uncompared, unmatched, or unaffirmed</fm:EnumDoc>
<fm:EnumDoc value="2">Advisory or alert</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--MatchType(574) defined in implementation file--><xs:simpleType name="MatchType_enum_t">
<xs:annotation>
<xs:documentation>The point in the matching process at which this trade was matched.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MatchType" ComponentType="Field" Tag="574" Type="String"
AbbrName="MtchTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="A1">Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)</fm:EnumDoc>
<fm:EnumDoc value="A2">Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges</fm:EnumDoc>
<fm:EnumDoc value="A3">Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window)</fm:EnumDoc>
<fm:EnumDoc value="A4">Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges</fm:EnumDoc>
<fm:EnumDoc value="A5">Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window)</fm:EnumDoc>
<fm:EnumDoc value="M3">ACT Accepted Trade</fm:EnumDoc>
<fm:EnumDoc value="M4">ACT Default Trade</fm:EnumDoc>
<fm:EnumDoc value="M5">ACT Default After M2</fm:EnumDoc>
<fm:EnumDoc value="M6">ACT M6 Match</fm:EnumDoc>
<fm:EnumDoc value="AQ">Compared records resulting from stamped advisories or specialist accepts/pair-offs</fm:EnumDoc>
<fm:EnumDoc value="M1">Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match</fm:EnumDoc>
<fm:EnumDoc value="M2">Summarized match minus badges and times: ACT M2 Match</fm:EnumDoc>
<fm:EnumDoc value="MT">OCS Locked In: Non-ACT</fm:EnumDoc>
<fm:EnumDoc value="S1">Summarized match using A1 exact match criteria except quantity is summaried</fm:EnumDoc>
<fm:EnumDoc value="S2">Summarized match using A2 exact match criteria except quantity is summarized</fm:EnumDoc>
<fm:EnumDoc value="S3">Summarized match using A3 exact match criteria except quantity is summarized</fm:EnumDoc>
<fm:EnumDoc value="S4">Summarized match using A4 exact match criteria except quantity is summarized</fm:EnumDoc>
<fm:EnumDoc value="S5">Summarized match using A5 exact match criteria except quantity is summarized</fm:EnumDoc>
<fm:EnumDoc value="1">One-Party Trade Report (privately negotiated trade)</fm:EnumDoc>
<fm:EnumDoc value="2">Two-Party Trade Report (privately negotiated trade)</fm:EnumDoc>
<fm:EnumDoc value="3">Confirmed Trade Report (reporting from recognized markets)</fm:EnumDoc>
<fm:EnumDoc value="4">Auto-match</fm:EnumDoc>
<fm:EnumDoc value="5">Cross Auction</fm:EnumDoc>
<fm:EnumDoc value="6">Counter-Order Selection</fm:EnumDoc>
<fm:EnumDoc value="7">Call Auction</fm:EnumDoc>
<fm:EnumDoc value="8">Issuing/Buy Back Auction</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="A1"/>
<xs:enumeration value="A2"/>
<xs:enumeration value="A3"/>
<xs:enumeration value="A4"/>
<xs:enumeration value="A5"/>
<xs:enumeration value="M3"/>
<xs:enumeration value="M4"/>
<xs:enumeration value="M5"/>
<xs:enumeration value="M6"/>
<xs:enumeration value="AQ"/>
<xs:enumeration value="M1"/>
<xs:enumeration value="M2"/>
<xs:enumeration value="MT"/>
<xs:enumeration value="S1"/>
<xs:enumeration value="S2"/>
<xs:enumeration value="S3"/>
<xs:enumeration value="S4"/>
<xs:enumeration value="S5"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
</xs:restriction>
</xs:simpleType>
<!--OddLot(575) defined in implementation file--><xs:simpleType name="OddLot_enum_t">
<xs:annotation>
<xs:documentation>
This trade is to be treated as an odd lot
If this field is not specified, the default will be "N"
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OddLot" ComponentType="Field" Tag="575" Type="Boolean"
AbbrName="OddLot"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="N">Treat as round lot (default)</fm:EnumDoc>
<fm:EnumDoc value="Y">Treat as odd lot</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean">
<xs:enumeration value="N"/>
<xs:enumeration value="Y"/>
</xs:restriction>
</xs:simpleType>
<!--ClearingInstruction(577) defined in implementation file--><xs:simpleType name="ClearingInstruction_enum_t">
<xs:annotation>
<xs:documentation>Eligibility of this trade for clearing and central counterparty processing
values above 4000 are reserved for agreement between parties</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ClearingInstruction" ComponentType="Field" Tag="577"
Type="int"
AbbrName="ClrngInstrctn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Process normally</fm:EnumDoc>
<fm:EnumDoc value="1">Exclude from all netting</fm:EnumDoc>
<fm:EnumDoc value="10">Automatic give-up mode (trade give-up to the give-up destination number specified)</fm:EnumDoc>
<fm:EnumDoc value="11">Qualified Service Representative QSR</fm:EnumDoc>
<fm:EnumDoc value="12">Customer trade</fm:EnumDoc>
<fm:EnumDoc value="13">Self clearing</fm:EnumDoc>
<fm:EnumDoc value="2">Bilateral netting only</fm:EnumDoc>
<fm:EnumDoc value="3">Ex clearing</fm:EnumDoc>
<fm:EnumDoc value="4">Special trade</fm:EnumDoc>
<fm:EnumDoc value="5">Multilateral netting</fm:EnumDoc>
<fm:EnumDoc value="6">Clear against central counterparty</fm:EnumDoc>
<fm:EnumDoc value="7">Exclude from central counterparty</fm:EnumDoc>
<fm:EnumDoc value="8">Manual mode (pre-posting and/or pre-giveup)</fm:EnumDoc>
<fm:EnumDoc value="9">Automatic posting mode (trade posting to the position account number specified)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="TradeInputSource_t">
<xs:annotation>
<xs:documentation>
Type of input device or system from which the trade was entered.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradeInputSource" ComponentType="Field" Tag="578"
Type="String"
AbbrName="InptSrc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="TradeInputDevice_t">
<xs:annotation>
<xs:documentation>
Specific device number, terminal number or station where trade was entered
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradeInputDevice" ComponentType="Field" Tag="579"
Type="String"
AbbrName="InptDev"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="NoDates_t">
<xs:annotation>
<xs:documentation>
Number of Date fields provided in date range
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NoDates" ComponentType="Field" Tag="580" Type="int"
AbbrName="NoDts"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<!--AccountType(581) defined in implementation file--><xs:simpleType name="AccountType_enum_t">
<xs:annotation>
<xs:documentation>Type of account associated with an order</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AccountType" ComponentType="Field" Tag="581" Type="int"
AbbrName="AcctTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Account is carried on customer side of the books</fm:EnumDoc>
<fm:EnumDoc value="2">Account is carried on non-customer side of books</fm:EnumDoc>
<fm:EnumDoc value="3">House Trader</fm:EnumDoc>
<fm:EnumDoc value="4">Floor Trader</fm:EnumDoc>
<fm:EnumDoc value="6">Account is carried on non-customer side of books and is cross margined</fm:EnumDoc>
<fm:EnumDoc value="7">Account is house trader and is cross margined</fm:EnumDoc>
<fm:EnumDoc value="8">Joint back office account (JBO)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
</xs:restriction>
</xs:simpleType>
<!--CustOrderCapacity(582) defined in implementation file--><xs:simpleType name="CustOrderCapacity_enum_t">
<xs:annotation>
<xs:documentation>
Capacity of customer placing the order
Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CustOrderCapacity" ComponentType="Field" Tag="582"
Type="int"
AbbrName="CustCpcty"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Member trading for their own account</fm:EnumDoc>
<fm:EnumDoc value="2">Clearing Firm trading for its proprietary account</fm:EnumDoc>
<fm:EnumDoc value="3">Member trading for another member</fm:EnumDoc>
<fm:EnumDoc value="4">All other</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ClOrdLinkID_t">
<xs:annotation>
<xs:documentation>
Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ClOrdLinkID" ComponentType="Field" Tag="583" Type="String"
AbbrName="ClOrdLinkID"
Category="SingleGeneralOrderHandling"
CategoryAbbrName="LnkID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="MassStatusReqID_t">
<xs:annotation>
<xs:documentation>
Value assigned by issuer of Mass Status Request to uniquely identify the request
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MassStatusReqID" ComponentType="Field" Tag="584"
Type="String"
AbbrName="MassStatReqID"
Category="OrderMassHandling"
CategoryAbbrName="ReqID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--MassStatusReqType(585) defined in implementation file--><xs:simpleType name="MassStatusReqType_enum_t">
<xs:annotation>
<xs:documentation>Mass Status Request Type
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MassStatusReqType" ComponentType="Field" Tag="585"
Type="int"
AbbrName="MassStatReqTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Status for orders for a Security</fm:EnumDoc>
<fm:EnumDoc value="2">Status for orders for an Underlying Security</fm:EnumDoc>
<fm:EnumDoc value="3">Status for orders for a Product</fm:EnumDoc>
<fm:EnumDoc value="4">Status for orders for a CFICode</fm:EnumDoc>
<fm:EnumDoc value="5">Status for orders for a SecurityType</fm:EnumDoc>
<fm:EnumDoc value="6">Status for orders for a trading session</fm:EnumDoc>
<fm:EnumDoc value="7">Status for all orders</fm:EnumDoc>
<fm:EnumDoc value="8">Status for orders for a PartyID</fm:EnumDoc>
<fm:EnumDoc value="9">Status for Security Issuer</fm:EnumDoc>
<fm:EnumDoc value="10">Status for Issuer of Underlying Security</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="10"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="OrigOrdModTime_t">
<xs:annotation>
<xs:documentation>The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. The use of this approach is not recommended.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrigOrdModTime" ComponentType="Field" Tag="586"
Type="UTCTimestamp"
AbbrName="OrigOrdModTm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<!--LegSettlType(587) defined in implementation file--><xs:simpleType name="LegSettlType_enum_t">
<xs:annotation>
<xs:documentation>
Refer to values for SettlType[63]
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegSettlType" ComponentType="Field" Tag="587" Type="char"
UsesEnumsFromTag="63"
AbbrName="SettlTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Regular / FX Spot settlement (T+1 or T+2 depending on currency)</fm:EnumDoc>
<fm:EnumDoc value="1">Cash (TOD / T+0)</fm:EnumDoc>
<fm:EnumDoc value="2">Next Day (TOM / T+1)</fm:EnumDoc>
<fm:EnumDoc value="3">T+2</fm:EnumDoc>
<fm:EnumDoc value="4">T+3</fm:EnumDoc>
<fm:EnumDoc value="5">T+4</fm:EnumDoc>
<fm:EnumDoc value="6">Future</fm:EnumDoc>
<fm:EnumDoc value="7">When And If Issued</fm:EnumDoc>
<fm:EnumDoc value="8">Sellers Option</fm:EnumDoc>
<fm:EnumDoc value="9">T+5</fm:EnumDoc>
<fm:EnumDoc value="C">FX Spot Next settlement (Spot+1, aka next day)</fm:EnumDoc>
<fm:EnumDoc value="B">Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="C"/>
<xs:enumeration value="B"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="LegSettlDate_t">
<xs:annotation>
<xs:documentation>
Refer to description for SettlDate[64]
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegSettlDate" ComponentType="Field" Tag="588"
Type="LocalMktDate"
AbbrName="SettlDt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<!--DayBookingInst(589) defined in implementation file--><xs:simpleType name="DayBookingInst_enum_t">
<xs:annotation>
<xs:documentation>
Indicates whether or not automatic booking can occur.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DayBookingInst" ComponentType="Field" Tag="589"
Type="char"
AbbrName="DayBkngInst"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Can trigger booking without reference to the order initiator ("auto")</fm:EnumDoc>
<fm:EnumDoc value="1">Speak with order initiator before booking ("speak first")</fm:EnumDoc>
<fm:EnumDoc value="2">Accumulate</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--BookingUnit(590) defined in implementation file--><xs:simpleType name="BookingUnit_enum_t">
<xs:annotation>
<xs:documentation>
Indicates what constitutes a bookable unit.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BookingUnit" ComponentType="Field" Tag="590" Type="char"
AbbrName="BkngUnit"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Each partial execution is a bookable unit</fm:EnumDoc>
<fm:EnumDoc value="1">Aggregate partial executions on this order, and book one trade per order</fm:EnumDoc>
<fm:EnumDoc value="2">Aggregate executions for this symbol, side, and settlement date</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--PreallocMethod(591) defined in implementation file--><xs:simpleType name="PreallocMethod_enum_t">
<xs:annotation>
<xs:documentation>
Indicates the method of preallocation.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PreallocMethod" ComponentType="Field" Tag="591"
Type="char"
AbbrName="PreallocMeth"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Pro-rata</fm:EnumDoc>
<fm:EnumDoc value="1">Do not pro-rata - discuss first</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="UnderlyingCountryOfIssue_t">
<xs:annotation>
<xs:documentation>
Underlying security's CountryOfIssue.
See CountryOfIssue (470) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingCountryOfIssue" ComponentType="Field" Tag="592"
Type="Country"
AbbrName="Ctry"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Country"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingStateOrProvinceOfIssue_t">
<xs:annotation>
<xs:documentation>
Underlying security's StateOrProvinceOfIssue.
See StateOrProvinceOfIssue (471) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingStateOrProvinceOfIssue" ComponentType="Field"
Tag="593"
Type="String"
AbbrName="StOrProvnc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingLocaleOfIssue_t">
<xs:annotation>
<xs:documentation>
Underlying security's LocaleOfIssue.
See LocaleOfIssue (472) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingLocaleOfIssue" ComponentType="Field" Tag="594"
Type="String"
AbbrName="Lcl"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingInstrRegistry_t">
<xs:annotation>
<xs:documentation>
Underlying security's InstrRegistry.
See InstrRegistry (543) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingInstrRegistry" ComponentType="Field" Tag="595"
Type="String"
AbbrName="Rgstry"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="LegCountryOfIssue_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual leg security's CountryOfIssue.
See CountryOfIssue (470) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegCountryOfIssue" ComponentType="Field" Tag="596"
Type="Country"
AbbrName="Ctry"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Country"/>
</xs:simpleType>
<xs:simpleType name="LegStateOrProvinceOfIssue_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual leg security's StateOrProvinceOfIssue.
See StateOrProvinceOfIssue (471) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegStateOrProvinceOfIssue" ComponentType="Field" Tag="597"
Type="String"
AbbrName="StOrProvnc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="LegLocaleOfIssue_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual leg security's LocaleOfIssue.
See LocaleOfIssue (472) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegLocaleOfIssue" ComponentType="Field" Tag="598"
Type="String"
AbbrName="Lcl"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="LegInstrRegistry_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual leg security's InstrRegistry.
See InstrRegistry (543) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegInstrRegistry" ComponentType="Field" Tag="599"
Type="String"
AbbrName="Rgstry"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="LegSymbol_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual security's Symbol.
See Symbol (55) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegSymbol" ComponentType="Field" Tag="600" Type="String"
AbbrName="Sym"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--LegSymbolSfx(601) defined in implementation file--><xs:simpleType name="LegSymbolSfx_enum_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual security's SymbolSfx.
See SymbolSfx (65) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegSymbolSfx" ComponentType="Field" Tag="601"
Type="String"
UsesEnumsFromTag="65"
AbbrName="Sfx"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="CD">EUCP with lump-sum interest rather than discount price</fm:EnumDoc>
<fm:EnumDoc value="WI">"When Issued" for a security to be reissued under an old CUSIP or ISIN</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="CD"/>
<xs:enumeration value="WI"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="LegSecurityID_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual security's SecurityID.
See SecurityID (48) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegSecurityID" ComponentType="Field" Tag="602"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--LegSecurityIDSource(603) defined in implementation file--><xs:simpleType name="LegSecurityIDSource_enum_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual security's SecurityIDSource.
See SecurityIDSource (22) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegSecurityIDSource" ComponentType="Field" Tag="603"
Type="String"
UsesEnumsFromTag="22"
AbbrName="Src"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">CUSIP</fm:EnumDoc>
<fm:EnumDoc value="2">SEDOL</fm:EnumDoc>
<fm:EnumDoc value="3">QUIK</fm:EnumDoc>
<fm:EnumDoc value="4">ISIN number</fm:EnumDoc>
<fm:EnumDoc value="5">RIC code</fm:EnumDoc>
<fm:EnumDoc value="6">ISO Currency Code</fm:EnumDoc>
<fm:EnumDoc value="7">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="8">Exchange Symbol</fm:EnumDoc>
<fm:EnumDoc value="9">Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)</fm:EnumDoc>
<fm:EnumDoc value="A">Bloomberg Symbol</fm:EnumDoc>
<fm:EnumDoc value="B">Wertpapier</fm:EnumDoc>
<fm:EnumDoc value="C">Dutch</fm:EnumDoc>
<fm:EnumDoc value="D">Valoren</fm:EnumDoc>
<fm:EnumDoc value="E">Sicovam</fm:EnumDoc>
<fm:EnumDoc value="F">Belgian</fm:EnumDoc>
<fm:EnumDoc value="G">"Common" (Clearstream and Euroclear)</fm:EnumDoc>
<fm:EnumDoc value="H">Clearing House / Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="I">ISDA/FpML Product Specification (XML in EncodedSecurityDesc)</fm:EnumDoc>
<fm:EnumDoc value="J">Option Price Reporting Authority</fm:EnumDoc>
<fm:EnumDoc value="L">Letter of Credit</fm:EnumDoc>
<fm:EnumDoc value="K">ISDA/FpML Product URL (URL in SecurityID)</fm:EnumDoc>
<fm:EnumDoc value="M">Marketplace-assigned Identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
<xs:enumeration value="J"/>
<xs:enumeration value="L"/>
<xs:enumeration value="K"/>
<xs:enumeration value="M"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="NoLegSecurityAltID_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual security's NoSecurityAltID.
See NoSecurityAltID (454) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NoLegSecurityAltID" ComponentType="Field" Tag="604"
Type="String"
AbbrName="NoLegSecAltID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="LegSecurityAltID_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual security's SecurityAltID.
See SecurityAltID (455) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegSecurityAltID" ComponentType="Field" Tag="605"
Type="String"
AbbrName="SecAltID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--LegSecurityAltIDSource(606) defined in implementation file--><xs:simpleType name="LegSecurityAltIDSource_enum_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual security's SecurityAltIDSource.
See SecurityAltIDSource (456) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegSecurityAltIDSource" ComponentType="Field" Tag="606"
Type="String"
UsesEnumsFromTag="22"
AbbrName="SecAltIDSrc"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">CUSIP</fm:EnumDoc>
<fm:EnumDoc value="2">SEDOL</fm:EnumDoc>
<fm:EnumDoc value="3">QUIK</fm:EnumDoc>
<fm:EnumDoc value="4">ISIN number</fm:EnumDoc>
<fm:EnumDoc value="5">RIC code</fm:EnumDoc>
<fm:EnumDoc value="6">ISO Currency Code</fm:EnumDoc>
<fm:EnumDoc value="7">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="8">Exchange Symbol</fm:EnumDoc>
<fm:EnumDoc value="9">Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)</fm:EnumDoc>
<fm:EnumDoc value="A">Bloomberg Symbol</fm:EnumDoc>
<fm:EnumDoc value="B">Wertpapier</fm:EnumDoc>
<fm:EnumDoc value="C">Dutch</fm:EnumDoc>
<fm:EnumDoc value="D">Valoren</fm:EnumDoc>
<fm:EnumDoc value="E">Sicovam</fm:EnumDoc>
<fm:EnumDoc value="F">Belgian</fm:EnumDoc>
<fm:EnumDoc value="G">"Common" (Clearstream and Euroclear)</fm:EnumDoc>
<fm:EnumDoc value="H">Clearing House / Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="I">ISDA/FpML Product Specification (XML in EncodedSecurityDesc)</fm:EnumDoc>
<fm:EnumDoc value="J">Option Price Reporting Authority</fm:EnumDoc>
<fm:EnumDoc value="L">Letter of Credit</fm:EnumDoc>
<fm:EnumDoc value="K">ISDA/FpML Product URL (URL in SecurityID)</fm:EnumDoc>
<fm:EnumDoc value="M">Marketplace-assigned Identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
<xs:enumeration value="J"/>
<xs:enumeration value="L"/>
<xs:enumeration value="K"/>
<xs:enumeration value="M"/>
</xs:restriction>
</xs:simpleType>
<!--LegProduct(607) defined in implementation file--><xs:simpleType name="LegProduct_enum_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual security's Product.
See Product (460) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegProduct" ComponentType="Field" Tag="607" Type="int"
UsesEnumsFromTag="460"
AbbrName="Prod"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">AGENCY</fm:EnumDoc>
<fm:EnumDoc value="10">MORTGAGE</fm:EnumDoc>
<fm:EnumDoc value="11">MUNICIPAL</fm:EnumDoc>
<fm:EnumDoc value="12">OTHER</fm:EnumDoc>
<fm:EnumDoc value="13">FINANCING</fm:EnumDoc>
<fm:EnumDoc value="2">COMMODITY</fm:EnumDoc>
<fm:EnumDoc value="3">CORPORATE</fm:EnumDoc>
<fm:EnumDoc value="4">CURRENCY</fm:EnumDoc>
<fm:EnumDoc value="5">EQUITY</fm:EnumDoc>
<fm:EnumDoc value="6">GOVERNMENT</fm:EnumDoc>
<fm:EnumDoc value="7">INDEX</fm:EnumDoc>
<fm:EnumDoc value="8">LOAN</fm:EnumDoc>
<fm:EnumDoc value="9">MONEYMARKET</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="LegCFICode_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual security's CFICode.
See CFICode (461) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegCFICode" ComponentType="Field" Tag="608" Type="String"
AbbrName="CFI"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--LegSecurityType(609) defined in implementation file--><xs:simpleType name="LegSecurityType_enum_t">
<xs:annotation>
<xs:documentation>Refer to definition of SecurityType(167)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegSecurityType" ComponentType="Field" Tag="609"
Type="String"
UsesEnumsFromTag="167"
AbbrName="SecTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="ABS">Asset-backed Securities</fm:EnumDoc>
<fm:EnumDoc value="AMENDED">Amended & Restated</fm:EnumDoc>
<fm:EnumDoc value="AN">Other Anticipation Notes (BAN, GAN, etc.)</fm:EnumDoc>
<fm:EnumDoc value="BA">Bankers Acceptance</fm:EnumDoc>
<fm:EnumDoc value="BN">Bank Notes</fm:EnumDoc>
<fm:EnumDoc value="BOX">Bill Of Exchanges</fm:EnumDoc>
<fm:EnumDoc value="BRADY">Brady Bond</fm:EnumDoc>
<fm:EnumDoc value="BRIDGE">Bridge Loan</fm:EnumDoc>
<fm:EnumDoc value="BUYSELL">Buy Sellback</fm:EnumDoc>
<fm:EnumDoc value="CB">Convertible Bond</fm:EnumDoc>
<fm:EnumDoc value="CD">Certificate Of Deposit</fm:EnumDoc>
<fm:EnumDoc value="CL">Call Loans</fm:EnumDoc>
<fm:EnumDoc value="CMBS">Corp. Mortgage-backed Securities</fm:EnumDoc>
<fm:EnumDoc value="CMO">Collateralized Mortgage Obligation</fm:EnumDoc>
<fm:EnumDoc value="COFO">Certificate Of Obligation</fm:EnumDoc>
<fm:EnumDoc value="COFP">Certificate Of Participation</fm:EnumDoc>
<fm:EnumDoc value="CORP">Corporate Bond</fm:EnumDoc>
<fm:EnumDoc value="CP">Commercial Paper</fm:EnumDoc>
<fm:EnumDoc value="CPP">Corporate Private Placement</fm:EnumDoc>
<fm:EnumDoc value="CS">Common Stock</fm:EnumDoc>
<fm:EnumDoc value="DEFLTED">Defaulted</fm:EnumDoc>
<fm:EnumDoc value="DINP">Debtor In Possession</fm:EnumDoc>
<fm:EnumDoc value="DN">Deposit Notes</fm:EnumDoc>
<fm:EnumDoc value="DUAL">Dual Currency</fm:EnumDoc>
<fm:EnumDoc value="EUCD">Euro Certificate Of Deposit</fm:EnumDoc>
<fm:EnumDoc value="EUCORP">Euro Corporate Bond</fm:EnumDoc>
<fm:EnumDoc value="EUCP">Euro Commercial Paper</fm:EnumDoc>
<fm:EnumDoc value="EUSOV">Euro Sovereigns *</fm:EnumDoc>
<fm:EnumDoc value="EUSUPRA">Euro Supranational Coupons *</fm:EnumDoc>
<fm:EnumDoc value="FAC">Federal Agency Coupon</fm:EnumDoc>
<fm:EnumDoc value="FADN">Federal Agency Discount Note</fm:EnumDoc>
<fm:EnumDoc value="FOR">Foreign Exchange Contract</fm:EnumDoc>
<fm:EnumDoc value="FORWARD">Forward</fm:EnumDoc>
<fm:EnumDoc value="FUT">Future</fm:EnumDoc>
<fm:EnumDoc value="GO">General Obligation Bonds</fm:EnumDoc>
<fm:EnumDoc value="IET">IOETTE Mortgage</fm:EnumDoc>
<fm:EnumDoc value="LOFC">Letter Of Credit</fm:EnumDoc>
<fm:EnumDoc value="LQN">Liquidity Note</fm:EnumDoc>
<fm:EnumDoc value="MATURED">Matured</fm:EnumDoc>
<fm:EnumDoc value="MBS">Mortgage-backed Securities</fm:EnumDoc>
<fm:EnumDoc value="MF">Mutual Fund</fm:EnumDoc>
<fm:EnumDoc value="MIO">Mortgage Interest Only</fm:EnumDoc>
<fm:EnumDoc value="MLEG">Multileg Instrument</fm:EnumDoc>
<fm:EnumDoc value="MPO">Mortgage Principal Only</fm:EnumDoc>
<fm:EnumDoc value="MPP">Mortgage Private Placement</fm:EnumDoc>
<fm:EnumDoc value="MPT">Miscellaneous Pass-through</fm:EnumDoc>
<fm:EnumDoc value="MT">Mandatory Tender</fm:EnumDoc>
<fm:EnumDoc value="MTN">Medium Term Notes</fm:EnumDoc>
<fm:EnumDoc value="NONE">No Security Type</fm:EnumDoc>
<fm:EnumDoc value="ONITE">Overnight</fm:EnumDoc>
<fm:EnumDoc value="OPT">Option</fm:EnumDoc>
<fm:EnumDoc value="PEF">Private Export Funding *</fm:EnumDoc>
<fm:EnumDoc value="PFAND">Pfandbriefe *</fm:EnumDoc>
<fm:EnumDoc value="PN">Promissory Note</fm:EnumDoc>
<fm:EnumDoc value="PS">Preferred Stock</fm:EnumDoc>
<fm:EnumDoc value="PZFJ">Plazos Fijos</fm:EnumDoc>
<fm:EnumDoc value="RAN">Revenue Anticipation Note</fm:EnumDoc>
<fm:EnumDoc value="REPLACD">Replaced</fm:EnumDoc>
<fm:EnumDoc value="REPO">Repurchase</fm:EnumDoc>
<fm:EnumDoc value="RETIRED">Retired</fm:EnumDoc>
<fm:EnumDoc value="REV">Revenue Bonds</fm:EnumDoc>
<fm:EnumDoc value="RVLV">Revolver Loan</fm:EnumDoc>
<fm:EnumDoc value="RVLVTRM">Revolver/Term Loan</fm:EnumDoc>
<fm:EnumDoc value="SECLOAN">Securities Loan</fm:EnumDoc>
<fm:EnumDoc value="SECPLEDGE">Securities Pledge</fm:EnumDoc>
<fm:EnumDoc value="SPCLA">Special Assessment</fm:EnumDoc>
<fm:EnumDoc value="SPCLO">Special Obligation</fm:EnumDoc>
<fm:EnumDoc value="SPCLT">Special Tax</fm:EnumDoc>
<fm:EnumDoc value="STN">Short Term Loan Note</fm:EnumDoc>
<fm:EnumDoc value="STRUCT">Structured Notes</fm:EnumDoc>
<fm:EnumDoc value="SUPRA">USD Supranational Coupons *</fm:EnumDoc>
<fm:EnumDoc value="SWING">Swing Line Facility</fm:EnumDoc>
<fm:EnumDoc value="TAN">Tax Anticipation Note</fm:EnumDoc>
<fm:EnumDoc value="TAXA">Tax Allocation</fm:EnumDoc>
<fm:EnumDoc value="TBA">To Be Announced</fm:EnumDoc>
<fm:EnumDoc value="TBILL">US Treasury Bill</fm:EnumDoc>
<fm:EnumDoc value="TBOND">US Treasury Bond</fm:EnumDoc>
<fm:EnumDoc value="TCAL">Principal Strip Of A Callable Bond Or Note</fm:EnumDoc>
<fm:EnumDoc value="TD">Time Deposit</fm:EnumDoc>
<fm:EnumDoc value="TECP">Tax Exempt Commercial Paper</fm:EnumDoc>
<fm:EnumDoc value="TERM">Term Loan</fm:EnumDoc>
<fm:EnumDoc value="TINT">Interest Strip From Any Bond Or Note</fm:EnumDoc>
<fm:EnumDoc value="TIPS">Treasury Inflation Protected Securities</fm:EnumDoc>
<fm:EnumDoc value="TNOTE">US Treasury Note</fm:EnumDoc>
<fm:EnumDoc value="TPRN">Principal Strip From A Non-Callable Bond Or Note</fm:EnumDoc>
<fm:EnumDoc value="TRAN">Tax Revenue Anticipation Note</fm:EnumDoc>
<fm:EnumDoc value="UST">US Treasury Note (Deprecated Value Use TNOTE)</fm:EnumDoc>
<fm:EnumDoc value="USTB">US Treasury Bill (Deprecated Value Use TBILL)</fm:EnumDoc>
<fm:EnumDoc value="VRDN">Variable Rate Demand Note</fm:EnumDoc>
<fm:EnumDoc value="WAR">Warrant</fm:EnumDoc>
<fm:EnumDoc value="WITHDRN">Withdrawn</fm:EnumDoc>
<fm:EnumDoc value="?">Wildcard entry for use on Security Definition Request</fm:EnumDoc>
<fm:EnumDoc value="XCN">Extended Comm Note</fm:EnumDoc>
<fm:EnumDoc value="XLINKD">Indexed Linked</fm:EnumDoc>
<fm:EnumDoc value="YANK">Yankee Corporate Bond</fm:EnumDoc>
<fm:EnumDoc value="YCD">Yankee Certificate Of Deposit</fm:EnumDoc>
<fm:EnumDoc value="OOP">Options on Physical - use not recommended</fm:EnumDoc>
<fm:EnumDoc value="OOF">Options on Futures</fm:EnumDoc>
<fm:EnumDoc value="CASH">Cash</fm:EnumDoc>
<fm:EnumDoc value="OOC">Options on Combo</fm:EnumDoc>
<fm:EnumDoc value="IRS">Interest Rate Swap</fm:EnumDoc>
<fm:EnumDoc value="BDN">Bank Depository Note</fm:EnumDoc>
<fm:EnumDoc value="CAMM">Canadian Money Markets</fm:EnumDoc>
<fm:EnumDoc value="CAN">Canadian Treasury Notes</fm:EnumDoc>
<fm:EnumDoc value="CTB">Canadian Treasury Bills</fm:EnumDoc>
<fm:EnumDoc value="CDS">Credit Default Swap</fm:EnumDoc>
<fm:EnumDoc value="CMB">Canadian Mortgage Bonds</fm:EnumDoc>
<fm:EnumDoc value="EUFRN">Euro Corporate Floating Rate Notes</fm:EnumDoc>
<fm:EnumDoc value="FRN">US Corporate Floating Rate Notes</fm:EnumDoc>
<fm:EnumDoc value="PROV">Canadian Provincial Bonds</fm:EnumDoc>
<fm:EnumDoc value="SLQN">Secured Liquidity Note</fm:EnumDoc>
<fm:EnumDoc value="TB">Treasury Bill - non US</fm:EnumDoc>
<fm:EnumDoc value="TLQN">Term Liquidity Note</fm:EnumDoc>
<fm:EnumDoc value="TMCP">Taxable Municipal CP</fm:EnumDoc>
<fm:EnumDoc value="FXNDF">Non-deliverable forward</fm:EnumDoc>
<fm:EnumDoc value="FXSPOT">FX Spot</fm:EnumDoc>
<fm:EnumDoc value="FXFWD">FX Forward</fm:EnumDoc>
<fm:EnumDoc value="FXSWAP">FX Swap</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="ABS"/>
<xs:enumeration value="AMENDED"/>
<xs:enumeration value="AN"/>
<xs:enumeration value="BA"/>
<xs:enumeration value="BN"/>
<xs:enumeration value="BOX"/>
<xs:enumeration value="BRADY"/>
<xs:enumeration value="BRIDGE"/>
<xs:enumeration value="BUYSELL"/>
<xs:enumeration value="CB"/>
<xs:enumeration value="CD"/>
<xs:enumeration value="CL"/>
<xs:enumeration value="CMBS"/>
<xs:enumeration value="CMO"/>
<xs:enumeration value="COFO"/>
<xs:enumeration value="COFP"/>
<xs:enumeration value="CORP"/>
<xs:enumeration value="CP"/>
<xs:enumeration value="CPP"/>
<xs:enumeration value="CS"/>
<xs:enumeration value="DEFLTED"/>
<xs:enumeration value="DINP"/>
<xs:enumeration value="DN"/>
<xs:enumeration value="DUAL"/>
<xs:enumeration value="EUCD"/>
<xs:enumeration value="EUCORP"/>
<xs:enumeration value="EUCP"/>
<xs:enumeration value="EUSOV"/>
<xs:enumeration value="EUSUPRA"/>
<xs:enumeration value="FAC"/>
<xs:enumeration value="FADN"/>
<xs:enumeration value="FOR"/>
<xs:enumeration value="FORWARD"/>
<xs:enumeration value="FUT"/>
<xs:enumeration value="GO"/>
<xs:enumeration value="IET"/>
<xs:enumeration value="LOFC"/>
<xs:enumeration value="LQN"/>
<xs:enumeration value="MATURED"/>
<xs:enumeration value="MBS"/>
<xs:enumeration value="MF"/>
<xs:enumeration value="MIO"/>
<xs:enumeration value="MLEG"/>
<xs:enumeration value="MPO"/>
<xs:enumeration value="MPP"/>
<xs:enumeration value="MPT"/>
<xs:enumeration value="MT"/>
<xs:enumeration value="MTN"/>
<xs:enumeration value="NONE"/>
<xs:enumeration value="ONITE"/>
<xs:enumeration value="OPT"/>
<xs:enumeration value="PEF"/>
<xs:enumeration value="PFAND"/>
<xs:enumeration value="PN"/>
<xs:enumeration value="PS"/>
<xs:enumeration value="PZFJ"/>
<xs:enumeration value="RAN"/>
<xs:enumeration value="REPLACD"/>
<xs:enumeration value="REPO"/>
<xs:enumeration value="RETIRED"/>
<xs:enumeration value="REV"/>
<xs:enumeration value="RVLV"/>
<xs:enumeration value="RVLVTRM"/>
<xs:enumeration value="SECLOAN"/>
<xs:enumeration value="SECPLEDGE"/>
<xs:enumeration value="SPCLA"/>
<xs:enumeration value="SPCLO"/>
<xs:enumeration value="SPCLT"/>
<xs:enumeration value="STN"/>
<xs:enumeration value="STRUCT"/>
<xs:enumeration value="SUPRA"/>
<xs:enumeration value="SWING"/>
<xs:enumeration value="TAN"/>
<xs:enumeration value="TAXA"/>
<xs:enumeration value="TBA"/>
<xs:enumeration value="TBILL"/>
<xs:enumeration value="TBOND"/>
<xs:enumeration value="TCAL"/>
<xs:enumeration value="TD"/>
<xs:enumeration value="TECP"/>
<xs:enumeration value="TERM"/>
<xs:enumeration value="TINT"/>
<xs:enumeration value="TIPS"/>
<xs:enumeration value="TNOTE"/>
<xs:enumeration value="TPRN"/>
<xs:enumeration value="TRAN"/>
<xs:enumeration value="UST"/>
<xs:enumeration value="USTB"/>
<xs:enumeration value="VRDN"/>
<xs:enumeration value="WAR"/>
<xs:enumeration value="WITHDRN"/>
<xs:enumeration value="?"/>
<xs:enumeration value="XCN"/>
<xs:enumeration value="XLINKD"/>
<xs:enumeration value="YANK"/>
<xs:enumeration value="YCD"/>
<xs:enumeration value="OOP"/>
<xs:enumeration value="OOF"/>
<xs:enumeration value="CASH"/>
<xs:enumeration value="OOC"/>
<xs:enumeration value="IRS"/>
<xs:enumeration value="BDN"/>
<xs:enumeration value="CAMM"/>
<xs:enumeration value="CAN"/>
<xs:enumeration value="CTB"/>
<xs:enumeration value="CDS"/>
<xs:enumeration value="CMB"/>
<xs:enumeration value="EUFRN"/>
<xs:enumeration value="FRN"/>
<xs:enumeration value="PROV"/>
<xs:enumeration value="SLQN"/>
<xs:enumeration value="TB"/>
<xs:enumeration value="TLQN"/>
<xs:enumeration value="TMCP"/>
<xs:enumeration value="FXNDF"/>
<xs:enumeration value="FXSPOT"/>
<xs:enumeration value="FXFWD"/>
<xs:enumeration value="FXSWAP"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="LegMaturityMonthYear_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual security's MaturityMonthYear.
See MaturityMonthYear (200) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegMaturityMonthYear" ComponentType="Field" Tag="610"
Type="MonthYear"
AbbrName="MMY"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="MonthYear"/>
</xs:simpleType>
<xs:simpleType name="LegMaturityDate_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual security's MaturityDate.
See MaturityDate (54) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegMaturityDate" ComponentType="Field" Tag="611"
Type="LocalMktDate"
AbbrName="Mat"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="LegStrikePrice_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual security's StrikePrice.
See StrikePrice (202) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegStrikePrice" ComponentType="Field" Tag="612"
Type="Price"
AbbrName="Strk"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="LegOptAttribute_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual security's OptAttribute.
See OptAttribute (206) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegOptAttribute" ComponentType="Field" Tag="613"
Type="char"
AbbrName="OptA"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char"/>
</xs:simpleType>
<xs:simpleType name="LegContractMultiplier_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual security's ContractMultiplier.
See ContractMultiplier (23) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegContractMultiplier" ComponentType="Field" Tag="614"
Type="float"
AbbrName="Cmult"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="LegCouponRate_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual security's CouponRate.
See CouponRate (223) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegCouponRate" ComponentType="Field" Tag="615"
Type="Percentage"
AbbrName="CpnRt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="LegSecurityExchange_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual security's SecurityExchange.
See SecurityExchange (207) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegSecurityExchange" ComponentType="Field" Tag="616"
Type="Exchange"
AbbrName="Exch"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Exchange"/>
</xs:simpleType>
<xs:simpleType name="LegIssuer_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual security's Issuer.
See Issuer (106) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegIssuer" ComponentType="Field" Tag="617" Type="String"
AbbrName="Issr"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="EncodedLegIssuerLen_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual security's EncodedIssuerLen.
See EncodedIssuerLen (348) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedLegIssuerLen" ComponentType="Field" Tag="618"
Type="Length"
AbbrName="EncLegIssrLen"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Length"/>
</xs:simpleType>
<xs:simpleType name="EncodedLegIssuer_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual security's EncodedIssuer.
See EncodedIssuer (349) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedLegIssuer" ComponentType="Field" Tag="619"
Type="data"
AbbrName="EncLegIssr"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="data"/>
</xs:simpleType>
<xs:simpleType name="LegSecurityDesc_t">
<xs:annotation>
<xs:documentation>Description of a leg of a multileg instrument.
See SecurityDesc(107).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegSecurityDesc" ComponentType="Field" Tag="620"
Type="String"
AbbrName="Desc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="EncodedLegSecurityDescLen_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual security's EncodedSecurityDescLen.
See EncodedSecurityDescLen (350) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedLegSecurityDescLen" ComponentType="Field" Tag="621"
Type="Length"
AbbrName="EncLegSecDescLen"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Length"/>
</xs:simpleType>
<xs:simpleType name="EncodedLegSecurityDesc_t">
<xs:annotation>
<xs:documentation>
Multileg instrument's individual security's EncodedSecurityDesc.
See EncodedSecurityDesc (35) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedLegSecurityDesc" ComponentType="Field" Tag="622"
Type="data"
AbbrName="EncLegSecDesc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="data"/>
</xs:simpleType>
<xs:simpleType name="LegRatioQty_t">
<xs:annotation>
<xs:documentation>
The ratio of quantity for this individual leg relative to the entire multileg security.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegRatioQty" ComponentType="Field" Tag="623" Type="float"
AbbrName="RatioQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<!--LegSide(624) defined in implementation file--><xs:simpleType name="LegSide_enum_t">
<xs:annotation>
<xs:documentation>
The side of this individual leg (multileg security).
See Side (54) field for description and values
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegSide" ComponentType="Field" Tag="624" Type="char"
UsesEnumsFromTag="54"
AbbrName="Side"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Buy</fm:EnumDoc>
<fm:EnumDoc value="2">Sell</fm:EnumDoc>
<fm:EnumDoc value="3">Buy minus</fm:EnumDoc>
<fm:EnumDoc value="4">Sell plus</fm:EnumDoc>
<fm:EnumDoc value="5">Sell short</fm:EnumDoc>
<fm:EnumDoc value="6">Sell short exempt</fm:EnumDoc>
<fm:EnumDoc value="7">Undisclosed (valid for IOI and List Order messages only)</fm:EnumDoc>
<fm:EnumDoc value="8">Cross (orders where counterparty is an exchange, valid for all messages except IOIs)</fm:EnumDoc>
<fm:EnumDoc value="9">Cross short</fm:EnumDoc>
<fm:EnumDoc value="A">Cross short exempt</fm:EnumDoc>
<fm:EnumDoc value="B">"As Defined" (for use with multileg instruments)</fm:EnumDoc>
<fm:EnumDoc value="C">"Opposite" (for use with multileg instruments)</fm:EnumDoc>
<fm:EnumDoc value="D">Subscribe (e.g. CIV)</fm:EnumDoc>
<fm:EnumDoc value="E">Redeem (e.g. CIV)</fm:EnumDoc>
<fm:EnumDoc value="F">Lend (FINANCING - identifies direction of collateral)</fm:EnumDoc>
<fm:EnumDoc value="G">Borrow (FINANCING - identifies direction of collateral)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
</xs:restriction>
</xs:simpleType>
<!--TradingSessionSubID(625) defined in implementation file--><xs:simpleType name="TradingSessionSubID_enum_t">
<xs:annotation>
<xs:documentation>Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradingSessionSubID" ComponentType="Field" Tag="625"
Type="String"
AbbrName="SesSub"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Pre-Trading</fm:EnumDoc>
<fm:EnumDoc value="2">Opening or opening auction</fm:EnumDoc>
<fm:EnumDoc value="3">(Continuous) Trading</fm:EnumDoc>
<fm:EnumDoc value="4">Closing or closing auction</fm:EnumDoc>
<fm:EnumDoc value="5">Post-Trading</fm:EnumDoc>
<fm:EnumDoc value="6">Intraday Auction</fm:EnumDoc>
<fm:EnumDoc value="7">Quiescent</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
</xs:restriction>
</xs:simpleType>
<!--AllocType(626) defined in implementation file--><xs:simpleType name="AllocType_enum_t">
<xs:annotation>
<xs:documentation>Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated")
(see Volume : "Glossary" for value definitions)
*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocType" ComponentType="Field" Tag="626" Type="int"
AbbrName="AllocType"
Category="Allocation"
CategoryAbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Calculated (includes MiscFees and NetMoney)</fm:EnumDoc>
<fm:EnumDoc value="2">Preliminary (without MiscFees and NetMoney)</fm:EnumDoc>
<fm:EnumDoc value="3">Sellside Calculated Using Preliminary (includes MiscFees and NetMoney) (Replaced)</fm:EnumDoc>
<fm:EnumDoc value="4">Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) (Replaced) </fm:EnumDoc>
<fm:EnumDoc value="5">Ready-To-Book - Single Order</fm:EnumDoc>
<fm:EnumDoc value="6">Buyside Ready-To-Book - Combined Set of Orders (Replaced)</fm:EnumDoc>
<fm:EnumDoc value="7">Warehouse Instruction</fm:EnumDoc>
<fm:EnumDoc value="8">Request to Intermediary</fm:EnumDoc>
<fm:EnumDoc value="9">Accept</fm:EnumDoc>
<fm:EnumDoc value="10">Reject</fm:EnumDoc>
<fm:EnumDoc value="11">Accept Pending</fm:EnumDoc>
<fm:EnumDoc value="12">Incomplete Group</fm:EnumDoc>
<fm:EnumDoc value="13">Complete Group</fm:EnumDoc>
<fm:EnumDoc value="14">Reversal Pending</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="HopCompID_t">
<xs:annotation>
<xs:documentation>
Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="HopCompID" ComponentType="Field" Tag="628" Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="HopSendingTime_t">
<xs:annotation>
<xs:documentation>
Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="HopSendingTime" ComponentType="Field" Tag="629"
Type="UTCTimestamp"
AbbrName="Snt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<xs:simpleType name="HopRefID_t">
<xs:annotation>
<xs:documentation>
Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="HopRefID" ComponentType="Field" Tag="630" Type="SeqNum"
AbbrName="Ref"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="SeqNum"/>
</xs:simpleType>
<xs:simpleType name="MidPx_t">
<xs:annotation>
<xs:documentation>
Mid price/rate
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MidPx" ComponentType="Field" Tag="631" Type="Price"
AbbrName="MidPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="BidYield_t">
<xs:annotation>
<xs:documentation>
Bid yield
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BidYield" ComponentType="Field" Tag="632"
Type="Percentage"
AbbrName="BidYld"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="MidYield_t">
<xs:annotation>
<xs:documentation>
Mid yield
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MidYield" ComponentType="Field" Tag="633"
Type="Percentage"
AbbrName="MidYld"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="OfferYield_t">
<xs:annotation>
<xs:documentation>
Offer yield
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OfferYield" ComponentType="Field" Tag="634"
Type="Percentage"
AbbrName="OfrYld"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<!--ClearingFeeIndicator(635) defined in implementation file--><xs:simpleType name="ClearingFeeIndicator_enum_t">
<xs:annotation>
<xs:documentation>
Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT, CME, NYBOT, and NYMEX):
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ClearingFeeIndicator" ComponentType="Field" Tag="635"
Type="String"
AbbrName="ClrFeeInd"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">1st year delegate trading for own account</fm:EnumDoc>
<fm:EnumDoc value="2">2nd year delegate trading for own account</fm:EnumDoc>
<fm:EnumDoc value="3">3rd year delegate trading for own account</fm:EnumDoc>
<fm:EnumDoc value="4">4th year delegate trading for own account</fm:EnumDoc>
<fm:EnumDoc value="5">5th year delegate trading for own account</fm:EnumDoc>
<fm:EnumDoc value="9">6th year delegate trading for own account</fm:EnumDoc>
<fm:EnumDoc value="B">CBOE Member</fm:EnumDoc>
<fm:EnumDoc value="C">Non-member and Customer</fm:EnumDoc>
<fm:EnumDoc value="E">Equity Member and Clearing Member</fm:EnumDoc>
<fm:EnumDoc value="F">Full and Associate Member trading for own account and as floor brokers</fm:EnumDoc>
<fm:EnumDoc value="H">106.H and 106.J firms</fm:EnumDoc>
<fm:EnumDoc value="I">GIM, IDEM and COM Membership Interest Holders</fm:EnumDoc>
<fm:EnumDoc value="L">Lessee 106.F Employees</fm:EnumDoc>
<fm:EnumDoc value="M">All other ownership types</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="9"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
<xs:enumeration value="L"/>
<xs:enumeration value="M"/>
</xs:restriction>
</xs:simpleType>
<!--WorkingIndicator(636) defined in implementation file--><xs:simpleType name="WorkingIndicator_enum_t">
<xs:annotation>
<xs:documentation>Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order. </xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="WorkingIndicator" ComponentType="Field" Tag="636"
Type="Boolean"
AbbrName="WorkingInd"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="N">Order has been accepted but not yet in a working state</fm:EnumDoc>
<fm:EnumDoc value="Y">Order is currently being worked</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean">
<xs:enumeration value="N"/>
<xs:enumeration value="Y"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="LegLastPx_t">
<xs:annotation>
<xs:documentation>
Execution price assigned to a leg of a multileg instrument.
See LastPx (31) field for description and values
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegLastPx" ComponentType="Field" Tag="637" Type="Price"
AbbrName="LastPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<!--PriorityIndicator(638) defined in implementation file--><xs:simpleType name="PriorityIndicator_enum_t">
<xs:annotation>
<xs:documentation>Indicates if a Cancel/Replace has caused an order to lose book priority.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PriorityIndicator" ComponentType="Field" Tag="638"
Type="int"
AbbrName="PriInd"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Priority unchanged</fm:EnumDoc>
<fm:EnumDoc value="1">Lost Priority as result of order change</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="PriceImprovement_t">
<xs:annotation>
<xs:documentation>
Amount of price improvement.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PriceImprovement" ComponentType="Field" Tag="639"
Type="PriceOffset"
AbbrName="PxImprvmnt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="PriceOffset"/>
</xs:simpleType>
<xs:simpleType name="Price2_t">
<xs:annotation>
<xs:documentation>
Price of the future part of a F/X swap order.
See Price (44) for description.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Price2" ComponentType="Field" Tag="640" Type="Price"
AbbrName="Px2"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="LastForwardPoints2_t">
<xs:annotation>
<xs:documentation>F/X forward points of the future part of a F/X swap order added to LastSpotRate (94). May be a negative value.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LastForwardPoints2" ComponentType="Field" Tag="641"
Type="PriceOffset"
AbbrName="LastFwdPnts2"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="PriceOffset"/>
</xs:simpleType>
<xs:simpleType name="BidForwardPoints2_t">
<xs:annotation>
<xs:documentation>
Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BidForwardPoints2" ComponentType="Field" Tag="642"
Type="PriceOffset"
AbbrName="BidFwdPnts2"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="PriceOffset"/>
</xs:simpleType>
<xs:simpleType name="OfferForwardPoints2_t">
<xs:annotation>
<xs:documentation>
Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OfferForwardPoints2" ComponentType="Field" Tag="643"
Type="PriceOffset"
AbbrName="OfrFwdPnts2"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="PriceOffset"/>
</xs:simpleType>
<xs:simpleType name="RFQReqID_t">
<xs:annotation>
<xs:documentation>
RFQ Request ID - used to identify an RFQ Request.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RFQReqID" ComponentType="Field" Tag="644" Type="String"
AbbrName="RFQReqID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="MktBidPx_t">
<xs:annotation>
<xs:documentation>
Used to indicate the best bid in a market
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MktBidPx" ComponentType="Field" Tag="645" Type="Price"
AbbrName="MktBidPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="MktOfferPx_t">
<xs:annotation>
<xs:documentation>
Used to indicate the best offer in a market
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MktOfferPx" ComponentType="Field" Tag="646" Type="Price"
AbbrName="MktOfrPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="MinBidSize_t">
<xs:annotation>
<xs:documentation>
Used to indicate a minimum quantity for a bid. If this field is used the BidSize (134) field is interpreted as the maximum bid size
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MinBidSize" ComponentType="Field" Tag="647" Type="Qty"
AbbrName="MinBidSz"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="MinOfferSize_t">
<xs:annotation>
<xs:documentation>
Used to indicate a minimum quantity for an offer. If this field is used the OfferSize (135) field is interpreted as the maximum offer size.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MinOfferSize" ComponentType="Field" Tag="648" Type="Qty"
AbbrName="MinOfrSz"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="QuoteStatusReqID_t">
<xs:annotation>
<xs:documentation>
Unique identifier for Quote Status Request.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="QuoteStatusReqID" ComponentType="Field" Tag="649"
Type="String"
AbbrName="StatReqID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--LegalConfirm(650) defined in implementation file--><xs:simpleType name="LegalConfirm_enum_t">
<xs:annotation>
<xs:documentation>Indicates that this message is to serve as the final and legal confirmation.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegalConfirm" ComponentType="Field" Tag="650"
Type="Boolean"
AbbrName="LegalCnfm"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="N">Does not consitute a Legal Confirm</fm:EnumDoc>
<fm:EnumDoc value="Y">Legal Confirm</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean">
<xs:enumeration value="N"/>
<xs:enumeration value="Y"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="UnderlyingLastPx_t">
<xs:annotation>
<xs:documentation>
The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingLastPx" ComponentType="Field" Tag="651"
Type="Price"
AbbrName="UndLastPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingLastQty_t">
<xs:annotation>
<xs:documentation>
The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingLastQty" ComponentType="Field" Tag="652"
Type="Qty"
AbbrName="UndLastQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="LegRefID_t">
<xs:annotation>
<xs:documentation>
Unique indicator for a specific leg.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegRefID" ComponentType="Field" Tag="654" Type="String"
AbbrName="RefID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="ContraLegRefID_t">
<xs:annotation>
<xs:documentation>
Unique indicator for a specific leg for the ContraBroker (375).
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ContraLegRefID" ComponentType="Field" Tag="655"
Type="String"
AbbrName="CntraLegRefID"
Category="SingleGeneralOrderHandling"
CategoryAbbrName="LegRefID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="SettlCurrBidFxRate_t">
<xs:annotation>
<xs:documentation>
Foreign exchange rate used to compute the bid "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlCurrBidFxRate" ComponentType="Field" Tag="656"
Type="float"
AbbrName="SettlCurrBidFxRt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="SettlCurrOfferFxRate_t">
<xs:annotation>
<xs:documentation>
Foreign exchange rate used to compute the offer "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlCurrOfferFxRate" ComponentType="Field" Tag="657"
Type="float"
AbbrName="SettlCurrOfrFxRt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<!--QuoteRequestRejectReason(658) defined in implementation file--><xs:simpleType name="QuoteRequestRejectReason_enum_t">
<xs:annotation>
<xs:documentation>
Reason Quote was rejected:
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="QuoteRequestRejectReason" ComponentType="Field" Tag="658"
Type="int"
AbbrName="ReqRejRsn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Unknown Symbol (Security)</fm:EnumDoc>
<fm:EnumDoc value="10">Pass</fm:EnumDoc>
<fm:EnumDoc value="2">Exchange (Security) Closed</fm:EnumDoc>
<fm:EnumDoc value="3">Quote Request Exceeds Limit</fm:EnumDoc>
<fm:EnumDoc value="4">Too Late to enter</fm:EnumDoc>
<fm:EnumDoc value="5">Invalid Price</fm:EnumDoc>
<fm:EnumDoc value="6">Not Authorized To Request Quote</fm:EnumDoc>
<fm:EnumDoc value="7">No Match For Inquiry</fm:EnumDoc>
<fm:EnumDoc value="8">No Market For Instrument</fm:EnumDoc>
<fm:EnumDoc value="9">No Inventory</fm:EnumDoc>
<fm:EnumDoc value="99">Other</fm:EnumDoc>
<fm:EnumDoc value="11">Insufficient credit</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="99"/>
<xs:enumeration value="11"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="SideComplianceID_t">
<xs:annotation>
<xs:documentation>
ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting).
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SideComplianceID" ComponentType="Field" Tag="659"
Type="String"
AbbrName="SideComplianceID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--AcctIDSource(660) defined in implementation file--><xs:simpleType name="AcctIDSource_enum_t">
<xs:annotation>
<xs:documentation>Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AcctIDSource" ComponentType="Field" Tag="660" Type="int"
AbbrName="AcctIDSrc"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">BIC</fm:EnumDoc>
<fm:EnumDoc value="2">SID Code</fm:EnumDoc>
<fm:EnumDoc value="3">TFM (GSPTA)</fm:EnumDoc>
<fm:EnumDoc value="4">OMGEO (Alert ID)</fm:EnumDoc>
<fm:EnumDoc value="5">DTCC Code</fm:EnumDoc>
<fm:EnumDoc value="99">Other (custom or proprietary)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="99"/>
</xs:restriction>
</xs:simpleType>
<!--AllocAcctIDSource(661) defined in implementation file--><xs:simpleType name="AllocAcctIDSource_enum_t">
<xs:annotation>
<xs:documentation>
Used to identify the source of the AllocAccount (79) code.
See AcctIDSource (660) for valid values.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocAcctIDSource" ComponentType="Field" Tag="661"
Type="int"
UsesEnumsFromTag="660"
AbbrName="ActIDSrc"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">BIC</fm:EnumDoc>
<fm:EnumDoc value="2">SID Code</fm:EnumDoc>
<fm:EnumDoc value="3">TFM (GSPTA)</fm:EnumDoc>
<fm:EnumDoc value="4">OMGEO (Alert ID)</fm:EnumDoc>
<fm:EnumDoc value="5">DTCC Code</fm:EnumDoc>
<fm:EnumDoc value="99">Other (custom or proprietary)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="99"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="BenchmarkPrice_t">
<xs:annotation>
<xs:documentation>
Specifies the price of the benchmark.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BenchmarkPrice" ComponentType="Field" Tag="662"
Type="Price"
AbbrName="Px"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<!--BenchmarkPriceType(663) defined in implementation file--><xs:simpleType name="BenchmarkPriceType_enum_t">
<xs:annotation>
<xs:documentation>
Identifies type of BenchmarkPrice (662).
See PriceType (423) for valid values.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BenchmarkPriceType" ComponentType="Field" Tag="663"
Type="int"
UsesEnumsFromTag="423"
AbbrName="PxTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Percentage (i.e. percent of par) (often called "dollar price" for fixed income)</fm:EnumDoc>
<fm:EnumDoc value="10">Fixed cabinet trade price (primarily for listed futures and options)</fm:EnumDoc>
<fm:EnumDoc value="11">Variable cabinet trade price (primarily for listed futures and options)</fm:EnumDoc>
<fm:EnumDoc value="2">Per unit (i.e. per share or contract)</fm:EnumDoc>
<fm:EnumDoc value="3">Fixed amount (absolute value)</fm:EnumDoc>
<fm:EnumDoc value="4">Discount - percentage points below par</fm:EnumDoc>
<fm:EnumDoc value="5">Premium - percentage points over par</fm:EnumDoc>
<fm:EnumDoc value="6">Spread (basis points spread)</fm:EnumDoc>
<fm:EnumDoc value="7">TED Price</fm:EnumDoc>
<fm:EnumDoc value="8">TED Yield</fm:EnumDoc>
<fm:EnumDoc value="9">Yield</fm:EnumDoc>
<fm:EnumDoc value="13">Product ticks in halfs</fm:EnumDoc>
<fm:EnumDoc value="14">Product ticks in fourths</fm:EnumDoc>
<fm:EnumDoc value="15">Product ticks in eights</fm:EnumDoc>
<fm:EnumDoc value="16">Product ticks in sixteenths</fm:EnumDoc>
<fm:EnumDoc value="17">Product ticks in thirty-seconds</fm:EnumDoc>
<fm:EnumDoc value="18">Product ticks in sixty-forths</fm:EnumDoc>
<fm:EnumDoc value="19">Product ticks in one-twenty-eights</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ConfirmID_t">
<xs:annotation>
<xs:documentation>
Message reference for Confirmation
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ConfirmID" ComponentType="Field" Tag="664" Type="String"
AbbrName="CnfmID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--ConfirmStatus(665) defined in implementation file--><xs:simpleType name="ConfirmStatus_enum_t">
<xs:annotation>
<xs:documentation>Identifies the status of the Confirmation.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ConfirmStatus" ComponentType="Field" Tag="665" Type="int"
AbbrName="CnfmStat"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Received</fm:EnumDoc>
<fm:EnumDoc value="2">Mismatched Account</fm:EnumDoc>
<fm:EnumDoc value="3">Missing Settlement Instructions</fm:EnumDoc>
<fm:EnumDoc value="4">Confirmed</fm:EnumDoc>
<fm:EnumDoc value="5">Request Rejected</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
</xs:restriction>
</xs:simpleType>
<!--ConfirmTransType(666) defined in implementation file--><xs:simpleType name="ConfirmTransType_enum_t">
<xs:annotation>
<xs:documentation>Identifies the Confirmation transaction type.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ConfirmTransType" ComponentType="Field" Tag="666"
Type="int"
AbbrName="CnfmTransTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">New</fm:EnumDoc>
<fm:EnumDoc value="1">Replace</fm:EnumDoc>
<fm:EnumDoc value="2">Cancel</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ContractSettlMonth_t">
<xs:annotation>
<xs:documentation>
Specifies when the contract (i.e. MBS/TBA) will settle.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ContractSettlMonth" ComponentType="Field" Tag="667"
Type="MonthYear"
AbbrName="CSetMo"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="MonthYear"/>
</xs:simpleType>
<!--DeliveryForm(668) defined in implementation file--><xs:simpleType name="DeliveryForm_enum_t">
<xs:annotation>
<xs:documentation>Identifies the form of delivery.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DeliveryForm" ComponentType="Field" Tag="668" Type="int"
AbbrName="DlvryForm"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Book Entry (default)</fm:EnumDoc>
<fm:EnumDoc value="2">Bearer</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="LastParPx_t">
<xs:annotation>
<xs:documentation>
Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other type.
Usage: Execution Report and Allocation Report repeating executions block (from sellside).
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LastParPx" ComponentType="Field" Tag="669" Type="Price"
AbbrName="LastParPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="LegAllocAccount_t">
<xs:annotation>
<xs:documentation>
Allocation Account for the leg
See AllocAccount (79) for description and valid values.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegAllocAccount" ComponentType="Field" Tag="671"
Type="String"
AbbrName="AllocAcct"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="LegIndividualAllocID_t">
<xs:annotation>
<xs:documentation>
Reference for the individual allocation ticket
See IndividualAllocID (467) for description and valid values.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegIndividualAllocID" ComponentType="Field" Tag="672"
Type="String"
AbbrName="IndAllocID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="LegAllocQty_t">
<xs:annotation>
<xs:documentation>
Leg allocation quantity.
See AllocQty (80) for description and valid values.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegAllocQty" ComponentType="Field" Tag="673" Type="Qty"
AbbrName="AllocQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="LegAllocAcctIDSource_t">
<xs:annotation>
<xs:documentation>
The source of the LegAllocAccount (671)
See AllocAcctIDSource (661) for description and valid values.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegAllocAcctIDSource" ComponentType="Field" Tag="674"
Type="String"
AbbrName="AllocAcctIDSrc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="LegSettlCurrency_t">
<xs:annotation>
<xs:documentation>
Identifies settlement currency for the Leg.
See SettlCurrency (20) for description and valid values
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegSettlCurrency" ComponentType="Field" Tag="675"
Type="Currency"
AbbrName="SettlCcy"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Currency"/>
</xs:simpleType>
<xs:simpleType name="LegBenchmarkCurveCurrency_t">
<xs:annotation>
<xs:documentation>
LegBenchmarkPrice (679) currency
See BenchmarkCurveCurrency (220) for description and valid values.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegBenchmarkCurveCurrency" ComponentType="Field" Tag="676"
Type="Currency"
AbbrName="Ccy"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Currency"/>
</xs:simpleType>
<!--LegBenchmarkCurveName(677) defined in implementation file--><xs:simpleType name="LegBenchmarkCurveName_enum_t">
<xs:annotation>
<xs:documentation>
Name of the Leg Benchmark Curve.
See BenchmarkCurveName (22) for description and valid values.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegBenchmarkCurveName" ComponentType="Field" Tag="677"
Type="String"
UsesEnumsFromTag="221"
AbbrName="Name"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="EONIA">EONIA</fm:EnumDoc>
<fm:EnumDoc value="EUREPO">EUREPO</fm:EnumDoc>
<fm:EnumDoc value="Euribor">Euribor</fm:EnumDoc>
<fm:EnumDoc value="FutureSWAP">FutureSWAP</fm:EnumDoc>
<fm:EnumDoc value="LIBID">LIBID</fm:EnumDoc>
<fm:EnumDoc value="LIBOR">LIBOR (London Inter-Bank Offer)</fm:EnumDoc>
<fm:EnumDoc value="MuniAAA">MuniAAA</fm:EnumDoc>
<fm:EnumDoc value="OTHER">OTHER</fm:EnumDoc>
<fm:EnumDoc value="Pfandbriefe">Pfandbriefe</fm:EnumDoc>
<fm:EnumDoc value="SONIA">SONIA</fm:EnumDoc>
<fm:EnumDoc value="SWAP">SWAP</fm:EnumDoc>
<fm:EnumDoc value="Treasury">Treasury</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="EONIA"/>
<xs:enumeration value="EUREPO"/>
<xs:enumeration value="Euribor"/>
<xs:enumeration value="FutureSWAP"/>
<xs:enumeration value="LIBID"/>
<xs:enumeration value="LIBOR"/>
<xs:enumeration value="MuniAAA"/>
<xs:enumeration value="OTHER"/>
<xs:enumeration value="Pfandbriefe"/>
<xs:enumeration value="SONIA"/>
<xs:enumeration value="SWAP"/>
<xs:enumeration value="Treasury"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="LegBenchmarkCurvePoint_t">
<xs:annotation>
<xs:documentation>
Identifies the point on the Leg Benchmark Curve.
See BenchmarkCurvePoint (222) for description and valid values.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegBenchmarkCurvePoint" ComponentType="Field" Tag="678"
Type="String"
AbbrName="Point"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="LegBenchmarkPrice_t">
<xs:annotation>
<xs:documentation>
Used to identify the price of the benchmark security.
See BenchmarkPrice (662) for description and valid values.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegBenchmarkPrice" ComponentType="Field" Tag="679"
Type="Price"
AbbrName="Px"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="LegBenchmarkPriceType_t">
<xs:annotation>
<xs:documentation>
The price type of the LegBenchmarkPrice.
See BenchmarkPriceType (663) for description and valid values.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegBenchmarkPriceType" ComponentType="Field" Tag="680"
Type="int"
AbbrName="PxTyp"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="LegBidPx_t">
<xs:annotation>
<xs:documentation>
Bid price of this leg.
See BidPx (32) for description and valid values.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegBidPx" ComponentType="Field" Tag="681" Type="Price"
AbbrName="BidPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<!--LegIOIQty(682) defined in implementation file--><xs:simpleType name="LegIOIQty_enum_t">
<xs:annotation>
<xs:documentation>
Leg-specific IOI quantity.
See IOIQty (27) for description and valid values
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegIOIQty" ComponentType="Field" Tag="682" Type="String"
UsesEnumsFromTag="27"
AbbrName="IOIQty"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">1000000000</fm:EnumDoc>
<fm:EnumDoc value="S">Small</fm:EnumDoc>
<fm:EnumDoc value="M">Medium</fm:EnumDoc>
<fm:EnumDoc value="L">Large</fm:EnumDoc>
<fm:EnumDoc value="U">Undisclosed Quantity</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="0"/>
<xs:enumeration value="S"/>
<xs:enumeration value="M"/>
<xs:enumeration value="L"/>
<xs:enumeration value="U"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="LegOfferPx_t">
<xs:annotation>
<xs:documentation>
Offer price of this leg.
See OfferPx (133) for description and valid values
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegOfferPx" ComponentType="Field" Tag="684" Type="Price"
AbbrName="OfrPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="LegOrderQty_t">
<xs:annotation>
<xs:documentation>
Quantity ordered of this leg.
See OrderQty (38) for description and valid values
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegOrderQty" ComponentType="Field" Tag="685" Type="Qty"
AbbrName="OrdQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<!--LegPriceType(686) defined in implementation file--><xs:simpleType name="LegPriceType_enum_t">
<xs:annotation>
<xs:documentation>
The price type of the LegBidPx (681) and/or LegOfferPx (684).
See PriceType (423) for description and valid values
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegPriceType" ComponentType="Field" Tag="686" Type="int"
UsesEnumsFromTag="423"
AbbrName="PxTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Percentage (i.e. percent of par) (often called "dollar price" for fixed income)</fm:EnumDoc>
<fm:EnumDoc value="10">Fixed cabinet trade price (primarily for listed futures and options)</fm:EnumDoc>
<fm:EnumDoc value="11">Variable cabinet trade price (primarily for listed futures and options)</fm:EnumDoc>
<fm:EnumDoc value="2">Per unit (i.e. per share or contract)</fm:EnumDoc>
<fm:EnumDoc value="3">Fixed amount (absolute value)</fm:EnumDoc>
<fm:EnumDoc value="4">Discount - percentage points below par</fm:EnumDoc>
<fm:EnumDoc value="5">Premium - percentage points over par</fm:EnumDoc>
<fm:EnumDoc value="6">Spread (basis points spread)</fm:EnumDoc>
<fm:EnumDoc value="7">TED Price</fm:EnumDoc>
<fm:EnumDoc value="8">TED Yield</fm:EnumDoc>
<fm:EnumDoc value="9">Yield</fm:EnumDoc>
<fm:EnumDoc value="13">Product ticks in halfs</fm:EnumDoc>
<fm:EnumDoc value="14">Product ticks in fourths</fm:EnumDoc>
<fm:EnumDoc value="15">Product ticks in eights</fm:EnumDoc>
<fm:EnumDoc value="16">Product ticks in sixteenths</fm:EnumDoc>
<fm:EnumDoc value="17">Product ticks in thirty-seconds</fm:EnumDoc>
<fm:EnumDoc value="18">Product ticks in sixty-forths</fm:EnumDoc>
<fm:EnumDoc value="19">Product ticks in one-twenty-eights</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="LegQty_t">
<xs:annotation>
<xs:documentation>
Quantity of this leg, e.g. in Quote dialog.
See Quantity (53) for description and valid values
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegQty" ComponentType="Field" Tag="687" Type="Qty"
AbbrName="Qty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<!--LegStipulationType(688) defined in implementation file--><xs:simpleType name="LegStipulationType_enum_t">
<xs:annotation>
<xs:documentation>
For Fixed Income, type of Stipulation for this leg.
See StipulationType (233) for description and valid values
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegStipulationType" ComponentType="Field" Tag="688"
Type="String"
UsesEnumsFromTag="233"
AbbrName="StipTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="ABS">Absolute Prepayment Speed</fm:EnumDoc>
<fm:EnumDoc value="AMT">Alternative Minimum Tax (Y/N)</fm:EnumDoc>
<fm:EnumDoc value="AUTOREINV">Auto Reinvestment at <rate> or better</fm:EnumDoc>
<fm:EnumDoc value="BANKQUAL">Bank qualified (Y/N)</fm:EnumDoc>
<fm:EnumDoc value="BGNCON">Bargain conditions (see StipulationValue (234) for values)</fm:EnumDoc>
<fm:EnumDoc value="COUPON">Coupon range</fm:EnumDoc>
<fm:EnumDoc value="CPP">Constant Prepayment Penalty</fm:EnumDoc>
<fm:EnumDoc value="CPR">Constant Prepayment Rate</fm:EnumDoc>
<fm:EnumDoc value="CPY">Constant Prepayment Yield</fm:EnumDoc>
<fm:EnumDoc value="CURRENCY">ISO Currency Code</fm:EnumDoc>
<fm:EnumDoc value="CUSTOMDATE">Custom start/end date</fm:EnumDoc>
<fm:EnumDoc value="GEOG">Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])</fm:EnumDoc>
<fm:EnumDoc value="HAIRCUT">Valuation Discount</fm:EnumDoc>
<fm:EnumDoc value="HEP">final CPR of Home Equity Prepayment Curve</fm:EnumDoc>
<fm:EnumDoc value="INSURED">Insured (Y/N)</fm:EnumDoc>
<fm:EnumDoc value="ISSUE">Year Or Year/Month of Issue (ex. 234=2002/09)</fm:EnumDoc>
<fm:EnumDoc value="ISSUER">Issuer's ticker</fm:EnumDoc>
<fm:EnumDoc value="ISSUESIZE">issue size range</fm:EnumDoc>
<fm:EnumDoc value="LOOKBACK">Lookback Days</fm:EnumDoc>
<fm:EnumDoc value="LOT">Explicit lot identifier</fm:EnumDoc>
<fm:EnumDoc value="LOTVAR">Lot Variance (value in percent maximum over- or under-allocation allowed)</fm:EnumDoc>
<fm:EnumDoc value="MAT">Maturity Year And Month</fm:EnumDoc>
<fm:EnumDoc value="MATURITY">Maturity range</fm:EnumDoc>
<fm:EnumDoc value="MAXSUBS">Maximum substitutions (Repo)</fm:EnumDoc>
<fm:EnumDoc value="MHP">Percent of Manufactured Housing Prepayment Curve</fm:EnumDoc>
<fm:EnumDoc value="MINDNOM">Minimum denomination</fm:EnumDoc>
<fm:EnumDoc value="MININCR">Minimum increment</fm:EnumDoc>
<fm:EnumDoc value="MINQTY">Minimum quantity</fm:EnumDoc>
<fm:EnumDoc value="MPR">Monthly Prepayment Rate</fm:EnumDoc>
<fm:EnumDoc value="PAYFREQ">Payment frequency, calendar</fm:EnumDoc>
<fm:EnumDoc value="PIECES">Number Of Pieces</fm:EnumDoc>
<fm:EnumDoc value="PMAX">Pools Maximum</fm:EnumDoc>
<fm:EnumDoc value="PPC">Percent of Prospectus Prepayment Curve</fm:EnumDoc>
<fm:EnumDoc value="PPL">Pools per Lot</fm:EnumDoc>
<fm:EnumDoc value="PPM">Pools per Million</fm:EnumDoc>
<fm:EnumDoc value="PPT">Pools per Trade</fm:EnumDoc>
<fm:EnumDoc value="PRICE">Price Range</fm:EnumDoc>
<fm:EnumDoc value="PRICEFREQ">Pricing frequency</fm:EnumDoc>
<fm:EnumDoc value="PROD">Production Year</fm:EnumDoc>
<fm:EnumDoc value="PROTECT">Call protection</fm:EnumDoc>
<fm:EnumDoc value="PSA">Percent of BMA Prepayment Curve</fm:EnumDoc>
<fm:EnumDoc value="PURPOSE">Purpose</fm:EnumDoc>
<fm:EnumDoc value="PXSOURCE">Benchmark price source</fm:EnumDoc>
<fm:EnumDoc value="RATING">Rating source and range</fm:EnumDoc>
<fm:EnumDoc value="REDEMPTION">Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible</fm:EnumDoc>
<fm:EnumDoc value="RESTRICTED">Restricted (Y/N)</fm:EnumDoc>
<fm:EnumDoc value="SECTOR">Market Sector</fm:EnumDoc>
<fm:EnumDoc value="SECTYPE">Security Type included or excluded</fm:EnumDoc>
<fm:EnumDoc value="SMM">Single Monthly Mortality</fm:EnumDoc>
<fm:EnumDoc value="STRUCT">Structure</fm:EnumDoc>
<fm:EnumDoc value="SUBSFREQ">Substitutions frequency (Repo)</fm:EnumDoc>
<fm:EnumDoc value="SUBSLEFT">Substitutions left (Repo)</fm:EnumDoc>
<fm:EnumDoc value="TEXT">Freeform Text</fm:EnumDoc>
<fm:EnumDoc value="TRDVAR">Trade Variance (value in percent maximum over- or under-allocation allowed)</fm:EnumDoc>
<fm:EnumDoc value="WAC">Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])</fm:EnumDoc>
<fm:EnumDoc value="WAL">Weighted Average Life Coupon - value in percent (exact or range)</fm:EnumDoc>
<fm:EnumDoc value="WALA">Weighted Average Loan Age - value in months (exact or range)</fm:EnumDoc>
<fm:EnumDoc value="WAM">Weighted Average Maturity - value in months (exact or range)</fm:EnumDoc>
<fm:EnumDoc value="WHOLE">Whole Pool (Y/N)</fm:EnumDoc>
<fm:EnumDoc value="YIELD">Yield Range</fm:EnumDoc>
<fm:EnumDoc value="AVFICO">Average FICO Score</fm:EnumDoc>
<fm:EnumDoc value="AVSIZE">Average Loan Size</fm:EnumDoc>
<fm:EnumDoc value="MAXBAL">Maximum Loan Balance</fm:EnumDoc>
<fm:EnumDoc value="POOL">Pool Identifier</fm:EnumDoc>
<fm:EnumDoc value="ROLLTYPE">Type of Roll trade</fm:EnumDoc>
<fm:EnumDoc value="REFTRADE">reference to rolling or closing trade</fm:EnumDoc>
<fm:EnumDoc value="REFPRIN">principal of rolling or closing trade</fm:EnumDoc>
<fm:EnumDoc value="REFINT">interest of rolling or closing trade</fm:EnumDoc>
<fm:EnumDoc value="AVAILQTY">Available offer quantity to be shown to the street</fm:EnumDoc>
<fm:EnumDoc value="BROKERCREDIT">Broker's sales credit</fm:EnumDoc>
<fm:EnumDoc value="INTERNALPX">Offer price to be shown to internal brokers</fm:EnumDoc>
<fm:EnumDoc value="INTERNALQTY">Offer quantity to be shown to internal brokers</fm:EnumDoc>
<fm:EnumDoc value="LEAVEQTY">The minimum residual offer quantity</fm:EnumDoc>
<fm:EnumDoc value="MAXORDQTY">Maximum order size</fm:EnumDoc>
<fm:EnumDoc value="ORDRINCR">Order quantity increment</fm:EnumDoc>
<fm:EnumDoc value="PRIMARY">Primary or Secondary market indicator</fm:EnumDoc>
<fm:EnumDoc value="SALESCREDITOVR">Broker sales credit override</fm:EnumDoc>
<fm:EnumDoc value="TRADERCREDIT">Trader's credit</fm:EnumDoc>
<fm:EnumDoc value="DISCOUNT">Discount Rate (when price is denominated in percent of par)</fm:EnumDoc>
<fm:EnumDoc value="YTM">Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="ABS"/>
<xs:enumeration value="AMT"/>
<xs:enumeration value="AUTOREINV"/>
<xs:enumeration value="BANKQUAL"/>
<xs:enumeration value="BGNCON"/>
<xs:enumeration value="COUPON"/>
<xs:enumeration value="CPP"/>
<xs:enumeration value="CPR"/>
<xs:enumeration value="CPY"/>
<xs:enumeration value="CURRENCY"/>
<xs:enumeration value="CUSTOMDATE"/>
<xs:enumeration value="GEOG"/>
<xs:enumeration value="HAIRCUT"/>
<xs:enumeration value="HEP"/>
<xs:enumeration value="INSURED"/>
<xs:enumeration value="ISSUE"/>
<xs:enumeration value="ISSUER"/>
<xs:enumeration value="ISSUESIZE"/>
<xs:enumeration value="LOOKBACK"/>
<xs:enumeration value="LOT"/>
<xs:enumeration value="LOTVAR"/>
<xs:enumeration value="MAT"/>
<xs:enumeration value="MATURITY"/>
<xs:enumeration value="MAXSUBS"/>
<xs:enumeration value="MHP"/>
<xs:enumeration value="MINDNOM"/>
<xs:enumeration value="MININCR"/>
<xs:enumeration value="MINQTY"/>
<xs:enumeration value="MPR"/>
<xs:enumeration value="PAYFREQ"/>
<xs:enumeration value="PIECES"/>
<xs:enumeration value="PMAX"/>
<xs:enumeration value="PPC"/>
<xs:enumeration value="PPL"/>
<xs:enumeration value="PPM"/>
<xs:enumeration value="PPT"/>
<xs:enumeration value="PRICE"/>
<xs:enumeration value="PRICEFREQ"/>
<xs:enumeration value="PROD"/>
<xs:enumeration value="PROTECT"/>
<xs:enumeration value="PSA"/>
<xs:enumeration value="PURPOSE"/>
<xs:enumeration value="PXSOURCE"/>
<xs:enumeration value="RATING"/>
<xs:enumeration value="REDEMPTION"/>
<xs:enumeration value="RESTRICTED"/>
<xs:enumeration value="SECTOR"/>
<xs:enumeration value="SECTYPE"/>
<xs:enumeration value="SMM"/>
<xs:enumeration value="STRUCT"/>
<xs:enumeration value="SUBSFREQ"/>
<xs:enumeration value="SUBSLEFT"/>
<xs:enumeration value="TEXT"/>
<xs:enumeration value="TRDVAR"/>
<xs:enumeration value="WAC"/>
<xs:enumeration value="WAL"/>
<xs:enumeration value="WALA"/>
<xs:enumeration value="WAM"/>
<xs:enumeration value="WHOLE"/>
<xs:enumeration value="YIELD"/>
<xs:enumeration value="AVFICO"/>
<xs:enumeration value="AVSIZE"/>
<xs:enumeration value="MAXBAL"/>
<xs:enumeration value="POOL"/>
<xs:enumeration value="ROLLTYPE"/>
<xs:enumeration value="REFTRADE"/>
<xs:enumeration value="REFPRIN"/>
<xs:enumeration value="REFINT"/>
<xs:enumeration value="AVAILQTY"/>
<xs:enumeration value="BROKERCREDIT"/>
<xs:enumeration value="INTERNALPX"/>
<xs:enumeration value="INTERNALQTY"/>
<xs:enumeration value="LEAVEQTY"/>
<xs:enumeration value="MAXORDQTY"/>
<xs:enumeration value="ORDRINCR"/>
<xs:enumeration value="PRIMARY"/>
<xs:enumeration value="SALESCREDITOVR"/>
<xs:enumeration value="TRADERCREDIT"/>
<xs:enumeration value="DISCOUNT"/>
<xs:enumeration value="YTM"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="LegStipulationValue_t">
<xs:annotation>
<xs:documentation>
For Fixed Income, value of stipulation.
See StipulationValue (234) for description and valid values
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegStipulationValue" ComponentType="Field" Tag="689"
Type="String"
AbbrName="StipVal"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--LegSwapType(690) defined in implementation file--><xs:simpleType name="LegSwapType_enum_t">
<xs:annotation>
<xs:documentation>For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegSwapType" ComponentType="Field" Tag="690" Type="int"
AbbrName="SwapTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Par For Par</fm:EnumDoc>
<fm:EnumDoc value="2">Modified Duration</fm:EnumDoc>
<fm:EnumDoc value="4">Risk</fm:EnumDoc>
<fm:EnumDoc value="5">Proceeds</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="Pool_t">
<xs:annotation>
<xs:documentation>
For Fixed Income, identifies MBS / ABS pool.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Pool" ComponentType="Field" Tag="691" Type="String"
AbbrName="Pool"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--QuotePriceType(692) defined in implementation file--><xs:simpleType name="QuotePriceType_enum_t">
<xs:annotation>
<xs:documentation>
Code to represent price type requested in Quote.
If the Quote Request is for a Swap values 1-8 apply to all legs.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="QuotePriceType" ComponentType="Field" Tag="692" Type="int"
AbbrName="QuotPxTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Percent (percent of par)</fm:EnumDoc>
<fm:EnumDoc value="10">Yield</fm:EnumDoc>
<fm:EnumDoc value="2">Per Share (e.g. cents per share)</fm:EnumDoc>
<fm:EnumDoc value="3">Fixed Amount (absolute value)</fm:EnumDoc>
<fm:EnumDoc value="4">Discount - percentage points below par</fm:EnumDoc>
<fm:EnumDoc value="5">Premium - percentage points over par</fm:EnumDoc>
<fm:EnumDoc value="6">Spread - basis points relative to benchmark</fm:EnumDoc>
<fm:EnumDoc value="7">TED Price</fm:EnumDoc>
<fm:EnumDoc value="8">TED Yield</fm:EnumDoc>
<fm:EnumDoc value="9">Yield Spread (swaps)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="QuoteRespID_t">
<xs:annotation>
<xs:documentation>
Message reference for Quote Response
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="QuoteRespID" ComponentType="Field" Tag="693" Type="String"
AbbrName="RspID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--QuoteRespType(694) defined in implementation file--><xs:simpleType name="QuoteRespType_enum_t">
<xs:annotation>
<xs:documentation>Identifies the type of Quote Response.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="QuoteRespType" ComponentType="Field" Tag="694" Type="int"
AbbrName="RspTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Hit/Lift</fm:EnumDoc>
<fm:EnumDoc value="2">Counter</fm:EnumDoc>
<fm:EnumDoc value="3">Expired</fm:EnumDoc>
<fm:EnumDoc value="4">Cover</fm:EnumDoc>
<fm:EnumDoc value="5">Done Away</fm:EnumDoc>
<fm:EnumDoc value="6">Pass</fm:EnumDoc>
<fm:EnumDoc value="7">End Trade</fm:EnumDoc>
<fm:EnumDoc value="8">Timed Out</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
</xs:restriction>
</xs:simpleType>
<!--QuoteQualifier(695) defined in implementation file--><xs:simpleType name="QuoteQualifier_enum_t">
<xs:annotation>
<xs:documentation>
Code to qualify Quote use
See IOIQualifier (104) for description and valid values.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="QuoteQualifier" ComponentType="Field" Tag="695"
Type="char"
UsesEnumsFromTag="104"
AbbrName="Qual"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="A">All or None (AON)</fm:EnumDoc>
<fm:EnumDoc value="B">Market On Close (MOC) (held to close)</fm:EnumDoc>
<fm:EnumDoc value="C">At the close (around/not held to close)</fm:EnumDoc>
<fm:EnumDoc value="D">VWAP (Volume Weighted Average Price)</fm:EnumDoc>
<fm:EnumDoc value="I">In touch with</fm:EnumDoc>
<fm:EnumDoc value="L">Limit</fm:EnumDoc>
<fm:EnumDoc value="M">More Behind</fm:EnumDoc>
<fm:EnumDoc value="O">At the Open</fm:EnumDoc>
<fm:EnumDoc value="P">Taking a Position</fm:EnumDoc>
<fm:EnumDoc value="Q">At the Market (previously called Current Quote)</fm:EnumDoc>
<fm:EnumDoc value="R">Ready to Trade</fm:EnumDoc>
<fm:EnumDoc value="S">Portfolio Shown</fm:EnumDoc>
<fm:EnumDoc value="T">Through the Day</fm:EnumDoc>
<fm:EnumDoc value="V">Versus</fm:EnumDoc>
<fm:EnumDoc value="W">Indication - Working Away</fm:EnumDoc>
<fm:EnumDoc value="X">Crossing Opportunity</fm:EnumDoc>
<fm:EnumDoc value="Y">At the Midpoint</fm:EnumDoc>
<fm:EnumDoc value="Z">Pre-open</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="I"/>
<xs:enumeration value="L"/>
<xs:enumeration value="M"/>
<xs:enumeration value="O"/>
<xs:enumeration value="P"/>
<xs:enumeration value="Q"/>
<xs:enumeration value="R"/>
<xs:enumeration value="S"/>
<xs:enumeration value="T"/>
<xs:enumeration value="V"/>
<xs:enumeration value="W"/>
<xs:enumeration value="X"/>
<xs:enumeration value="Y"/>
<xs:enumeration value="Z"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="YieldRedemptionDate_t">
<xs:annotation>
<xs:documentation>
Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="YieldRedemptionDate" ComponentType="Field" Tag="696"
Type="LocalMktDate"
AbbrName="RedDt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="YieldRedemptionPrice_t">
<xs:annotation>
<xs:documentation>
Price to which the yield has been calculated.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="YieldRedemptionPrice" ComponentType="Field" Tag="697"
Type="Price"
AbbrName="RedPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<!--YieldRedemptionPriceType(698) defined in implementation file--><xs:simpleType name="YieldRedemptionPriceType_enum_t">
<xs:annotation>
<xs:documentation>
The price type of the YieldRedemptionPrice (697)
See PriceType (423) for description and valid values.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="YieldRedemptionPriceType" ComponentType="Field" Tag="698"
Type="int"
UsesEnumsFromTag="423"
AbbrName="RedPxTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Percentage (i.e. percent of par) (often called "dollar price" for fixed income)</fm:EnumDoc>
<fm:EnumDoc value="10">Fixed cabinet trade price (primarily for listed futures and options)</fm:EnumDoc>
<fm:EnumDoc value="11">Variable cabinet trade price (primarily for listed futures and options)</fm:EnumDoc>
<fm:EnumDoc value="2">Per unit (i.e. per share or contract)</fm:EnumDoc>
<fm:EnumDoc value="3">Fixed amount (absolute value)</fm:EnumDoc>
<fm:EnumDoc value="4">Discount - percentage points below par</fm:EnumDoc>
<fm:EnumDoc value="5">Premium - percentage points over par</fm:EnumDoc>
<fm:EnumDoc value="6">Spread (basis points spread)</fm:EnumDoc>
<fm:EnumDoc value="7">TED Price</fm:EnumDoc>
<fm:EnumDoc value="8">TED Yield</fm:EnumDoc>
<fm:EnumDoc value="9">Yield</fm:EnumDoc>
<fm:EnumDoc value="13">Product ticks in halfs</fm:EnumDoc>
<fm:EnumDoc value="14">Product ticks in fourths</fm:EnumDoc>
<fm:EnumDoc value="15">Product ticks in eights</fm:EnumDoc>
<fm:EnumDoc value="16">Product ticks in sixteenths</fm:EnumDoc>
<fm:EnumDoc value="17">Product ticks in thirty-seconds</fm:EnumDoc>
<fm:EnumDoc value="18">Product ticks in sixty-forths</fm:EnumDoc>
<fm:EnumDoc value="19">Product ticks in one-twenty-eights</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="BenchmarkSecurityID_t">
<xs:annotation>
<xs:documentation>
The identifier of the benchmark security, e.g. Treasury against Corporate bond.
See SecurityID (tag 48) for description and valid values.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BenchmarkSecurityID" ComponentType="Field" Tag="699"
Type="String"
AbbrName="SecID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="ReversalIndicator_t">
<xs:annotation>
<xs:documentation>
Indicates a trade that reverses a previous trade.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ReversalIndicator" ComponentType="Field" Tag="700"
Type="Boolean"
AbbrName="ReversalInd"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean"/>
</xs:simpleType>
<xs:simpleType name="YieldCalcDate_t">
<xs:annotation>
<xs:documentation>
Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="YieldCalcDate" ComponentType="Field" Tag="701"
Type="LocalMktDate"
AbbrName="CalcDt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<!--PosType(703) defined in implementation file--><xs:simpleType name="PosType_enum_t">
<xs:annotation>
<xs:documentation>Used to identify the type of quantity that is being returned.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PosType" ComponentType="Field" Tag="703" Type="String"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="ALC">Allocation Trade Qty</fm:EnumDoc>
<fm:EnumDoc value="AS">Option Assignment</fm:EnumDoc>
<fm:EnumDoc value="ASF">As-of Trade Qty</fm:EnumDoc>
<fm:EnumDoc value="DLV">Delivery Qty</fm:EnumDoc>
<fm:EnumDoc value="ETR">Electronic Trade Qty</fm:EnumDoc>
<fm:EnumDoc value="EX">Option Exercise Qty</fm:EnumDoc>
<fm:EnumDoc value="FIN">End-of-Day Qty</fm:EnumDoc>
<fm:EnumDoc value="IAS">Intra-spread Qty</fm:EnumDoc>
<fm:EnumDoc value="IES">Inter-spread Qty</fm:EnumDoc>
<fm:EnumDoc value="PA">Adjustment Qty</fm:EnumDoc>
<fm:EnumDoc value="PIT">Pit Trade Qty</fm:EnumDoc>
<fm:EnumDoc value="SOD">Start-of-Day Qty</fm:EnumDoc>
<fm:EnumDoc value="SPL">Integral Split</fm:EnumDoc>
<fm:EnumDoc value="TA">Transaction from Assignment</fm:EnumDoc>
<fm:EnumDoc value="TOT">Total Transaction Qty</fm:EnumDoc>
<fm:EnumDoc value="TQ">Transaction Quantity</fm:EnumDoc>
<fm:EnumDoc value="TRF">Transfer Trade Qty</fm:EnumDoc>
<fm:EnumDoc value="TX">Transaction from Exercise</fm:EnumDoc>
<fm:EnumDoc value="XM">Cross Margin Qty</fm:EnumDoc>
<fm:EnumDoc value="RCV">Receive Quantity</fm:EnumDoc>
<fm:EnumDoc value="CAA">Corporate Action Adjustment</fm:EnumDoc>
<fm:EnumDoc value="DN">Delivery Notice Qty</fm:EnumDoc>
<fm:EnumDoc value="EP">Exchange for Physical Qty</fm:EnumDoc>
<fm:EnumDoc value="PNTN">Privately negotiated Trade Qty (Non-regulated)</fm:EnumDoc>
<fm:EnumDoc value="DLT">Net Delta Qty</fm:EnumDoc>
<fm:EnumDoc value="CEA">Credit Event Adjustment</fm:EnumDoc>
<fm:EnumDoc value="SEA">Succession Event Adjustment</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="ALC"/>
<xs:enumeration value="AS"/>
<xs:enumeration value="ASF"/>
<xs:enumeration value="DLV"/>
<xs:enumeration value="ETR"/>
<xs:enumeration value="EX"/>
<xs:enumeration value="FIN"/>
<xs:enumeration value="IAS"/>
<xs:enumeration value="IES"/>
<xs:enumeration value="PA"/>
<xs:enumeration value="PIT"/>
<xs:enumeration value="SOD"/>
<xs:enumeration value="SPL"/>
<xs:enumeration value="TA"/>
<xs:enumeration value="TOT"/>
<xs:enumeration value="TQ"/>
<xs:enumeration value="TRF"/>
<xs:enumeration value="TX"/>
<xs:enumeration value="XM"/>
<xs:enumeration value="RCV"/>
<xs:enumeration value="CAA"/>
<xs:enumeration value="DN"/>
<xs:enumeration value="EP"/>
<xs:enumeration value="PNTN"/>
<xs:enumeration value="DLT"/>
<xs:enumeration value="CEA"/>
<xs:enumeration value="SEA"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="LongQty_t">
<xs:annotation>
<xs:documentation>
Long Quantity
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LongQty" ComponentType="Field" Tag="704" Type="Qty"
AbbrName="Long"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="ShortQty_t">
<xs:annotation>
<xs:documentation>
Short Quantity
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ShortQty" ComponentType="Field" Tag="705" Type="Qty"
AbbrName="Short"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<!--PosQtyStatus(706) defined in implementation file--><xs:simpleType name="PosQtyStatus_enum_t">
<xs:annotation>
<xs:documentation>Status of this position.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PosQtyStatus" ComponentType="Field" Tag="706" Type="int"
AbbrName="Stat"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Submitted</fm:EnumDoc>
<fm:EnumDoc value="1">Accepted</fm:EnumDoc>
<fm:EnumDoc value="2">Rejected</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--PosAmtType(707) defined in implementation file--><xs:simpleType name="PosAmtType_enum_t">
<xs:annotation>
<xs:documentation>Type of Position amount
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PosAmtType" ComponentType="Field" Tag="707" Type="String"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="CASH">Cash Amount (Corporate Event)</fm:EnumDoc>
<fm:EnumDoc value="CRES">Cash Residual Amount</fm:EnumDoc>
<fm:EnumDoc value="FMTM">Final Mark-to-Market Amount</fm:EnumDoc>
<fm:EnumDoc value="IMTM">Incremental Mark-to-Market Amount</fm:EnumDoc>
<fm:EnumDoc value="PREM">Premium Amount</fm:EnumDoc>
<fm:EnumDoc value="SMTM">Start-of-Day Mark-to-Market Amount</fm:EnumDoc>
<fm:EnumDoc value="TVAR">Trade Variation Amount</fm:EnumDoc>
<fm:EnumDoc value="VADJ">Value Adjusted Amount</fm:EnumDoc>
<fm:EnumDoc value="SETL">Settlement Value</fm:EnumDoc>
<fm:EnumDoc value="ICPN">Initial Trade Coupon Amount</fm:EnumDoc>
<fm:EnumDoc value="ACPN">Accrued Coupon Amount</fm:EnumDoc>
<fm:EnumDoc value="CPN">Coupon Amount</fm:EnumDoc>
<fm:EnumDoc value="IACPN">Incremental Accrued Coupon</fm:EnumDoc>
<fm:EnumDoc value="CMTM">Collateralized Mark to Market</fm:EnumDoc>
<fm:EnumDoc value="ICMTM">Incremental Collateralized Mark to market</fm:EnumDoc>
<fm:EnumDoc value="DLV">Compensation Amount</fm:EnumDoc>
<fm:EnumDoc value="BANK">Total Banked Amount</fm:EnumDoc>
<fm:EnumDoc value="COLAT">Total Collateralized Amount</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="CASH"/>
<xs:enumeration value="CRES"/>
<xs:enumeration value="FMTM"/>
<xs:enumeration value="IMTM"/>
<xs:enumeration value="PREM"/>
<xs:enumeration value="SMTM"/>
<xs:enumeration value="TVAR"/>
<xs:enumeration value="VADJ"/>
<xs:enumeration value="SETL"/>
<xs:enumeration value="ICPN"/>
<xs:enumeration value="ACPN"/>
<xs:enumeration value="CPN"/>
<xs:enumeration value="IACPN"/>
<xs:enumeration value="CMTM"/>
<xs:enumeration value="ICMTM"/>
<xs:enumeration value="DLV"/>
<xs:enumeration value="BANK"/>
<xs:enumeration value="COLAT"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="PosAmt_t">
<xs:annotation>
<xs:documentation>
Position amount
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PosAmt" ComponentType="Field" Tag="708" Type="Amt"
AbbrName="Amt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<!--PosTransType(709) defined in implementation file--><xs:simpleType name="PosTransType_enum_t">
<xs:annotation>
<xs:documentation>Identifies the type of position transaction</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PosTransType" ComponentType="Field" Tag="709" Type="int"
AbbrName="TxnTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Exercise</fm:EnumDoc>
<fm:EnumDoc value="2">Do Not Exercise</fm:EnumDoc>
<fm:EnumDoc value="3">Position Adjustment</fm:EnumDoc>
<fm:EnumDoc value="4">Position Change Submission/Margin Disposition</fm:EnumDoc>
<fm:EnumDoc value="5">Pledge</fm:EnumDoc>
<fm:EnumDoc value="6">Large Trader Submission</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="PosReqID_t">
<xs:annotation>
<xs:documentation>
Unique identifier for the position maintenance request as assigned by the submitter
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PosReqID" ComponentType="Field" Tag="710" Type="String"
AbbrName="ReqID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--PosMaintAction(712) defined in implementation file--><xs:simpleType name="PosMaintAction_enum_t">
<xs:annotation>
<xs:documentation>Maintenance Action to be performed.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PosMaintAction" ComponentType="Field" Tag="712" Type="int"
AbbrName="Actn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">New - used to increment the overall transaction quantity</fm:EnumDoc>
<fm:EnumDoc value="2">Replace - used to override the overall transaction quantity or specifi add messages based on the reference ID</fm:EnumDoc>
<fm:EnumDoc value="3">Cancel - used to remove the overall transaction or specific add messages based on reference ID</fm:EnumDoc>
<fm:EnumDoc value="4">Reverse - used to completelly back-out the transaction such that the transaction never existed</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="OrigPosReqRefID_t">
<xs:annotation>
<xs:documentation>
Reference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrigPosReqRefID" ComponentType="Field" Tag="713"
Type="String"
AbbrName="OrigPosReqRefID"
Category="PositionMaintenance"
CategoryAbbrName="OrigReqRefID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="PosMaintRptRefID_t">
<xs:annotation>
<xs:documentation>
Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being replaced or canceled.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PosMaintRptRefID" ComponentType="Field" Tag="714"
Type="String"
AbbrName="RptRefID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="ClearingBusinessDate_t">
<xs:annotation>
<xs:documentation>
The "Clearing Business Date" referred to by this maintenance request.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ClearingBusinessDate" ComponentType="Field" Tag="715"
Type="LocalMktDate"
AbbrName="BizDt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<!--SettlSessID(716) defined in implementation file--><xs:simpleType name="SettlSessID_enum_t">
<xs:annotation>
<xs:documentation>Identifies a specific settlement session</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlSessID" ComponentType="Field" Tag="716" Type="String"
AbbrName="SetSesID"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="ITD">Intraday</fm:EnumDoc>
<fm:EnumDoc value="RTH">Regular Trading Hours</fm:EnumDoc>
<fm:EnumDoc value="ETH">Electronic Trading Hours</fm:EnumDoc>
<fm:EnumDoc value="EOD">End Of Day</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="ITD"/>
<xs:enumeration value="RTH"/>
<xs:enumeration value="ETH"/>
<xs:enumeration value="EOD"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="SettlSessSubID_t">
<xs:annotation>
<xs:documentation>SubID value associated with SettlSessID(716)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlSessSubID" ComponentType="Field" Tag="717"
Type="String"
AbbrName="SetSesSub"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--AdjustmentType(718) defined in implementation file--><xs:simpleType name="AdjustmentType_enum_t">
<xs:annotation>
<xs:documentation>Type of adjustment to be applied, used for PCS and PAJ</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AdjustmentType" ComponentType="Field" Tag="718" Type="int"
AbbrName="AdjTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Process Request As Margin Disposition</fm:EnumDoc>
<fm:EnumDoc value="1">Delta Plus</fm:EnumDoc>
<fm:EnumDoc value="2">Delta Minus</fm:EnumDoc>
<fm:EnumDoc value="3">Final</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ContraryInstructionIndicator_t">
<xs:annotation>
<xs:documentation>Used to indicate when a contrary instruction for exercise or abandonment is being submitted</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ContraryInstructionIndicator" ComponentType="Field"
Tag="719"
Type="Boolean"
AbbrName="CntraryInstrctnInd"
Category="SingleGeneralOrderHandling"
CategoryAbbrName="InstrctnInd"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean"/>
</xs:simpleType>
<xs:simpleType name="PriorSpreadIndicator_t">
<xs:annotation>
<xs:documentation>
Indicates if requesting a rollover of prior day's spread submissions.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PriorSpreadIndicator" ComponentType="Field" Tag="720"
Type="Boolean"
AbbrName="PriorSpreadInd"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean"/>
</xs:simpleType>
<xs:simpleType name="PosMaintRptID_t">
<xs:annotation>
<xs:documentation>
Unique identifier for this position report
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PosMaintRptID" ComponentType="Field" Tag="721"
Type="String"
AbbrName="RptID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--PosMaintStatus(722) defined in implementation file--><xs:simpleType name="PosMaintStatus_enum_t">
<xs:annotation>
<xs:documentation>Status of Position Maintenance Request
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PosMaintStatus" ComponentType="Field" Tag="722" Type="int"
AbbrName="Stat"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Accepted</fm:EnumDoc>
<fm:EnumDoc value="1">Accepted With Warnings</fm:EnumDoc>
<fm:EnumDoc value="2">Rejected</fm:EnumDoc>
<fm:EnumDoc value="3">Completed</fm:EnumDoc>
<fm:EnumDoc value="4">Completed With Warnings</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<!--PosMaintResult(723) defined in implementation file--><xs:simpleType name="PosMaintResult_enum_t">
<xs:annotation>
<xs:documentation>Result of Position Maintenance Request.
4000+ Reserved and available for bi-laterally agreed upon user-defined values</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PosMaintResult" ComponentType="Field" Tag="723" Type="int"
AbbrName="Rslt"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Successful Completion - no warnings or errors</fm:EnumDoc>
<fm:EnumDoc value="1">Rejected</fm:EnumDoc>
<fm:EnumDoc value="99">Other</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="99"/>
</xs:restriction>
</xs:simpleType>
<!--PosReqType(724) defined in implementation file--><xs:simpleType name="PosReqType_enum_t">
<xs:annotation>
<xs:documentation>Used to specify the type of position request being made.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PosReqType" ComponentType="Field" Tag="724" Type="int"
AbbrName="ReqTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Positions</fm:EnumDoc>
<fm:EnumDoc value="1">Trades</fm:EnumDoc>
<fm:EnumDoc value="2">Exercises</fm:EnumDoc>
<fm:EnumDoc value="3">Assignments</fm:EnumDoc>
<fm:EnumDoc value="4">Settlement Activity</fm:EnumDoc>
<fm:EnumDoc value="5">Backout Message</fm:EnumDoc>
<fm:EnumDoc value="6">Delta Positions</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
</xs:restriction>
</xs:simpleType>
<!--ResponseTransportType(725) defined in implementation file--><xs:simpleType name="ResponseTransportType_enum_t">
<xs:annotation>
<xs:documentation>Identifies how the response to the request should be transmitted.
Details specified via ResponseDestination (726).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ResponseTransportType" ComponentType="Field" Tag="725"
Type="int"
AbbrName="RspTransportTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Inband - transport the request was sent over (default)</fm:EnumDoc>
<fm:EnumDoc value="1">Out of Band - pre-arranged out-of-band delivery mechanizm (i.e. FTP, HTTP, NDM, etc.) between counterparties. Details specified via ResponseDestination (726).</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ResponseDestination_t">
<xs:annotation>
<xs:documentation>
URI (Uniform Resource Identifier) for details) or other pre-arranged value. Used in conjunction with ResponseTransportType (725) value of Out-of-Band to identify the out-of-band destination.
See "Appendix 6-B FIX Fields Based Upon Other Standards"
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ResponseDestination" ComponentType="Field" Tag="726"
Type="String"
AbbrName="RspDest"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="TotalNumPosReports_t">
<xs:annotation>
<xs:documentation>
Total number of Position Reports being returned.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TotalNumPosReports" ComponentType="Field" Tag="727"
Type="int"
AbbrName="TotRpts"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<!--PosReqResult(728) defined in implementation file--><xs:simpleType name="PosReqResult_enum_t">
<xs:annotation>
<xs:documentation>Result of Request for Position
4000+ Reserved and available for bi-laterally agreed upon user-defined values</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PosReqResult" ComponentType="Field" Tag="728" Type="int"
AbbrName="Rslt"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Valid request</fm:EnumDoc>
<fm:EnumDoc value="1">Invalid or unsupported request</fm:EnumDoc>
<fm:EnumDoc value="2">No positions found that match criteria</fm:EnumDoc>
<fm:EnumDoc value="3">Not authorized to request positions</fm:EnumDoc>
<fm:EnumDoc value="4">Request for position not supported</fm:EnumDoc>
<fm:EnumDoc value="99">Other (use Text (58) in conjunction with this code for an explaination)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="99"/>
</xs:restriction>
</xs:simpleType>
<!--PosReqStatus(729) defined in implementation file--><xs:simpleType name="PosReqStatus_enum_t">
<xs:annotation>
<xs:documentation>Status of Request for Positions
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PosReqStatus" ComponentType="Field" Tag="729" Type="int"
AbbrName="Stat"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Completed</fm:EnumDoc>
<fm:EnumDoc value="1">Completed With Warnings</fm:EnumDoc>
<fm:EnumDoc value="2">Rejected</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="SettlPrice_t">
<xs:annotation>
<xs:documentation>
Settlement price
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlPrice" ComponentType="Field" Tag="730" Type="Price"
AbbrName="SetPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<!--SettlPriceType(731) defined in implementation file--><xs:simpleType name="SettlPriceType_enum_t">
<xs:annotation>
<xs:documentation>Type of settlement price
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlPriceType" ComponentType="Field" Tag="731" Type="int"
AbbrName="SetPxTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Final</fm:EnumDoc>
<fm:EnumDoc value="2">Theoretical</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="UnderlyingSettlPrice_t">
<xs:annotation>
<xs:documentation>
Underlying security's SettlPrice.
See SettlPrice (730) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingSettlPrice" ComponentType="Field" Tag="732"
Type="Price"
AbbrName="UndSetPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<!--UnderlyingSettlPriceType(733) defined in implementation file--><xs:simpleType name="UnderlyingSettlPriceType_enum_t">
<xs:annotation>
<xs:documentation>
Underlying security's SettlPriceType.
See SettlPriceType (731) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingSettlPriceType" ComponentType="Field" Tag="733"
Type="int"
UsesEnumsFromTag="731"
AbbrName="UndSetPxTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Final</fm:EnumDoc>
<fm:EnumDoc value="2">Theoretical</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="PriorSettlPrice_t">
<xs:annotation>
<xs:documentation>
Previous settlement price
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PriorSettlPrice" ComponentType="Field" Tag="734"
Type="Price"
AbbrName="PriSetPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="AllocSettlCurrency_t">
<xs:annotation>
<xs:documentation>
Currency code of settlement denomination for a specific AllocAccount (79).
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocSettlCurrency" ComponentType="Field" Tag="736"
Type="Currency"
AbbrName="AllocSettlCcy"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Currency"/>
</xs:simpleType>
<xs:simpleType name="AllocSettlCurrAmt_t">
<xs:annotation>
<xs:documentation>
Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79).
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocSettlCurrAmt" ComponentType="Field" Tag="737"
Type="Amt"
AbbrName="AllocSettlCurrAmt"
Category="Allocation"
CategoryAbbrName="SettlCcyAmt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="InterestAtMaturity_t">
<xs:annotation>
<xs:documentation>
Amount of interest (i.e. lump-sum) at maturity.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="InterestAtMaturity" ComponentType="Field" Tag="738"
Type="Amt"
AbbrName="IntAtMat"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="LegDatedDate_t">
<xs:annotation>
<xs:documentation>
The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegDatedDate" ComponentType="Field" Tag="739"
Type="LocalMktDate"
AbbrName="Dated"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="LegPool_t">
<xs:annotation>
<xs:documentation>
For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument.
See Pool (691) for description and valid values.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegPool" ComponentType="Field" Tag="740" Type="String"
AbbrName="Pool"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="AllocInterestAtMaturity_t">
<xs:annotation>
<xs:documentation>
Amount of interest (i.e. lump-sum) at maturity at the account-level.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocInterestAtMaturity" ComponentType="Field" Tag="741"
Type="Amt"
AbbrName="IntAtMat"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="AllocAccruedInterestAmt_t">
<xs:annotation>
<xs:documentation>
Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocAccruedInterestAmt" ComponentType="Field" Tag="742"
Type="Amt"
AbbrName="AcrdIntAmt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="DeliveryDate_t">
<xs:annotation>
<xs:documentation>
Date of delivery.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DeliveryDate" ComponentType="Field" Tag="743"
Type="LocalMktDate"
AbbrName="DlvDt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<!--AssignmentMethod(744) defined in implementation file--><xs:simpleType name="AssignmentMethod_enum_t">
<xs:annotation>
<xs:documentation>Method by which short positions are assigned to an exercise notice during exercise and assignment processing</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AssignmentMethod" ComponentType="Field" Tag="744"
Type="char"
AbbrName="AsgnMeth"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="P">Pro-rata</fm:EnumDoc>
<fm:EnumDoc value="R">Random</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="P"/>
<xs:enumeration value="R"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="AssignmentUnit_t">
<xs:annotation>
<xs:documentation>
Quantity Increment used in performing assignment.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AssignmentUnit" ComponentType="Field" Tag="745" Type="Qty"
AbbrName="Unit"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="OpenInterest_t">
<xs:annotation>
<xs:documentation>
Open interest that was eligible for assignment.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OpenInterest" ComponentType="Field" Tag="746" Type="Amt"
AbbrName="OpenInt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<!--ExerciseMethod(747) defined in implementation file--><xs:simpleType name="ExerciseMethod_enum_t">
<xs:annotation>
<xs:documentation>Exercise Method used to in performing assignment.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ExerciseMethod" ComponentType="Field" Tag="747"
Type="char"
AbbrName="ExrMethod"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="A">Automatic</fm:EnumDoc>
<fm:EnumDoc value="M">Manual</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="A"/>
<xs:enumeration value="M"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="TotNumTradeReports_t">
<xs:annotation>
<xs:documentation>
Total number of trade reports returned.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TotNumTradeReports" ComponentType="Field" Tag="748"
Type="int"
AbbrName="TotNumTrdRpts"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<!--TradeRequestResult(749) defined in implementation file--><xs:simpleType name="TradeRequestResult_enum_t">
<xs:annotation>
<xs:documentation>Result of Trade Request</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradeRequestResult" ComponentType="Field" Tag="749"
Type="int"
AbbrName="ReqRslt"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Successful (default)</fm:EnumDoc>
<fm:EnumDoc value="1">Invalid or unknown instrument</fm:EnumDoc>
<fm:EnumDoc value="2">Invalid type of trade requested</fm:EnumDoc>
<fm:EnumDoc value="3">Invalid parties</fm:EnumDoc>
<fm:EnumDoc value="4">Invalid transport type requested</fm:EnumDoc>
<fm:EnumDoc value="5">Invalid destination requested</fm:EnumDoc>
<fm:EnumDoc value="8">TradeRequestType not supported</fm:EnumDoc>
<fm:EnumDoc value="9">Not authorized</fm:EnumDoc>
<fm:EnumDoc value="99">Other</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="99"/>
</xs:restriction>
</xs:simpleType>
<!--TradeRequestStatus(750) defined in implementation file--><xs:simpleType name="TradeRequestStatus_enum_t">
<xs:annotation>
<xs:documentation>Status of Trade Request.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradeRequestStatus" ComponentType="Field" Tag="750"
Type="int"
AbbrName="ReqStat"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Accepted</fm:EnumDoc>
<fm:EnumDoc value="1">Completed</fm:EnumDoc>
<fm:EnumDoc value="2">Rejected</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--TradeReportRejectReason(751) defined in implementation file--><xs:simpleType name="TradeReportRejectReason_enum_t">
<xs:annotation>
<xs:documentation>Reason Trade Capture Request was rejected.
4000+ Reserved and available for bi-laterally agreed upon user-defined values</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradeReportRejectReason" ComponentType="Field" Tag="751"
Type="int"
AbbrName="RejRsn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Successful (default)</fm:EnumDoc>
<fm:EnumDoc value="1">Invalid party onformation</fm:EnumDoc>
<fm:EnumDoc value="2">Unknown instrument</fm:EnumDoc>
<fm:EnumDoc value="3">Unauthorized to report trades</fm:EnumDoc>
<fm:EnumDoc value="4">Invalid trade type</fm:EnumDoc>
<fm:EnumDoc value="99">Other</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="99"/>
</xs:restriction>
</xs:simpleType>
<!--SideMultiLegReportingType(752) defined in implementation file--><xs:simpleType name="SideMultiLegReportingType_enum_t">
<xs:annotation>
<xs:documentation>
Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SideMultiLegReportingType" ComponentType="Field" Tag="752"
Type="int"
AbbrName="MLegRptTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Single Security (default if not specified)</fm:EnumDoc>
<fm:EnumDoc value="2">Individual leg of a multileg security</fm:EnumDoc>
<fm:EnumDoc value="3">Multileg Security</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="AutoAcceptIndicator_t">
<xs:annotation>
<xs:documentation>
Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AutoAcceptIndicator" ComponentType="Field" Tag="754"
Type="Boolean"
AbbrName="AutoAcceptInd"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean"/>
</xs:simpleType>
<xs:simpleType name="AllocReportID_t">
<xs:annotation>
<xs:documentation>
Unique identifier for Allocation Report message.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocReportID" ComponentType="Field" Tag="755"
Type="String"
AbbrName="RptID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="Nested2PartyID_t">
<xs:annotation>
<xs:documentation>
PartyID value within a "second instance" Nested repeating group.
Same values as PartyID (448)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Nested2PartyID" ComponentType="Field" Tag="757"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--Nested2PartyIDSource(758) defined in implementation file--><xs:simpleType name="Nested2PartyIDSource_enum_t">
<xs:annotation>
<xs:documentation>
PartyIDSource value within a "second instance" Nested repeating group.
Same values as PartyIDSource (447)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Nested2PartyIDSource" ComponentType="Field" Tag="758"
Type="char"
UsesEnumsFromTag="447"
AbbrName="Src"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Korean Investor ID</fm:EnumDoc>
<fm:EnumDoc value="2">Taiwanese Qualified Foreign Investor ID QFII/FID</fm:EnumDoc>
<fm:EnumDoc value="3">Taiwanese Trading Acct</fm:EnumDoc>
<fm:EnumDoc value="4">Malaysian Central Depository (MCD) number</fm:EnumDoc>
<fm:EnumDoc value="5">Chinese Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">UK National Insurance or Pension Number</fm:EnumDoc>
<fm:EnumDoc value="7">US Social Security Number</fm:EnumDoc>
<fm:EnumDoc value="8">US Employer or Tax ID Number</fm:EnumDoc>
<fm:EnumDoc value="9">Australian Business Number</fm:EnumDoc>
<fm:EnumDoc value="A">Australian Tax File Number</fm:EnumDoc>
<fm:EnumDoc value="B">BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")</fm:EnumDoc>
<fm:EnumDoc value="C">Generally accepted market participant identifier (e.g. NASD mnemonic)</fm:EnumDoc>
<fm:EnumDoc value="D">Proprietary / Custom code</fm:EnumDoc>
<fm:EnumDoc value="E">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="F">Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)</fm:EnumDoc>
<fm:EnumDoc value="G">MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")</fm:EnumDoc>
<fm:EnumDoc value="H">CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)</fm:EnumDoc>
<fm:EnumDoc value="I">Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
</xs:restriction>
</xs:simpleType>
<!--Nested2PartyRole(759) defined in implementation file--><xs:simpleType name="Nested2PartyRole_enum_t">
<xs:annotation>
<xs:documentation>
PartyRole value within a "second instance" Nested repeating group.
Same values as PartyRole (452)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Nested2PartyRole" ComponentType="Field" Tag="759"
Type="int"
UsesEnumsFromTag="452"
AbbrName="R"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Executing Firm (formerly FIX 4.2 ExecBroker)</fm:EnumDoc>
<fm:EnumDoc value="10">Settlement Location (formerly FIX 4.2 SettlLocation)</fm:EnumDoc>
<fm:EnumDoc value="11">Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)</fm:EnumDoc>
<fm:EnumDoc value="12">Executing Trader (associated with Executing Firm - actually executes)</fm:EnumDoc>
<fm:EnumDoc value="13">Order Origination Firm (e.g. buy-side firm)</fm:EnumDoc>
<fm:EnumDoc value="14">Giveup Clearing Firm (firm to which trade is given up)</fm:EnumDoc>
<fm:EnumDoc value="15">Correspondant Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="16">Executing System</fm:EnumDoc>
<fm:EnumDoc value="17">Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="18">Contra Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="19">Sponsoring Firm</fm:EnumDoc>
<fm:EnumDoc value="2">Broker of Credit (formerly FIX 4.2 BrokerOfCredit)</fm:EnumDoc>
<fm:EnumDoc value="20">Underlying Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="21">Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="22">Exchange</fm:EnumDoc>
<fm:EnumDoc value="24">Customer Account</fm:EnumDoc>
<fm:EnumDoc value="25">Correspondent Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="26">Correspondent Broker</fm:EnumDoc>
<fm:EnumDoc value="27">Buyer/Seller (Receiver/Deliverer)</fm:EnumDoc>
<fm:EnumDoc value="28">Custodian</fm:EnumDoc>
<fm:EnumDoc value="29">Intermediary</fm:EnumDoc>
<fm:EnumDoc value="3">Client ID (formerly FIX 4.2 ClientID)</fm:EnumDoc>
<fm:EnumDoc value="30">Agent</fm:EnumDoc>
<fm:EnumDoc value="31">Sub-custodian</fm:EnumDoc>
<fm:EnumDoc value="32">Beneficiary</fm:EnumDoc>
<fm:EnumDoc value="33">Interested party</fm:EnumDoc>
<fm:EnumDoc value="34">Regulatory body</fm:EnumDoc>
<fm:EnumDoc value="35">Liquidity provider</fm:EnumDoc>
<fm:EnumDoc value="36">Entering trader</fm:EnumDoc>
<fm:EnumDoc value="37">Contra trader</fm:EnumDoc>
<fm:EnumDoc value="38">Position account</fm:EnumDoc>
<fm:EnumDoc value="4">Clearing Firm (formerly FIX 4.2 ClearingFirm)</fm:EnumDoc>
<fm:EnumDoc value="5">Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">Introducing Firm</fm:EnumDoc>
<fm:EnumDoc value="7">Entering Firm</fm:EnumDoc>
<fm:EnumDoc value="8">Locate / Lending Firm (for short-sales)</fm:EnumDoc>
<fm:EnumDoc value="9">Fund Manager Client ID (for CIV)</fm:EnumDoc>
<fm:EnumDoc value="60">Introducing Broker</fm:EnumDoc>
<fm:EnumDoc value="41">Contra Position Account</fm:EnumDoc>
<fm:EnumDoc value="42">Contra Exchange</fm:EnumDoc>
<fm:EnumDoc value="43">Internal Carry Account</fm:EnumDoc>
<fm:EnumDoc value="44">Order Entry Operator ID</fm:EnumDoc>
<fm:EnumDoc value="45">Secondary Account Number</fm:EnumDoc>
<fm:EnumDoc value="46">Foreign Firm</fm:EnumDoc>
<fm:EnumDoc value="47">Third Party Allocation Firm</fm:EnumDoc>
<fm:EnumDoc value="48">Claiming Account</fm:EnumDoc>
<fm:EnumDoc value="49">Asset Manager</fm:EnumDoc>
<fm:EnumDoc value="50">Pledgor Account</fm:EnumDoc>
<fm:EnumDoc value="51">Pledgee Account</fm:EnumDoc>
<fm:EnumDoc value="52">Large Trader Reportable Account</fm:EnumDoc>
<fm:EnumDoc value="53">Trader mnemonic</fm:EnumDoc>
<fm:EnumDoc value="54">Sender Location</fm:EnumDoc>
<fm:EnumDoc value="55">Session ID</fm:EnumDoc>
<fm:EnumDoc value="56">Acceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="57">Unacceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="58">Entering Unit</fm:EnumDoc>
<fm:EnumDoc value="59">Executing Unit</fm:EnumDoc>
<fm:EnumDoc value="39">Contra Investor ID</fm:EnumDoc>
<fm:EnumDoc value="40">Transfer to Firm</fm:EnumDoc>
<fm:EnumDoc value="61">Quote originator</fm:EnumDoc>
<fm:EnumDoc value="62">Report originator</fm:EnumDoc>
<fm:EnumDoc value="63">Systematic internaliser (SI)</fm:EnumDoc>
<fm:EnumDoc value="64">Multilateral Trading Facility (MTF)</fm:EnumDoc>
<fm:EnumDoc value="65">Regulated Market (RM)</fm:EnumDoc>
<fm:EnumDoc value="66">Market Maker</fm:EnumDoc>
<fm:EnumDoc value="67">Investment Firm</fm:EnumDoc>
<fm:EnumDoc value="68">Host Competent Authority (Host CA)</fm:EnumDoc>
<fm:EnumDoc value="69">Home Competent Authority (Home CA)</fm:EnumDoc>
<fm:EnumDoc value="70">Competent Authority of the most relevant market in terms of liquidity (CAL)</fm:EnumDoc>
<fm:EnumDoc value="71">Competent Authority of the Transaction (Execution) Venue (CATV) </fm:EnumDoc>
<fm:EnumDoc value="72">Reporting intermediary (medium/vendor via which report has been published)</fm:EnumDoc>
<fm:EnumDoc value="73">Execution Venue</fm:EnumDoc>
<fm:EnumDoc value="74">Market data entry originator</fm:EnumDoc>
<fm:EnumDoc value="75">Location ID</fm:EnumDoc>
<fm:EnumDoc value="76">Desk ID</fm:EnumDoc>
<fm:EnumDoc value="77">Market data market</fm:EnumDoc>
<fm:EnumDoc value="78">Allocation Entity</fm:EnumDoc>
<fm:EnumDoc value="79">Prime Broker providing General Trade Services</fm:EnumDoc>
<fm:EnumDoc value="80">Step-Out Firm (Prime Broker)</fm:EnumDoc>
<fm:EnumDoc value="81">BrokerClearingID</fm:EnumDoc>
<fm:EnumDoc value="82">Central Registration Depository (CRD)</fm:EnumDoc>
<fm:EnumDoc value="83">Clearing Account</fm:EnumDoc>
<fm:EnumDoc value="84">Acceptable Settling Counterparty</fm:EnumDoc>
<fm:EnumDoc value="85">Unacceptable Settling Counterparty</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="3"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
<xs:enumeration value="34"/>
<xs:enumeration value="35"/>
<xs:enumeration value="36"/>
<xs:enumeration value="37"/>
<xs:enumeration value="38"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="60"/>
<xs:enumeration value="41"/>
<xs:enumeration value="42"/>
<xs:enumeration value="43"/>
<xs:enumeration value="44"/>
<xs:enumeration value="45"/>
<xs:enumeration value="46"/>
<xs:enumeration value="47"/>
<xs:enumeration value="48"/>
<xs:enumeration value="49"/>
<xs:enumeration value="50"/>
<xs:enumeration value="51"/>
<xs:enumeration value="52"/>
<xs:enumeration value="53"/>
<xs:enumeration value="54"/>
<xs:enumeration value="55"/>
<xs:enumeration value="56"/>
<xs:enumeration value="57"/>
<xs:enumeration value="58"/>
<xs:enumeration value="59"/>
<xs:enumeration value="39"/>
<xs:enumeration value="40"/>
<xs:enumeration value="61"/>
<xs:enumeration value="62"/>
<xs:enumeration value="63"/>
<xs:enumeration value="64"/>
<xs:enumeration value="65"/>
<xs:enumeration value="66"/>
<xs:enumeration value="67"/>
<xs:enumeration value="68"/>
<xs:enumeration value="69"/>
<xs:enumeration value="70"/>
<xs:enumeration value="71"/>
<xs:enumeration value="72"/>
<xs:enumeration value="73"/>
<xs:enumeration value="74"/>
<xs:enumeration value="75"/>
<xs:enumeration value="76"/>
<xs:enumeration value="77"/>
<xs:enumeration value="78"/>
<xs:enumeration value="79"/>
<xs:enumeration value="80"/>
<xs:enumeration value="81"/>
<xs:enumeration value="82"/>
<xs:enumeration value="83"/>
<xs:enumeration value="84"/>
<xs:enumeration value="85"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="Nested2PartySubID_t">
<xs:annotation>
<xs:documentation>
PartySubID value within a "second instance" Nested repeating group.
Same values as PartySubID (523)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Nested2PartySubID" ComponentType="Field" Tag="760"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--BenchmarkSecurityIDSource(761) defined in implementation file--><xs:simpleType name="BenchmarkSecurityIDSource_enum_t">
<xs:annotation>
<xs:documentation>
Identifies class or source of the BenchmarkSecurityID (699) value. Required if BenchmarkSecurityID is specified.
Same values as the SecurityIDSource (22) field
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BenchmarkSecurityIDSource" ComponentType="Field" Tag="761"
Type="String"
UsesEnumsFromTag="22"
AbbrName="SecIDSrc"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">CUSIP</fm:EnumDoc>
<fm:EnumDoc value="2">SEDOL</fm:EnumDoc>
<fm:EnumDoc value="3">QUIK</fm:EnumDoc>
<fm:EnumDoc value="4">ISIN number</fm:EnumDoc>
<fm:EnumDoc value="5">RIC code</fm:EnumDoc>
<fm:EnumDoc value="6">ISO Currency Code</fm:EnumDoc>
<fm:EnumDoc value="7">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="8">Exchange Symbol</fm:EnumDoc>
<fm:EnumDoc value="9">Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)</fm:EnumDoc>
<fm:EnumDoc value="A">Bloomberg Symbol</fm:EnumDoc>
<fm:EnumDoc value="B">Wertpapier</fm:EnumDoc>
<fm:EnumDoc value="C">Dutch</fm:EnumDoc>
<fm:EnumDoc value="D">Valoren</fm:EnumDoc>
<fm:EnumDoc value="E">Sicovam</fm:EnumDoc>
<fm:EnumDoc value="F">Belgian</fm:EnumDoc>
<fm:EnumDoc value="G">"Common" (Clearstream and Euroclear)</fm:EnumDoc>
<fm:EnumDoc value="H">Clearing House / Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="I">ISDA/FpML Product Specification (XML in EncodedSecurityDesc)</fm:EnumDoc>
<fm:EnumDoc value="J">Option Price Reporting Authority</fm:EnumDoc>
<fm:EnumDoc value="L">Letter of Credit</fm:EnumDoc>
<fm:EnumDoc value="K">ISDA/FpML Product URL (URL in SecurityID)</fm:EnumDoc>
<fm:EnumDoc value="M">Marketplace-assigned Identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
<xs:enumeration value="J"/>
<xs:enumeration value="L"/>
<xs:enumeration value="K"/>
<xs:enumeration value="M"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="SecuritySubType_t">
<xs:annotation>
<xs:documentation>Sub-type qualification/identification of the SecurityType. As an example for SecurityType(167)="REPO", the SecuritySubType="General Collateral" can be used to further specify the type of REPO.
If SecuritySubType is used then SecurityType is required.
For SecurityType="MLEG" a name of the option or futures strategy name can be specified, such as "Calendar", "Vertical", "Butterfly".</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecuritySubType" ComponentType="Field" Tag="762"
Type="String"
AbbrName="SubTyp"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingSecuritySubType_t">
<xs:annotation>
<xs:documentation>
Underlying security's SecuritySubType.
See SecuritySubType (762) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingSecuritySubType" ComponentType="Field" Tag="763"
Type="String"
AbbrName="SubTyp"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="LegSecuritySubType_t">
<xs:annotation>
<xs:documentation>
SecuritySubType of the leg instrument.
See SecuritySubType (762) field for description
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegSecuritySubType" ComponentType="Field" Tag="764"
Type="String"
AbbrName="SecSubTyp"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="AllowableOneSidednessPct_t">
<xs:annotation>
<xs:documentation>
The maximum percentage that execution of one side of a program trade can exceed execution of the other.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllowableOneSidednessPct" ComponentType="Field" Tag="765"
Type="Percentage"
AbbrName="AOSPct"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="AllowableOneSidednessValue_t">
<xs:annotation>
<xs:documentation>
The maximum amount that execution of one side of a program trade can exceed execution of the other.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllowableOneSidednessValue" ComponentType="Field"
Tag="766"
Type="Amt"
AbbrName="AOSValu"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="AllowableOneSidednessCurr_t">
<xs:annotation>
<xs:documentation>
The currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue is used.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllowableOneSidednessCurr" ComponentType="Field" Tag="767"
Type="Currency"
AbbrName="AOSCurr"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Currency"/>
</xs:simpleType>
<xs:simpleType name="TrdRegTimestamp_t">
<xs:annotation>
<xs:documentation>
Traded / Regulatory timestamp value. Use to store time information required by government regulators or self regulatory organizations (such as an exchange or clearing house).
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TrdRegTimestamp" ComponentType="Field" Tag="769"
Type="UTCTimestamp"
AbbrName="TS"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<!--TrdRegTimestampType(770) defined in implementation file--><xs:simpleType name="TrdRegTimestampType_enum_t">
<xs:annotation>
<xs:documentation>Traded / Regulatory timestamp type.
Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction.
(see Volume : "Glossary" for value definitions)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TrdRegTimestampType" ComponentType="Field" Tag="770"
Type="int"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Execution Time</fm:EnumDoc>
<fm:EnumDoc value="2">Time In</fm:EnumDoc>
<fm:EnumDoc value="3">Time Out</fm:EnumDoc>
<fm:EnumDoc value="4">Broker Receipt</fm:EnumDoc>
<fm:EnumDoc value="5">Broker Execution</fm:EnumDoc>
<fm:EnumDoc value="6">Desk Receipt</fm:EnumDoc>
<fm:EnumDoc value="7">Submission to Clearing</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="TrdRegTimestampOrigin_t">
<xs:annotation>
<xs:documentation>Text which identifies the "origin" (i.e. system which was used to generate the time stamp) for the Traded / Regulatory timestamp value.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TrdRegTimestampOrigin" ComponentType="Field" Tag="771"
Type="String"
AbbrName="Src"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="ConfirmRefID_t">
<xs:annotation>
<xs:documentation>
Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ConfirmRefID" ComponentType="Field" Tag="772"
Type="String"
AbbrName="CnfmRefID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--ConfirmType(773) defined in implementation file--><xs:simpleType name="ConfirmType_enum_t">
<xs:annotation>
<xs:documentation>Identifies the type of Confirmation message being sent.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ConfirmType" ComponentType="Field" Tag="773" Type="int"
AbbrName="CnfmTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Status</fm:EnumDoc>
<fm:EnumDoc value="2">Confirmation</fm:EnumDoc>
<fm:EnumDoc value="3">Confirmation Request Rejected (reason can be stated in Text (58) field)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<!--ConfirmRejReason(774) defined in implementation file--><xs:simpleType name="ConfirmRejReason_enum_t">
<xs:annotation>
<xs:documentation>Identifies the reason for rejecting a Confirmation.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ConfirmRejReason" ComponentType="Field" Tag="774"
Type="int"
AbbrName="CnfmRejRsn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Mismatched account</fm:EnumDoc>
<fm:EnumDoc value="2">Missing settlement instructions</fm:EnumDoc>
<fm:EnumDoc value="99">Other</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="99"/>
</xs:restriction>
</xs:simpleType>
<!--BookingType(775) defined in implementation file--><xs:simpleType name="BookingType_enum_t">
<xs:annotation>
<xs:documentation>Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BookingType" ComponentType="Field" Tag="775" Type="int"
AbbrName="BkngTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Regular booking</fm:EnumDoc>
<fm:EnumDoc value="1">CFD (Contract for difference)</fm:EnumDoc>
<fm:EnumDoc value="2">Total Return Swap</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--IndividualAllocRejCode(776) defined in implementation file--><xs:simpleType name="IndividualAllocRejCode_enum_t">
<xs:annotation>
<xs:documentation>
Identified reason for rejecting an individual AllocAccount (79) detail.
Same values as AllocRejCode (88)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="IndividualAllocRejCode" ComponentType="Field" Tag="776"
Type="int"
UsesEnumsFromTag="88"
AbbrName="IndAllocRejCode"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Unknown account(s)</fm:EnumDoc>
<fm:EnumDoc value="1">Incorrect quantity</fm:EnumDoc>
<fm:EnumDoc value="10">Unknown or stale ExecID</fm:EnumDoc>
<fm:EnumDoc value="11">Mismatched data</fm:EnumDoc>
<fm:EnumDoc value="12">Unknown ClOrdID</fm:EnumDoc>
<fm:EnumDoc value="13">Warehouse request rejected</fm:EnumDoc>
<fm:EnumDoc value="2">Incorrect averageg price</fm:EnumDoc>
<fm:EnumDoc value="3">Unknown executing broker mnemonic</fm:EnumDoc>
<fm:EnumDoc value="4">Commission difference</fm:EnumDoc>
<fm:EnumDoc value="5">Unknown OrderID (37)</fm:EnumDoc>
<fm:EnumDoc value="6">Unknown ListID (66)</fm:EnumDoc>
<fm:EnumDoc value="7">Other (further in Text (58))</fm:EnumDoc>
<fm:EnumDoc value="8">Incorrect allocated quantity</fm:EnumDoc>
<fm:EnumDoc value="9">Calculation difference</fm:EnumDoc>
<fm:EnumDoc value="99">Other</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="99"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="SettlInstMsgID_t">
<xs:annotation>
<xs:documentation>
Unique identifier for Settlement Instruction message.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlInstMsgID" ComponentType="Field" Tag="777"
Type="String"
AbbrName="SettlInstMsgID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="LastUpdateTime_t">
<xs:annotation>
<xs:documentation>
Timestamp of last update to data item (or creation if no updates made since creation).
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LastUpdateTime" ComponentType="Field" Tag="779"
Type="UTCTimestamp"
AbbrName="LastUpdateTm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<!--AllocSettlInstType(780) defined in implementation file--><xs:simpleType name="AllocSettlInstType_enum_t">
<xs:annotation>
<xs:documentation>Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocSettlInstType" ComponentType="Field" Tag="780"
Type="int"
AbbrName="SettlInstTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Use default instructions</fm:EnumDoc>
<fm:EnumDoc value="1">Derive from parameters provided</fm:EnumDoc>
<fm:EnumDoc value="2">Full details provided</fm:EnumDoc>
<fm:EnumDoc value="3">SSI DB IDs provided</fm:EnumDoc>
<fm:EnumDoc value="4">Phone for instructions</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="SettlPartyID_t">
<xs:annotation>
<xs:documentation>
PartyID value within a settlement parties component. Nested repeating group.
Same values as PartyID (448)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlPartyID" ComponentType="Field" Tag="782"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--SettlPartyIDSource(783) defined in implementation file--><xs:simpleType name="SettlPartyIDSource_enum_t">
<xs:annotation>
<xs:documentation>
PartyIDSource value within a settlement parties component.
Same values as PartyIDSource (447)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlPartyIDSource" ComponentType="Field" Tag="783"
Type="char"
UsesEnumsFromTag="447"
AbbrName="Src"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Korean Investor ID</fm:EnumDoc>
<fm:EnumDoc value="2">Taiwanese Qualified Foreign Investor ID QFII/FID</fm:EnumDoc>
<fm:EnumDoc value="3">Taiwanese Trading Acct</fm:EnumDoc>
<fm:EnumDoc value="4">Malaysian Central Depository (MCD) number</fm:EnumDoc>
<fm:EnumDoc value="5">Chinese Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">UK National Insurance or Pension Number</fm:EnumDoc>
<fm:EnumDoc value="7">US Social Security Number</fm:EnumDoc>
<fm:EnumDoc value="8">US Employer or Tax ID Number</fm:EnumDoc>
<fm:EnumDoc value="9">Australian Business Number</fm:EnumDoc>
<fm:EnumDoc value="A">Australian Tax File Number</fm:EnumDoc>
<fm:EnumDoc value="B">BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")</fm:EnumDoc>
<fm:EnumDoc value="C">Generally accepted market participant identifier (e.g. NASD mnemonic)</fm:EnumDoc>
<fm:EnumDoc value="D">Proprietary / Custom code</fm:EnumDoc>
<fm:EnumDoc value="E">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="F">Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)</fm:EnumDoc>
<fm:EnumDoc value="G">MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")</fm:EnumDoc>
<fm:EnumDoc value="H">CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)</fm:EnumDoc>
<fm:EnumDoc value="I">Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
</xs:restriction>
</xs:simpleType>
<!--SettlPartyRole(784) defined in implementation file--><xs:simpleType name="SettlPartyRole_enum_t">
<xs:annotation>
<xs:documentation>
PartyRole value within a settlement parties component.
Same values as PartyRole (452)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlPartyRole" ComponentType="Field" Tag="784" Type="int"
UsesEnumsFromTag="452"
AbbrName="R"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Executing Firm (formerly FIX 4.2 ExecBroker)</fm:EnumDoc>
<fm:EnumDoc value="10">Settlement Location (formerly FIX 4.2 SettlLocation)</fm:EnumDoc>
<fm:EnumDoc value="11">Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)</fm:EnumDoc>
<fm:EnumDoc value="12">Executing Trader (associated with Executing Firm - actually executes)</fm:EnumDoc>
<fm:EnumDoc value="13">Order Origination Firm (e.g. buy-side firm)</fm:EnumDoc>
<fm:EnumDoc value="14">Giveup Clearing Firm (firm to which trade is given up)</fm:EnumDoc>
<fm:EnumDoc value="15">Correspondant Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="16">Executing System</fm:EnumDoc>
<fm:EnumDoc value="17">Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="18">Contra Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="19">Sponsoring Firm</fm:EnumDoc>
<fm:EnumDoc value="2">Broker of Credit (formerly FIX 4.2 BrokerOfCredit)</fm:EnumDoc>
<fm:EnumDoc value="20">Underlying Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="21">Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="22">Exchange</fm:EnumDoc>
<fm:EnumDoc value="24">Customer Account</fm:EnumDoc>
<fm:EnumDoc value="25">Correspondent Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="26">Correspondent Broker</fm:EnumDoc>
<fm:EnumDoc value="27">Buyer/Seller (Receiver/Deliverer)</fm:EnumDoc>
<fm:EnumDoc value="28">Custodian</fm:EnumDoc>
<fm:EnumDoc value="29">Intermediary</fm:EnumDoc>
<fm:EnumDoc value="3">Client ID (formerly FIX 4.2 ClientID)</fm:EnumDoc>
<fm:EnumDoc value="30">Agent</fm:EnumDoc>
<fm:EnumDoc value="31">Sub-custodian</fm:EnumDoc>
<fm:EnumDoc value="32">Beneficiary</fm:EnumDoc>
<fm:EnumDoc value="33">Interested party</fm:EnumDoc>
<fm:EnumDoc value="34">Regulatory body</fm:EnumDoc>
<fm:EnumDoc value="35">Liquidity provider</fm:EnumDoc>
<fm:EnumDoc value="36">Entering trader</fm:EnumDoc>
<fm:EnumDoc value="37">Contra trader</fm:EnumDoc>
<fm:EnumDoc value="38">Position account</fm:EnumDoc>
<fm:EnumDoc value="4">Clearing Firm (formerly FIX 4.2 ClearingFirm)</fm:EnumDoc>
<fm:EnumDoc value="5">Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">Introducing Firm</fm:EnumDoc>
<fm:EnumDoc value="7">Entering Firm</fm:EnumDoc>
<fm:EnumDoc value="8">Locate / Lending Firm (for short-sales)</fm:EnumDoc>
<fm:EnumDoc value="9">Fund Manager Client ID (for CIV)</fm:EnumDoc>
<fm:EnumDoc value="60">Introducing Broker</fm:EnumDoc>
<fm:EnumDoc value="41">Contra Position Account</fm:EnumDoc>
<fm:EnumDoc value="42">Contra Exchange</fm:EnumDoc>
<fm:EnumDoc value="43">Internal Carry Account</fm:EnumDoc>
<fm:EnumDoc value="44">Order Entry Operator ID</fm:EnumDoc>
<fm:EnumDoc value="45">Secondary Account Number</fm:EnumDoc>
<fm:EnumDoc value="46">Foreign Firm</fm:EnumDoc>
<fm:EnumDoc value="47">Third Party Allocation Firm</fm:EnumDoc>
<fm:EnumDoc value="48">Claiming Account</fm:EnumDoc>
<fm:EnumDoc value="49">Asset Manager</fm:EnumDoc>
<fm:EnumDoc value="50">Pledgor Account</fm:EnumDoc>
<fm:EnumDoc value="51">Pledgee Account</fm:EnumDoc>
<fm:EnumDoc value="52">Large Trader Reportable Account</fm:EnumDoc>
<fm:EnumDoc value="53">Trader mnemonic</fm:EnumDoc>
<fm:EnumDoc value="54">Sender Location</fm:EnumDoc>
<fm:EnumDoc value="55">Session ID</fm:EnumDoc>
<fm:EnumDoc value="56">Acceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="57">Unacceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="58">Entering Unit</fm:EnumDoc>
<fm:EnumDoc value="59">Executing Unit</fm:EnumDoc>
<fm:EnumDoc value="39">Contra Investor ID</fm:EnumDoc>
<fm:EnumDoc value="40">Transfer to Firm</fm:EnumDoc>
<fm:EnumDoc value="61">Quote originator</fm:EnumDoc>
<fm:EnumDoc value="62">Report originator</fm:EnumDoc>
<fm:EnumDoc value="63">Systematic internaliser (SI)</fm:EnumDoc>
<fm:EnumDoc value="64">Multilateral Trading Facility (MTF)</fm:EnumDoc>
<fm:EnumDoc value="65">Regulated Market (RM)</fm:EnumDoc>
<fm:EnumDoc value="66">Market Maker</fm:EnumDoc>
<fm:EnumDoc value="67">Investment Firm</fm:EnumDoc>
<fm:EnumDoc value="68">Host Competent Authority (Host CA)</fm:EnumDoc>
<fm:EnumDoc value="69">Home Competent Authority (Home CA)</fm:EnumDoc>
<fm:EnumDoc value="70">Competent Authority of the most relevant market in terms of liquidity (CAL)</fm:EnumDoc>
<fm:EnumDoc value="71">Competent Authority of the Transaction (Execution) Venue (CATV) </fm:EnumDoc>
<fm:EnumDoc value="72">Reporting intermediary (medium/vendor via which report has been published)</fm:EnumDoc>
<fm:EnumDoc value="73">Execution Venue</fm:EnumDoc>
<fm:EnumDoc value="74">Market data entry originator</fm:EnumDoc>
<fm:EnumDoc value="75">Location ID</fm:EnumDoc>
<fm:EnumDoc value="76">Desk ID</fm:EnumDoc>
<fm:EnumDoc value="77">Market data market</fm:EnumDoc>
<fm:EnumDoc value="78">Allocation Entity</fm:EnumDoc>
<fm:EnumDoc value="79">Prime Broker providing General Trade Services</fm:EnumDoc>
<fm:EnumDoc value="80">Step-Out Firm (Prime Broker)</fm:EnumDoc>
<fm:EnumDoc value="81">BrokerClearingID</fm:EnumDoc>
<fm:EnumDoc value="82">Central Registration Depository (CRD)</fm:EnumDoc>
<fm:EnumDoc value="83">Clearing Account</fm:EnumDoc>
<fm:EnumDoc value="84">Acceptable Settling Counterparty</fm:EnumDoc>
<fm:EnumDoc value="85">Unacceptable Settling Counterparty</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="3"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
<xs:enumeration value="34"/>
<xs:enumeration value="35"/>
<xs:enumeration value="36"/>
<xs:enumeration value="37"/>
<xs:enumeration value="38"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="60"/>
<xs:enumeration value="41"/>
<xs:enumeration value="42"/>
<xs:enumeration value="43"/>
<xs:enumeration value="44"/>
<xs:enumeration value="45"/>
<xs:enumeration value="46"/>
<xs:enumeration value="47"/>
<xs:enumeration value="48"/>
<xs:enumeration value="49"/>
<xs:enumeration value="50"/>
<xs:enumeration value="51"/>
<xs:enumeration value="52"/>
<xs:enumeration value="53"/>
<xs:enumeration value="54"/>
<xs:enumeration value="55"/>
<xs:enumeration value="56"/>
<xs:enumeration value="57"/>
<xs:enumeration value="58"/>
<xs:enumeration value="59"/>
<xs:enumeration value="39"/>
<xs:enumeration value="40"/>
<xs:enumeration value="61"/>
<xs:enumeration value="62"/>
<xs:enumeration value="63"/>
<xs:enumeration value="64"/>
<xs:enumeration value="65"/>
<xs:enumeration value="66"/>
<xs:enumeration value="67"/>
<xs:enumeration value="68"/>
<xs:enumeration value="69"/>
<xs:enumeration value="70"/>
<xs:enumeration value="71"/>
<xs:enumeration value="72"/>
<xs:enumeration value="73"/>
<xs:enumeration value="74"/>
<xs:enumeration value="75"/>
<xs:enumeration value="76"/>
<xs:enumeration value="77"/>
<xs:enumeration value="78"/>
<xs:enumeration value="79"/>
<xs:enumeration value="80"/>
<xs:enumeration value="81"/>
<xs:enumeration value="82"/>
<xs:enumeration value="83"/>
<xs:enumeration value="84"/>
<xs:enumeration value="85"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="SettlPartySubID_t">
<xs:annotation>
<xs:documentation>
PartySubID value within a settlement parties component.
Same values as PartySubID (523)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlPartySubID" ComponentType="Field" Tag="785"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--SettlPartySubIDType(786) defined in implementation file--><xs:simpleType name="SettlPartySubIDType_enum_t">
<xs:annotation>
<xs:documentation>
Type of SettlPartySubID (785) value.
Same values as PartySubIDType (803)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlPartySubIDType" ComponentType="Field" Tag="786"
Type="int"
UsesEnumsFromTag="803"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Firm</fm:EnumDoc>
<fm:EnumDoc value="10">Securities account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="11">Registration number (for settlement instructions and confirmations)</fm:EnumDoc>
<fm:EnumDoc value="12">Registered address (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="13">Regulatory status (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="14">Registration name (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="15">Cash account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="16">BIC</fm:EnumDoc>
<fm:EnumDoc value="17">CSD participant member code</fm:EnumDoc>
<fm:EnumDoc value="18">Registered address</fm:EnumDoc>
<fm:EnumDoc value="19">Fund account name</fm:EnumDoc>
<fm:EnumDoc value="2">Person</fm:EnumDoc>
<fm:EnumDoc value="20">Telex number</fm:EnumDoc>
<fm:EnumDoc value="21">Fax number</fm:EnumDoc>
<fm:EnumDoc value="22">Securities account name</fm:EnumDoc>
<fm:EnumDoc value="23">Cash account name</fm:EnumDoc>
<fm:EnumDoc value="24">Department</fm:EnumDoc>
<fm:EnumDoc value="25">Location desk</fm:EnumDoc>
<fm:EnumDoc value="26">Position account type</fm:EnumDoc>
<fm:EnumDoc value="3">System</fm:EnumDoc>
<fm:EnumDoc value="4">Application</fm:EnumDoc>
<fm:EnumDoc value="5">Full legal name of firm</fm:EnumDoc>
<fm:EnumDoc value="6">Postal address</fm:EnumDoc>
<fm:EnumDoc value="7">Phone number</fm:EnumDoc>
<fm:EnumDoc value="8">Email address</fm:EnumDoc>
<fm:EnumDoc value="9">Contact name</fm:EnumDoc>
<fm:EnumDoc value="27">Security locate ID</fm:EnumDoc>
<fm:EnumDoc value="28">Market maker</fm:EnumDoc>
<fm:EnumDoc value="29">Eligible counterparty</fm:EnumDoc>
<fm:EnumDoc value="30">Professional client</fm:EnumDoc>
<fm:EnumDoc value="31">Location</fm:EnumDoc>
<fm:EnumDoc value="32">Execution venue</fm:EnumDoc>
<fm:EnumDoc value="33">Currency delivery identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="23"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
</xs:restriction>
</xs:simpleType>
<!--DlvyInstType(787) defined in implementation file--><xs:simpleType name="DlvyInstType_enum_t">
<xs:annotation>
<xs:documentation>Used to indicate whether a delivery instruction is used for securities or cash settlement.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DlvyInstType" ComponentType="Field" Tag="787" Type="char"
AbbrName="InstTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="C">Cash</fm:EnumDoc>
<fm:EnumDoc value="S">Securities</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="C"/>
<xs:enumeration value="S"/>
</xs:restriction>
</xs:simpleType>
<!--TerminationType(788) defined in implementation file--><xs:simpleType name="TerminationType_enum_t">
<xs:annotation>
<xs:documentation>Type of financing termination.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TerminationType" ComponentType="Field" Tag="788"
Type="int"
AbbrName="TrmTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Overnight</fm:EnumDoc>
<fm:EnumDoc value="2">Term</fm:EnumDoc>
<fm:EnumDoc value="3">Flexible</fm:EnumDoc>
<fm:EnumDoc value="4">Open</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="OrdStatusReqID_t">
<xs:annotation>
<xs:documentation>
Can be used to uniquely identify a specific Order Status Request message.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrdStatusReqID" ComponentType="Field" Tag="790"
Type="String"
AbbrName="StatReqID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="SettlInstReqID_t">
<xs:annotation>
<xs:documentation>
Unique ID of settlement instruction request message
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlInstReqID" ComponentType="Field" Tag="791"
Type="String"
AbbrName="SettlInstReqID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--SettlInstReqRejCode(792) defined in implementation file--><xs:simpleType name="SettlInstReqRejCode_enum_t">
<xs:annotation>
<xs:documentation>Identifies reason for rejection (of a settlement instruction request message).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlInstReqRejCode" ComponentType="Field" Tag="792"
Type="int"
AbbrName="SettlInstReqRejCode"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Unable to process request</fm:EnumDoc>
<fm:EnumDoc value="1">Unknown account</fm:EnumDoc>
<fm:EnumDoc value="2">No matching settlement instructions found</fm:EnumDoc>
<fm:EnumDoc value="99">Other</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="99"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="SecondaryAllocID_t">
<xs:annotation>
<xs:documentation>
Secondary allocation identifier. Unlike the AllocID (70), this can be shared across a number of allocation instruction or allocation report messages, thereby making it possible to pass an identifier for an original allocation message on multiple messages (e.g. from one party to a second to a third, across cancel and replace messages etc.).
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecondaryAllocID" ComponentType="Field" Tag="793"
Type="String"
AbbrName="AllocID2"
Category="Allocation"
CategoryAbbrName="ID2"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--AllocReportType(794) defined in implementation file--><xs:simpleType name="AllocReportType_enum_t">
<xs:annotation>
<xs:documentation>Describes the specific type or purpose of an Allocation Report message</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocReportType" ComponentType="Field" Tag="794"
Type="int"
AbbrName="RptTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="3">Sellside Calculated Using Preliminary (includes MiscFees and NetMoney)</fm:EnumDoc>
<fm:EnumDoc value="4">Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney)</fm:EnumDoc>
<fm:EnumDoc value="5">Warehouse Recap</fm:EnumDoc>
<fm:EnumDoc value="8">Request to Intermediary</fm:EnumDoc>
<fm:EnumDoc value="2">Preliminary Request to Intermediary</fm:EnumDoc>
<fm:EnumDoc value="9">Accept</fm:EnumDoc>
<fm:EnumDoc value="10">Reject</fm:EnumDoc>
<fm:EnumDoc value="11">Accept Pending</fm:EnumDoc>
<fm:EnumDoc value="12">Complete</fm:EnumDoc>
<fm:EnumDoc value="14">Reverse Pending</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="8"/>
<xs:enumeration value="2"/>
<xs:enumeration value="9"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="14"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="AllocReportRefID_t">
<xs:annotation>
<xs:documentation>
Reference identifier to be used with AllocTransType (7) = Replace or Cancel
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocReportRefID" ComponentType="Field" Tag="795"
Type="String"
AbbrName="RptRefID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--AllocCancReplaceReason(796) defined in implementation file--><xs:simpleType name="AllocCancReplaceReason_enum_t">
<xs:annotation>
<xs:documentation>Reason for cancelling or replacing an Allocation Instruction or Allocation Report message</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocCancReplaceReason" ComponentType="Field" Tag="796"
Type="int"
AbbrName="CxlRplcRsn"
Category="Allocation"
CategoryAbbrName="CxlRplcRsn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Original details incomplete/incorrect</fm:EnumDoc>
<fm:EnumDoc value="2">Change in underlying order details</fm:EnumDoc>
<fm:EnumDoc value="99">Other</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="99"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="CopyMsgIndicator_t">
<xs:annotation>
<xs:documentation>
Indicates whether or not this message is a drop copy of another message.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CopyMsgIndicator" ComponentType="Field" Tag="797"
Type="Boolean"
AbbrName="CopyMsgInd"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean"/>
</xs:simpleType>
<!--AllocAccountType(798) defined in implementation file--><xs:simpleType name="AllocAccountType_enum_t">
<xs:annotation>
<xs:documentation>Type of account associated with a confirmation or other trade-level message</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocAccountType" ComponentType="Field" Tag="798"
Type="int"
AbbrName="AcctTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Account is carried pn customer side of books</fm:EnumDoc>
<fm:EnumDoc value="2">Account is carried on non-customer side of books</fm:EnumDoc>
<fm:EnumDoc value="3">House trader</fm:EnumDoc>
<fm:EnumDoc value="4">Floor trader</fm:EnumDoc>
<fm:EnumDoc value="6">Account is carried on non-customer side of books and is cross margined</fm:EnumDoc>
<fm:EnumDoc value="7">Account is house trader and is cross margined</fm:EnumDoc>
<fm:EnumDoc value="8">Joint back office account (JBO)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="OrderAvgPx_t">
<xs:annotation>
<xs:documentation>
Average price for a specific order
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrderAvgPx" ComponentType="Field" Tag="799" Type="Price"
AbbrName="AvgPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="OrderBookingQty_t">
<xs:annotation>
<xs:documentation>
Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrderBookingQty" ComponentType="Field" Tag="800"
Type="Qty"
AbbrName="BkngQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<!--PartySubIDType(803) defined in implementation file--><xs:simpleType name="PartySubIDType_enum_t">
<xs:annotation>
<xs:documentation>
Type of PartySubID (523) value
4000+ = Reserved and available for bi-laterally agreed upon user defined values
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PartySubIDType" ComponentType="Field" Tag="803" Type="int"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Firm</fm:EnumDoc>
<fm:EnumDoc value="10">Securities account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="11">Registration number (for settlement instructions and confirmations)</fm:EnumDoc>
<fm:EnumDoc value="12">Registered address (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="13">Regulatory status (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="14">Registration name (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="15">Cash account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="16">BIC</fm:EnumDoc>
<fm:EnumDoc value="17">CSD participant member code</fm:EnumDoc>
<fm:EnumDoc value="18">Registered address</fm:EnumDoc>
<fm:EnumDoc value="19">Fund account name</fm:EnumDoc>
<fm:EnumDoc value="2">Person</fm:EnumDoc>
<fm:EnumDoc value="20">Telex number</fm:EnumDoc>
<fm:EnumDoc value="21">Fax number</fm:EnumDoc>
<fm:EnumDoc value="22">Securities account name</fm:EnumDoc>
<fm:EnumDoc value="23">Cash account name</fm:EnumDoc>
<fm:EnumDoc value="24">Department</fm:EnumDoc>
<fm:EnumDoc value="25">Location desk</fm:EnumDoc>
<fm:EnumDoc value="26">Position account type</fm:EnumDoc>
<fm:EnumDoc value="3">System</fm:EnumDoc>
<fm:EnumDoc value="4">Application</fm:EnumDoc>
<fm:EnumDoc value="5">Full legal name of firm</fm:EnumDoc>
<fm:EnumDoc value="6">Postal address</fm:EnumDoc>
<fm:EnumDoc value="7">Phone number</fm:EnumDoc>
<fm:EnumDoc value="8">Email address</fm:EnumDoc>
<fm:EnumDoc value="9">Contact name</fm:EnumDoc>
<fm:EnumDoc value="27">Security locate ID</fm:EnumDoc>
<fm:EnumDoc value="28">Market maker</fm:EnumDoc>
<fm:EnumDoc value="29">Eligible counterparty</fm:EnumDoc>
<fm:EnumDoc value="30">Professional client</fm:EnumDoc>
<fm:EnumDoc value="31">Location</fm:EnumDoc>
<fm:EnumDoc value="32">Execution venue</fm:EnumDoc>
<fm:EnumDoc value="33">Currency delivery identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="23"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
</xs:restriction>
</xs:simpleType>
<!--NestedPartySubIDType(805) defined in implementation file--><xs:simpleType name="NestedPartySubIDType_enum_t">
<xs:annotation>
<xs:documentation>
Type of NestedPartySubID (545) value.
Same values as PartySubIDType (803)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NestedPartySubIDType" ComponentType="Field" Tag="805"
Type="int"
UsesEnumsFromTag="803"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Firm</fm:EnumDoc>
<fm:EnumDoc value="10">Securities account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="11">Registration number (for settlement instructions and confirmations)</fm:EnumDoc>
<fm:EnumDoc value="12">Registered address (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="13">Regulatory status (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="14">Registration name (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="15">Cash account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="16">BIC</fm:EnumDoc>
<fm:EnumDoc value="17">CSD participant member code</fm:EnumDoc>
<fm:EnumDoc value="18">Registered address</fm:EnumDoc>
<fm:EnumDoc value="19">Fund account name</fm:EnumDoc>
<fm:EnumDoc value="2">Person</fm:EnumDoc>
<fm:EnumDoc value="20">Telex number</fm:EnumDoc>
<fm:EnumDoc value="21">Fax number</fm:EnumDoc>
<fm:EnumDoc value="22">Securities account name</fm:EnumDoc>
<fm:EnumDoc value="23">Cash account name</fm:EnumDoc>
<fm:EnumDoc value="24">Department</fm:EnumDoc>
<fm:EnumDoc value="25">Location desk</fm:EnumDoc>
<fm:EnumDoc value="26">Position account type</fm:EnumDoc>
<fm:EnumDoc value="3">System</fm:EnumDoc>
<fm:EnumDoc value="4">Application</fm:EnumDoc>
<fm:EnumDoc value="5">Full legal name of firm</fm:EnumDoc>
<fm:EnumDoc value="6">Postal address</fm:EnumDoc>
<fm:EnumDoc value="7">Phone number</fm:EnumDoc>
<fm:EnumDoc value="8">Email address</fm:EnumDoc>
<fm:EnumDoc value="9">Contact name</fm:EnumDoc>
<fm:EnumDoc value="27">Security locate ID</fm:EnumDoc>
<fm:EnumDoc value="28">Market maker</fm:EnumDoc>
<fm:EnumDoc value="29">Eligible counterparty</fm:EnumDoc>
<fm:EnumDoc value="30">Professional client</fm:EnumDoc>
<fm:EnumDoc value="31">Location</fm:EnumDoc>
<fm:EnumDoc value="32">Execution venue</fm:EnumDoc>
<fm:EnumDoc value="33">Currency delivery identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="23"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
</xs:restriction>
</xs:simpleType>
<!--Nested2PartySubIDType(807) defined in implementation file--><xs:simpleType name="Nested2PartySubIDType_enum_t">
<xs:annotation>
<xs:documentation>
Type of Nested2PartySubID (760) value. Second instance of <NestedParties>.
Same values as PartySubIDType (803)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Nested2PartySubIDType" ComponentType="Field" Tag="807"
Type="int"
UsesEnumsFromTag="803"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Firm</fm:EnumDoc>
<fm:EnumDoc value="10">Securities account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="11">Registration number (for settlement instructions and confirmations)</fm:EnumDoc>
<fm:EnumDoc value="12">Registered address (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="13">Regulatory status (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="14">Registration name (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="15">Cash account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="16">BIC</fm:EnumDoc>
<fm:EnumDoc value="17">CSD participant member code</fm:EnumDoc>
<fm:EnumDoc value="18">Registered address</fm:EnumDoc>
<fm:EnumDoc value="19">Fund account name</fm:EnumDoc>
<fm:EnumDoc value="2">Person</fm:EnumDoc>
<fm:EnumDoc value="20">Telex number</fm:EnumDoc>
<fm:EnumDoc value="21">Fax number</fm:EnumDoc>
<fm:EnumDoc value="22">Securities account name</fm:EnumDoc>
<fm:EnumDoc value="23">Cash account name</fm:EnumDoc>
<fm:EnumDoc value="24">Department</fm:EnumDoc>
<fm:EnumDoc value="25">Location desk</fm:EnumDoc>
<fm:EnumDoc value="26">Position account type</fm:EnumDoc>
<fm:EnumDoc value="3">System</fm:EnumDoc>
<fm:EnumDoc value="4">Application</fm:EnumDoc>
<fm:EnumDoc value="5">Full legal name of firm</fm:EnumDoc>
<fm:EnumDoc value="6">Postal address</fm:EnumDoc>
<fm:EnumDoc value="7">Phone number</fm:EnumDoc>
<fm:EnumDoc value="8">Email address</fm:EnumDoc>
<fm:EnumDoc value="9">Contact name</fm:EnumDoc>
<fm:EnumDoc value="27">Security locate ID</fm:EnumDoc>
<fm:EnumDoc value="28">Market maker</fm:EnumDoc>
<fm:EnumDoc value="29">Eligible counterparty</fm:EnumDoc>
<fm:EnumDoc value="30">Professional client</fm:EnumDoc>
<fm:EnumDoc value="31">Location</fm:EnumDoc>
<fm:EnumDoc value="32">Execution venue</fm:EnumDoc>
<fm:EnumDoc value="33">Currency delivery identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="23"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
</xs:restriction>
</xs:simpleType>
<!--AllocIntermedReqType(808) defined in implementation file--><xs:simpleType name="AllocIntermedReqType_enum_t">
<xs:annotation>
<xs:documentation>Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary"</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocIntermedReqType" ComponentType="Field" Tag="808"
Type="int"
AbbrName="IntermedReqTyp"
Category="Allocation"
CategoryAbbrName="ImReqTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Pending Accept</fm:EnumDoc>
<fm:EnumDoc value="2">Pending Release</fm:EnumDoc>
<fm:EnumDoc value="3">Pending Reversal</fm:EnumDoc>
<fm:EnumDoc value="4">Accept</fm:EnumDoc>
<fm:EnumDoc value="5">Block Level Reject</fm:EnumDoc>
<fm:EnumDoc value="6">Account Level Reject</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="UnderlyingPx_t">
<xs:annotation>
<xs:documentation>
Underlying price associate with a derivative instrument.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingPx" ComponentType="Field" Tag="810" Type="Price"
AbbrName="Px"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="PriceDelta_t">
<xs:annotation>
<xs:documentation>The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based.
This value is normally between -1.0 and 1.0.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PriceDelta" ComponentType="Field" Tag="811" Type="float"
AbbrName="PxDelta"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="ApplQueueMax_t">
<xs:annotation>
<xs:documentation>
Used to specify the maximum number of application messages that can be queued bedore a corrective action needs to take place to resolve the queuing issue.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ApplQueueMax" ComponentType="Field" Tag="812" Type="int"
AbbrName="ApplQuMax"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="ApplQueueDepth_t">
<xs:annotation>
<xs:documentation>
Current number of application messages that were queued at the time that the message was created by the counterparty.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ApplQueueDepth" ComponentType="Field" Tag="813" Type="int"
AbbrName="ApplQuDepth"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<!--ApplQueueResolution(814) defined in implementation file--><xs:simpleType name="ApplQueueResolution_enum_t">
<xs:annotation>
<xs:documentation>Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ApplQueueResolution" ComponentType="Field" Tag="814"
Type="int"
AbbrName="ApplQuResolution"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">No Action Taken</fm:EnumDoc>
<fm:EnumDoc value="1">Queue Flushed</fm:EnumDoc>
<fm:EnumDoc value="2">Overlay Last</fm:EnumDoc>
<fm:EnumDoc value="3">End Session</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<!--ApplQueueAction(815) defined in implementation file--><xs:simpleType name="ApplQueueAction_enum_t">
<xs:annotation>
<xs:documentation>Action to take to resolve an application message queue (backlog).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ApplQueueAction" ComponentType="Field" Tag="815"
Type="int"
AbbrName="ApplQuActn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">No Action Taken</fm:EnumDoc>
<fm:EnumDoc value="1">Queue Flushed</fm:EnumDoc>
<fm:EnumDoc value="2">Overlay Last</fm:EnumDoc>
<fm:EnumDoc value="3">End Session</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="AltMDSourceID_t">
<xs:annotation>
<xs:documentation>
Session layer source for market data
(For the standard FIX session layer, this would be the TargetCompID (56) where market data can be obtained).
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AltMDSourceID" ComponentType="Field" Tag="817"
Type="String"
AbbrName="AltMDSrcID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="SecondaryTradeReportID_t">
<xs:annotation>
<xs:documentation>
Secondary trade report identifier - can be used to associate an additional identifier with a trade.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecondaryTradeReportID" ComponentType="Field" Tag="818"
Type="String"
AbbrName="TrdRptID2"
Category="TradeCapture"
CategoryAbbrName="RptID2"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--AvgPxIndicator(819) defined in implementation file--><xs:simpleType name="AvgPxIndicator_enum_t">
<xs:annotation>
<xs:documentation>Average Pricing Indicator</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AvgPxIndicator" ComponentType="Field" Tag="819" Type="int"
AbbrName="AvgPxInd"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">No Average Pricing</fm:EnumDoc>
<fm:EnumDoc value="1">Trade is part of an average price group identified by the TradeLinkID (820)</fm:EnumDoc>
<fm:EnumDoc value="2">Last trade is the average price group identified by the TradeLinkID (820)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="TradeLinkID_t">
<xs:annotation>
<xs:documentation>
Used to link a group of trades together. Useful for linking a group of trades together for average price calculations.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradeLinkID" ComponentType="Field" Tag="820" Type="String"
AbbrName="LinkID"
Category="TradeCapture"
CategoryAbbrName="LinkID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="OrderInputDevice_t">
<xs:annotation>
<xs:documentation>
Specific device number, terminal number or station where order was entered
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrderInputDevice" ComponentType="Field" Tag="821"
Type="String"
AbbrName="OrdInptDev"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingTradingSessionID_t">
<xs:annotation>
<xs:documentation>
Trading Session in which the underlying instrument trades
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingTradingSessionID" ComponentType="Field"
Tag="822"
Type="String"
AbbrName="UndSesID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingTradingSessionSubID_t">
<xs:annotation>
<xs:documentation>
Trading Session sub identifier in which the underlying instrument trades
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingTradingSessionSubID" ComponentType="Field"
Tag="823"
Type="String"
AbbrName="UndSesSub"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="TradeLegRefID_t">
<xs:annotation>
<xs:documentation>
Reference to the leg of a multileg instrument to which this trade refers
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradeLegRefID" ComponentType="Field" Tag="824"
Type="String"
AbbrName="TrdLegRefID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="ExchangeRule_t">
<xs:annotation>
<xs:documentation>
Used to report any exchange rules that apply to this trade.
Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ExchangeRule" ComponentType="Field" Tag="825"
Type="String"
AbbrName="ExchRule"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--TradeAllocIndicator(826) defined in implementation file--><xs:simpleType name="TradeAllocIndicator_enum_t">
<xs:annotation>
<xs:documentation>Identifies how the trade is to be allocated</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradeAllocIndicator" ComponentType="Field" Tag="826"
Type="int"
AbbrName="AllocInd"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Allocation not required</fm:EnumDoc>
<fm:EnumDoc value="1">Allocation required (give-up trade) allocation information not provided (incomplete)</fm:EnumDoc>
<fm:EnumDoc value="2">Use allocation provided with the trade</fm:EnumDoc>
<fm:EnumDoc value="3">Allocation give-up executor</fm:EnumDoc>
<fm:EnumDoc value="4">Allocation from executor</fm:EnumDoc>
<fm:EnumDoc value="5">Allocation to claim account</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
</xs:restriction>
</xs:simpleType>
<!--ExpirationCycle(827) defined in implementation file--><xs:simpleType name="ExpirationCycle_enum_t">
<xs:annotation>
<xs:documentation>Part of trading cycle when an instrument expires. Field is applicable for derivatives.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ExpirationCycle" ComponentType="Field" Tag="827"
Type="int"
AbbrName="ExpirationCycle"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Expire on trading session close (default)</fm:EnumDoc>
<fm:EnumDoc value="1">Expire on trading session open</fm:EnumDoc>
<fm:EnumDoc value="2">Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--TrdType(828) defined in implementation file--><xs:simpleType name="TrdType_enum_t">
<xs:annotation>
<xs:documentation>Type of Trade: </xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TrdType" ComponentType="Field" Tag="828" Type="int"
AbbrName="TrdTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Regular Trade</fm:EnumDoc>
<fm:EnumDoc value="1">Block Trade</fm:EnumDoc>
<fm:EnumDoc value="10">After Hours Trade</fm:EnumDoc>
<fm:EnumDoc value="2">EFP (Exchange for physical)</fm:EnumDoc>
<fm:EnumDoc value="3">Transfer</fm:EnumDoc>
<fm:EnumDoc value="4">Late Trade</fm:EnumDoc>
<fm:EnumDoc value="5">T Trade</fm:EnumDoc>
<fm:EnumDoc value="6">Weighted Average Price Trade</fm:EnumDoc>
<fm:EnumDoc value="7">Bunched Trade</fm:EnumDoc>
<fm:EnumDoc value="8">Late Bunched Trade</fm:EnumDoc>
<fm:EnumDoc value="9">Prior Reference Price Trade</fm:EnumDoc>
<fm:EnumDoc value="11">Exchange for Risk (EFR)</fm:EnumDoc>
<fm:EnumDoc value="12">Exchange for Swap (EFS )</fm:EnumDoc>
<fm:EnumDoc value="13">Exchange of Futures for (in Market) Futures (EFM ) (e,g, full sized for mini)</fm:EnumDoc>
<fm:EnumDoc value="14">Exchange of Options for Options (EOO)</fm:EnumDoc>
<fm:EnumDoc value="15">Trading at Settlement</fm:EnumDoc>
<fm:EnumDoc value="16">All or None</fm:EnumDoc>
<fm:EnumDoc value="17">Futures Large Order Execution</fm:EnumDoc>
<fm:EnumDoc value="18">Exchange of Futures for Futures (external market) (EFF)</fm:EnumDoc>
<fm:EnumDoc value="19">Option Interim Trade</fm:EnumDoc>
<fm:EnumDoc value="20">Option Cabinet Trade</fm:EnumDoc>
<fm:EnumDoc value="22">Privately Negotiated Trades</fm:EnumDoc>
<fm:EnumDoc value="23">Substitution of Futures for Forwards</fm:EnumDoc>
<fm:EnumDoc value="24">Error trade</fm:EnumDoc>
<fm:EnumDoc value="25">Special cum dividend (CD)</fm:EnumDoc>
<fm:EnumDoc value="26">Special ex dividend (XD)</fm:EnumDoc>
<fm:EnumDoc value="27">Special cum coupon (CC)</fm:EnumDoc>
<fm:EnumDoc value="28">Special ex coupon (XC)</fm:EnumDoc>
<fm:EnumDoc value="29">Cash settlement (CS)</fm:EnumDoc>
<fm:EnumDoc value="30">Special price (usually net- or all-in price) (SP)</fm:EnumDoc>
<fm:EnumDoc value="31">Guaranteed delivery (GD)</fm:EnumDoc>
<fm:EnumDoc value="32">Special cum rights (CR)</fm:EnumDoc>
<fm:EnumDoc value="33">Special ex rights (XR)</fm:EnumDoc>
<fm:EnumDoc value="34">Special cum capital repayments (CP)</fm:EnumDoc>
<fm:EnumDoc value="35">Special ex capital repayments (XP)</fm:EnumDoc>
<fm:EnumDoc value="36">Special cum bonus (CB)</fm:EnumDoc>
<fm:EnumDoc value="37">Special ex bonus (XB)</fm:EnumDoc>
<fm:EnumDoc value="38">Block trade (same as large trade)</fm:EnumDoc>
<fm:EnumDoc value="39">Worked principal trade (UK-specific)</fm:EnumDoc>
<fm:EnumDoc value="40">Block Trades - after market</fm:EnumDoc>
<fm:EnumDoc value="41">Name change</fm:EnumDoc>
<fm:EnumDoc value="42">Portfolio transfer</fm:EnumDoc>
<fm:EnumDoc value="43">Prorogation buy - Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system) . Trades must be reported as crosses at zero price</fm:EnumDoc>
<fm:EnumDoc value="44">Prorogation sell - see prorogation buy</fm:EnumDoc>
<fm:EnumDoc value="45">Option exercise</fm:EnumDoc>
<fm:EnumDoc value="46">Delta neutral transaction</fm:EnumDoc>
<fm:EnumDoc value="47">Financing transaction (includes repo and stock lending)</fm:EnumDoc>
<fm:EnumDoc value="48">Non-standard settlement</fm:EnumDoc>
<fm:EnumDoc value="49">Derivative Related Transaction</fm:EnumDoc>
<fm:EnumDoc value="50">Portfolio Trade</fm:EnumDoc>
<fm:EnumDoc value="51">Volume Weighted Average Trade</fm:EnumDoc>
<fm:EnumDoc value="52">Exchange Granted Trade</fm:EnumDoc>
<fm:EnumDoc value="53">Repurchase Agreement</fm:EnumDoc>
<fm:EnumDoc value="54">OTC</fm:EnumDoc>
<fm:EnumDoc value="55">Exchange Basis Facility (EBF)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="20"/>
<xs:enumeration value="22"/>
<xs:enumeration value="23"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
<xs:enumeration value="34"/>
<xs:enumeration value="35"/>
<xs:enumeration value="36"/>
<xs:enumeration value="37"/>
<xs:enumeration value="38"/>
<xs:enumeration value="39"/>
<xs:enumeration value="40"/>
<xs:enumeration value="41"/>
<xs:enumeration value="42"/>
<xs:enumeration value="43"/>
<xs:enumeration value="44"/>
<xs:enumeration value="45"/>
<xs:enumeration value="46"/>
<xs:enumeration value="47"/>
<xs:enumeration value="48"/>
<xs:enumeration value="49"/>
<xs:enumeration value="50"/>
<xs:enumeration value="51"/>
<xs:enumeration value="52"/>
<xs:enumeration value="53"/>
<xs:enumeration value="54"/>
<xs:enumeration value="55"/>
</xs:restriction>
</xs:simpleType>
<!--TrdSubType(829) defined in implementation file--><xs:simpleType name="TrdSubType_enum_t">
<xs:annotation>
<xs:documentation>Further qualification to the trade type
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TrdSubType" ComponentType="Field" Tag="829" Type="int"
AbbrName="TrdSubTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">CMTA</fm:EnumDoc>
<fm:EnumDoc value="1">Internal transfer or adjustment</fm:EnumDoc>
<fm:EnumDoc value="2">External transfer or transfer of account</fm:EnumDoc>
<fm:EnumDoc value="3">Reject for submitting side</fm:EnumDoc>
<fm:EnumDoc value="4">Advisory for contra side</fm:EnumDoc>
<fm:EnumDoc value="5">Offset due to an allocation</fm:EnumDoc>
<fm:EnumDoc value="6">Onset due to an allocation</fm:EnumDoc>
<fm:EnumDoc value="7">Differential spread</fm:EnumDoc>
<fm:EnumDoc value="8">Implied spread leg executed against an outright</fm:EnumDoc>
<fm:EnumDoc value="9">Transaction from exercise</fm:EnumDoc>
<fm:EnumDoc value="10">Transaction from assignment</fm:EnumDoc>
<fm:EnumDoc value="11">ACATS</fm:EnumDoc>
<fm:EnumDoc value="14">AI (Automated input facility disabled in response to an exchange request.)</fm:EnumDoc>
<fm:EnumDoc value="15">B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.)</fm:EnumDoc>
<fm:EnumDoc value="16">K (Transaction using block trade facility.)</fm:EnumDoc>
<fm:EnumDoc value="17">LC (Correction submitted more than three days after publication of the original trade report.)</fm:EnumDoc>
<fm:EnumDoc value="18">M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.)</fm:EnumDoc>
<fm:EnumDoc value="19">N (Non-protected portfolio transaction or a fully disclosed portfolio transaction)</fm:EnumDoc>
<fm:EnumDoc value="20">NM ( i) transaction where Exchange has granted permission for non-publication
ii)IDB is reporting as seller
iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)</fm:EnumDoc>
<fm:EnumDoc value="21">NR (Non-risk transaction in a SEATS security other than an AIM security)</fm:EnumDoc>
<fm:EnumDoc value="22">P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities)</fm:EnumDoc>
<fm:EnumDoc value="23">PA (Protected transaction notification)</fm:EnumDoc>
<fm:EnumDoc value="24">PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system)</fm:EnumDoc>
<fm:EnumDoc value="25">PN (Worked principal notification for a portfolio transaction which includes order book securities)</fm:EnumDoc>
<fm:EnumDoc value="26">R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction)
(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or
(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)</fm:EnumDoc>
<fm:EnumDoc value="27">RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant)</fm:EnumDoc>
<fm:EnumDoc value="28">RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security)</fm:EnumDoc>
<fm:EnumDoc value="29">SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock))</fm:EnumDoc>
<fm:EnumDoc value="30">T (If reporting a single protected transaction)</fm:EnumDoc>
<fm:EnumDoc value="31">WN (Worked principal notification for a single order book security)</fm:EnumDoc>
<fm:EnumDoc value="32">WT (Worked principal transaction (other than a portfolio transaction))</fm:EnumDoc>
<fm:EnumDoc value="33">Off Hours Trade</fm:EnumDoc>
<fm:EnumDoc value="34">On Hours Trade</fm:EnumDoc>
<fm:EnumDoc value="35">OTC Quote</fm:EnumDoc>
<fm:EnumDoc value="36">Converted SWAP</fm:EnumDoc>
<fm:EnumDoc value="37">Crossed Trade (X)</fm:EnumDoc>
<fm:EnumDoc value="38">Interim Protected Trade (I)</fm:EnumDoc>
<fm:EnumDoc value="39">Large in Scale (L)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="23"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
<xs:enumeration value="34"/>
<xs:enumeration value="35"/>
<xs:enumeration value="36"/>
<xs:enumeration value="37"/>
<xs:enumeration value="38"/>
<xs:enumeration value="39"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="TransferReason_t">
<xs:annotation>
<xs:documentation>
Reason trade is being transferred
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TransferReason" ComponentType="Field" Tag="830"
Type="String"
AbbrName="TrnsfrRsn"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="AsgnReqID_t">
<xs:annotation>
<xs:documentation>
Unique identifier for the Assignment Report Request
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AsgnReqID" ComponentType="Field" Tag="831" Type="String"
AbbrName="ReqID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="TotNumAssignmentReports_t">
<xs:annotation>
<xs:documentation>
Total Number of Assignment Reports being returned to a firm
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TotNumAssignmentReports" ComponentType="Field" Tag="832"
Type="int"
AbbrName="TotNumAsgnRpts"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="AsgnRptID_t">
<xs:annotation>
<xs:documentation>
Unique identifier for the Assignment Report
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AsgnRptID" ComponentType="Field" Tag="833" Type="String"
AbbrName="RptID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="ThresholdAmount_t">
<xs:annotation>
<xs:documentation>
Amount that a position has to be in the money before it is exercised.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ThresholdAmount" ComponentType="Field" Tag="834"
Type="PriceOffset"
AbbrName="ThresholdAmt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="PriceOffset"/>
</xs:simpleType>
<!--PegMoveType(835) defined in implementation file--><xs:simpleType name="PegMoveType_enum_t">
<xs:annotation>
<xs:documentation>
Describes whether peg is static or floats
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PegMoveType" ComponentType="Field" Tag="835" Type="int"
AbbrName="MoveTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Floating (default)</fm:EnumDoc>
<fm:EnumDoc value="1">Fixed</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
</xs:restriction>
</xs:simpleType>
<!--PegOffsetType(836) defined in implementation file--><xs:simpleType name="PegOffsetType_enum_t">
<xs:annotation>
<xs:documentation>
Type of Peg Offset value
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PegOffsetType" ComponentType="Field" Tag="836" Type="int"
AbbrName="OfstTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Price (default)</fm:EnumDoc>
<fm:EnumDoc value="1">Basis Points</fm:EnumDoc>
<fm:EnumDoc value="2">Ticks</fm:EnumDoc>
<fm:EnumDoc value="3">Price Tier / Level</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<!--PegLimitType(837) defined in implementation file--><xs:simpleType name="PegLimitType_enum_t">
<xs:annotation>
<xs:documentation>
Type of Peg Limit
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PegLimitType" ComponentType="Field" Tag="837" Type="int"
AbbrName="LmtTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Or better (default) - price improvement allowed</fm:EnumDoc>
<fm:EnumDoc value="1">Strict - limit is a strict limit</fm:EnumDoc>
<fm:EnumDoc value="2">Or worse - for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--PegRoundDirection(838) defined in implementation file--><xs:simpleType name="PegRoundDirection_enum_t">
<xs:annotation>
<xs:documentation>
If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PegRoundDirection" ComponentType="Field" Tag="838"
Type="int"
AbbrName="RndDir"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">More aggressive - on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick</fm:EnumDoc>
<fm:EnumDoc value="2">More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="PeggedPrice_t">
<xs:annotation>
<xs:documentation>
The price the order is currently pegged at
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PeggedPrice" ComponentType="Field" Tag="839" Type="Price"
AbbrName="PeggedPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<!--PegScope(840) defined in implementation file--><xs:simpleType name="PegScope_enum_t">
<xs:annotation>
<xs:documentation>The scope of the peg</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PegScope" ComponentType="Field" Tag="840" Type="int"
AbbrName="Scope"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Local (Exchange, ECN, ATS)</fm:EnumDoc>
<fm:EnumDoc value="2">National</fm:EnumDoc>
<fm:EnumDoc value="3">Global</fm:EnumDoc>
<fm:EnumDoc value="4">National excluding local</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<!--DiscretionMoveType(841) defined in implementation file--><xs:simpleType name="DiscretionMoveType_enum_t">
<xs:annotation>
<xs:documentation>
Describes whether discretionay price is static or floats
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DiscretionMoveType" ComponentType="Field" Tag="841"
Type="int"
AbbrName="MoveTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Floating (default)</fm:EnumDoc>
<fm:EnumDoc value="1">Fixed</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
</xs:restriction>
</xs:simpleType>
<!--DiscretionOffsetType(842) defined in implementation file--><xs:simpleType name="DiscretionOffsetType_enum_t">
<xs:annotation>
<xs:documentation>
Type of Discretion Offset value
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DiscretionOffsetType" ComponentType="Field" Tag="842"
Type="int"
AbbrName="OfstTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Price (default)</fm:EnumDoc>
<fm:EnumDoc value="1">Basis Points</fm:EnumDoc>
<fm:EnumDoc value="2">Ticks</fm:EnumDoc>
<fm:EnumDoc value="3">Price Tier / Level</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<!--DiscretionLimitType(843) defined in implementation file--><xs:simpleType name="DiscretionLimitType_enum_t">
<xs:annotation>
<xs:documentation>
Type of Discretion Limit
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DiscretionLimitType" ComponentType="Field" Tag="843"
Type="int"
AbbrName="LimitTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Or better (default) - price improvement allowed</fm:EnumDoc>
<fm:EnumDoc value="1">Strict - limit is a strict limit</fm:EnumDoc>
<fm:EnumDoc value="2">Or worse - for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--DiscretionRoundDirection(844) defined in implementation file--><xs:simpleType name="DiscretionRoundDirection_enum_t">
<xs:annotation>
<xs:documentation>
If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DiscretionRoundDirection" ComponentType="Field" Tag="844"
Type="int"
AbbrName="RndDir"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">More aggressive - on a buy order round the price up to the nearest tick; on a sell round down to the nearest tick</fm:EnumDoc>
<fm:EnumDoc value="2">More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="DiscretionPrice_t">
<xs:annotation>
<xs:documentation>
The current discretionary price of the order
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DiscretionPrice" ComponentType="Field" Tag="845"
Type="Price"
AbbrName="DsctnPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<!--DiscretionScope(846) defined in implementation file--><xs:simpleType name="DiscretionScope_enum_t">
<xs:annotation>
<xs:documentation>The scope of the discretion</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DiscretionScope" ComponentType="Field" Tag="846"
Type="int"
AbbrName="Scope"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Local (Exchange, ECN, ATS)</fm:EnumDoc>
<fm:EnumDoc value="2">National</fm:EnumDoc>
<fm:EnumDoc value="3">Global</fm:EnumDoc>
<fm:EnumDoc value="4">National excluding local</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<!--TargetStrategy(847) defined in implementation file--><xs:simpleType name="TargetStrategy_enum_t">
<xs:annotation>
<xs:documentation>
The target strategy of the order
1000+ = Reserved and available for bi-laterally agreed upon user defined values
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TargetStrategy" ComponentType="Field" Tag="847" Type="int"
AbbrName="TgtStrategy"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">VWAP</fm:EnumDoc>
<fm:EnumDoc value="2">Participate (i.e. aim to be x percent of the market volume)</fm:EnumDoc>
<fm:EnumDoc value="3">Mininize market impact</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="TargetStrategyParameters_t">
<xs:annotation>
<xs:documentation>Field to allow further specification of the TargetStrategy - usage to be agreed between counterparties</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TargetStrategyParameters" ComponentType="Field" Tag="848"
Type="String"
AbbrName="TgtStrategyParameters"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="ParticipationRate_t">
<xs:annotation>
<xs:documentation>For a TargetStrategy=Participate order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ParticipationRate" ComponentType="Field" Tag="849"
Type="Percentage"
AbbrName="ParticipationRt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="TargetStrategyPerformance_t">
<xs:annotation>
<xs:documentation>
For communication of the performance of the order versus the target strategy
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TargetStrategyPerformance" ComponentType="Field" Tag="850"
Type="float"
AbbrName="TgtStrategyPerformance"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<!--LastLiquidityInd(851) defined in implementation file--><xs:simpleType name="LastLiquidityInd_enum_t">
<xs:annotation>
<xs:documentation>Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LastLiquidityInd" ComponentType="Field" Tag="851"
Type="int"
AbbrName="LastLqdtyInd"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Added Liquidity</fm:EnumDoc>
<fm:EnumDoc value="2">Removed Liquidity</fm:EnumDoc>
<fm:EnumDoc value="3">Liquidity Routed Out</fm:EnumDoc>
<fm:EnumDoc value="4">Auction</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<!--PublishTrdIndicator(852) defined in implementation file--><xs:simpleType name="PublishTrdIndicator_enum_t">
<xs:annotation>
<xs:documentation>Indicates if a trade should be reported via a market reporting service.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PublishTrdIndicator" ComponentType="Field" Tag="852"
Type="Boolean"
AbbrName="PubTrdInd"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="N">Do Not Report Trade</fm:EnumDoc>
<fm:EnumDoc value="Y">Report Trade</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean">
<xs:enumeration value="N"/>
<xs:enumeration value="Y"/>
</xs:restriction>
</xs:simpleType>
<!--ShortSaleReason(853) defined in implementation file--><xs:simpleType name="ShortSaleReason_enum_t">
<xs:annotation>
<xs:documentation>Reason for short sale.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ShortSaleReason" ComponentType="Field" Tag="853"
Type="int"
AbbrName="ShrtSaleRsn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Dealer Sold Short</fm:EnumDoc>
<fm:EnumDoc value="1">Dealer Sold Short Exempt</fm:EnumDoc>
<fm:EnumDoc value="2">Selling Customer Sold Short</fm:EnumDoc>
<fm:EnumDoc value="3">Selling Customer Sold Short Exempt</fm:EnumDoc>
<fm:EnumDoc value="4">Qualified Service Representative (QSR) or Automatic Give-up (AGU) Contra Side Sold Short</fm:EnumDoc>
<fm:EnumDoc value="5">QSR or AGU Contra Side Sold Short Exempt</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
</xs:restriction>
</xs:simpleType>
<!--QtyType(854) defined in implementation file--><xs:simpleType name="QtyType_enum_t">
<xs:annotation>
<xs:documentation>Type of quantity specified in a quantity field:</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="QtyType" ComponentType="Field" Tag="854" Type="int"
AbbrName="QtyTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Units (shares, par, currency)</fm:EnumDoc>
<fm:EnumDoc value="1">Contracts (if used - must specify ContractMultiplier (tag 231))</fm:EnumDoc>
<fm:EnumDoc value="2">Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--SecondaryTrdType(855) defined in implementation file--><xs:simpleType name="SecondaryTrdType_enum_t">
<xs:annotation>
<xs:documentation>Additional TrdType(828) assigned to a trade by trade match system.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecondaryTrdType" ComponentType="Field" Tag="855"
Type="int"
UsesEnumsFromTag="828"
AbbrName="TrdTyp2"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Regular Trade</fm:EnumDoc>
<fm:EnumDoc value="1">Block Trade</fm:EnumDoc>
<fm:EnumDoc value="10">After Hours Trade</fm:EnumDoc>
<fm:EnumDoc value="2">EFP (Exchange for physical)</fm:EnumDoc>
<fm:EnumDoc value="3">Transfer</fm:EnumDoc>
<fm:EnumDoc value="4">Late Trade</fm:EnumDoc>
<fm:EnumDoc value="5">T Trade</fm:EnumDoc>
<fm:EnumDoc value="6">Weighted Average Price Trade</fm:EnumDoc>
<fm:EnumDoc value="7">Bunched Trade</fm:EnumDoc>
<fm:EnumDoc value="8">Late Bunched Trade</fm:EnumDoc>
<fm:EnumDoc value="9">Prior Reference Price Trade</fm:EnumDoc>
<fm:EnumDoc value="11">Exchange for Risk (EFR)</fm:EnumDoc>
<fm:EnumDoc value="12">Exchange for Swap (EFS )</fm:EnumDoc>
<fm:EnumDoc value="13">Exchange of Futures for (in Market) Futures (EFM ) (e,g, full sized for mini)</fm:EnumDoc>
<fm:EnumDoc value="14">Exchange of Options for Options (EOO)</fm:EnumDoc>
<fm:EnumDoc value="15">Trading at Settlement</fm:EnumDoc>
<fm:EnumDoc value="16">All or None</fm:EnumDoc>
<fm:EnumDoc value="17">Futures Large Order Execution</fm:EnumDoc>
<fm:EnumDoc value="18">Exchange of Futures for Futures (external market) (EFF)</fm:EnumDoc>
<fm:EnumDoc value="19">Option Interim Trade</fm:EnumDoc>
<fm:EnumDoc value="20">Option Cabinet Trade</fm:EnumDoc>
<fm:EnumDoc value="22">Privately Negotiated Trades</fm:EnumDoc>
<fm:EnumDoc value="23">Substitution of Futures for Forwards</fm:EnumDoc>
<fm:EnumDoc value="24">Error trade</fm:EnumDoc>
<fm:EnumDoc value="25">Special cum dividend (CD)</fm:EnumDoc>
<fm:EnumDoc value="26">Special ex dividend (XD)</fm:EnumDoc>
<fm:EnumDoc value="27">Special cum coupon (CC)</fm:EnumDoc>
<fm:EnumDoc value="28">Special ex coupon (XC)</fm:EnumDoc>
<fm:EnumDoc value="29">Cash settlement (CS)</fm:EnumDoc>
<fm:EnumDoc value="30">Special price (usually net- or all-in price) (SP)</fm:EnumDoc>
<fm:EnumDoc value="31">Guaranteed delivery (GD)</fm:EnumDoc>
<fm:EnumDoc value="32">Special cum rights (CR)</fm:EnumDoc>
<fm:EnumDoc value="33">Special ex rights (XR)</fm:EnumDoc>
<fm:EnumDoc value="34">Special cum capital repayments (CP)</fm:EnumDoc>
<fm:EnumDoc value="35">Special ex capital repayments (XP)</fm:EnumDoc>
<fm:EnumDoc value="36">Special cum bonus (CB)</fm:EnumDoc>
<fm:EnumDoc value="37">Special ex bonus (XB)</fm:EnumDoc>
<fm:EnumDoc value="38">Block trade (same as large trade)</fm:EnumDoc>
<fm:EnumDoc value="39">Worked principal trade (UK-specific)</fm:EnumDoc>
<fm:EnumDoc value="40">Block Trades - after market</fm:EnumDoc>
<fm:EnumDoc value="41">Name change</fm:EnumDoc>
<fm:EnumDoc value="42">Portfolio transfer</fm:EnumDoc>
<fm:EnumDoc value="43">Prorogation buy - Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system) . Trades must be reported as crosses at zero price</fm:EnumDoc>
<fm:EnumDoc value="44">Prorogation sell - see prorogation buy</fm:EnumDoc>
<fm:EnumDoc value="45">Option exercise</fm:EnumDoc>
<fm:EnumDoc value="46">Delta neutral transaction</fm:EnumDoc>
<fm:EnumDoc value="47">Financing transaction (includes repo and stock lending)</fm:EnumDoc>
<fm:EnumDoc value="48">Non-standard settlement</fm:EnumDoc>
<fm:EnumDoc value="49">Derivative Related Transaction</fm:EnumDoc>
<fm:EnumDoc value="50">Portfolio Trade</fm:EnumDoc>
<fm:EnumDoc value="51">Volume Weighted Average Trade</fm:EnumDoc>
<fm:EnumDoc value="52">Exchange Granted Trade</fm:EnumDoc>
<fm:EnumDoc value="53">Repurchase Agreement</fm:EnumDoc>
<fm:EnumDoc value="54">OTC</fm:EnumDoc>
<fm:EnumDoc value="55">Exchange Basis Facility (EBF)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="20"/>
<xs:enumeration value="22"/>
<xs:enumeration value="23"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
<xs:enumeration value="34"/>
<xs:enumeration value="35"/>
<xs:enumeration value="36"/>
<xs:enumeration value="37"/>
<xs:enumeration value="38"/>
<xs:enumeration value="39"/>
<xs:enumeration value="40"/>
<xs:enumeration value="41"/>
<xs:enumeration value="42"/>
<xs:enumeration value="43"/>
<xs:enumeration value="44"/>
<xs:enumeration value="45"/>
<xs:enumeration value="46"/>
<xs:enumeration value="47"/>
<xs:enumeration value="48"/>
<xs:enumeration value="49"/>
<xs:enumeration value="50"/>
<xs:enumeration value="51"/>
<xs:enumeration value="52"/>
<xs:enumeration value="53"/>
<xs:enumeration value="54"/>
<xs:enumeration value="55"/>
</xs:restriction>
</xs:simpleType>
<!--TradeReportType(856) defined in implementation file--><xs:simpleType name="TradeReportType_enum_t">
<xs:annotation>
<xs:documentation>Type of Trade Report</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradeReportType" ComponentType="Field" Tag="856"
Type="int"
AbbrName="RptTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Submit</fm:EnumDoc>
<fm:EnumDoc value="1">Alleged</fm:EnumDoc>
<fm:EnumDoc value="2">Accept</fm:EnumDoc>
<fm:EnumDoc value="3">Decline</fm:EnumDoc>
<fm:EnumDoc value="4">Addendum</fm:EnumDoc>
<fm:EnumDoc value="5">No/Was</fm:EnumDoc>
<fm:EnumDoc value="6">Trade Report Cancel</fm:EnumDoc>
<fm:EnumDoc value="7">(Locked-In) Trade Break</fm:EnumDoc>
<fm:EnumDoc value="8">Defaulted</fm:EnumDoc>
<fm:EnumDoc value="9">Invalid CMTA</fm:EnumDoc>
<fm:EnumDoc value="10">Pended</fm:EnumDoc>
<fm:EnumDoc value="11">Alleged New</fm:EnumDoc>
<fm:EnumDoc value="12">Alleged Addendum</fm:EnumDoc>
<fm:EnumDoc value="13">Alleged No/Was</fm:EnumDoc>
<fm:EnumDoc value="14">Alleged Trade Report Cancel</fm:EnumDoc>
<fm:EnumDoc value="15">Alleged (Locked-In) Trade Break</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
</xs:restriction>
</xs:simpleType>
<!--AllocNoOrdersType(857) defined in implementation file--><xs:simpleType name="AllocNoOrdersType_enum_t">
<xs:annotation>
<xs:documentation>Indicates how the orders being booked and allocated by an Allocation Instruction or Allocation Report message are identified, i.e. by explicit definition in the NoOrders group or not.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocNoOrdersType" ComponentType="Field" Tag="857"
Type="int"
AbbrName="NoOrdsTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Not Specified</fm:EnumDoc>
<fm:EnumDoc value="1">Explicit List Provided</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="SharedCommission_t">
<xs:annotation>
<xs:documentation>
Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SharedCommission" ComponentType="Field" Tag="858"
Type="Amt"
AbbrName="SharedComm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="ConfirmReqID_t">
<xs:annotation>
<xs:documentation>
Unique identifier for a Confirmation Request message
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ConfirmReqID" ComponentType="Field" Tag="859"
Type="String"
AbbrName="CnfmReqID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="AvgParPx_t">
<xs:annotation>
<xs:documentation>
Used to express average price as percent of par (used where AvgPx field is expressed in some other way)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AvgParPx" ComponentType="Field" Tag="860" Type="Price"
AbbrName="AvgParPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="ReportedPx_t">
<xs:annotation>
<xs:documentation>
Reported price (used to differentiate from AvgPx on a confirmation of a marked-up or marked-down principal trade)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ReportedPx" ComponentType="Field" Tag="861" Type="Price"
AbbrName="RptedPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="OrderCapacityQty_t">
<xs:annotation>
<xs:documentation>
Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrderCapacityQty" ComponentType="Field" Tag="863"
Type="Qty"
AbbrName="CpctyQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<!--EventType(865) defined in implementation file--><xs:simpleType name="EventType_enum_t">
<xs:annotation>
<xs:documentation>Code to represent the type of event</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EventType" ComponentType="Field" Tag="865" Type="int"
AbbrName="EventTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Put</fm:EnumDoc>
<fm:EnumDoc value="2">Call</fm:EnumDoc>
<fm:EnumDoc value="3">Tender</fm:EnumDoc>
<fm:EnumDoc value="4">Sinking Fund Call</fm:EnumDoc>
<fm:EnumDoc value="99">Other</fm:EnumDoc>
<fm:EnumDoc value="5">Activation</fm:EnumDoc>
<fm:EnumDoc value="6">Inactiviation</fm:EnumDoc>
<fm:EnumDoc value="7">Last Eligible Trade Date</fm:EnumDoc>
<fm:EnumDoc value="8">Swap Start Date</fm:EnumDoc>
<fm:EnumDoc value="9">Swap End Date</fm:EnumDoc>
<fm:EnumDoc value="11">Swap Next Start Date</fm:EnumDoc>
<fm:EnumDoc value="10">Swap Roll Date</fm:EnumDoc>
<fm:EnumDoc value="12">Swap Next Roll Date</fm:EnumDoc>
<fm:EnumDoc value="13">First Delivery Date</fm:EnumDoc>
<fm:EnumDoc value="14">Last Delivery Date</fm:EnumDoc>
<fm:EnumDoc value="15">Initial Inventory Due Date</fm:EnumDoc>
<fm:EnumDoc value="16">Final Inventory Due Date</fm:EnumDoc>
<fm:EnumDoc value="17">First Intent Date</fm:EnumDoc>
<fm:EnumDoc value="18">Last Intent Date</fm:EnumDoc>
<fm:EnumDoc value="19">Position Removal Date</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="99"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="11"/>
<xs:enumeration value="10"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="EventDate_t">
<xs:annotation>
<xs:documentation>
Date of event
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EventDate" ComponentType="Field" Tag="866"
Type="LocalMktDate"
AbbrName="Dt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="EventPx_t">
<xs:annotation>
<xs:documentation>
Predetermined price of issue at event, if applicable
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EventPx" ComponentType="Field" Tag="867" Type="Price"
AbbrName="Px"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="EventText_t">
<xs:annotation>
<xs:documentation>
Comments related to the event.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EventText" ComponentType="Field" Tag="868" Type="String"
AbbrName="Txt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="PctAtRisk_t">
<xs:annotation>
<xs:documentation>
Percent at risk due to lowest possible call.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PctAtRisk" ComponentType="Field" Tag="869"
Type="Percentage"
AbbrName="PctAtRisk"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<!--InstrAttribType(871) defined in implementation file--><xs:simpleType name="InstrAttribType_enum_t">
<xs:annotation>
<xs:documentation>Code to represent the type of instrument attribute</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="InstrAttribType" ComponentType="Field" Tag="871"
Type="int"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Flat (securities pay interest on a current basis but are traded without interest)</fm:EnumDoc>
<fm:EnumDoc value="10">Original issue discount</fm:EnumDoc>
<fm:EnumDoc value="11">Callable, puttable</fm:EnumDoc>
<fm:EnumDoc value="12">Escrowed to Maturity</fm:EnumDoc>
<fm:EnumDoc value="13">Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field</fm:EnumDoc>
<fm:EnumDoc value="14">Pre-refunded</fm:EnumDoc>
<fm:EnumDoc value="15">In default</fm:EnumDoc>
<fm:EnumDoc value="16">Unrated</fm:EnumDoc>
<fm:EnumDoc value="17">Taxable</fm:EnumDoc>
<fm:EnumDoc value="18">Indexed</fm:EnumDoc>
<fm:EnumDoc value="19">Subject To Alternative Minimum Tax</fm:EnumDoc>
<fm:EnumDoc value="2">Zero coupon</fm:EnumDoc>
<fm:EnumDoc value="20">Original issue discount price. Supply price in the InstrAttribValue (872) field</fm:EnumDoc>
<fm:EnumDoc value="21">Callable below maturity value</fm:EnumDoc>
<fm:EnumDoc value="22">Callable without notice by mail to holder unless registered</fm:EnumDoc>
<fm:EnumDoc value="3">Interest bearing (for Euro commercial paper when not issued at discount)</fm:EnumDoc>
<fm:EnumDoc value="4">No periodic payments</fm:EnumDoc>
<fm:EnumDoc value="5">Variable rate</fm:EnumDoc>
<fm:EnumDoc value="6">Less fee for put</fm:EnumDoc>
<fm:EnumDoc value="7">Stepped coupon</fm:EnumDoc>
<fm:EnumDoc value="8">Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field.</fm:EnumDoc>
<fm:EnumDoc value="9">When [and if] issued</fm:EnumDoc>
<fm:EnumDoc value="99">Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field.</fm:EnumDoc>
<fm:EnumDoc value="23">Price tick rules for security.</fm:EnumDoc>
<fm:EnumDoc value="24">Trade type eligibility details for security.</fm:EnumDoc>
<fm:EnumDoc value="25">Instrument Denominator</fm:EnumDoc>
<fm:EnumDoc value="26">Instrument Numerator</fm:EnumDoc>
<fm:EnumDoc value="27">Instrument Price Precision</fm:EnumDoc>
<fm:EnumDoc value="28">Instrument Strike Price</fm:EnumDoc>
<fm:EnumDoc value="29">Tradeable Indicator</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="99"/>
<xs:enumeration value="23"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="InstrAttribValue_t">
<xs:annotation>
<xs:documentation>
Attribute value appropriate to the InstrAttribType (87) field.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="InstrAttribValue" ComponentType="Field" Tag="872"
Type="String"
AbbrName="Val"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="DatedDate_t">
<xs:annotation>
<xs:documentation>
The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DatedDate" ComponentType="Field" Tag="873"
Type="LocalMktDate"
AbbrName="Dated"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="InterestAccrualDate_t">
<xs:annotation>
<xs:documentation>
The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="InterestAccrualDate" ComponentType="Field" Tag="874"
Type="LocalMktDate"
AbbrName="IntAcrl"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<!--CPProgram(875) defined in implementation file--><xs:simpleType name="CPProgram_enum_t">
<xs:annotation>
<xs:documentation>The program under which a commercial paper is issued</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CPProgram" ComponentType="Field" Tag="875" Type="int"
AbbrName="CPPgm"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">3(a)(3)</fm:EnumDoc>
<fm:EnumDoc value="2">4(2)</fm:EnumDoc>
<fm:EnumDoc value="99">Other</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="99"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="CPRegType_t">
<xs:annotation>
<xs:documentation>
The registration type of a commercial paper issuance
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CPRegType" ComponentType="Field" Tag="876" Type="String"
AbbrName="CPRegT"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingCPProgram_t">
<xs:annotation>
<xs:documentation>
The program under which the underlying commercial paper is issued
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingCPProgram" ComponentType="Field" Tag="877"
Type="String"
AbbrName="CPPgm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingCPRegType_t">
<xs:annotation>
<xs:documentation>
The registration type of the underlying commercial paper issuance
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingCPRegType" ComponentType="Field" Tag="878"
Type="String"
AbbrName="CPRegTyp"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingQty_t">
<xs:annotation>
<xs:documentation>
Unit amount of the underlying security (par, shares, currency, etc.)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingQty" ComponentType="Field" Tag="879" Type="Qty"
AbbrName="Qty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="TrdMatchID_t">
<xs:annotation>
<xs:documentation>Identifier assigned to a trade by a matching system.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TrdMatchID" ComponentType="Field" Tag="880" Type="String"
AbbrName="MtchID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="SecondaryTradeReportRefID_t">
<xs:annotation>
<xs:documentation>
Used to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal).
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecondaryTradeReportRefID" ComponentType="Field" Tag="881"
Type="String"
AbbrName="TrdRptRefID2"
Category="TradeCapture"
CategoryAbbrName="RptRefID2"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingDirtyPrice_t">
<xs:annotation>
<xs:documentation>
Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingDirtyPrice" ComponentType="Field" Tag="882"
Type="Price"
AbbrName="DirtPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingEndPrice_t">
<xs:annotation>
<xs:documentation>
Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingEndPrice" ComponentType="Field" Tag="883"
Type="Price"
AbbrName="EndPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingStartValue_t">
<xs:annotation>
<xs:documentation>
Currency value attributed to this collateral at the start of the agreement
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingStartValue" ComponentType="Field" Tag="884"
Type="Amt"
AbbrName="StartVal"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingCurrentValue_t">
<xs:annotation>
<xs:documentation>
Currency value currently attributed to this collateral
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingCurrentValue" ComponentType="Field" Tag="885"
Type="Amt"
AbbrName="CurVal"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingEndValue_t">
<xs:annotation>
<xs:documentation>
Currency value attributed to this collateral at the end of the agreement
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingEndValue" ComponentType="Field" Tag="886"
Type="Amt"
AbbrName="EndVal"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<!--UnderlyingStipType(888) defined in implementation file--><xs:simpleType name="UnderlyingStipType_enum_t">
<xs:annotation>
<xs:documentation>
Type of stipulation.
Same values as StipulationType (233)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingStipType" ComponentType="Field" Tag="888"
Type="String"
UsesEnumsFromTag="233"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="ABS">Absolute Prepayment Speed</fm:EnumDoc>
<fm:EnumDoc value="AMT">Alternative Minimum Tax (Y/N)</fm:EnumDoc>
<fm:EnumDoc value="AUTOREINV">Auto Reinvestment at <rate> or better</fm:EnumDoc>
<fm:EnumDoc value="BANKQUAL">Bank qualified (Y/N)</fm:EnumDoc>
<fm:EnumDoc value="BGNCON">Bargain conditions (see StipulationValue (234) for values)</fm:EnumDoc>
<fm:EnumDoc value="COUPON">Coupon range</fm:EnumDoc>
<fm:EnumDoc value="CPP">Constant Prepayment Penalty</fm:EnumDoc>
<fm:EnumDoc value="CPR">Constant Prepayment Rate</fm:EnumDoc>
<fm:EnumDoc value="CPY">Constant Prepayment Yield</fm:EnumDoc>
<fm:EnumDoc value="CURRENCY">ISO Currency Code</fm:EnumDoc>
<fm:EnumDoc value="CUSTOMDATE">Custom start/end date</fm:EnumDoc>
<fm:EnumDoc value="GEOG">Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])</fm:EnumDoc>
<fm:EnumDoc value="HAIRCUT">Valuation Discount</fm:EnumDoc>
<fm:EnumDoc value="HEP">final CPR of Home Equity Prepayment Curve</fm:EnumDoc>
<fm:EnumDoc value="INSURED">Insured (Y/N)</fm:EnumDoc>
<fm:EnumDoc value="ISSUE">Year Or Year/Month of Issue (ex. 234=2002/09)</fm:EnumDoc>
<fm:EnumDoc value="ISSUER">Issuer's ticker</fm:EnumDoc>
<fm:EnumDoc value="ISSUESIZE">issue size range</fm:EnumDoc>
<fm:EnumDoc value="LOOKBACK">Lookback Days</fm:EnumDoc>
<fm:EnumDoc value="LOT">Explicit lot identifier</fm:EnumDoc>
<fm:EnumDoc value="LOTVAR">Lot Variance (value in percent maximum over- or under-allocation allowed)</fm:EnumDoc>
<fm:EnumDoc value="MAT">Maturity Year And Month</fm:EnumDoc>
<fm:EnumDoc value="MATURITY">Maturity range</fm:EnumDoc>
<fm:EnumDoc value="MAXSUBS">Maximum substitutions (Repo)</fm:EnumDoc>
<fm:EnumDoc value="MHP">Percent of Manufactured Housing Prepayment Curve</fm:EnumDoc>
<fm:EnumDoc value="MINDNOM">Minimum denomination</fm:EnumDoc>
<fm:EnumDoc value="MININCR">Minimum increment</fm:EnumDoc>
<fm:EnumDoc value="MINQTY">Minimum quantity</fm:EnumDoc>
<fm:EnumDoc value="MPR">Monthly Prepayment Rate</fm:EnumDoc>
<fm:EnumDoc value="PAYFREQ">Payment frequency, calendar</fm:EnumDoc>
<fm:EnumDoc value="PIECES">Number Of Pieces</fm:EnumDoc>
<fm:EnumDoc value="PMAX">Pools Maximum</fm:EnumDoc>
<fm:EnumDoc value="PPC">Percent of Prospectus Prepayment Curve</fm:EnumDoc>
<fm:EnumDoc value="PPL">Pools per Lot</fm:EnumDoc>
<fm:EnumDoc value="PPM">Pools per Million</fm:EnumDoc>
<fm:EnumDoc value="PPT">Pools per Trade</fm:EnumDoc>
<fm:EnumDoc value="PRICE">Price Range</fm:EnumDoc>
<fm:EnumDoc value="PRICEFREQ">Pricing frequency</fm:EnumDoc>
<fm:EnumDoc value="PROD">Production Year</fm:EnumDoc>
<fm:EnumDoc value="PROTECT">Call protection</fm:EnumDoc>
<fm:EnumDoc value="PSA">Percent of BMA Prepayment Curve</fm:EnumDoc>
<fm:EnumDoc value="PURPOSE">Purpose</fm:EnumDoc>
<fm:EnumDoc value="PXSOURCE">Benchmark price source</fm:EnumDoc>
<fm:EnumDoc value="RATING">Rating source and range</fm:EnumDoc>
<fm:EnumDoc value="REDEMPTION">Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible</fm:EnumDoc>
<fm:EnumDoc value="RESTRICTED">Restricted (Y/N)</fm:EnumDoc>
<fm:EnumDoc value="SECTOR">Market Sector</fm:EnumDoc>
<fm:EnumDoc value="SECTYPE">Security Type included or excluded</fm:EnumDoc>
<fm:EnumDoc value="SMM">Single Monthly Mortality</fm:EnumDoc>
<fm:EnumDoc value="STRUCT">Structure</fm:EnumDoc>
<fm:EnumDoc value="SUBSFREQ">Substitutions frequency (Repo)</fm:EnumDoc>
<fm:EnumDoc value="SUBSLEFT">Substitutions left (Repo)</fm:EnumDoc>
<fm:EnumDoc value="TEXT">Freeform Text</fm:EnumDoc>
<fm:EnumDoc value="TRDVAR">Trade Variance (value in percent maximum over- or under-allocation allowed)</fm:EnumDoc>
<fm:EnumDoc value="WAC">Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])</fm:EnumDoc>
<fm:EnumDoc value="WAL">Weighted Average Life Coupon - value in percent (exact or range)</fm:EnumDoc>
<fm:EnumDoc value="WALA">Weighted Average Loan Age - value in months (exact or range)</fm:EnumDoc>
<fm:EnumDoc value="WAM">Weighted Average Maturity - value in months (exact or range)</fm:EnumDoc>
<fm:EnumDoc value="WHOLE">Whole Pool (Y/N)</fm:EnumDoc>
<fm:EnumDoc value="YIELD">Yield Range</fm:EnumDoc>
<fm:EnumDoc value="AVFICO">Average FICO Score</fm:EnumDoc>
<fm:EnumDoc value="AVSIZE">Average Loan Size</fm:EnumDoc>
<fm:EnumDoc value="MAXBAL">Maximum Loan Balance</fm:EnumDoc>
<fm:EnumDoc value="POOL">Pool Identifier</fm:EnumDoc>
<fm:EnumDoc value="ROLLTYPE">Type of Roll trade</fm:EnumDoc>
<fm:EnumDoc value="REFTRADE">reference to rolling or closing trade</fm:EnumDoc>
<fm:EnumDoc value="REFPRIN">principal of rolling or closing trade</fm:EnumDoc>
<fm:EnumDoc value="REFINT">interest of rolling or closing trade</fm:EnumDoc>
<fm:EnumDoc value="AVAILQTY">Available offer quantity to be shown to the street</fm:EnumDoc>
<fm:EnumDoc value="BROKERCREDIT">Broker's sales credit</fm:EnumDoc>
<fm:EnumDoc value="INTERNALPX">Offer price to be shown to internal brokers</fm:EnumDoc>
<fm:EnumDoc value="INTERNALQTY">Offer quantity to be shown to internal brokers</fm:EnumDoc>
<fm:EnumDoc value="LEAVEQTY">The minimum residual offer quantity</fm:EnumDoc>
<fm:EnumDoc value="MAXORDQTY">Maximum order size</fm:EnumDoc>
<fm:EnumDoc value="ORDRINCR">Order quantity increment</fm:EnumDoc>
<fm:EnumDoc value="PRIMARY">Primary or Secondary market indicator</fm:EnumDoc>
<fm:EnumDoc value="SALESCREDITOVR">Broker sales credit override</fm:EnumDoc>
<fm:EnumDoc value="TRADERCREDIT">Trader's credit</fm:EnumDoc>
<fm:EnumDoc value="DISCOUNT">Discount Rate (when price is denominated in percent of par)</fm:EnumDoc>
<fm:EnumDoc value="YTM">Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="ABS"/>
<xs:enumeration value="AMT"/>
<xs:enumeration value="AUTOREINV"/>
<xs:enumeration value="BANKQUAL"/>
<xs:enumeration value="BGNCON"/>
<xs:enumeration value="COUPON"/>
<xs:enumeration value="CPP"/>
<xs:enumeration value="CPR"/>
<xs:enumeration value="CPY"/>
<xs:enumeration value="CURRENCY"/>
<xs:enumeration value="CUSTOMDATE"/>
<xs:enumeration value="GEOG"/>
<xs:enumeration value="HAIRCUT"/>
<xs:enumeration value="HEP"/>
<xs:enumeration value="INSURED"/>
<xs:enumeration value="ISSUE"/>
<xs:enumeration value="ISSUER"/>
<xs:enumeration value="ISSUESIZE"/>
<xs:enumeration value="LOOKBACK"/>
<xs:enumeration value="LOT"/>
<xs:enumeration value="LOTVAR"/>
<xs:enumeration value="MAT"/>
<xs:enumeration value="MATURITY"/>
<xs:enumeration value="MAXSUBS"/>
<xs:enumeration value="MHP"/>
<xs:enumeration value="MINDNOM"/>
<xs:enumeration value="MININCR"/>
<xs:enumeration value="MINQTY"/>
<xs:enumeration value="MPR"/>
<xs:enumeration value="PAYFREQ"/>
<xs:enumeration value="PIECES"/>
<xs:enumeration value="PMAX"/>
<xs:enumeration value="PPC"/>
<xs:enumeration value="PPL"/>
<xs:enumeration value="PPM"/>
<xs:enumeration value="PPT"/>
<xs:enumeration value="PRICE"/>
<xs:enumeration value="PRICEFREQ"/>
<xs:enumeration value="PROD"/>
<xs:enumeration value="PROTECT"/>
<xs:enumeration value="PSA"/>
<xs:enumeration value="PURPOSE"/>
<xs:enumeration value="PXSOURCE"/>
<xs:enumeration value="RATING"/>
<xs:enumeration value="REDEMPTION"/>
<xs:enumeration value="RESTRICTED"/>
<xs:enumeration value="SECTOR"/>
<xs:enumeration value="SECTYPE"/>
<xs:enumeration value="SMM"/>
<xs:enumeration value="STRUCT"/>
<xs:enumeration value="SUBSFREQ"/>
<xs:enumeration value="SUBSLEFT"/>
<xs:enumeration value="TEXT"/>
<xs:enumeration value="TRDVAR"/>
<xs:enumeration value="WAC"/>
<xs:enumeration value="WAL"/>
<xs:enumeration value="WALA"/>
<xs:enumeration value="WAM"/>
<xs:enumeration value="WHOLE"/>
<xs:enumeration value="YIELD"/>
<xs:enumeration value="AVFICO"/>
<xs:enumeration value="AVSIZE"/>
<xs:enumeration value="MAXBAL"/>
<xs:enumeration value="POOL"/>
<xs:enumeration value="ROLLTYPE"/>
<xs:enumeration value="REFTRADE"/>
<xs:enumeration value="REFPRIN"/>
<xs:enumeration value="REFINT"/>
<xs:enumeration value="AVAILQTY"/>
<xs:enumeration value="BROKERCREDIT"/>
<xs:enumeration value="INTERNALPX"/>
<xs:enumeration value="INTERNALQTY"/>
<xs:enumeration value="LEAVEQTY"/>
<xs:enumeration value="MAXORDQTY"/>
<xs:enumeration value="ORDRINCR"/>
<xs:enumeration value="PRIMARY"/>
<xs:enumeration value="SALESCREDITOVR"/>
<xs:enumeration value="TRADERCREDIT"/>
<xs:enumeration value="DISCOUNT"/>
<xs:enumeration value="YTM"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="UnderlyingStipValue_t">
<xs:annotation>
<xs:documentation>
Value of stipulation.
Same values as StipulationValue (234)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingStipValue" ComponentType="Field" Tag="889"
Type="String"
AbbrName="Val"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="MaturityNetMoney_t">
<xs:annotation>
<xs:documentation>
Net Money at maturity if Zero Coupon and maturity value is different from par value
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MaturityNetMoney" ComponentType="Field" Tag="890"
Type="Amt"
AbbrName="MatNetMny"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<!--MiscFeeBasis(891) defined in implementation file--><xs:simpleType name="MiscFeeBasis_enum_t">
<xs:annotation>
<xs:documentation>
Defines the unit for a miscellaneous fee.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MiscFeeBasis" ComponentType="Field" Tag="891" Type="int"
AbbrName="Basis"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Absolute</fm:EnumDoc>
<fm:EnumDoc value="1">Per Unit</fm:EnumDoc>
<fm:EnumDoc value="2">Percentage</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="TotNoAllocs_t">
<xs:annotation>
<xs:documentation>
Total number of NoAlloc entries across all messages. Should be the sum of all NoAllocs in each message that has repeating NoAlloc entries related to the same AllocID or AllocReportID. Used to support fragmentation.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TotNoAllocs" ComponentType="Field" Tag="892" Type="int"
AbbrName="TotNoAllocs"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<!--LastFragment(893) defined in implementation file--><xs:simpleType name="LastFragment_enum_t">
<xs:annotation>
<xs:documentation>Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LastFragment" ComponentType="Field" Tag="893"
Type="Boolean"
AbbrName="LastFragment"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="N">Not Last Message</fm:EnumDoc>
<fm:EnumDoc value="Y">Last Message</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean">
<xs:enumeration value="N"/>
<xs:enumeration value="Y"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="CollReqID_t">
<xs:annotation>
<xs:documentation>
Collateral Request Identifier
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CollReqID" ComponentType="Field" Tag="894" Type="String"
AbbrName="ReqID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--CollAsgnReason(895) defined in implementation file--><xs:simpleType name="CollAsgnReason_enum_t">
<xs:annotation>
<xs:documentation>
Reason for Collateral Assignment
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CollAsgnReason" ComponentType="Field" Tag="895" Type="int"
AbbrName="AsgnRsn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Initial</fm:EnumDoc>
<fm:EnumDoc value="1">Scheduled</fm:EnumDoc>
<fm:EnumDoc value="2">Time Warning</fm:EnumDoc>
<fm:EnumDoc value="3">Margin Deficiency</fm:EnumDoc>
<fm:EnumDoc value="4">Margin Excess</fm:EnumDoc>
<fm:EnumDoc value="5">Forward Collateral Demand</fm:EnumDoc>
<fm:EnumDoc value="6">Event of default</fm:EnumDoc>
<fm:EnumDoc value="7">Adverse tax event</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
</xs:restriction>
</xs:simpleType>
<!--CollInquiryQualifier(896) defined in implementation file--><xs:simpleType name="CollInquiryQualifier_enum_t">
<xs:annotation>
<xs:documentation>
Collateral inquiry qualifiers:
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CollInquiryQualifier" ComponentType="Field" Tag="896"
Type="int"
AbbrName="Qual"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Trade Date</fm:EnumDoc>
<fm:EnumDoc value="1">GC Instrument</fm:EnumDoc>
<fm:EnumDoc value="2">Collateral Instrument</fm:EnumDoc>
<fm:EnumDoc value="3">Substitution Eligible</fm:EnumDoc>
<fm:EnumDoc value="4">Not Assigned</fm:EnumDoc>
<fm:EnumDoc value="5">Partially Assigned</fm:EnumDoc>
<fm:EnumDoc value="6">Fully Assigned</fm:EnumDoc>
<fm:EnumDoc value="7">Outstanding Trades (Today < end date)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="MarginRatio_t">
<xs:annotation>
<xs:documentation>
The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 02% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MarginRatio" ComponentType="Field" Tag="898"
Type="Percentage"
AbbrName="MgnRatio"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="MarginExcess_t">
<xs:annotation>
<xs:documentation>
Excess margin amount (deficit if value is negative)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MarginExcess" ComponentType="Field" Tag="899" Type="Amt"
AbbrName="MgnExcess"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="TotalNetValue_t">
<xs:annotation>
<xs:documentation>
TotalNetValue is determined as follows:
At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)).
In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)).
For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TotalNetValue" ComponentType="Field" Tag="900" Type="Amt"
AbbrName="TotNetValu"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="CashOutstanding_t">
<xs:annotation>
<xs:documentation>
Starting consideration less repayments
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CashOutstanding" ComponentType="Field" Tag="901"
Type="Amt"
AbbrName="CshOutstanding"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="CollAsgnID_t">
<xs:annotation>
<xs:documentation>
Collateral Assignment Identifier
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CollAsgnID" ComponentType="Field" Tag="902" Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--CollAsgnTransType(903) defined in implementation file--><xs:simpleType name="CollAsgnTransType_enum_t">
<xs:annotation>
<xs:documentation>
Collateral Assignment Transaction Type
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CollAsgnTransType" ComponentType="Field" Tag="903"
Type="int"
AbbrName="TransTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">New</fm:EnumDoc>
<fm:EnumDoc value="1">Replace</fm:EnumDoc>
<fm:EnumDoc value="2">Cancel</fm:EnumDoc>
<fm:EnumDoc value="3">Release</fm:EnumDoc>
<fm:EnumDoc value="4">Reverse</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="CollRespID_t">
<xs:annotation>
<xs:documentation>
Collateral Response Identifier
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CollRespID" ComponentType="Field" Tag="904" Type="String"
AbbrName="RespID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--CollAsgnRespType(905) defined in implementation file--><xs:simpleType name="CollAsgnRespType_enum_t">
<xs:annotation>
<xs:documentation>
Collateral Assignment Response Type
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CollAsgnRespType" ComponentType="Field" Tag="905"
Type="int"
AbbrName="RespTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Received</fm:EnumDoc>
<fm:EnumDoc value="1">Accepted</fm:EnumDoc>
<fm:EnumDoc value="2">Declined</fm:EnumDoc>
<fm:EnumDoc value="3">Rejected</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<!--CollAsgnRejectReason(906) defined in implementation file--><xs:simpleType name="CollAsgnRejectReason_enum_t">
<xs:annotation>
<xs:documentation>
Collateral Assignment Reject Reason
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CollAsgnRejectReason" ComponentType="Field" Tag="906"
Type="int"
AbbrName="RejRsn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Unknown deal (order / trade)</fm:EnumDoc>
<fm:EnumDoc value="1">Unknown or invalid instrument</fm:EnumDoc>
<fm:EnumDoc value="2">Unauthorized transaction</fm:EnumDoc>
<fm:EnumDoc value="3">Insufficient collateral</fm:EnumDoc>
<fm:EnumDoc value="4">Invalid type of collateral</fm:EnumDoc>
<fm:EnumDoc value="5">Excessive substitution</fm:EnumDoc>
<fm:EnumDoc value="99">Other</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="99"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="CollAsgnRefID_t">
<xs:annotation>
<xs:documentation>
Collateral Assignment Identifier to which a transaction refers
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CollAsgnRefID" ComponentType="Field" Tag="907"
Type="String"
AbbrName="RefID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="CollRptID_t">
<xs:annotation>
<xs:documentation>
Collateral Report Identifier
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CollRptID" ComponentType="Field" Tag="908" Type="String"
AbbrName="RptID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="CollInquiryID_t">
<xs:annotation>
<xs:documentation>
Collateral Inquiry Identifier
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CollInquiryID" ComponentType="Field" Tag="909"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--CollStatus(910) defined in implementation file--><xs:simpleType name="CollStatus_enum_t">
<xs:annotation>
<xs:documentation>
Collateral Status
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CollStatus" ComponentType="Field" Tag="910" Type="int"
AbbrName="Stat"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Unassigned</fm:EnumDoc>
<fm:EnumDoc value="1">Partially Assigned</fm:EnumDoc>
<fm:EnumDoc value="2">Assignment Proposed</fm:EnumDoc>
<fm:EnumDoc value="3">Assigned (Accepted)</fm:EnumDoc>
<fm:EnumDoc value="4">Challenged</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="TotNumReports_t">
<xs:annotation>
<xs:documentation>Total number of reports returned in response to a request.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TotNumReports" ComponentType="Field" Tag="911" Type="int"
AbbrName="TotNumRpts"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<!--LastRptRequested(912) defined in implementation file--><xs:simpleType name="LastRptRequested_enum_t">
<xs:annotation>
<xs:documentation>
Indicates whether this message is that last report message in response to a request, such as Order Mass Status Request.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LastRptRequested" ComponentType="Field" Tag="912"
Type="Boolean"
AbbrName="LastRptReqed"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="N">Not last message</fm:EnumDoc>
<fm:EnumDoc value="Y">Last message</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean">
<xs:enumeration value="N"/>
<xs:enumeration value="Y"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="AgreementDesc_t">
<xs:annotation>
<xs:documentation>
The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AgreementDesc" ComponentType="Field" Tag="913"
Type="String"
AbbrName="AgmtDesc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="AgreementID_t">
<xs:annotation>
<xs:documentation>
A common reference to the applicable standing agreement between the counterparties to a financing transaction.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AgreementID" ComponentType="Field" Tag="914" Type="String"
AbbrName="AgmtID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="AgreementDate_t">
<xs:annotation>
<xs:documentation>
A reference to the date the underlying agreement specified by AgreementID and AgreementDesc was executed.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AgreementDate" ComponentType="Field" Tag="915"
Type="LocalMktDate"
AbbrName="AgmtDt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="StartDate_t">
<xs:annotation>
<xs:documentation>
Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StartDate" ComponentType="Field" Tag="916"
Type="LocalMktDate"
AbbrName="StartDt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="EndDate_t">
<xs:annotation>
<xs:documentation>
End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EndDate" ComponentType="Field" Tag="917"
Type="LocalMktDate"
AbbrName="EndDt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="AgreementCurrency_t">
<xs:annotation>
<xs:documentation>
Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AgreementCurrency" ComponentType="Field" Tag="918"
Type="Currency"
AbbrName="AgmtCcy"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Currency"/>
</xs:simpleType>
<!--DeliveryType(919) defined in implementation file--><xs:simpleType name="DeliveryType_enum_t">
<xs:annotation>
<xs:documentation>
Identifies type of settlement
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DeliveryType" ComponentType="Field" Tag="919" Type="int"
AbbrName="DlvryTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">"Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment</fm:EnumDoc>
<fm:EnumDoc value="1">"Free": Deliver (if sell) or Receive (if buy) Free</fm:EnumDoc>
<fm:EnumDoc value="2">Tri-Party</fm:EnumDoc>
<fm:EnumDoc value="3">Hold In Custody</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="EndAccruedInterestAmt_t">
<xs:annotation>
<xs:documentation>
Accrued Interest Amount applicable to a financing transaction on the End Date.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EndAccruedInterestAmt" ComponentType="Field" Tag="920"
Type="Amt"
AbbrName="EndAcrdIntAmt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="StartCash_t">
<xs:annotation>
<xs:documentation>
Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StartCash" ComponentType="Field" Tag="921" Type="Amt"
AbbrName="StartCsh"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="EndCash_t">
<xs:annotation>
<xs:documentation>
Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EndCash" ComponentType="Field" Tag="922" Type="Amt"
AbbrName="EndCsh"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="UserRequestID_t">
<xs:annotation>
<xs:documentation>
Unique identifier for a User Request.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UserRequestID" ComponentType="Field" Tag="923"
Type="String"
AbbrName="UserReqID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--UserRequestType(924) defined in implementation file--><xs:simpleType name="UserRequestType_enum_t">
<xs:annotation>
<xs:documentation>Indicates the action required by a User Request Message</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UserRequestType" ComponentType="Field" Tag="924"
Type="int"
AbbrName="UserReqTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Log On User</fm:EnumDoc>
<fm:EnumDoc value="2">Log Off User</fm:EnumDoc>
<fm:EnumDoc value="3">Change Password For User</fm:EnumDoc>
<fm:EnumDoc value="4">Request Individual User Status</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="NewPassword_t">
<xs:annotation>
<xs:documentation>
New Password or passphrase
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NewPassword" ComponentType="Field" Tag="925" Type="String"
AbbrName="NewPassword"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--UserStatus(926) defined in implementation file--><xs:simpleType name="UserStatus_enum_t">
<xs:annotation>
<xs:documentation>Indicates the status of a user</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UserStatus" ComponentType="Field" Tag="926" Type="int"
AbbrName="UserStat"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Logged In</fm:EnumDoc>
<fm:EnumDoc value="2">Not Logged In</fm:EnumDoc>
<fm:EnumDoc value="3">User Not Recognised</fm:EnumDoc>
<fm:EnumDoc value="4">Password Incorrect</fm:EnumDoc>
<fm:EnumDoc value="5">Password Changed</fm:EnumDoc>
<fm:EnumDoc value="6">Other</fm:EnumDoc>
<fm:EnumDoc value="7">Forced user logout by Exchange</fm:EnumDoc>
<fm:EnumDoc value="8">Session shutdown warning</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="UserStatusText_t">
<xs:annotation>
<xs:documentation>
A text description associated with a user status.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UserStatusText" ComponentType="Field" Tag="927"
Type="String"
AbbrName="UserStatText"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--StatusValue(928) defined in implementation file--><xs:simpleType name="StatusValue_enum_t">
<xs:annotation>
<xs:documentation>Indicates the status of a network connection</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StatusValue" ComponentType="Field" Tag="928" Type="int"
AbbrName="StatValu"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Connected</fm:EnumDoc>
<fm:EnumDoc value="2">Not Connected - down expected up</fm:EnumDoc>
<fm:EnumDoc value="3">Not Connected - down expected down</fm:EnumDoc>
<fm:EnumDoc value="4">In Process</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="StatusText_t">
<xs:annotation>
<xs:documentation>
A text description associated with a network status.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StatusText" ComponentType="Field" Tag="929" Type="String"
AbbrName="StatText"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="RefCompID_t">
<xs:annotation>
<xs:documentation>
Assigned value used to identify a firm.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RefCompID" ComponentType="Field" Tag="930" Type="String"
AbbrName="RefCompID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="RefSubID_t">
<xs:annotation>
<xs:documentation>
Assigned value used to identify specific elements within a firm.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RefSubID" ComponentType="Field" Tag="931" Type="String"
AbbrName="RefSubID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="NetworkResponseID_t">
<xs:annotation>
<xs:documentation>
Unique identifier for a network response.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NetworkResponseID" ComponentType="Field" Tag="932"
Type="String"
AbbrName="NtwkRspID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="NetworkRequestID_t">
<xs:annotation>
<xs:documentation>
Unique identifier for a network resquest.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NetworkRequestID" ComponentType="Field" Tag="933"
Type="String"
AbbrName="NtwkReqID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="LastNetworkResponseID_t">
<xs:annotation>
<xs:documentation>
Identifier of the previous Network Response message sent to a counterparty, used to allow incremental updates.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LastNetworkResponseID" ComponentType="Field" Tag="934"
Type="String"
AbbrName="LastNtwkRspID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--NetworkRequestType(935) defined in implementation file--><xs:simpleType name="NetworkRequestType_enum_t">
<xs:annotation>
<xs:documentation>
Indicates the type and level of details required for a Network Status Request Message
Boolean logic applies EG If you want to subscribe for changes to certain id's then UserRequestType =0 (8+2), Snapshot for certain ID's = 9 (8+1)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NetworkRequestType" ComponentType="Field" Tag="935"
Type="int"
AbbrName="NtwkReqTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Snapshot</fm:EnumDoc>
<fm:EnumDoc value="2">Subscribe</fm:EnumDoc>
<fm:EnumDoc value="4">Stop Subscribing</fm:EnumDoc>
<fm:EnumDoc value="8">Level of Detail, then NoCompID's becomes required</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="4"/>
<xs:enumeration value="8"/>
</xs:restriction>
</xs:simpleType>
<!--NetworkStatusResponseType(937) defined in implementation file--><xs:simpleType name="NetworkStatusResponseType_enum_t">
<xs:annotation>
<xs:documentation>Indicates the type of Network Response Message.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NetworkStatusResponseType" ComponentType="Field" Tag="937"
Type="int"
AbbrName="NtwkStatRspTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Full</fm:EnumDoc>
<fm:EnumDoc value="2">Incremental Update</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--TrdRptStatus(939) defined in implementation file--><xs:simpleType name="TrdRptStatus_enum_t">
<xs:annotation>
<xs:documentation>Trade Report Status</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TrdRptStatus" ComponentType="Field" Tag="939" Type="int"
AbbrName="TrdRptStat"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Accepted</fm:EnumDoc>
<fm:EnumDoc value="1">Rejected</fm:EnumDoc>
<fm:EnumDoc value="3">Accepted with errors</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<!--AffirmStatus(940) defined in implementation file--><xs:simpleType name="AffirmStatus_enum_t">
<xs:annotation>
<xs:documentation>Identifies the status of the ConfirmationAck.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AffirmStatus" ComponentType="Field" Tag="940" Type="int"
AbbrName="AffirmStat"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Received</fm:EnumDoc>
<fm:EnumDoc value="2">Confirm rejected, i.e. not affirmed</fm:EnumDoc>
<fm:EnumDoc value="3">Affirmed</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="UnderlyingStrikeCurrency_t">
<xs:annotation>
<xs:documentation>
Currency in which the strike price of an underlying instrument is denominated
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingStrikeCurrency" ComponentType="Field" Tag="941"
Type="Currency"
AbbrName="StrkCcy"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Currency"/>
</xs:simpleType>
<xs:simpleType name="LegStrikeCurrency_t">
<xs:annotation>
<xs:documentation>
Currency in which the strike price of a instrument leg of a multileg instrument is denominated
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegStrikeCurrency" ComponentType="Field" Tag="942"
Type="Currency"
AbbrName="StrkCcy"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Currency"/>
</xs:simpleType>
<xs:simpleType name="TimeBracket_t">
<xs:annotation>
<xs:documentation>
A code that represents a time interval in which a fill or trade occurred.
Required for US futures markets.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TimeBracket" ComponentType="Field" Tag="943" Type="String"
AbbrName="TmBkt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--CollAction(944) defined in implementation file--><xs:simpleType name="CollAction_enum_t">
<xs:annotation>
<xs:documentation>Action proposed for an Underlying Instrument instance.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CollAction" ComponentType="Field" Tag="944" Type="int"
AbbrName="Actn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Retain</fm:EnumDoc>
<fm:EnumDoc value="1">Add</fm:EnumDoc>
<fm:EnumDoc value="2">Remove</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--CollInquiryStatus(945) defined in implementation file--><xs:simpleType name="CollInquiryStatus_enum_t">
<xs:annotation>
<xs:documentation>Status of Collateral Inquiry</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CollInquiryStatus" ComponentType="Field" Tag="945"
Type="int"
AbbrName="Stat"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Accepted</fm:EnumDoc>
<fm:EnumDoc value="1">Accepted With Warnings</fm:EnumDoc>
<fm:EnumDoc value="2">Completed</fm:EnumDoc>
<fm:EnumDoc value="3">Completed With Warnings</fm:EnumDoc>
<fm:EnumDoc value="4">Rejected</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<!--CollInquiryResult(946) defined in implementation file--><xs:simpleType name="CollInquiryResult_enum_t">
<xs:annotation>
<xs:documentation>Result returned in response to Collateral Inquiry
4000+ Reserved and available for bi-laterally agreed upon user-defined values</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CollInquiryResult" ComponentType="Field" Tag="946"
Type="int"
AbbrName="Rslt"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Successful (default)</fm:EnumDoc>
<fm:EnumDoc value="1">Invalid or unknown instrument</fm:EnumDoc>
<fm:EnumDoc value="2">Invalid or unknown collateral type</fm:EnumDoc>
<fm:EnumDoc value="3">Invalid Parties</fm:EnumDoc>
<fm:EnumDoc value="4">Invalid Transport Type requested</fm:EnumDoc>
<fm:EnumDoc value="5">Invalid Destination requested</fm:EnumDoc>
<fm:EnumDoc value="6">No collateral found for the trade specified</fm:EnumDoc>
<fm:EnumDoc value="7">No collateral found for the order specified</fm:EnumDoc>
<fm:EnumDoc value="8">Collateral inquiry type not supported</fm:EnumDoc>
<fm:EnumDoc value="9">Unauthorized for collateral inquiry</fm:EnumDoc>
<fm:EnumDoc value="99">Other (further information in Text (58) field)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="99"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="StrikeCurrency_t">
<xs:annotation>
<xs:documentation>
Currency in which the StrikePrice is denominated.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StrikeCurrency" ComponentType="Field" Tag="947"
Type="Currency"
AbbrName="StrkCcy"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Currency"/>
</xs:simpleType>
<xs:simpleType name="Nested3PartyID_t">
<xs:annotation>
<xs:documentation>
PartyID value within a "third instance" Nested repeating group.
Same values as PartyID (448)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Nested3PartyID" ComponentType="Field" Tag="949"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--Nested3PartyIDSource(950) defined in implementation file--><xs:simpleType name="Nested3PartyIDSource_enum_t">
<xs:annotation>
<xs:documentation>
PartyIDSource value within a "third instance" Nested repeating group.
Same values as PartyIDSource (447)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Nested3PartyIDSource" ComponentType="Field" Tag="950"
Type="char"
UsesEnumsFromTag="447"
AbbrName="Src"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Korean Investor ID</fm:EnumDoc>
<fm:EnumDoc value="2">Taiwanese Qualified Foreign Investor ID QFII/FID</fm:EnumDoc>
<fm:EnumDoc value="3">Taiwanese Trading Acct</fm:EnumDoc>
<fm:EnumDoc value="4">Malaysian Central Depository (MCD) number</fm:EnumDoc>
<fm:EnumDoc value="5">Chinese Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">UK National Insurance or Pension Number</fm:EnumDoc>
<fm:EnumDoc value="7">US Social Security Number</fm:EnumDoc>
<fm:EnumDoc value="8">US Employer or Tax ID Number</fm:EnumDoc>
<fm:EnumDoc value="9">Australian Business Number</fm:EnumDoc>
<fm:EnumDoc value="A">Australian Tax File Number</fm:EnumDoc>
<fm:EnumDoc value="B">BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")</fm:EnumDoc>
<fm:EnumDoc value="C">Generally accepted market participant identifier (e.g. NASD mnemonic)</fm:EnumDoc>
<fm:EnumDoc value="D">Proprietary / Custom code</fm:EnumDoc>
<fm:EnumDoc value="E">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="F">Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)</fm:EnumDoc>
<fm:EnumDoc value="G">MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")</fm:EnumDoc>
<fm:EnumDoc value="H">CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)</fm:EnumDoc>
<fm:EnumDoc value="I">Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
</xs:restriction>
</xs:simpleType>
<!--Nested3PartyRole(951) defined in implementation file--><xs:simpleType name="Nested3PartyRole_enum_t">
<xs:annotation>
<xs:documentation>
PartyRole value within a "third instance" Nested repeating group.
Same values as PartyRole (452)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Nested3PartyRole" ComponentType="Field" Tag="951"
Type="int"
UsesEnumsFromTag="452"
AbbrName="R"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Executing Firm (formerly FIX 4.2 ExecBroker)</fm:EnumDoc>
<fm:EnumDoc value="10">Settlement Location (formerly FIX 4.2 SettlLocation)</fm:EnumDoc>
<fm:EnumDoc value="11">Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)</fm:EnumDoc>
<fm:EnumDoc value="12">Executing Trader (associated with Executing Firm - actually executes)</fm:EnumDoc>
<fm:EnumDoc value="13">Order Origination Firm (e.g. buy-side firm)</fm:EnumDoc>
<fm:EnumDoc value="14">Giveup Clearing Firm (firm to which trade is given up)</fm:EnumDoc>
<fm:EnumDoc value="15">Correspondant Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="16">Executing System</fm:EnumDoc>
<fm:EnumDoc value="17">Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="18">Contra Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="19">Sponsoring Firm</fm:EnumDoc>
<fm:EnumDoc value="2">Broker of Credit (formerly FIX 4.2 BrokerOfCredit)</fm:EnumDoc>
<fm:EnumDoc value="20">Underlying Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="21">Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="22">Exchange</fm:EnumDoc>
<fm:EnumDoc value="24">Customer Account</fm:EnumDoc>
<fm:EnumDoc value="25">Correspondent Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="26">Correspondent Broker</fm:EnumDoc>
<fm:EnumDoc value="27">Buyer/Seller (Receiver/Deliverer)</fm:EnumDoc>
<fm:EnumDoc value="28">Custodian</fm:EnumDoc>
<fm:EnumDoc value="29">Intermediary</fm:EnumDoc>
<fm:EnumDoc value="3">Client ID (formerly FIX 4.2 ClientID)</fm:EnumDoc>
<fm:EnumDoc value="30">Agent</fm:EnumDoc>
<fm:EnumDoc value="31">Sub-custodian</fm:EnumDoc>
<fm:EnumDoc value="32">Beneficiary</fm:EnumDoc>
<fm:EnumDoc value="33">Interested party</fm:EnumDoc>
<fm:EnumDoc value="34">Regulatory body</fm:EnumDoc>
<fm:EnumDoc value="35">Liquidity provider</fm:EnumDoc>
<fm:EnumDoc value="36">Entering trader</fm:EnumDoc>
<fm:EnumDoc value="37">Contra trader</fm:EnumDoc>
<fm:EnumDoc value="38">Position account</fm:EnumDoc>
<fm:EnumDoc value="4">Clearing Firm (formerly FIX 4.2 ClearingFirm)</fm:EnumDoc>
<fm:EnumDoc value="5">Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">Introducing Firm</fm:EnumDoc>
<fm:EnumDoc value="7">Entering Firm</fm:EnumDoc>
<fm:EnumDoc value="8">Locate / Lending Firm (for short-sales)</fm:EnumDoc>
<fm:EnumDoc value="9">Fund Manager Client ID (for CIV)</fm:EnumDoc>
<fm:EnumDoc value="60">Introducing Broker</fm:EnumDoc>
<fm:EnumDoc value="41">Contra Position Account</fm:EnumDoc>
<fm:EnumDoc value="42">Contra Exchange</fm:EnumDoc>
<fm:EnumDoc value="43">Internal Carry Account</fm:EnumDoc>
<fm:EnumDoc value="44">Order Entry Operator ID</fm:EnumDoc>
<fm:EnumDoc value="45">Secondary Account Number</fm:EnumDoc>
<fm:EnumDoc value="46">Foreign Firm</fm:EnumDoc>
<fm:EnumDoc value="47">Third Party Allocation Firm</fm:EnumDoc>
<fm:EnumDoc value="48">Claiming Account</fm:EnumDoc>
<fm:EnumDoc value="49">Asset Manager</fm:EnumDoc>
<fm:EnumDoc value="50">Pledgor Account</fm:EnumDoc>
<fm:EnumDoc value="51">Pledgee Account</fm:EnumDoc>
<fm:EnumDoc value="52">Large Trader Reportable Account</fm:EnumDoc>
<fm:EnumDoc value="53">Trader mnemonic</fm:EnumDoc>
<fm:EnumDoc value="54">Sender Location</fm:EnumDoc>
<fm:EnumDoc value="55">Session ID</fm:EnumDoc>
<fm:EnumDoc value="56">Acceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="57">Unacceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="58">Entering Unit</fm:EnumDoc>
<fm:EnumDoc value="59">Executing Unit</fm:EnumDoc>
<fm:EnumDoc value="39">Contra Investor ID</fm:EnumDoc>
<fm:EnumDoc value="40">Transfer to Firm</fm:EnumDoc>
<fm:EnumDoc value="61">Quote originator</fm:EnumDoc>
<fm:EnumDoc value="62">Report originator</fm:EnumDoc>
<fm:EnumDoc value="63">Systematic internaliser (SI)</fm:EnumDoc>
<fm:EnumDoc value="64">Multilateral Trading Facility (MTF)</fm:EnumDoc>
<fm:EnumDoc value="65">Regulated Market (RM)</fm:EnumDoc>
<fm:EnumDoc value="66">Market Maker</fm:EnumDoc>
<fm:EnumDoc value="67">Investment Firm</fm:EnumDoc>
<fm:EnumDoc value="68">Host Competent Authority (Host CA)</fm:EnumDoc>
<fm:EnumDoc value="69">Home Competent Authority (Home CA)</fm:EnumDoc>
<fm:EnumDoc value="70">Competent Authority of the most relevant market in terms of liquidity (CAL)</fm:EnumDoc>
<fm:EnumDoc value="71">Competent Authority of the Transaction (Execution) Venue (CATV) </fm:EnumDoc>
<fm:EnumDoc value="72">Reporting intermediary (medium/vendor via which report has been published)</fm:EnumDoc>
<fm:EnumDoc value="73">Execution Venue</fm:EnumDoc>
<fm:EnumDoc value="74">Market data entry originator</fm:EnumDoc>
<fm:EnumDoc value="75">Location ID</fm:EnumDoc>
<fm:EnumDoc value="76">Desk ID</fm:EnumDoc>
<fm:EnumDoc value="77">Market data market</fm:EnumDoc>
<fm:EnumDoc value="78">Allocation Entity</fm:EnumDoc>
<fm:EnumDoc value="79">Prime Broker providing General Trade Services</fm:EnumDoc>
<fm:EnumDoc value="80">Step-Out Firm (Prime Broker)</fm:EnumDoc>
<fm:EnumDoc value="81">BrokerClearingID</fm:EnumDoc>
<fm:EnumDoc value="82">Central Registration Depository (CRD)</fm:EnumDoc>
<fm:EnumDoc value="83">Clearing Account</fm:EnumDoc>
<fm:EnumDoc value="84">Acceptable Settling Counterparty</fm:EnumDoc>
<fm:EnumDoc value="85">Unacceptable Settling Counterparty</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="3"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
<xs:enumeration value="34"/>
<xs:enumeration value="35"/>
<xs:enumeration value="36"/>
<xs:enumeration value="37"/>
<xs:enumeration value="38"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="60"/>
<xs:enumeration value="41"/>
<xs:enumeration value="42"/>
<xs:enumeration value="43"/>
<xs:enumeration value="44"/>
<xs:enumeration value="45"/>
<xs:enumeration value="46"/>
<xs:enumeration value="47"/>
<xs:enumeration value="48"/>
<xs:enumeration value="49"/>
<xs:enumeration value="50"/>
<xs:enumeration value="51"/>
<xs:enumeration value="52"/>
<xs:enumeration value="53"/>
<xs:enumeration value="54"/>
<xs:enumeration value="55"/>
<xs:enumeration value="56"/>
<xs:enumeration value="57"/>
<xs:enumeration value="58"/>
<xs:enumeration value="59"/>
<xs:enumeration value="39"/>
<xs:enumeration value="40"/>
<xs:enumeration value="61"/>
<xs:enumeration value="62"/>
<xs:enumeration value="63"/>
<xs:enumeration value="64"/>
<xs:enumeration value="65"/>
<xs:enumeration value="66"/>
<xs:enumeration value="67"/>
<xs:enumeration value="68"/>
<xs:enumeration value="69"/>
<xs:enumeration value="70"/>
<xs:enumeration value="71"/>
<xs:enumeration value="72"/>
<xs:enumeration value="73"/>
<xs:enumeration value="74"/>
<xs:enumeration value="75"/>
<xs:enumeration value="76"/>
<xs:enumeration value="77"/>
<xs:enumeration value="78"/>
<xs:enumeration value="79"/>
<xs:enumeration value="80"/>
<xs:enumeration value="81"/>
<xs:enumeration value="82"/>
<xs:enumeration value="83"/>
<xs:enumeration value="84"/>
<xs:enumeration value="85"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="Nested3PartySubID_t">
<xs:annotation>
<xs:documentation>
PartySubID value within a "third instance" Nested repeating group.
Same values as PartySubID (523)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Nested3PartySubID" ComponentType="Field" Tag="953"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--Nested3PartySubIDType(954) defined in implementation file--><xs:simpleType name="Nested3PartySubIDType_enum_t">
<xs:annotation>
<xs:documentation>
PartySubIDType value within a "third instance" Nested repeating group.
Same values as PartySubIDType (803)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Nested3PartySubIDType" ComponentType="Field" Tag="954"
Type="int"
UsesEnumsFromTag="803"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Firm</fm:EnumDoc>
<fm:EnumDoc value="10">Securities account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="11">Registration number (for settlement instructions and confirmations)</fm:EnumDoc>
<fm:EnumDoc value="12">Registered address (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="13">Regulatory status (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="14">Registration name (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="15">Cash account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="16">BIC</fm:EnumDoc>
<fm:EnumDoc value="17">CSD participant member code</fm:EnumDoc>
<fm:EnumDoc value="18">Registered address</fm:EnumDoc>
<fm:EnumDoc value="19">Fund account name</fm:EnumDoc>
<fm:EnumDoc value="2">Person</fm:EnumDoc>
<fm:EnumDoc value="20">Telex number</fm:EnumDoc>
<fm:EnumDoc value="21">Fax number</fm:EnumDoc>
<fm:EnumDoc value="22">Securities account name</fm:EnumDoc>
<fm:EnumDoc value="23">Cash account name</fm:EnumDoc>
<fm:EnumDoc value="24">Department</fm:EnumDoc>
<fm:EnumDoc value="25">Location desk</fm:EnumDoc>
<fm:EnumDoc value="26">Position account type</fm:EnumDoc>
<fm:EnumDoc value="3">System</fm:EnumDoc>
<fm:EnumDoc value="4">Application</fm:EnumDoc>
<fm:EnumDoc value="5">Full legal name of firm</fm:EnumDoc>
<fm:EnumDoc value="6">Postal address</fm:EnumDoc>
<fm:EnumDoc value="7">Phone number</fm:EnumDoc>
<fm:EnumDoc value="8">Email address</fm:EnumDoc>
<fm:EnumDoc value="9">Contact name</fm:EnumDoc>
<fm:EnumDoc value="27">Security locate ID</fm:EnumDoc>
<fm:EnumDoc value="28">Market maker</fm:EnumDoc>
<fm:EnumDoc value="29">Eligible counterparty</fm:EnumDoc>
<fm:EnumDoc value="30">Professional client</fm:EnumDoc>
<fm:EnumDoc value="31">Location</fm:EnumDoc>
<fm:EnumDoc value="32">Execution venue</fm:EnumDoc>
<fm:EnumDoc value="33">Currency delivery identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="23"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="LegContractSettlMonth_t">
<xs:annotation>
<xs:documentation>
Specifies when the contract (i.e. MBS/TBA) will settle.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegContractSettlMonth" ComponentType="Field" Tag="955"
Type="MonthYear"
AbbrName="CSetMo"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="MonthYear"/>
</xs:simpleType>
<xs:simpleType name="LegInterestAccrualDate_t">
<xs:annotation>
<xs:documentation>
The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegInterestAccrualDate" ComponentType="Field" Tag="956"
Type="LocalMktDate"
AbbrName="IntAcrl"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="StrategyParameterName_t">
<xs:annotation>
<xs:documentation>Name of parameter</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StrategyParameterName" ComponentType="Field" Tag="958"
Type="String"
AbbrName="StrtPrmNme"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--StrategyParameterType(959) defined in implementation file--><xs:simpleType name="StrategyParameterType_enum_t">
<xs:annotation>
<xs:documentation>Datatype of the parameter</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StrategyParameterType" ComponentType="Field" Tag="959"
Type="int"
AbbrName="StrtPrmTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Int</fm:EnumDoc>
<fm:EnumDoc value="2">Length</fm:EnumDoc>
<fm:EnumDoc value="3">NumInGroup</fm:EnumDoc>
<fm:EnumDoc value="4">SeqNum</fm:EnumDoc>
<fm:EnumDoc value="5">TagNum</fm:EnumDoc>
<fm:EnumDoc value="6">float</fm:EnumDoc>
<fm:EnumDoc value="7">Qty</fm:EnumDoc>
<fm:EnumDoc value="8">Price</fm:EnumDoc>
<fm:EnumDoc value="9">PriceOffset</fm:EnumDoc>
<fm:EnumDoc value="10">Amt</fm:EnumDoc>
<fm:EnumDoc value="11">Percentage</fm:EnumDoc>
<fm:EnumDoc value="12">Char</fm:EnumDoc>
<fm:EnumDoc value="13">Boolean</fm:EnumDoc>
<fm:EnumDoc value="14">String</fm:EnumDoc>
<fm:EnumDoc value="15">MultipleCharValue</fm:EnumDoc>
<fm:EnumDoc value="16">Currency</fm:EnumDoc>
<fm:EnumDoc value="17">Exchange</fm:EnumDoc>
<fm:EnumDoc value="18">MonthYear</fm:EnumDoc>
<fm:EnumDoc value="19">UTCTimestamp</fm:EnumDoc>
<fm:EnumDoc value="20">UTCTimeOnly</fm:EnumDoc>
<fm:EnumDoc value="21">LocalMktDate</fm:EnumDoc>
<fm:EnumDoc value="22">UTCDateOnly</fm:EnumDoc>
<fm:EnumDoc value="23">data</fm:EnumDoc>
<fm:EnumDoc value="24">MultipleStringValue</fm:EnumDoc>
<fm:EnumDoc value="25">Country</fm:EnumDoc>
<fm:EnumDoc value="26">Language</fm:EnumDoc>
<fm:EnumDoc value="27">TZTimeOnly</fm:EnumDoc>
<fm:EnumDoc value="28">TZTimestamp</fm:EnumDoc>
<fm:EnumDoc value="29">Tenor</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="23"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="StrategyParameterValue_t">
<xs:annotation>
<xs:documentation>Value of the parameter</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StrategyParameterValue" ComponentType="Field" Tag="960"
Type="String"
AbbrName="StrtPrmVal"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="HostCrossID_t">
<xs:annotation>
<xs:documentation>Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs. Used as the primary key with which to refer to the Cross Order for cancellation and replace. The HostCrossID will also be used to link together components of the Cross Order. For example, each individual Execution Report associated with the order will carry HostCrossID in order to tie back to the original cross order.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="HostCrossID" ComponentType="Field" Tag="961" Type="String"
AbbrName="HstCxID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="SideTimeInForce_t">
<xs:annotation>
<xs:documentation>Indicates how long the order as specified in the side stays in effect. SideTimeInForce allows a two-sided cross order to specify order behavior separately for each side. Absence of this field indicates that TimeInForce should be referenced. SideTimeInForce will override TimeInForce if both are provided.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SideTimeInForce" ComponentType="Field" Tag="962"
Type="UTCTimestamp"
AbbrName="SideTmFrc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<xs:simpleType name="MDReportID_t">
<xs:annotation>
<xs:documentation>Unique identifier for the Market Data Report.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDReportID" ComponentType="Field" Tag="963" Type="int"
AbbrName="RptID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="SecurityReportID_t">
<xs:annotation>
<xs:documentation>Identifies a Security List message.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecurityReportID" ComponentType="Field" Tag="964"
Type="int"
AbbrName="RptID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<!--SecurityStatus(965) defined in implementation file--><xs:simpleType name="SecurityStatus_enum_t">
<xs:annotation>
<xs:documentation>Used for derivatives. Denotes the current state of the Instrument.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecurityStatus" ComponentType="Field" Tag="965"
Type="String"
AbbrName="Status"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Active</fm:EnumDoc>
<fm:EnumDoc value="2">Inactive</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="SettleOnOpenFlag_t">
<xs:annotation>
<xs:documentation>Indicator to determine if instrument is settle on open</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettleOnOpenFlag" ComponentType="Field" Tag="966"
Type="String"
AbbrName="SettlOnOpenFlag"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="StrikeMultiplier_t">
<xs:annotation>
<xs:documentation>Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StrikeMultiplier" ComponentType="Field" Tag="967"
Type="float"
AbbrName="StrkMult"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="StrikeValue_t">
<xs:annotation>
<xs:documentation>Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StrikeValue" ComponentType="Field" Tag="968" Type="float"
AbbrName="StrkValu"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="MinPriceIncrement_t">
<xs:annotation>
<xs:documentation>Minimum price increase for a given exchange-traded Instrument</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MinPriceIncrement" ComponentType="Field" Tag="969"
Type="float"
AbbrName="MinPxIncr"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="PositionLimit_t">
<xs:annotation>
<xs:documentation>Position Limit for a given exchange-traded product.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PositionLimit" ComponentType="Field" Tag="970" Type="int"
AbbrName="PosLmt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="NTPositionLimit_t">
<xs:annotation>
<xs:documentation>Position Limit in the near-term contract for a given exchange-traded product.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NTPositionLimit" ComponentType="Field" Tag="971"
Type="int"
AbbrName="NTPosLmt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingAllocationPercent_t">
<xs:annotation>
<xs:documentation>Percent of the Strike Price that this underlying represents.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingAllocationPercent" ComponentType="Field"
Tag="972"
Type="Percentage"
AbbrName="AllocPct"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingCashAmount_t">
<xs:annotation>
<xs:documentation>Cash amount associated with the underlying component.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingCashAmount" ComponentType="Field" Tag="973"
Type="Amt"
AbbrName="CashAmt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<!--UnderlyingCashType(974) defined in implementation file--><xs:simpleType name="UnderlyingCashType_enum_t">
<xs:annotation>
<xs:documentation>Used for derivatives that deliver into cash underlying.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingCashType" ComponentType="Field" Tag="974"
Type="String"
AbbrName="CashTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="FIXED">FIXED</fm:EnumDoc>
<fm:EnumDoc value="DIFF">DIFF</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="FIXED"/>
<xs:enumeration value="DIFF"/>
</xs:restriction>
</xs:simpleType>
<!--UnderlyingSettlementType(975) defined in implementation file--><xs:simpleType name="UnderlyingSettlementType_enum_t">
<xs:annotation>
<xs:documentation>Indicates order settlement period for the underlying instrument.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingSettlementType" ComponentType="Field" Tag="975"
Type="int"
AbbrName="SettlTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="2">T+1</fm:EnumDoc>
<fm:EnumDoc value="4">T+3</fm:EnumDoc>
<fm:EnumDoc value="5">T+4</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="2"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="QuantityDate_t">
<xs:annotation>
<xs:documentation>Date associated to the quantity that is being reported for the position.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="QuantityDate" ComponentType="Field" Tag="976"
Type="LocalMktDate"
AbbrName="QtyDt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="ContIntRptID_t">
<xs:annotation>
<xs:documentation>Unique identifier for the Contrary Intention report</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ContIntRptID" ComponentType="Field" Tag="977"
Type="String"
AbbrName="RptID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="LateIndicator_t">
<xs:annotation>
<xs:documentation>Indicates if the contrary intention was received after the exchange imposed cutoff time</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LateIndicator" ComponentType="Field" Tag="978"
Type="Boolean"
AbbrName="LateInd"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean"/>
</xs:simpleType>
<xs:simpleType name="InputSource_t">
<xs:annotation>
<xs:documentation>Source of the contrary intention</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="InputSource" ComponentType="Field" Tag="979" Type="String"
AbbrName="InptSrc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--SecurityUpdateAction(980) defined in implementation file--><xs:simpleType name="SecurityUpdateAction_enum_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecurityUpdateAction" ComponentType="Field" Tag="980"
Type="char"
AbbrName="UpdActn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="A">Add</fm:EnumDoc>
<fm:EnumDoc value="D">Delete</fm:EnumDoc>
<fm:EnumDoc value="M">Modify</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="A"/>
<xs:enumeration value="D"/>
<xs:enumeration value="M"/>
</xs:restriction>
</xs:simpleType>
<!--ExpirationQtyType(982) defined in implementation file--><xs:simpleType name="ExpirationQtyType_enum_t">
<xs:annotation>
<xs:documentation>Expiration Quantity type</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ExpirationQtyType" ComponentType="Field" Tag="982"
Type="int"
AbbrName="ExpTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Auto Exercise</fm:EnumDoc>
<fm:EnumDoc value="2">Non Auto Exercise</fm:EnumDoc>
<fm:EnumDoc value="3">Final Will Be Exercised</fm:EnumDoc>
<fm:EnumDoc value="4">Contrary Intention</fm:EnumDoc>
<fm:EnumDoc value="5">Difference</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ExpQty_t">
<xs:annotation>
<xs:documentation>Expiration Quantity associated with the Expiration Type</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ExpQty" ComponentType="Field" Tag="983" Type="Qty"
AbbrName="ExpQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingPayAmount_t">
<xs:annotation>
<xs:documentation>Amount to pay in order to receive the underlying instrument</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingPayAmount" ComponentType="Field" Tag="985"
Type="Amt"
AbbrName="PayAmt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingCollectAmount_t">
<xs:annotation>
<xs:documentation>Amount to collect in order to deliver the underlying instrument</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingCollectAmount" ComponentType="Field" Tag="986"
Type="Amt"
AbbrName="ColAmt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingSettlementDate_t">
<xs:annotation>
<xs:documentation>Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingSettlementDate" ComponentType="Field" Tag="987"
Type="LocalMktDate"
AbbrName="StlDt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingSettlementStatus_t">
<xs:annotation>
<xs:documentation>Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingSettlementStatus" ComponentType="Field"
Tag="988"
Type="String"
AbbrName="SetStat"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="SecondaryIndividualAllocID_t">
<xs:annotation>
<xs:documentation>Will allow the intermediary to specify an allocation ID generated by their system.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecondaryIndividualAllocID" ComponentType="Field"
Tag="989"
Type="String"
AbbrName="IndAllocID2"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="LegReportID_t">
<xs:annotation>
<xs:documentation>Additional attribute to store the Trade ID of the Leg.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegReportID" ComponentType="Field" Tag="990" Type="String"
AbbrName="RptID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="RndPx_t">
<xs:annotation>
<xs:documentation>Specifies average price rounded to quoted precision.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RndPx" ComponentType="Field" Tag="991" Type="Price"
AbbrName="RndPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<!--IndividualAllocType(992) defined in implementation file--><xs:simpleType name="IndividualAllocType_enum_t">
<xs:annotation>
<xs:documentation>Identifies whether the allocation is to be sub-allocated or allocated to a third party</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="IndividualAllocType" ComponentType="Field" Tag="992"
Type="int"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Sub Allocate</fm:EnumDoc>
<fm:EnumDoc value="2">Third Party Allocation</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="AllocCustomerCapacity_t">
<xs:annotation>
<xs:documentation>Capacity of customer in the allocation block.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocCustomerCapacity" ComponentType="Field" Tag="993"
Type="String"
AbbrName="CustCpcty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="TierCode_t">
<xs:annotation>
<xs:documentation>The Tier the trade was matched by the clearing system.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TierCode" ComponentType="Field" Tag="994" Type="String"
AbbrName="TierCD"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--UnitOfMeasure(996) defined in implementation file--><xs:simpleType name="UnitOfMeasure_enum_t">
<xs:annotation>
<xs:documentation>The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported.
Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs).
The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the UnitOfMeasureQty(1147) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures.
Examples:
For lean cattle futures contracts, a UnitOfMeasure of 'lbs' with a UnitOfMeasureQty(1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle.
For Eurodollars futures contracts, a UnitOfMeasure of USD with a UnitOfMeasureQty(1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD.
For gold futures contracts, a UnitOfMeasure is oz_tr (Troy ounce) with a UnitOfMeasureQty(1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnitOfMeasure" ComponentType="Field" Tag="996"
Type="String"
AbbrName="UOM"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="MWh">Megawatt hours</fm:EnumDoc>
<fm:EnumDoc value="MMBtu">One Million BTU</fm:EnumDoc>
<fm:EnumDoc value="Bbl">Barrels</fm:EnumDoc>
<fm:EnumDoc value="Gal">Gallons</fm:EnumDoc>
<fm:EnumDoc value="t">Metric Tons (aka Tonne)</fm:EnumDoc>
<fm:EnumDoc value="tn">Tons (US)</fm:EnumDoc>
<fm:EnumDoc value="MMbbl">Million Barrels</fm:EnumDoc>
<fm:EnumDoc value="lbs">pounds</fm:EnumDoc>
<fm:EnumDoc value="oz_tr">Troy Ounces</fm:EnumDoc>
<fm:EnumDoc value="USD">US Dollars</fm:EnumDoc>
<fm:EnumDoc value="Bcf">Billion cubic feet</fm:EnumDoc>
<fm:EnumDoc value="Bu">Bushels</fm:EnumDoc>
<fm:EnumDoc value="Alw">Allowances</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="MWh"/>
<xs:enumeration value="MMBtu"/>
<xs:enumeration value="Bbl"/>
<xs:enumeration value="Gal"/>
<xs:enumeration value="t"/>
<xs:enumeration value="tn"/>
<xs:enumeration value="MMbbl"/>
<xs:enumeration value="lbs"/>
<xs:enumeration value="oz_tr"/>
<xs:enumeration value="USD"/>
<xs:enumeration value="Bcf"/>
<xs:enumeration value="Bu"/>
<xs:enumeration value="Alw"/>
</xs:restriction>
</xs:simpleType>
<!--TimeUnit(997) defined in implementation file--><xs:simpleType name="TimeUnit_enum_t">
<xs:annotation>
<xs:documentation>Unit of time associated with the contract.
NOTE: Additional values may be used by mutual agreement of the counterparties</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TimeUnit" ComponentType="Field" Tag="997" Type="String"
AbbrName="TmUnit"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="S">Second</fm:EnumDoc>
<fm:EnumDoc value="Min">Minute</fm:EnumDoc>
<fm:EnumDoc value="H">Hour</fm:EnumDoc>
<fm:EnumDoc value="D">Day</fm:EnumDoc>
<fm:EnumDoc value="Wk">Week</fm:EnumDoc>
<fm:EnumDoc value="Mo">Month</fm:EnumDoc>
<fm:EnumDoc value="Yr">Year</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="S"/>
<xs:enumeration value="Min"/>
<xs:enumeration value="H"/>
<xs:enumeration value="D"/>
<xs:enumeration value="Wk"/>
<xs:enumeration value="Mo"/>
<xs:enumeration value="Yr"/>
</xs:restriction>
</xs:simpleType>
<!--UnderlyingUnitOfMeasure(998) defined in implementation file--><xs:simpleType name="UnderlyingUnitOfMeasure_enum_t">
<xs:annotation>
<xs:documentation>Refer to defintion of UnitOfMeasure(996)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingUnitOfMeasure" ComponentType="Field" Tag="998"
Type="String"
UsesEnumsFromTag="996"
AbbrName="UOM"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="MWh">Megawatt hours</fm:EnumDoc>
<fm:EnumDoc value="MMBtu">One Million BTU</fm:EnumDoc>
<fm:EnumDoc value="Bbl">Barrels</fm:EnumDoc>
<fm:EnumDoc value="Gal">Gallons</fm:EnumDoc>
<fm:EnumDoc value="t">Metric Tons (aka Tonne)</fm:EnumDoc>
<fm:EnumDoc value="tn">Tons (US)</fm:EnumDoc>
<fm:EnumDoc value="MMbbl">Million Barrels</fm:EnumDoc>
<fm:EnumDoc value="lbs">pounds</fm:EnumDoc>
<fm:EnumDoc value="oz_tr">Troy Ounces</fm:EnumDoc>
<fm:EnumDoc value="USD">US Dollars</fm:EnumDoc>
<fm:EnumDoc value="Bcf">Billion cubic feet</fm:EnumDoc>
<fm:EnumDoc value="Bu">Bushels</fm:EnumDoc>
<fm:EnumDoc value="Alw">Allowances</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="MWh"/>
<xs:enumeration value="MMBtu"/>
<xs:enumeration value="Bbl"/>
<xs:enumeration value="Gal"/>
<xs:enumeration value="t"/>
<xs:enumeration value="tn"/>
<xs:enumeration value="MMbbl"/>
<xs:enumeration value="lbs"/>
<xs:enumeration value="oz_tr"/>
<xs:enumeration value="USD"/>
<xs:enumeration value="Bcf"/>
<xs:enumeration value="Bu"/>
<xs:enumeration value="Alw"/>
</xs:restriction>
</xs:simpleType>
<!--LegUnitOfMeasure(999) defined in implementation file--><xs:simpleType name="LegUnitOfMeasure_enum_t">
<xs:annotation>
<xs:documentation>Refer to defintion of UnitOfMeasure(996)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegUnitOfMeasure" ComponentType="Field" Tag="999"
Type="String"
UsesEnumsFromTag="996"
AbbrName="UOM"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="MWh">Megawatt hours</fm:EnumDoc>
<fm:EnumDoc value="MMBtu">One Million BTU</fm:EnumDoc>
<fm:EnumDoc value="Bbl">Barrels</fm:EnumDoc>
<fm:EnumDoc value="Gal">Gallons</fm:EnumDoc>
<fm:EnumDoc value="t">Metric Tons (aka Tonne)</fm:EnumDoc>
<fm:EnumDoc value="tn">Tons (US)</fm:EnumDoc>
<fm:EnumDoc value="MMbbl">Million Barrels</fm:EnumDoc>
<fm:EnumDoc value="lbs">pounds</fm:EnumDoc>
<fm:EnumDoc value="oz_tr">Troy Ounces</fm:EnumDoc>
<fm:EnumDoc value="USD">US Dollars</fm:EnumDoc>
<fm:EnumDoc value="Bcf">Billion cubic feet</fm:EnumDoc>
<fm:EnumDoc value="Bu">Bushels</fm:EnumDoc>
<fm:EnumDoc value="Alw">Allowances</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="MWh"/>
<xs:enumeration value="MMBtu"/>
<xs:enumeration value="Bbl"/>
<xs:enumeration value="Gal"/>
<xs:enumeration value="t"/>
<xs:enumeration value="tn"/>
<xs:enumeration value="MMbbl"/>
<xs:enumeration value="lbs"/>
<xs:enumeration value="oz_tr"/>
<xs:enumeration value="USD"/>
<xs:enumeration value="Bcf"/>
<xs:enumeration value="Bu"/>
<xs:enumeration value="Alw"/>
</xs:restriction>
</xs:simpleType>
<!--UnderlyingTimeUnit(1000) defined in implementation file--><xs:simpleType name="UnderlyingTimeUnit_enum_t">
<xs:annotation>
<xs:documentation>Same as TimeUnit.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingTimeUnit" ComponentType="Field" Tag="1000"
Type="String"
UsesEnumsFromTag="997"
AbbrName="TmUnit"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="S">Second</fm:EnumDoc>
<fm:EnumDoc value="Min">Minute</fm:EnumDoc>
<fm:EnumDoc value="H">Hour</fm:EnumDoc>
<fm:EnumDoc value="D">Day</fm:EnumDoc>
<fm:EnumDoc value="Wk">Week</fm:EnumDoc>
<fm:EnumDoc value="Mo">Month</fm:EnumDoc>
<fm:EnumDoc value="Yr">Year</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="S"/>
<xs:enumeration value="Min"/>
<xs:enumeration value="H"/>
<xs:enumeration value="D"/>
<xs:enumeration value="Wk"/>
<xs:enumeration value="Mo"/>
<xs:enumeration value="Yr"/>
</xs:restriction>
</xs:simpleType>
<!--LegTimeUnit(1001) defined in implementation file--><xs:simpleType name="LegTimeUnit_enum_t">
<xs:annotation>
<xs:documentation>Same as TimeUnit.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegTimeUnit" ComponentType="Field" Tag="1001"
Type="String"
UsesEnumsFromTag="997"
AbbrName="TmUnit"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="S">Second</fm:EnumDoc>
<fm:EnumDoc value="Min">Minute</fm:EnumDoc>
<fm:EnumDoc value="H">Hour</fm:EnumDoc>
<fm:EnumDoc value="D">Day</fm:EnumDoc>
<fm:EnumDoc value="Wk">Week</fm:EnumDoc>
<fm:EnumDoc value="Mo">Month</fm:EnumDoc>
<fm:EnumDoc value="Yr">Year</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="S"/>
<xs:enumeration value="Min"/>
<xs:enumeration value="H"/>
<xs:enumeration value="D"/>
<xs:enumeration value="Wk"/>
<xs:enumeration value="Mo"/>
<xs:enumeration value="Yr"/>
</xs:restriction>
</xs:simpleType>
<!--AllocMethod(1002) defined in implementation file--><xs:simpleType name="AllocMethod_enum_t">
<xs:annotation>
<xs:documentation>Specifies the method under which a trade quantity was allocated.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocMethod" ComponentType="Field" Tag="1002" Type="int"
AbbrName="Meth"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Automatic</fm:EnumDoc>
<fm:EnumDoc value="2">Guarantor</fm:EnumDoc>
<fm:EnumDoc value="3">Manual</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="TradeID_t">
<xs:annotation>
<xs:documentation>The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. </xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradeID" ComponentType="Field" Tag="1003" Type="String"
AbbrName="TrdID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="SideTradeReportID_t">
<xs:annotation>
<xs:documentation>Used on a multi-sided trade to designate the ReportID</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SideTradeReportID" ComponentType="Field" Tag="1005"
Type="String"
AbbrName="RptID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="SideFillStationCd_t">
<xs:annotation>
<xs:documentation>Used on a multi-sided trade to convey order routing information</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SideFillStationCd" ComponentType="Field" Tag="1006"
Type="String"
AbbrName="FillStationCd"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="SideReasonCd_t">
<xs:annotation>
<xs:documentation>Used on a multi-sided trade to convey reason for execution</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SideReasonCd" ComponentType="Field" Tag="1007"
Type="String"
AbbrName="RsnCD"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--SideTrdSubTyp(1008) defined in implementation file--><xs:simpleType name="SideTrdSubTyp_enum_t">
<xs:annotation>
<xs:documentation>Used on a multi-sided trade to specify the type of trade for a given side. Same values as TrdSubType (828).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SideTrdSubTyp" ComponentType="Field" Tag="1008" Type="int"
UsesEnumsFromTag="829"
AbbrName="TrdSubTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">CMTA</fm:EnumDoc>
<fm:EnumDoc value="1">Internal transfer or adjustment</fm:EnumDoc>
<fm:EnumDoc value="2">External transfer or transfer of account</fm:EnumDoc>
<fm:EnumDoc value="3">Reject for submitting side</fm:EnumDoc>
<fm:EnumDoc value="4">Advisory for contra side</fm:EnumDoc>
<fm:EnumDoc value="5">Offset due to an allocation</fm:EnumDoc>
<fm:EnumDoc value="6">Onset due to an allocation</fm:EnumDoc>
<fm:EnumDoc value="7">Differential spread</fm:EnumDoc>
<fm:EnumDoc value="8">Implied spread leg executed against an outright</fm:EnumDoc>
<fm:EnumDoc value="9">Transaction from exercise</fm:EnumDoc>
<fm:EnumDoc value="10">Transaction from assignment</fm:EnumDoc>
<fm:EnumDoc value="11">ACATS</fm:EnumDoc>
<fm:EnumDoc value="14">AI (Automated input facility disabled in response to an exchange request.)</fm:EnumDoc>
<fm:EnumDoc value="15">B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.)</fm:EnumDoc>
<fm:EnumDoc value="16">K (Transaction using block trade facility.)</fm:EnumDoc>
<fm:EnumDoc value="17">LC (Correction submitted more than three days after publication of the original trade report.)</fm:EnumDoc>
<fm:EnumDoc value="18">M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.)</fm:EnumDoc>
<fm:EnumDoc value="19">N (Non-protected portfolio transaction or a fully disclosed portfolio transaction)</fm:EnumDoc>
<fm:EnumDoc value="20">NM ( i) transaction where Exchange has granted permission for non-publication
ii)IDB is reporting as seller
iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)</fm:EnumDoc>
<fm:EnumDoc value="21">NR (Non-risk transaction in a SEATS security other than an AIM security)</fm:EnumDoc>
<fm:EnumDoc value="22">P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities)</fm:EnumDoc>
<fm:EnumDoc value="23">PA (Protected transaction notification)</fm:EnumDoc>
<fm:EnumDoc value="24">PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system)</fm:EnumDoc>
<fm:EnumDoc value="25">PN (Worked principal notification for a portfolio transaction which includes order book securities)</fm:EnumDoc>
<fm:EnumDoc value="26">R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction)
(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or
(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)</fm:EnumDoc>
<fm:EnumDoc value="27">RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant)</fm:EnumDoc>
<fm:EnumDoc value="28">RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security)</fm:EnumDoc>
<fm:EnumDoc value="29">SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock))</fm:EnumDoc>
<fm:EnumDoc value="30">T (If reporting a single protected transaction)</fm:EnumDoc>
<fm:EnumDoc value="31">WN (Worked principal notification for a single order book security)</fm:EnumDoc>
<fm:EnumDoc value="32">WT (Worked principal transaction (other than a portfolio transaction))</fm:EnumDoc>
<fm:EnumDoc value="33">Off Hours Trade</fm:EnumDoc>
<fm:EnumDoc value="34">On Hours Trade</fm:EnumDoc>
<fm:EnumDoc value="35">OTC Quote</fm:EnumDoc>
<fm:EnumDoc value="36">Converted SWAP</fm:EnumDoc>
<fm:EnumDoc value="37">Crossed Trade (X)</fm:EnumDoc>
<fm:EnumDoc value="38">Interim Protected Trade (I)</fm:EnumDoc>
<fm:EnumDoc value="39">Large in Scale (L)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="23"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
<xs:enumeration value="34"/>
<xs:enumeration value="35"/>
<xs:enumeration value="36"/>
<xs:enumeration value="37"/>
<xs:enumeration value="38"/>
<xs:enumeration value="39"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="SideLastQty_t">
<xs:annotation>
<xs:documentation>Used to indicate the quantity on one of a multi-sided Trade Capture Report</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SideLastQty" ComponentType="Field" Tag="1009" Type="int"
AbbrName="SideQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="MessageEventSource_t">
<xs:annotation>
<xs:documentation>
Used to identify the event or source which gave rise to a message.
Valid values will be based on an exchange's implementation.
Example values are:
"MQM" (originated at Firm Back Office)
"Clear" (originated in Clearing System)
"Reg" (static data generated via Register request)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MessageEventSource" ComponentType="Field" Tag="1011"
Type="String"
AbbrName="MsgEvtSrc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="SideTrdRegTimestamp_t">
<xs:annotation>
<xs:documentation>Will be used in a multi-sided message.
Traded Regulatory timestamp value Use to store time information required by government regulators or self regulatory organizations such as an exchange or clearing house</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SideTrdRegTimestamp" ComponentType="Field" Tag="1012"
Type="UTCTimestamp"
AbbrName="TS"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<!--SideTrdRegTimestampType(1013) defined in implementation file--><xs:simpleType name="SideTrdRegTimestampType_enum_t">
<xs:annotation>
<xs:documentation>Same as TrdRegTimeStampType</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SideTrdRegTimestampType" ComponentType="Field" Tag="1013"
Type="int"
UsesEnumsFromTag="770"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Execution Time</fm:EnumDoc>
<fm:EnumDoc value="2">Time In</fm:EnumDoc>
<fm:EnumDoc value="3">Time Out</fm:EnumDoc>
<fm:EnumDoc value="4">Broker Receipt</fm:EnumDoc>
<fm:EnumDoc value="5">Broker Execution</fm:EnumDoc>
<fm:EnumDoc value="6">Desk Receipt</fm:EnumDoc>
<fm:EnumDoc value="7">Submission to Clearing</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="SideTrdRegTimestampSrc_t">
<xs:annotation>
<xs:documentation>Same as TrdRegTimestampOrigin
Text which identifies the origin i.e. system which was used to generate the time stamp for the Traded Regulatory timestamp value</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SideTrdRegTimestampSrc" ComponentType="Field" Tag="1014"
Type="String"
AbbrName="Src"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--AsOfIndicator(1015) defined in implementation file--><xs:simpleType name="AsOfIndicator_enum_t">
<xs:annotation>
<xs:documentation>Used to indicate that a floor-trade was originally submitted "as of" a specific trade date which is earlier than its clearing date.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AsOfIndicator" ComponentType="Field" Tag="1015"
Type="char"
AbbrName="AsOfInd"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">false - trade is not an AsOf trade</fm:EnumDoc>
<fm:EnumDoc value="1">true - trade is an AsOf trade</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="LegOptionRatio_t">
<xs:annotation>
<xs:documentation>Expresses the risk of an option leg
Value must be between -1 and 1.
A Call Option will require a ratio value between 0 and 1
A Put Option will require a ratio value between -1 and 0
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegOptionRatio" ComponentType="Field" Tag="1017"
Type="float"
AbbrName="LegOptionRatio"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="InstrumentPartyID_t">
<xs:annotation>
<xs:documentation>
PartyID value within an instrument party repeating group. Same values as PartyID (448)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="InstrumentPartyID" ComponentType="Field" Tag="1019"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="TradeVolume_t">
<xs:annotation>
<xs:documentation>Used to report volume with a trade</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradeVolume" ComponentType="Field" Tag="1020" Type="Qty"
AbbrName="TrdVol"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<!--MDBookType(1021) defined in implementation file--><xs:simpleType name="MDBookType_enum_t">
<xs:annotation>
<xs:documentation>Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDBookType" ComponentType="Field" Tag="1021" Type="int"
AbbrName="MDBkTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Top of Book</fm:EnumDoc>
<fm:EnumDoc value="2">Price Depth</fm:EnumDoc>
<fm:EnumDoc value="3">Order Depth</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="MDFeedType_t">
<xs:annotation>
<xs:documentation>Describes a class of service for a given data feed, ie Regular and Market Maker, Bandwidth Intensive or Bandwidth Conservative</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDFeedType" ComponentType="Field" Tag="1022" Type="String"
AbbrName="MDFeedTyp"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="MDPriceLevel_t">
<xs:annotation>
<xs:documentation>Integer to convey the level of a bid or offer at a given price level. This is in contrast to MDEntryPositionNo which is used to convey the position of an order within a Price level</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDPriceLevel" ComponentType="Field" Tag="1023" Type="int"
AbbrName="MDPxLvl"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<!--MDOriginType(1024) defined in implementation file--><xs:simpleType name="MDOriginType_enum_t">
<xs:annotation>
<xs:documentation>Used to describe the origin of an entry in the book</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDOriginType" ComponentType="Field" Tag="1024" Type="int"
AbbrName="MDOrigTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Book</fm:EnumDoc>
<fm:EnumDoc value="1">Off-Book</fm:EnumDoc>
<fm:EnumDoc value="2">Cross</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="FirstPx_t">
<xs:annotation>
<xs:documentation>Indicates the first trade price of the day/session</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="FirstPx" ComponentType="Field" Tag="1025" Type="Price"
AbbrName="FirstPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="MDEntrySpotRate_t">
<xs:annotation>
<xs:documentation>The spot rate for an FX entry</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDEntrySpotRate" ComponentType="Field" Tag="1026"
Type="float"
AbbrName="MDEntrySpotRt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="MDEntryForwardPoints_t">
<xs:annotation>
<xs:documentation>Used for an F/X entry. The forward points to be added to or subtracted from the spot rate to get the "all-in" rate in MDEntryPx. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDEntryForwardPoints" ComponentType="Field" Tag="1027"
Type="PriceOffset"
AbbrName="MDEntryFwdPnts"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="PriceOffset"/>
</xs:simpleType>
<xs:simpleType name="ManualOrderIndicator_t">
<xs:annotation>
<xs:documentation>Indicates if the order was initially received manually (as opposed to electronically)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ManualOrderIndicator" ComponentType="Field" Tag="1028"
Type="Boolean"
AbbrName="ManOrdInd"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean"/>
</xs:simpleType>
<xs:simpleType name="CustDirectedOrder_t">
<xs:annotation>
<xs:documentation>Indicates if the customer directed this order to a specific execution venue "Y" or not "N".
A default of "N" customer did not direct this order should be used in the case where the information is both missing and essential.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CustDirectedOrder" ComponentType="Field" Tag="1029"
Type="Boolean"
AbbrName="CustDrctdOrd"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean"/>
</xs:simpleType>
<xs:simpleType name="ReceivedDeptID_t">
<xs:annotation>
<xs:documentation>Identifies the Broker / Dealer Department that first took the order.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ReceivedDeptID" ComponentType="Field" Tag="1030"
Type="String"
AbbrName="RcvdDptID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--CustOrderHandlingInst(1031) defined in implementation file--><xs:simpleType name="CustOrderHandlingInst_enum_t">
<xs:annotation>
<xs:documentation>Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.
NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting only.
Valid values are grouped by OrderHandlingInstSource(1032).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CustOrderHandlingInst" ComponentType="Field" Tag="1031"
Type="MultipleStringValue"
AbbrName="CustOrdHdlInst"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="ADD">Add-on Order</fm:EnumDoc>
<fm:EnumDoc value="AON">All or None</fm:EnumDoc>
<fm:EnumDoc value="CNH">Cash Not Held</fm:EnumDoc>
<fm:EnumDoc value="DIR">Directed Order</fm:EnumDoc>
<fm:EnumDoc value="E.W">Exchange for Physical Transaction</fm:EnumDoc>
<fm:EnumDoc value="FOK">Fill or Kill</fm:EnumDoc>
<fm:EnumDoc value="IO">Imbalance Only</fm:EnumDoc>
<fm:EnumDoc value="IOC">Immediate or Cancel</fm:EnumDoc>
<fm:EnumDoc value="LOO">Limit On Open</fm:EnumDoc>
<fm:EnumDoc value="LOC">Limit on Close</fm:EnumDoc>
<fm:EnumDoc value="MAO">Market at Open</fm:EnumDoc>
<fm:EnumDoc value="MAC">Market at Close</fm:EnumDoc>
<fm:EnumDoc value="MOO">Market on Open</fm:EnumDoc>
<fm:EnumDoc value="MOC">Market On Close</fm:EnumDoc>
<fm:EnumDoc value="MQT">Minimum Quantity</fm:EnumDoc>
<fm:EnumDoc value="NH">Not Held</fm:EnumDoc>
<fm:EnumDoc value="OVD">Over the Day</fm:EnumDoc>
<fm:EnumDoc value="PEG">Pegged</fm:EnumDoc>
<fm:EnumDoc value="RSV">Reserve Size Order</fm:EnumDoc>
<fm:EnumDoc value="S.W">Stop Stock Transaction</fm:EnumDoc>
<fm:EnumDoc value="SCL">Scale</fm:EnumDoc>
<fm:EnumDoc value="TMO">Time Order</fm:EnumDoc>
<fm:EnumDoc value="TS">Trailing Stop</fm:EnumDoc>
<fm:EnumDoc value="WRK">Work</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="MultipleStringValue">
<xs:enumeration value="ADD"/>
<xs:enumeration value="AON"/>
<xs:enumeration value="CNH"/>
<xs:enumeration value="DIR"/>
<xs:enumeration value="E.W"/>
<xs:enumeration value="FOK"/>
<xs:enumeration value="IO"/>
<xs:enumeration value="IOC"/>
<xs:enumeration value="LOO"/>
<xs:enumeration value="LOC"/>
<xs:enumeration value="MAO"/>
<xs:enumeration value="MAC"/>
<xs:enumeration value="MOO"/>
<xs:enumeration value="MOC"/>
<xs:enumeration value="MQT"/>
<xs:enumeration value="NH"/>
<xs:enumeration value="OVD"/>
<xs:enumeration value="PEG"/>
<xs:enumeration value="RSV"/>
<xs:enumeration value="S.W"/>
<xs:enumeration value="SCL"/>
<xs:enumeration value="TMO"/>
<xs:enumeration value="TS"/>
<xs:enumeration value="WRK"/>
</xs:restriction>
</xs:simpleType>
<!--OrderHandlingInstSource(1032) defined in implementation file--><xs:simpleType name="OrderHandlingInstSource_enum_t">
<xs:annotation>
<xs:documentation>Identifies the class or source of the "OrderHandlingInst" values. Scope of this will apply to both CustOrderHandlingInst and DeskOrderHandlingInst fields.
Required if CustOrderHandlingInst and/or DeskOrderHandlingInst is specified.
Valid values:</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrderHandlingInstSource" ComponentType="Field" Tag="1032"
Type="int"
AbbrName="OrdHndlInstSrc"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">NASD OATS</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
</xs:restriction>
</xs:simpleType>
<!--DeskType(1033) defined in implementation file--><xs:simpleType name="DeskType_enum_t">
<xs:annotation>
<xs:documentation>Type of trading desk. Valid values are grouped by DeskTypeSource(1034).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DeskType" ComponentType="Field" Tag="1033" Type="String"
AbbrName="DskTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="A">Agency</fm:EnumDoc>
<fm:EnumDoc value="AR">Arbitrage</fm:EnumDoc>
<fm:EnumDoc value="D">Derivatives</fm:EnumDoc>
<fm:EnumDoc value="IN">International</fm:EnumDoc>
<fm:EnumDoc value="IS">Institutional</fm:EnumDoc>
<fm:EnumDoc value="O">Other</fm:EnumDoc>
<fm:EnumDoc value="PF">Preferred Trading</fm:EnumDoc>
<fm:EnumDoc value="PR">Proprietary</fm:EnumDoc>
<fm:EnumDoc value="PT">Program Trading</fm:EnumDoc>
<fm:EnumDoc value="S">Sales</fm:EnumDoc>
<fm:EnumDoc value="T">Trading</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="A"/>
<xs:enumeration value="AR"/>
<xs:enumeration value="D"/>
<xs:enumeration value="IN"/>
<xs:enumeration value="IS"/>
<xs:enumeration value="O"/>
<xs:enumeration value="PF"/>
<xs:enumeration value="PR"/>
<xs:enumeration value="PT"/>
<xs:enumeration value="S"/>
<xs:enumeration value="T"/>
</xs:restriction>
</xs:simpleType>
<!--DeskTypeSource(1034) defined in implementation file--><xs:simpleType name="DeskTypeSource_enum_t">
<xs:annotation>
<xs:documentation>Identifies the class or source of DeskType(1033) values. Required if DeskType(1033) is specified.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DeskTypeSource" ComponentType="Field" Tag="1034"
Type="int"
AbbrName="DskTypSrc"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">NASD OATS</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
</xs:restriction>
</xs:simpleType>
<!--DeskOrderHandlingInst(1035) defined in implementation file--><xs:simpleType name="DeskOrderHandlingInst_enum_t">
<xs:annotation>
<xs:documentation>Codes that apply special information that the Broker / Dealer needs to report.
NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting only.
Valid values are grouped by OrderHandlingInstSource(1032).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DeskOrderHandlingInst" ComponentType="Field" Tag="1035"
Type="MultipleStringValue"
UsesEnumsFromTag="1031"
AbbrName="DskOrdHndlInst"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="ADD">Add-on Order</fm:EnumDoc>
<fm:EnumDoc value="AON">All or None</fm:EnumDoc>
<fm:EnumDoc value="CNH">Cash Not Held</fm:EnumDoc>
<fm:EnumDoc value="DIR">Directed Order</fm:EnumDoc>
<fm:EnumDoc value="E.W">Exchange for Physical Transaction</fm:EnumDoc>
<fm:EnumDoc value="FOK">Fill or Kill</fm:EnumDoc>
<fm:EnumDoc value="IO">Imbalance Only</fm:EnumDoc>
<fm:EnumDoc value="IOC">Immediate or Cancel</fm:EnumDoc>
<fm:EnumDoc value="LOO">Limit On Open</fm:EnumDoc>
<fm:EnumDoc value="LOC">Limit on Close</fm:EnumDoc>
<fm:EnumDoc value="MAO">Market at Open</fm:EnumDoc>
<fm:EnumDoc value="MAC">Market at Close</fm:EnumDoc>
<fm:EnumDoc value="MOO">Market on Open</fm:EnumDoc>
<fm:EnumDoc value="MOC">Market On Close</fm:EnumDoc>
<fm:EnumDoc value="MQT">Minimum Quantity</fm:EnumDoc>
<fm:EnumDoc value="NH">Not Held</fm:EnumDoc>
<fm:EnumDoc value="OVD">Over the Day</fm:EnumDoc>
<fm:EnumDoc value="PEG">Pegged</fm:EnumDoc>
<fm:EnumDoc value="RSV">Reserve Size Order</fm:EnumDoc>
<fm:EnumDoc value="S.W">Stop Stock Transaction</fm:EnumDoc>
<fm:EnumDoc value="SCL">Scale</fm:EnumDoc>
<fm:EnumDoc value="TMO">Time Order</fm:EnumDoc>
<fm:EnumDoc value="TS">Trailing Stop</fm:EnumDoc>
<fm:EnumDoc value="WRK">Work</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="MultipleStringValue">
<xs:enumeration value="ADD"/>
<xs:enumeration value="AON"/>
<xs:enumeration value="CNH"/>
<xs:enumeration value="DIR"/>
<xs:enumeration value="E.W"/>
<xs:enumeration value="FOK"/>
<xs:enumeration value="IO"/>
<xs:enumeration value="IOC"/>
<xs:enumeration value="LOO"/>
<xs:enumeration value="LOC"/>
<xs:enumeration value="MAO"/>
<xs:enumeration value="MAC"/>
<xs:enumeration value="MOO"/>
<xs:enumeration value="MOC"/>
<xs:enumeration value="MQT"/>
<xs:enumeration value="NH"/>
<xs:enumeration value="OVD"/>
<xs:enumeration value="PEG"/>
<xs:enumeration value="RSV"/>
<xs:enumeration value="S.W"/>
<xs:enumeration value="SCL"/>
<xs:enumeration value="TMO"/>
<xs:enumeration value="TS"/>
<xs:enumeration value="WRK"/>
</xs:restriction>
</xs:simpleType>
<!--ExecAckStatus(1036) defined in implementation file--><xs:simpleType name="ExecAckStatus_enum_t">
<xs:annotation>
<xs:documentation>The status of this execution acknowledgement message.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ExecAckStatus" ComponentType="Field" Tag="1036"
Type="char"
AbbrName="ExecAckStat"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Received, not yet processed</fm:EnumDoc>
<fm:EnumDoc value="1">Accepted</fm:EnumDoc>
<fm:EnumDoc value="2">Don't know / Rejected</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="UnderlyingDeliveryAmount_t">
<xs:annotation>
<xs:documentation>Indicates the underlying position amount to be delivered</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingDeliveryAmount" ComponentType="Field" Tag="1037"
Type="Amt"
AbbrName="UndlyDlvAmt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingCapValue_t">
<xs:annotation>
<xs:documentation>Maximum notional value for a capped financial instrument</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingCapValue" ComponentType="Field" Tag="1038"
Type="Amt"
AbbrName="CapValu"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingSettlMethod_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingSettlMethod" ComponentType="Field" Tag="1039"
Type="String"
AbbrName="SetMeth"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="SecondaryTradeID_t">
<xs:annotation>
<xs:documentation>Used to carry an internal trade entity ID which may or may not be reported to the firm</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecondaryTradeID" ComponentType="Field" Tag="1040"
Type="String"
AbbrName="TrdID2"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="FirmTradeID_t">
<xs:annotation>
<xs:documentation>The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="FirmTradeID" ComponentType="Field" Tag="1041"
Type="String"
AbbrName="FirmTrdID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="SecondaryFirmTradeID_t">
<xs:annotation>
<xs:documentation>Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecondaryFirmTradeID" ComponentType="Field" Tag="1042"
Type="String"
AbbrName="FirmTrdID2"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--CollApplType(1043) defined in implementation file--><xs:simpleType name="CollApplType_enum_t">
<xs:annotation>
<xs:documentation>conveys how the collateral should be/has been applied</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CollApplType" ComponentType="Field" Tag="1043" Type="int"
AbbrName="ApplTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Specific Deposit</fm:EnumDoc>
<fm:EnumDoc value="1">General</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="UnderlyingAdjustedQuantity_t">
<xs:annotation>
<xs:documentation>Unit amount of the underlying security (shares) adjusted for pending corporate action not yet allocated.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingAdjustedQuantity" ComponentType="Field"
Tag="1044"
Type="Qty"
AbbrName="AdjQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingFXRate_t">
<xs:annotation>
<xs:documentation>Foreign exchange rate used to compute UnderlyingCurrentValue(885) (or market value) from UnderlyingCurrency(318) to Currency(15).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingFXRate" ComponentType="Field" Tag="1045"
Type="float"
AbbrName="FxRate"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<!--UnderlyingFXRateCalc(1046) defined in implementation file--><xs:simpleType name="UnderlyingFXRateCalc_enum_t">
<xs:annotation>
<xs:documentation>Specifies whether the UnderlyingFxRate(1045) should be multiplied or divided.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingFXRateCalc" ComponentType="Field" Tag="1046"
Type="char"
AbbrName="FxRateCalc"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="M">Multiply</fm:EnumDoc>
<fm:EnumDoc value="D">Divide</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="M"/>
<xs:enumeration value="D"/>
</xs:restriction>
</xs:simpleType>
<!--AllocPositionEffect(1047) defined in implementation file--><xs:simpleType name="AllocPositionEffect_enum_t">
<xs:annotation>
<xs:documentation>Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocPositionEffect" ComponentType="Field" Tag="1047"
Type="char"
AbbrName="AllocPosEfct"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="O">Open</fm:EnumDoc>
<fm:EnumDoc value="C">Close</fm:EnumDoc>
<fm:EnumDoc value="R">Rolled</fm:EnumDoc>
<fm:EnumDoc value="F">FIFO</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="O"/>
<xs:enumeration value="C"/>
<xs:enumeration value="R"/>
<xs:enumeration value="F"/>
</xs:restriction>
</xs:simpleType>
<!--DealingCapacity(1048) defined in implementation file--><xs:simpleType name="DealingCapacity_enum_t">
<xs:annotation>
<xs:documentation>Identifies role of dealer; Agent, Principal, RisklessPrincipal</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DealingCapacity" ComponentType="Field" Tag="1048"
Type="char"
AbbrName="DealingCpcty"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="A">Agent</fm:EnumDoc>
<fm:EnumDoc value="P">Principal</fm:EnumDoc>
<fm:EnumDoc value="R">Riskless Principal</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="A"/>
<xs:enumeration value="P"/>
<xs:enumeration value="R"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="InstrmtAssignmentMethod_t">
<xs:annotation>
<xs:documentation>Method under which assignment was conducted
Valid values:
R = Random
P = ProRata
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="InstrmtAssignmentMethod" ComponentType="Field" Tag="1049"
Type="char"
AbbrName="AsgnMeth"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char"/>
</xs:simpleType>
<!--InstrumentPartyIDSource(1050) defined in implementation file--><xs:simpleType name="InstrumentPartyIDSource_enum_t">
<xs:annotation>
<xs:documentation>PartyIDSource value within an instrument partyrepeating group.
Same values as PartyIDSource (447)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="InstrumentPartyIDSource" ComponentType="Field" Tag="1050"
Type="char"
UsesEnumsFromTag="447"
AbbrName="Src"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Korean Investor ID</fm:EnumDoc>
<fm:EnumDoc value="2">Taiwanese Qualified Foreign Investor ID QFII/FID</fm:EnumDoc>
<fm:EnumDoc value="3">Taiwanese Trading Acct</fm:EnumDoc>
<fm:EnumDoc value="4">Malaysian Central Depository (MCD) number</fm:EnumDoc>
<fm:EnumDoc value="5">Chinese Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">UK National Insurance or Pension Number</fm:EnumDoc>
<fm:EnumDoc value="7">US Social Security Number</fm:EnumDoc>
<fm:EnumDoc value="8">US Employer or Tax ID Number</fm:EnumDoc>
<fm:EnumDoc value="9">Australian Business Number</fm:EnumDoc>
<fm:EnumDoc value="A">Australian Tax File Number</fm:EnumDoc>
<fm:EnumDoc value="B">BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")</fm:EnumDoc>
<fm:EnumDoc value="C">Generally accepted market participant identifier (e.g. NASD mnemonic)</fm:EnumDoc>
<fm:EnumDoc value="D">Proprietary / Custom code</fm:EnumDoc>
<fm:EnumDoc value="E">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="F">Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)</fm:EnumDoc>
<fm:EnumDoc value="G">MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")</fm:EnumDoc>
<fm:EnumDoc value="H">CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)</fm:EnumDoc>
<fm:EnumDoc value="I">Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
</xs:restriction>
</xs:simpleType>
<!--InstrumentPartyRole(1051) defined in implementation file--><xs:simpleType name="InstrumentPartyRole_enum_t">
<xs:annotation>
<xs:documentation>PartyRole value within an instrument partyepeating group.
Same values as PartyRole (452)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="InstrumentPartyRole" ComponentType="Field" Tag="1051"
Type="int"
UsesEnumsFromTag="452"
AbbrName="R"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Executing Firm (formerly FIX 4.2 ExecBroker)</fm:EnumDoc>
<fm:EnumDoc value="10">Settlement Location (formerly FIX 4.2 SettlLocation)</fm:EnumDoc>
<fm:EnumDoc value="11">Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)</fm:EnumDoc>
<fm:EnumDoc value="12">Executing Trader (associated with Executing Firm - actually executes)</fm:EnumDoc>
<fm:EnumDoc value="13">Order Origination Firm (e.g. buy-side firm)</fm:EnumDoc>
<fm:EnumDoc value="14">Giveup Clearing Firm (firm to which trade is given up)</fm:EnumDoc>
<fm:EnumDoc value="15">Correspondant Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="16">Executing System</fm:EnumDoc>
<fm:EnumDoc value="17">Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="18">Contra Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="19">Sponsoring Firm</fm:EnumDoc>
<fm:EnumDoc value="2">Broker of Credit (formerly FIX 4.2 BrokerOfCredit)</fm:EnumDoc>
<fm:EnumDoc value="20">Underlying Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="21">Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="22">Exchange</fm:EnumDoc>
<fm:EnumDoc value="24">Customer Account</fm:EnumDoc>
<fm:EnumDoc value="25">Correspondent Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="26">Correspondent Broker</fm:EnumDoc>
<fm:EnumDoc value="27">Buyer/Seller (Receiver/Deliverer)</fm:EnumDoc>
<fm:EnumDoc value="28">Custodian</fm:EnumDoc>
<fm:EnumDoc value="29">Intermediary</fm:EnumDoc>
<fm:EnumDoc value="3">Client ID (formerly FIX 4.2 ClientID)</fm:EnumDoc>
<fm:EnumDoc value="30">Agent</fm:EnumDoc>
<fm:EnumDoc value="31">Sub-custodian</fm:EnumDoc>
<fm:EnumDoc value="32">Beneficiary</fm:EnumDoc>
<fm:EnumDoc value="33">Interested party</fm:EnumDoc>
<fm:EnumDoc value="34">Regulatory body</fm:EnumDoc>
<fm:EnumDoc value="35">Liquidity provider</fm:EnumDoc>
<fm:EnumDoc value="36">Entering trader</fm:EnumDoc>
<fm:EnumDoc value="37">Contra trader</fm:EnumDoc>
<fm:EnumDoc value="38">Position account</fm:EnumDoc>
<fm:EnumDoc value="4">Clearing Firm (formerly FIX 4.2 ClearingFirm)</fm:EnumDoc>
<fm:EnumDoc value="5">Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">Introducing Firm</fm:EnumDoc>
<fm:EnumDoc value="7">Entering Firm</fm:EnumDoc>
<fm:EnumDoc value="8">Locate / Lending Firm (for short-sales)</fm:EnumDoc>
<fm:EnumDoc value="9">Fund Manager Client ID (for CIV)</fm:EnumDoc>
<fm:EnumDoc value="60">Introducing Broker</fm:EnumDoc>
<fm:EnumDoc value="41">Contra Position Account</fm:EnumDoc>
<fm:EnumDoc value="42">Contra Exchange</fm:EnumDoc>
<fm:EnumDoc value="43">Internal Carry Account</fm:EnumDoc>
<fm:EnumDoc value="44">Order Entry Operator ID</fm:EnumDoc>
<fm:EnumDoc value="45">Secondary Account Number</fm:EnumDoc>
<fm:EnumDoc value="46">Foreign Firm</fm:EnumDoc>
<fm:EnumDoc value="47">Third Party Allocation Firm</fm:EnumDoc>
<fm:EnumDoc value="48">Claiming Account</fm:EnumDoc>
<fm:EnumDoc value="49">Asset Manager</fm:EnumDoc>
<fm:EnumDoc value="50">Pledgor Account</fm:EnumDoc>
<fm:EnumDoc value="51">Pledgee Account</fm:EnumDoc>
<fm:EnumDoc value="52">Large Trader Reportable Account</fm:EnumDoc>
<fm:EnumDoc value="53">Trader mnemonic</fm:EnumDoc>
<fm:EnumDoc value="54">Sender Location</fm:EnumDoc>
<fm:EnumDoc value="55">Session ID</fm:EnumDoc>
<fm:EnumDoc value="56">Acceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="57">Unacceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="58">Entering Unit</fm:EnumDoc>
<fm:EnumDoc value="59">Executing Unit</fm:EnumDoc>
<fm:EnumDoc value="39">Contra Investor ID</fm:EnumDoc>
<fm:EnumDoc value="40">Transfer to Firm</fm:EnumDoc>
<fm:EnumDoc value="61">Quote originator</fm:EnumDoc>
<fm:EnumDoc value="62">Report originator</fm:EnumDoc>
<fm:EnumDoc value="63">Systematic internaliser (SI)</fm:EnumDoc>
<fm:EnumDoc value="64">Multilateral Trading Facility (MTF)</fm:EnumDoc>
<fm:EnumDoc value="65">Regulated Market (RM)</fm:EnumDoc>
<fm:EnumDoc value="66">Market Maker</fm:EnumDoc>
<fm:EnumDoc value="67">Investment Firm</fm:EnumDoc>
<fm:EnumDoc value="68">Host Competent Authority (Host CA)</fm:EnumDoc>
<fm:EnumDoc value="69">Home Competent Authority (Home CA)</fm:EnumDoc>
<fm:EnumDoc value="70">Competent Authority of the most relevant market in terms of liquidity (CAL)</fm:EnumDoc>
<fm:EnumDoc value="71">Competent Authority of the Transaction (Execution) Venue (CATV) </fm:EnumDoc>
<fm:EnumDoc value="72">Reporting intermediary (medium/vendor via which report has been published)</fm:EnumDoc>
<fm:EnumDoc value="73">Execution Venue</fm:EnumDoc>
<fm:EnumDoc value="74">Market data entry originator</fm:EnumDoc>
<fm:EnumDoc value="75">Location ID</fm:EnumDoc>
<fm:EnumDoc value="76">Desk ID</fm:EnumDoc>
<fm:EnumDoc value="77">Market data market</fm:EnumDoc>
<fm:EnumDoc value="78">Allocation Entity</fm:EnumDoc>
<fm:EnumDoc value="79">Prime Broker providing General Trade Services</fm:EnumDoc>
<fm:EnumDoc value="80">Step-Out Firm (Prime Broker)</fm:EnumDoc>
<fm:EnumDoc value="81">BrokerClearingID</fm:EnumDoc>
<fm:EnumDoc value="82">Central Registration Depository (CRD)</fm:EnumDoc>
<fm:EnumDoc value="83">Clearing Account</fm:EnumDoc>
<fm:EnumDoc value="84">Acceptable Settling Counterparty</fm:EnumDoc>
<fm:EnumDoc value="85">Unacceptable Settling Counterparty</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="3"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
<xs:enumeration value="34"/>
<xs:enumeration value="35"/>
<xs:enumeration value="36"/>
<xs:enumeration value="37"/>
<xs:enumeration value="38"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="60"/>
<xs:enumeration value="41"/>
<xs:enumeration value="42"/>
<xs:enumeration value="43"/>
<xs:enumeration value="44"/>
<xs:enumeration value="45"/>
<xs:enumeration value="46"/>
<xs:enumeration value="47"/>
<xs:enumeration value="48"/>
<xs:enumeration value="49"/>
<xs:enumeration value="50"/>
<xs:enumeration value="51"/>
<xs:enumeration value="52"/>
<xs:enumeration value="53"/>
<xs:enumeration value="54"/>
<xs:enumeration value="55"/>
<xs:enumeration value="56"/>
<xs:enumeration value="57"/>
<xs:enumeration value="58"/>
<xs:enumeration value="59"/>
<xs:enumeration value="39"/>
<xs:enumeration value="40"/>
<xs:enumeration value="61"/>
<xs:enumeration value="62"/>
<xs:enumeration value="63"/>
<xs:enumeration value="64"/>
<xs:enumeration value="65"/>
<xs:enumeration value="66"/>
<xs:enumeration value="67"/>
<xs:enumeration value="68"/>
<xs:enumeration value="69"/>
<xs:enumeration value="70"/>
<xs:enumeration value="71"/>
<xs:enumeration value="72"/>
<xs:enumeration value="73"/>
<xs:enumeration value="74"/>
<xs:enumeration value="75"/>
<xs:enumeration value="76"/>
<xs:enumeration value="77"/>
<xs:enumeration value="78"/>
<xs:enumeration value="79"/>
<xs:enumeration value="80"/>
<xs:enumeration value="81"/>
<xs:enumeration value="82"/>
<xs:enumeration value="83"/>
<xs:enumeration value="84"/>
<xs:enumeration value="85"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="InstrumentPartySubID_t">
<xs:annotation>
<xs:documentation>PartySubID value within an instrument party repeating group.
Same values as PartySubID (523)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="InstrumentPartySubID" ComponentType="Field" Tag="1053"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--InstrumentPartySubIDType(1054) defined in implementation file--><xs:simpleType name="InstrumentPartySubIDType_enum_t">
<xs:annotation>
<xs:documentation>Type of InstrumentPartySubID (1053) value.
Same values as PartySubIDType (803)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="InstrumentPartySubIDType" ComponentType="Field" Tag="1054"
Type="int"
UsesEnumsFromTag="803"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Firm</fm:EnumDoc>
<fm:EnumDoc value="10">Securities account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="11">Registration number (for settlement instructions and confirmations)</fm:EnumDoc>
<fm:EnumDoc value="12">Registered address (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="13">Regulatory status (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="14">Registration name (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="15">Cash account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="16">BIC</fm:EnumDoc>
<fm:EnumDoc value="17">CSD participant member code</fm:EnumDoc>
<fm:EnumDoc value="18">Registered address</fm:EnumDoc>
<fm:EnumDoc value="19">Fund account name</fm:EnumDoc>
<fm:EnumDoc value="2">Person</fm:EnumDoc>
<fm:EnumDoc value="20">Telex number</fm:EnumDoc>
<fm:EnumDoc value="21">Fax number</fm:EnumDoc>
<fm:EnumDoc value="22">Securities account name</fm:EnumDoc>
<fm:EnumDoc value="23">Cash account name</fm:EnumDoc>
<fm:EnumDoc value="24">Department</fm:EnumDoc>
<fm:EnumDoc value="25">Location desk</fm:EnumDoc>
<fm:EnumDoc value="26">Position account type</fm:EnumDoc>
<fm:EnumDoc value="3">System</fm:EnumDoc>
<fm:EnumDoc value="4">Application</fm:EnumDoc>
<fm:EnumDoc value="5">Full legal name of firm</fm:EnumDoc>
<fm:EnumDoc value="6">Postal address</fm:EnumDoc>
<fm:EnumDoc value="7">Phone number</fm:EnumDoc>
<fm:EnumDoc value="8">Email address</fm:EnumDoc>
<fm:EnumDoc value="9">Contact name</fm:EnumDoc>
<fm:EnumDoc value="27">Security locate ID</fm:EnumDoc>
<fm:EnumDoc value="28">Market maker</fm:EnumDoc>
<fm:EnumDoc value="29">Eligible counterparty</fm:EnumDoc>
<fm:EnumDoc value="30">Professional client</fm:EnumDoc>
<fm:EnumDoc value="31">Location</fm:EnumDoc>
<fm:EnumDoc value="32">Execution venue</fm:EnumDoc>
<fm:EnumDoc value="33">Currency delivery identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="23"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="PositionCurrency_t">
<xs:annotation>
<xs:documentation>The Currency in which the position Amount is denominated</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PositionCurrency" ComponentType="Field" Tag="1055"
Type="String"
AbbrName="Ccy"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="CalculatedCcyLastQty_t">
<xs:annotation>
<xs:documentation>Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CalculatedCcyLastQty" ComponentType="Field" Tag="1056"
Type="Qty"
AbbrName="CalcCcyLastQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<!--AggressorIndicator(1057) defined in implementation file--><xs:simpleType name="AggressorIndicator_enum_t">
<xs:annotation>
<xs:documentation>Used to identify whether the order initiator is an aggressor or not in the trade.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AggressorIndicator" ComponentType="Field" Tag="1057"
Type="Boolean"
AbbrName="AgrsrInd"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="Y">Order initiator is aggressor</fm:EnumDoc>
<fm:EnumDoc value="N">Order initiator is passive</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean">
<xs:enumeration value="Y"/>
<xs:enumeration value="N"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="UnderlyingInstrumentPartyID_t">
<xs:annotation>
<xs:documentation>PartyID value within an underlying instrument party repeating group.
Same values as PartyID (448)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingInstrumentPartyID" ComponentType="Field"
Tag="1059"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--UnderlyingInstrumentPartyIDSource(1060) defined in implementation file--><xs:simpleType name="UnderlyingInstrumentPartyIDSource_enum_t">
<xs:annotation>
<xs:documentation>PartyIDSource value within an underlying instrument partyrepeating group.
Same values as PartyIDSource (447)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingInstrumentPartyIDSource" ComponentType="Field"
Tag="1060"
Type="char"
UsesEnumsFromTag="447"
AbbrName="Src"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Korean Investor ID</fm:EnumDoc>
<fm:EnumDoc value="2">Taiwanese Qualified Foreign Investor ID QFII/FID</fm:EnumDoc>
<fm:EnumDoc value="3">Taiwanese Trading Acct</fm:EnumDoc>
<fm:EnumDoc value="4">Malaysian Central Depository (MCD) number</fm:EnumDoc>
<fm:EnumDoc value="5">Chinese Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">UK National Insurance or Pension Number</fm:EnumDoc>
<fm:EnumDoc value="7">US Social Security Number</fm:EnumDoc>
<fm:EnumDoc value="8">US Employer or Tax ID Number</fm:EnumDoc>
<fm:EnumDoc value="9">Australian Business Number</fm:EnumDoc>
<fm:EnumDoc value="A">Australian Tax File Number</fm:EnumDoc>
<fm:EnumDoc value="B">BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")</fm:EnumDoc>
<fm:EnumDoc value="C">Generally accepted market participant identifier (e.g. NASD mnemonic)</fm:EnumDoc>
<fm:EnumDoc value="D">Proprietary / Custom code</fm:EnumDoc>
<fm:EnumDoc value="E">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="F">Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)</fm:EnumDoc>
<fm:EnumDoc value="G">MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")</fm:EnumDoc>
<fm:EnumDoc value="H">CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)</fm:EnumDoc>
<fm:EnumDoc value="I">Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
</xs:restriction>
</xs:simpleType>
<!--UnderlyingInstrumentPartyRole(1061) defined in implementation file--><xs:simpleType name="UnderlyingInstrumentPartyRole_enum_t">
<xs:annotation>
<xs:documentation>PartyRole value within an underlying instrument partyepeating group.
Same values as PartyRole (452)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingInstrumentPartyRole" ComponentType="Field"
Tag="1061"
Type="int"
UsesEnumsFromTag="452"
AbbrName="R"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Executing Firm (formerly FIX 4.2 ExecBroker)</fm:EnumDoc>
<fm:EnumDoc value="10">Settlement Location (formerly FIX 4.2 SettlLocation)</fm:EnumDoc>
<fm:EnumDoc value="11">Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)</fm:EnumDoc>
<fm:EnumDoc value="12">Executing Trader (associated with Executing Firm - actually executes)</fm:EnumDoc>
<fm:EnumDoc value="13">Order Origination Firm (e.g. buy-side firm)</fm:EnumDoc>
<fm:EnumDoc value="14">Giveup Clearing Firm (firm to which trade is given up)</fm:EnumDoc>
<fm:EnumDoc value="15">Correspondant Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="16">Executing System</fm:EnumDoc>
<fm:EnumDoc value="17">Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="18">Contra Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="19">Sponsoring Firm</fm:EnumDoc>
<fm:EnumDoc value="2">Broker of Credit (formerly FIX 4.2 BrokerOfCredit)</fm:EnumDoc>
<fm:EnumDoc value="20">Underlying Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="21">Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="22">Exchange</fm:EnumDoc>
<fm:EnumDoc value="24">Customer Account</fm:EnumDoc>
<fm:EnumDoc value="25">Correspondent Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="26">Correspondent Broker</fm:EnumDoc>
<fm:EnumDoc value="27">Buyer/Seller (Receiver/Deliverer)</fm:EnumDoc>
<fm:EnumDoc value="28">Custodian</fm:EnumDoc>
<fm:EnumDoc value="29">Intermediary</fm:EnumDoc>
<fm:EnumDoc value="3">Client ID (formerly FIX 4.2 ClientID)</fm:EnumDoc>
<fm:EnumDoc value="30">Agent</fm:EnumDoc>
<fm:EnumDoc value="31">Sub-custodian</fm:EnumDoc>
<fm:EnumDoc value="32">Beneficiary</fm:EnumDoc>
<fm:EnumDoc value="33">Interested party</fm:EnumDoc>
<fm:EnumDoc value="34">Regulatory body</fm:EnumDoc>
<fm:EnumDoc value="35">Liquidity provider</fm:EnumDoc>
<fm:EnumDoc value="36">Entering trader</fm:EnumDoc>
<fm:EnumDoc value="37">Contra trader</fm:EnumDoc>
<fm:EnumDoc value="38">Position account</fm:EnumDoc>
<fm:EnumDoc value="4">Clearing Firm (formerly FIX 4.2 ClearingFirm)</fm:EnumDoc>
<fm:EnumDoc value="5">Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">Introducing Firm</fm:EnumDoc>
<fm:EnumDoc value="7">Entering Firm</fm:EnumDoc>
<fm:EnumDoc value="8">Locate / Lending Firm (for short-sales)</fm:EnumDoc>
<fm:EnumDoc value="9">Fund Manager Client ID (for CIV)</fm:EnumDoc>
<fm:EnumDoc value="60">Introducing Broker</fm:EnumDoc>
<fm:EnumDoc value="41">Contra Position Account</fm:EnumDoc>
<fm:EnumDoc value="42">Contra Exchange</fm:EnumDoc>
<fm:EnumDoc value="43">Internal Carry Account</fm:EnumDoc>
<fm:EnumDoc value="44">Order Entry Operator ID</fm:EnumDoc>
<fm:EnumDoc value="45">Secondary Account Number</fm:EnumDoc>
<fm:EnumDoc value="46">Foreign Firm</fm:EnumDoc>
<fm:EnumDoc value="47">Third Party Allocation Firm</fm:EnumDoc>
<fm:EnumDoc value="48">Claiming Account</fm:EnumDoc>
<fm:EnumDoc value="49">Asset Manager</fm:EnumDoc>
<fm:EnumDoc value="50">Pledgor Account</fm:EnumDoc>
<fm:EnumDoc value="51">Pledgee Account</fm:EnumDoc>
<fm:EnumDoc value="52">Large Trader Reportable Account</fm:EnumDoc>
<fm:EnumDoc value="53">Trader mnemonic</fm:EnumDoc>
<fm:EnumDoc value="54">Sender Location</fm:EnumDoc>
<fm:EnumDoc value="55">Session ID</fm:EnumDoc>
<fm:EnumDoc value="56">Acceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="57">Unacceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="58">Entering Unit</fm:EnumDoc>
<fm:EnumDoc value="59">Executing Unit</fm:EnumDoc>
<fm:EnumDoc value="39">Contra Investor ID</fm:EnumDoc>
<fm:EnumDoc value="40">Transfer to Firm</fm:EnumDoc>
<fm:EnumDoc value="61">Quote originator</fm:EnumDoc>
<fm:EnumDoc value="62">Report originator</fm:EnumDoc>
<fm:EnumDoc value="63">Systematic internaliser (SI)</fm:EnumDoc>
<fm:EnumDoc value="64">Multilateral Trading Facility (MTF)</fm:EnumDoc>
<fm:EnumDoc value="65">Regulated Market (RM)</fm:EnumDoc>
<fm:EnumDoc value="66">Market Maker</fm:EnumDoc>
<fm:EnumDoc value="67">Investment Firm</fm:EnumDoc>
<fm:EnumDoc value="68">Host Competent Authority (Host CA)</fm:EnumDoc>
<fm:EnumDoc value="69">Home Competent Authority (Home CA)</fm:EnumDoc>
<fm:EnumDoc value="70">Competent Authority of the most relevant market in terms of liquidity (CAL)</fm:EnumDoc>
<fm:EnumDoc value="71">Competent Authority of the Transaction (Execution) Venue (CATV) </fm:EnumDoc>
<fm:EnumDoc value="72">Reporting intermediary (medium/vendor via which report has been published)</fm:EnumDoc>
<fm:EnumDoc value="73">Execution Venue</fm:EnumDoc>
<fm:EnumDoc value="74">Market data entry originator</fm:EnumDoc>
<fm:EnumDoc value="75">Location ID</fm:EnumDoc>
<fm:EnumDoc value="76">Desk ID</fm:EnumDoc>
<fm:EnumDoc value="77">Market data market</fm:EnumDoc>
<fm:EnumDoc value="78">Allocation Entity</fm:EnumDoc>
<fm:EnumDoc value="79">Prime Broker providing General Trade Services</fm:EnumDoc>
<fm:EnumDoc value="80">Step-Out Firm (Prime Broker)</fm:EnumDoc>
<fm:EnumDoc value="81">BrokerClearingID</fm:EnumDoc>
<fm:EnumDoc value="82">Central Registration Depository (CRD)</fm:EnumDoc>
<fm:EnumDoc value="83">Clearing Account</fm:EnumDoc>
<fm:EnumDoc value="84">Acceptable Settling Counterparty</fm:EnumDoc>
<fm:EnumDoc value="85">Unacceptable Settling Counterparty</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="3"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
<xs:enumeration value="34"/>
<xs:enumeration value="35"/>
<xs:enumeration value="36"/>
<xs:enumeration value="37"/>
<xs:enumeration value="38"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="60"/>
<xs:enumeration value="41"/>
<xs:enumeration value="42"/>
<xs:enumeration value="43"/>
<xs:enumeration value="44"/>
<xs:enumeration value="45"/>
<xs:enumeration value="46"/>
<xs:enumeration value="47"/>
<xs:enumeration value="48"/>
<xs:enumeration value="49"/>
<xs:enumeration value="50"/>
<xs:enumeration value="51"/>
<xs:enumeration value="52"/>
<xs:enumeration value="53"/>
<xs:enumeration value="54"/>
<xs:enumeration value="55"/>
<xs:enumeration value="56"/>
<xs:enumeration value="57"/>
<xs:enumeration value="58"/>
<xs:enumeration value="59"/>
<xs:enumeration value="39"/>
<xs:enumeration value="40"/>
<xs:enumeration value="61"/>
<xs:enumeration value="62"/>
<xs:enumeration value="63"/>
<xs:enumeration value="64"/>
<xs:enumeration value="65"/>
<xs:enumeration value="66"/>
<xs:enumeration value="67"/>
<xs:enumeration value="68"/>
<xs:enumeration value="69"/>
<xs:enumeration value="70"/>
<xs:enumeration value="71"/>
<xs:enumeration value="72"/>
<xs:enumeration value="73"/>
<xs:enumeration value="74"/>
<xs:enumeration value="75"/>
<xs:enumeration value="76"/>
<xs:enumeration value="77"/>
<xs:enumeration value="78"/>
<xs:enumeration value="79"/>
<xs:enumeration value="80"/>
<xs:enumeration value="81"/>
<xs:enumeration value="82"/>
<xs:enumeration value="83"/>
<xs:enumeration value="84"/>
<xs:enumeration value="85"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="UnderlyingInstrumentPartySubID_t">
<xs:annotation>
<xs:documentation>PartySubID value within an underlying instrument party repeating group.
Same values as PartySubID (523)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingInstrumentPartySubID" ComponentType="Field"
Tag="1063"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--UnderlyingInstrumentPartySubIDType(1064) defined in implementation file--><xs:simpleType name="UnderlyingInstrumentPartySubIDType_enum_t">
<xs:annotation>
<xs:documentation>Type of underlying InstrumentPartySubID (1053) value.
Same values as PartySubIDType (803)
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingInstrumentPartySubIDType" ComponentType="Field"
Tag="1064"
Type="int"
UsesEnumsFromTag="803"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Firm</fm:EnumDoc>
<fm:EnumDoc value="10">Securities account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="11">Registration number (for settlement instructions and confirmations)</fm:EnumDoc>
<fm:EnumDoc value="12">Registered address (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="13">Regulatory status (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="14">Registration name (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="15">Cash account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="16">BIC</fm:EnumDoc>
<fm:EnumDoc value="17">CSD participant member code</fm:EnumDoc>
<fm:EnumDoc value="18">Registered address</fm:EnumDoc>
<fm:EnumDoc value="19">Fund account name</fm:EnumDoc>
<fm:EnumDoc value="2">Person</fm:EnumDoc>
<fm:EnumDoc value="20">Telex number</fm:EnumDoc>
<fm:EnumDoc value="21">Fax number</fm:EnumDoc>
<fm:EnumDoc value="22">Securities account name</fm:EnumDoc>
<fm:EnumDoc value="23">Cash account name</fm:EnumDoc>
<fm:EnumDoc value="24">Department</fm:EnumDoc>
<fm:EnumDoc value="25">Location desk</fm:EnumDoc>
<fm:EnumDoc value="26">Position account type</fm:EnumDoc>
<fm:EnumDoc value="3">System</fm:EnumDoc>
<fm:EnumDoc value="4">Application</fm:EnumDoc>
<fm:EnumDoc value="5">Full legal name of firm</fm:EnumDoc>
<fm:EnumDoc value="6">Postal address</fm:EnumDoc>
<fm:EnumDoc value="7">Phone number</fm:EnumDoc>
<fm:EnumDoc value="8">Email address</fm:EnumDoc>
<fm:EnumDoc value="9">Contact name</fm:EnumDoc>
<fm:EnumDoc value="27">Security locate ID</fm:EnumDoc>
<fm:EnumDoc value="28">Market maker</fm:EnumDoc>
<fm:EnumDoc value="29">Eligible counterparty</fm:EnumDoc>
<fm:EnumDoc value="30">Professional client</fm:EnumDoc>
<fm:EnumDoc value="31">Location</fm:EnumDoc>
<fm:EnumDoc value="32">Execution venue</fm:EnumDoc>
<fm:EnumDoc value="33">Currency delivery identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="23"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="BidSwapPoints_t">
<xs:annotation>
<xs:documentation>The bid FX Swap points for an FX Swap. It is the "far bid forward points - near offer forward point". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="BidSwapPoints" ComponentType="Field" Tag="1065"
Type="PriceOffset"
AbbrName="BidSwapPnts"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="PriceOffset"/>
</xs:simpleType>
<xs:simpleType name="OfferSwapPoints_t">
<xs:annotation>
<xs:documentation>The offer FX Swap points for an FX Swap. It is the "far offer forward points - near bid forward points". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OfferSwapPoints" ComponentType="Field" Tag="1066"
Type="PriceOffset"
AbbrName="OfrSwapPnts"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="PriceOffset"/>
</xs:simpleType>
<xs:simpleType name="LegBidForwardPoints_t">
<xs:annotation>
<xs:documentation>The bid FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegBidForwardPoints" ComponentType="Field" Tag="1067"
Type="PriceOffset"
AbbrName="LegBidFwdPnts"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="PriceOffset"/>
</xs:simpleType>
<xs:simpleType name="LegOfferForwardPoints_t">
<xs:annotation>
<xs:documentation>The offer FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegOfferForwardPoints" ComponentType="Field" Tag="1068"
Type="PriceOffset"
AbbrName="LegOfrFwdPnts"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="PriceOffset"/>
</xs:simpleType>
<xs:simpleType name="SwapPoints_t">
<xs:annotation>
<xs:documentation>For FX Swap, this is used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SwapPoints" ComponentType="Field" Tag="1069"
Type="PriceOffset"
AbbrName="SwapPnts"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="PriceOffset"/>
</xs:simpleType>
<!--MDQuoteType(1070) defined in implementation file--><xs:simpleType name="MDQuoteType_enum_t">
<xs:annotation>
<xs:documentation>Identifies market data quote type.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDQuoteType" ComponentType="Field" Tag="1070" Type="int"
AbbrName="MDQteTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Indicative</fm:EnumDoc>
<fm:EnumDoc value="1">Tradeable</fm:EnumDoc>
<fm:EnumDoc value="2">Restricted Tradeable</fm:EnumDoc>
<fm:EnumDoc value="3">Counter</fm:EnumDoc>
<fm:EnumDoc value="4">Indicative and Tradeable</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="LastSwapPoints_t">
<xs:annotation>
<xs:documentation>For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LastSwapPoints" ComponentType="Field" Tag="1071"
Type="PriceOffset"
AbbrName="LastSwapPnts"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="PriceOffset"/>
</xs:simpleType>
<xs:simpleType name="SideGrossTradeAmt_t">
<xs:annotation>
<xs:documentation>The gross trade amount for this side of the trade. See also GrossTradeAmt (381) for additional definition.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SideGrossTradeAmt" ComponentType="Field" Tag="1072"
Type="Amt"
AbbrName="SideGrossTradeAmt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="LegLastForwardPoints_t">
<xs:annotation>
<xs:documentation>The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegLastForwardPoints" ComponentType="Field" Tag="1073"
Type="PriceOffset"
AbbrName="LegLastFwdPnts"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="PriceOffset"/>
</xs:simpleType>
<xs:simpleType name="LegCalculatedCcyLastQty_t">
<xs:annotation>
<xs:documentation>Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegCalculatedCcyLastQty" ComponentType="Field" Tag="1074"
Type="Qty"
AbbrName="LegCalcCcyLastQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="LegGrossTradeAmt_t">
<xs:annotation>
<xs:documentation>The gross trade amount of the leg. For FX Futures this is used to express the notional value of a fill when LegLastQty and other quantity fields are express in terms of contract size.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegGrossTradeAmt" ComponentType="Field" Tag="1075"
Type="Amt"
AbbrName="LegGrossTrdAmt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="MaturityTime_t">
<xs:annotation>
<xs:documentation>Time of security's maturity expressed in local time with offset to UTC specified</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MaturityTime" ComponentType="Field" Tag="1079"
Type="TZTimeOnly"
AbbrName="MatTm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="TZTimeOnly"/>
</xs:simpleType>
<xs:simpleType name="RefOrderID_t">
<xs:annotation>
<xs:documentation>The ID reference to the order being hit or taken</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RefOrderID" ComponentType="Field" Tag="1080" Type="String"
AbbrName="RefOrdID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--RefOrderIDSource(1081) defined in implementation file--><xs:simpleType name="RefOrderIDSource_enum_t">
<xs:annotation>
<xs:documentation>Used to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RefOrderIDSource" ComponentType="Field" Tag="1081"
Type="char"
AbbrName="RefOrdIDSrc"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">SecondaryOrderID(198)</fm:EnumDoc>
<fm:EnumDoc value="1">OrderID(37)</fm:EnumDoc>
<fm:EnumDoc value="2">MDEntryID(278)</fm:EnumDoc>
<fm:EnumDoc value="3">QuoteEntryID(299)</fm:EnumDoc>
<fm:EnumDoc value="4">Original order ID</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="SecondaryDisplayQty_t">
<xs:annotation>
<xs:documentation>Used for reserve orders when DisplayQty applies to the primary execution market (e.g.an ECN) and another quantity is to be shown at other markets (e.g. the exchange). On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecondaryDisplayQty" ComponentType="Field" Tag="1082"
Type="Qty"
AbbrName="SecDspQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<!--DisplayWhen(1083) defined in implementation file--><xs:simpleType name="DisplayWhen_enum_t">
<xs:annotation>
<xs:documentation>Instructs when to refresh DisplayQty (1138).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DisplayWhen" ComponentType="Field" Tag="1083" Type="char"
AbbrName="DspWhn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Immediate (after each fill)</fm:EnumDoc>
<fm:EnumDoc value="2">Exhaust (when DisplayQty = 0)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--DisplayMethod(1084) defined in implementation file--><xs:simpleType name="DisplayMethod_enum_t">
<xs:annotation>
<xs:documentation>Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1"</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DisplayMethod" ComponentType="Field" Tag="1084"
Type="char"
AbbrName="DspMthd"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Initial (use original DisplayQty)</fm:EnumDoc>
<fm:EnumDoc value="2">New (use RefreshQty)</fm:EnumDoc>
<fm:EnumDoc value="3">Random (randomize value)</fm:EnumDoc>
<fm:EnumDoc value="4">Undisclosed (invisible order)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="DisplayLowQty_t">
<xs:annotation>
<xs:documentation>Defines the lower quantity limit to a randomized refresh of DisplayQty.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DisplayLowQty" ComponentType="Field" Tag="1085" Type="Qty"
AbbrName="DsplLwQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="DisplayHighQty_t">
<xs:annotation>
<xs:documentation>Defines the upper quantity limit to a randomized refresh of DisplayQty.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DisplayHighQty" ComponentType="Field" Tag="1086"
Type="Qty"
AbbrName="DisplayHighQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="DisplayMinIncr_t">
<xs:annotation>
<xs:documentation>Defines the minimum increment to be used when calculating a random refresh of DisplayQty. A user specifies this when he wants a larger increment than the standard provided by the market (e.g. the round lot size).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DisplayMinIncr" ComponentType="Field" Tag="1087"
Type="Qty"
AbbrName="DspMinIncr"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="RefreshQty_t">
<xs:annotation>
<xs:documentation>Defines the quantity used to refresh DisplayQty.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RefreshQty" ComponentType="Field" Tag="1088" Type="Qty"
AbbrName="RfrshQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="MatchIncrement_t">
<xs:annotation>
<xs:documentation>Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MatchIncrement" ComponentType="Field" Tag="1089"
Type="Qty"
AbbrName="MtchInc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="MaxPriceLevels_t">
<xs:annotation>
<xs:documentation>Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MaxPriceLevels" ComponentType="Field" Tag="1090"
Type="int"
AbbrName="MxPxLvls"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="PreTradeAnonymity_t">
<xs:annotation>
<xs:documentation>Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PreTradeAnonymity" ComponentType="Field" Tag="1091"
Type="Boolean"
AbbrName="PrTrdAnon"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean"/>
</xs:simpleType>
<!--PriceProtectionScope(1092) defined in implementation file--><xs:simpleType name="PriceProtectionScope_enum_t">
<xs:annotation>
<xs:documentation>Defines the type of price protection the customer requires on their order.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PriceProtectionScope" ComponentType="Field" Tag="1092"
Type="char"
AbbrName="PxPrtScp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">None</fm:EnumDoc>
<fm:EnumDoc value="1">Local (Exchange, ECN, ATS)</fm:EnumDoc>
<fm:EnumDoc value="2">National (Across all national markets)</fm:EnumDoc>
<fm:EnumDoc value="3">Global (Across all markets)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<!--LotType(1093) defined in implementation file--><xs:simpleType name="LotType_enum_t">
<xs:annotation>
<xs:documentation>Defines the lot type assigned to the order.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LotType" ComponentType="Field" Tag="1093" Type="char"
AbbrName="LotTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Odd Lot</fm:EnumDoc>
<fm:EnumDoc value="2">Round Lot</fm:EnumDoc>
<fm:EnumDoc value="3">Block Lot</fm:EnumDoc>
<fm:EnumDoc value="4">Round lot based upon UnitOfMeasure(996)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<!--PegPriceType(1094) defined in implementation file--><xs:simpleType name="PegPriceType_enum_t">
<xs:annotation>
<xs:documentation>Defines the type of peg.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PegPriceType" ComponentType="Field" Tag="1094" Type="int"
AbbrName="PegPxTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Last peg (last sale)</fm:EnumDoc>
<fm:EnumDoc value="2">Mid-price peg (midprice of inside quote)</fm:EnumDoc>
<fm:EnumDoc value="3">Opening peg</fm:EnumDoc>
<fm:EnumDoc value="4">Market peg</fm:EnumDoc>
<fm:EnumDoc value="5">Primary peg (primary market - buy at bid or sell at offer)</fm:EnumDoc>
<fm:EnumDoc value="7">Peg to VWAP</fm:EnumDoc>
<fm:EnumDoc value="8">Trailing Stop Peg</fm:EnumDoc>
<fm:EnumDoc value="9">Peg to Limit Price</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="PeggedRefPrice_t">
<xs:annotation>
<xs:documentation>The value of the reference price that the order is pegged to. PeggedRefPrice + PegOffsetValue (211) = PeggedPrice (839) unless the limit price (44, Price) is breached. The values may not be exact due to rounding.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PeggedRefPrice" ComponentType="Field" Tag="1095"
Type="Price"
AbbrName="PggdRefPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<!--PegSecurityIDSource(1096) defined in implementation file--><xs:simpleType name="PegSecurityIDSource_enum_t">
<xs:annotation>
<xs:documentation>Defines the identity of the security off whose prices the order will peg. Same values as SecurityIDSource (22)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PegSecurityIDSource" ComponentType="Field" Tag="1096"
Type="String"
UsesEnumsFromTag="22"
AbbrName="PegSecurityIDSource"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">CUSIP</fm:EnumDoc>
<fm:EnumDoc value="2">SEDOL</fm:EnumDoc>
<fm:EnumDoc value="3">QUIK</fm:EnumDoc>
<fm:EnumDoc value="4">ISIN number</fm:EnumDoc>
<fm:EnumDoc value="5">RIC code</fm:EnumDoc>
<fm:EnumDoc value="6">ISO Currency Code</fm:EnumDoc>
<fm:EnumDoc value="7">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="8">Exchange Symbol</fm:EnumDoc>
<fm:EnumDoc value="9">Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)</fm:EnumDoc>
<fm:EnumDoc value="A">Bloomberg Symbol</fm:EnumDoc>
<fm:EnumDoc value="B">Wertpapier</fm:EnumDoc>
<fm:EnumDoc value="C">Dutch</fm:EnumDoc>
<fm:EnumDoc value="D">Valoren</fm:EnumDoc>
<fm:EnumDoc value="E">Sicovam</fm:EnumDoc>
<fm:EnumDoc value="F">Belgian</fm:EnumDoc>
<fm:EnumDoc value="G">"Common" (Clearstream and Euroclear)</fm:EnumDoc>
<fm:EnumDoc value="H">Clearing House / Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="I">ISDA/FpML Product Specification (XML in EncodedSecurityDesc)</fm:EnumDoc>
<fm:EnumDoc value="J">Option Price Reporting Authority</fm:EnumDoc>
<fm:EnumDoc value="L">Letter of Credit</fm:EnumDoc>
<fm:EnumDoc value="K">ISDA/FpML Product URL (URL in SecurityID)</fm:EnumDoc>
<fm:EnumDoc value="M">Marketplace-assigned Identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
<xs:enumeration value="J"/>
<xs:enumeration value="L"/>
<xs:enumeration value="K"/>
<xs:enumeration value="M"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="PegSecurityID_t">
<xs:annotation>
<xs:documentation>Defines the identity of the security off whose prices the order will peg.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PegSecurityID" ComponentType="Field" Tag="1097"
Type="String"
AbbrName="PegSecID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="PegSymbol_t">
<xs:annotation>
<xs:documentation>Defines the common, 'human understood' representation of the security off whose prices the order will Peg.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PegSymbol" ComponentType="Field" Tag="1098" Type="String"
AbbrName="PgSymbl"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="PegSecurityDesc_t">
<xs:annotation>
<xs:documentation>Security description of the security off whose prices the order will Peg.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PegSecurityDesc" ComponentType="Field" Tag="1099"
Type="String"
AbbrName="PegSecDesc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--TriggerType(1100) defined in implementation file--><xs:simpleType name="TriggerType_enum_t">
<xs:annotation>
<xs:documentation>Defines when the trigger will hit, i.e. the action specified by the trigger instructions will come into effect.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TriggerType" ComponentType="Field" Tag="1100" Type="char"
AbbrName="TrgrTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Partial Execution</fm:EnumDoc>
<fm:EnumDoc value="2">Specified Trading Session</fm:EnumDoc>
<fm:EnumDoc value="3">Next Auction</fm:EnumDoc>
<fm:EnumDoc value="4">Price Movement</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<!--TriggerAction(1101) defined in implementation file--><xs:simpleType name="TriggerAction_enum_t">
<xs:annotation>
<xs:documentation>Defines the type of action to take when the trigger hits.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TriggerAction" ComponentType="Field" Tag="1101"
Type="char"
AbbrName="TrgrActn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Activate</fm:EnumDoc>
<fm:EnumDoc value="2">Modify</fm:EnumDoc>
<fm:EnumDoc value="3">Cancel</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="TriggerPrice_t">
<xs:annotation>
<xs:documentation>The price at which the trigger should hit.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TriggerPrice" ComponentType="Field" Tag="1102"
Type="Price"
AbbrName="TrgrPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="TriggerSymbol_t">
<xs:annotation>
<xs:documentation>Defines the common, 'human understood' representation of the security whose prices will be tracked by the trigger logic.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TriggerSymbol" ComponentType="Field" Tag="1103"
Type="String"
AbbrName="TrgrSym"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="TriggerSecurityID_t">
<xs:annotation>
<xs:documentation>Defines the identity of the security whose prices will be tracked by the trigger logic.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TriggerSecurityID" ComponentType="Field" Tag="1104"
Type="String"
AbbrName="TrgrSecID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--TriggerSecurityIDSource(1105) defined in implementation file--><xs:simpleType name="TriggerSecurityIDSource_enum_t">
<xs:annotation>
<xs:documentation>Defines the identity of the security whose prices will be tracked by the trigger logic. Same values as SecurityIDSource (22).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TriggerSecurityIDSource" ComponentType="Field" Tag="1105"
Type="String"
UsesEnumsFromTag="22"
AbbrName="TrgrSecIDSrc"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">CUSIP</fm:EnumDoc>
<fm:EnumDoc value="2">SEDOL</fm:EnumDoc>
<fm:EnumDoc value="3">QUIK</fm:EnumDoc>
<fm:EnumDoc value="4">ISIN number</fm:EnumDoc>
<fm:EnumDoc value="5">RIC code</fm:EnumDoc>
<fm:EnumDoc value="6">ISO Currency Code</fm:EnumDoc>
<fm:EnumDoc value="7">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="8">Exchange Symbol</fm:EnumDoc>
<fm:EnumDoc value="9">Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)</fm:EnumDoc>
<fm:EnumDoc value="A">Bloomberg Symbol</fm:EnumDoc>
<fm:EnumDoc value="B">Wertpapier</fm:EnumDoc>
<fm:EnumDoc value="C">Dutch</fm:EnumDoc>
<fm:EnumDoc value="D">Valoren</fm:EnumDoc>
<fm:EnumDoc value="E">Sicovam</fm:EnumDoc>
<fm:EnumDoc value="F">Belgian</fm:EnumDoc>
<fm:EnumDoc value="G">"Common" (Clearstream and Euroclear)</fm:EnumDoc>
<fm:EnumDoc value="H">Clearing House / Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="I">ISDA/FpML Product Specification (XML in EncodedSecurityDesc)</fm:EnumDoc>
<fm:EnumDoc value="J">Option Price Reporting Authority</fm:EnumDoc>
<fm:EnumDoc value="L">Letter of Credit</fm:EnumDoc>
<fm:EnumDoc value="K">ISDA/FpML Product URL (URL in SecurityID)</fm:EnumDoc>
<fm:EnumDoc value="M">Marketplace-assigned Identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
<xs:enumeration value="J"/>
<xs:enumeration value="L"/>
<xs:enumeration value="K"/>
<xs:enumeration value="M"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="TriggerSecurityDesc_t">
<xs:annotation>
<xs:documentation>Defines the security description of the security whose prices will be tracked by the trigger logic.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TriggerSecurityDesc" ComponentType="Field" Tag="1106"
Type="String"
AbbrName="TrgrSecDesc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--TriggerPriceType(1107) defined in implementation file--><xs:simpleType name="TriggerPriceType_enum_t">
<xs:annotation>
<xs:documentation>The type of price that the trigger is compared to.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TriggerPriceType" ComponentType="Field" Tag="1107"
Type="char"
AbbrName="TrgrPxTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Best Offer</fm:EnumDoc>
<fm:EnumDoc value="2">Last Trade</fm:EnumDoc>
<fm:EnumDoc value="3">Best Bid</fm:EnumDoc>
<fm:EnumDoc value="4">Best Bid or Last Trade</fm:EnumDoc>
<fm:EnumDoc value="5">Best Offer or Last Trade</fm:EnumDoc>
<fm:EnumDoc value="6">Best Mid</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
</xs:restriction>
</xs:simpleType>
<!--TriggerPriceTypeScope(1108) defined in implementation file--><xs:simpleType name="TriggerPriceTypeScope_enum_t">
<xs:annotation>
<xs:documentation>Defines the type of price protection the customer requires on their order.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TriggerPriceTypeScope" ComponentType="Field" Tag="1108"
Type="char"
AbbrName="TrgrPxTypScp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">None</fm:EnumDoc>
<fm:EnumDoc value="1">Local (Exchange, ECN, ATS)</fm:EnumDoc>
<fm:EnumDoc value="2">National (Across all national markets)</fm:EnumDoc>
<fm:EnumDoc value="3">Global (Across all markets)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<!--TriggerPriceDirection(1109) defined in implementation file--><xs:simpleType name="TriggerPriceDirection_enum_t">
<xs:annotation>
<xs:documentation>The side from which the trigger price is reached.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TriggerPriceDirection" ComponentType="Field" Tag="1109"
Type="char"
AbbrName="TrgrPxDir"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="U">Trigger if the price of the specified type goes UP to or through the specified Trigger Price.</fm:EnumDoc>
<fm:EnumDoc value="D">Trigger if the price of the specified type goes DOWN to or through the specified Trigger Price.</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="U"/>
<xs:enumeration value="D"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="TriggerNewPrice_t">
<xs:annotation>
<xs:documentation>The Price that the order should have after the trigger has hit. Could be applicable for any trigger type, but must be specified for Trigger Type 1.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TriggerNewPrice" ComponentType="Field" Tag="1110"
Type="Price"
AbbrName="TrgrNewPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<!--TriggerOrderType(1111) defined in implementation file--><xs:simpleType name="TriggerOrderType_enum_t">
<xs:annotation>
<xs:documentation>The OrdType the order should have after the trigger has hit. Required to express orders that change from Limit to Market. Other values from OrdType (40) may be used if appropriate and bilaterally agreed upon.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TriggerOrderType" ComponentType="Field" Tag="1111"
Type="char"
AbbrName="TrgrOrdTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Market</fm:EnumDoc>
<fm:EnumDoc value="2">Limit</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="TriggerNewQty_t">
<xs:annotation>
<xs:documentation>The Quantity the order should have after the trigger has hit.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TriggerNewQty" ComponentType="Field" Tag="1112" Type="Qty"
AbbrName="TrgrNewQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="TriggerTradingSessionID_t">
<xs:annotation>
<xs:documentation>Defines the trading session at which the order will be activated.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TriggerTradingSessionID" ComponentType="Field" Tag="1113"
Type="String"
AbbrName="TrgrTrdSessID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="TriggerTradingSessionSubID_t">
<xs:annotation>
<xs:documentation>Defines the subordinate trading session at which the order will be activated.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TriggerTradingSessionSubID" ComponentType="Field"
Tag="1114"
Type="String"
AbbrName="TrgrTrdSessSubID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--OrderCategory(1115) defined in implementation file--><xs:simpleType name="OrderCategory_enum_t">
<xs:annotation>
<xs:documentation>Defines the type of interest behind a trade (fill or partial fill).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrderCategory" ComponentType="Field" Tag="1115"
Type="char"
AbbrName="OrdCat"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Order</fm:EnumDoc>
<fm:EnumDoc value="2">Quote</fm:EnumDoc>
<fm:EnumDoc value="3">Privately Negotiated Trade</fm:EnumDoc>
<fm:EnumDoc value="4">Multileg order</fm:EnumDoc>
<fm:EnumDoc value="5">Linked order</fm:EnumDoc>
<fm:EnumDoc value="6">Quote Request</fm:EnumDoc>
<fm:EnumDoc value="7">Implied Order</fm:EnumDoc>
<fm:EnumDoc value="8">Cross Order</fm:EnumDoc>
<fm:EnumDoc value="9">Streaming price (quote)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RootPartyID_t">
<xs:annotation>
<xs:documentation>PartyID value within a root parties component. Same values as PartyID (448)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RootPartyID" ComponentType="Field" Tag="1117"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--RootPartyIDSource(1118) defined in implementation file--><xs:simpleType name="RootPartyIDSource_enum_t">
<xs:annotation>
<xs:documentation>PartyIDSource value within a root parties component. Same values as PartyIDSource (447)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RootPartyIDSource" ComponentType="Field" Tag="1118"
Type="char"
UsesEnumsFromTag="447"
AbbrName="Src"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Korean Investor ID</fm:EnumDoc>
<fm:EnumDoc value="2">Taiwanese Qualified Foreign Investor ID QFII/FID</fm:EnumDoc>
<fm:EnumDoc value="3">Taiwanese Trading Acct</fm:EnumDoc>
<fm:EnumDoc value="4">Malaysian Central Depository (MCD) number</fm:EnumDoc>
<fm:EnumDoc value="5">Chinese Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">UK National Insurance or Pension Number</fm:EnumDoc>
<fm:EnumDoc value="7">US Social Security Number</fm:EnumDoc>
<fm:EnumDoc value="8">US Employer or Tax ID Number</fm:EnumDoc>
<fm:EnumDoc value="9">Australian Business Number</fm:EnumDoc>
<fm:EnumDoc value="A">Australian Tax File Number</fm:EnumDoc>
<fm:EnumDoc value="B">BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")</fm:EnumDoc>
<fm:EnumDoc value="C">Generally accepted market participant identifier (e.g. NASD mnemonic)</fm:EnumDoc>
<fm:EnumDoc value="D">Proprietary / Custom code</fm:EnumDoc>
<fm:EnumDoc value="E">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="F">Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)</fm:EnumDoc>
<fm:EnumDoc value="G">MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")</fm:EnumDoc>
<fm:EnumDoc value="H">CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)</fm:EnumDoc>
<fm:EnumDoc value="I">Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
</xs:restriction>
</xs:simpleType>
<!--RootPartyRole(1119) defined in implementation file--><xs:simpleType name="RootPartyRole_enum_t">
<xs:annotation>
<xs:documentation>PartyRole value within a root parties component. Same values as PartyRole (452)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RootPartyRole" ComponentType="Field" Tag="1119" Type="int"
UsesEnumsFromTag="452"
AbbrName="R"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Executing Firm (formerly FIX 4.2 ExecBroker)</fm:EnumDoc>
<fm:EnumDoc value="10">Settlement Location (formerly FIX 4.2 SettlLocation)</fm:EnumDoc>
<fm:EnumDoc value="11">Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)</fm:EnumDoc>
<fm:EnumDoc value="12">Executing Trader (associated with Executing Firm - actually executes)</fm:EnumDoc>
<fm:EnumDoc value="13">Order Origination Firm (e.g. buy-side firm)</fm:EnumDoc>
<fm:EnumDoc value="14">Giveup Clearing Firm (firm to which trade is given up)</fm:EnumDoc>
<fm:EnumDoc value="15">Correspondant Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="16">Executing System</fm:EnumDoc>
<fm:EnumDoc value="17">Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="18">Contra Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="19">Sponsoring Firm</fm:EnumDoc>
<fm:EnumDoc value="2">Broker of Credit (formerly FIX 4.2 BrokerOfCredit)</fm:EnumDoc>
<fm:EnumDoc value="20">Underlying Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="21">Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="22">Exchange</fm:EnumDoc>
<fm:EnumDoc value="24">Customer Account</fm:EnumDoc>
<fm:EnumDoc value="25">Correspondent Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="26">Correspondent Broker</fm:EnumDoc>
<fm:EnumDoc value="27">Buyer/Seller (Receiver/Deliverer)</fm:EnumDoc>
<fm:EnumDoc value="28">Custodian</fm:EnumDoc>
<fm:EnumDoc value="29">Intermediary</fm:EnumDoc>
<fm:EnumDoc value="3">Client ID (formerly FIX 4.2 ClientID)</fm:EnumDoc>
<fm:EnumDoc value="30">Agent</fm:EnumDoc>
<fm:EnumDoc value="31">Sub-custodian</fm:EnumDoc>
<fm:EnumDoc value="32">Beneficiary</fm:EnumDoc>
<fm:EnumDoc value="33">Interested party</fm:EnumDoc>
<fm:EnumDoc value="34">Regulatory body</fm:EnumDoc>
<fm:EnumDoc value="35">Liquidity provider</fm:EnumDoc>
<fm:EnumDoc value="36">Entering trader</fm:EnumDoc>
<fm:EnumDoc value="37">Contra trader</fm:EnumDoc>
<fm:EnumDoc value="38">Position account</fm:EnumDoc>
<fm:EnumDoc value="4">Clearing Firm (formerly FIX 4.2 ClearingFirm)</fm:EnumDoc>
<fm:EnumDoc value="5">Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">Introducing Firm</fm:EnumDoc>
<fm:EnumDoc value="7">Entering Firm</fm:EnumDoc>
<fm:EnumDoc value="8">Locate / Lending Firm (for short-sales)</fm:EnumDoc>
<fm:EnumDoc value="9">Fund Manager Client ID (for CIV)</fm:EnumDoc>
<fm:EnumDoc value="60">Introducing Broker</fm:EnumDoc>
<fm:EnumDoc value="41">Contra Position Account</fm:EnumDoc>
<fm:EnumDoc value="42">Contra Exchange</fm:EnumDoc>
<fm:EnumDoc value="43">Internal Carry Account</fm:EnumDoc>
<fm:EnumDoc value="44">Order Entry Operator ID</fm:EnumDoc>
<fm:EnumDoc value="45">Secondary Account Number</fm:EnumDoc>
<fm:EnumDoc value="46">Foreign Firm</fm:EnumDoc>
<fm:EnumDoc value="47">Third Party Allocation Firm</fm:EnumDoc>
<fm:EnumDoc value="48">Claiming Account</fm:EnumDoc>
<fm:EnumDoc value="49">Asset Manager</fm:EnumDoc>
<fm:EnumDoc value="50">Pledgor Account</fm:EnumDoc>
<fm:EnumDoc value="51">Pledgee Account</fm:EnumDoc>
<fm:EnumDoc value="52">Large Trader Reportable Account</fm:EnumDoc>
<fm:EnumDoc value="53">Trader mnemonic</fm:EnumDoc>
<fm:EnumDoc value="54">Sender Location</fm:EnumDoc>
<fm:EnumDoc value="55">Session ID</fm:EnumDoc>
<fm:EnumDoc value="56">Acceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="57">Unacceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="58">Entering Unit</fm:EnumDoc>
<fm:EnumDoc value="59">Executing Unit</fm:EnumDoc>
<fm:EnumDoc value="39">Contra Investor ID</fm:EnumDoc>
<fm:EnumDoc value="40">Transfer to Firm</fm:EnumDoc>
<fm:EnumDoc value="61">Quote originator</fm:EnumDoc>
<fm:EnumDoc value="62">Report originator</fm:EnumDoc>
<fm:EnumDoc value="63">Systematic internaliser (SI)</fm:EnumDoc>
<fm:EnumDoc value="64">Multilateral Trading Facility (MTF)</fm:EnumDoc>
<fm:EnumDoc value="65">Regulated Market (RM)</fm:EnumDoc>
<fm:EnumDoc value="66">Market Maker</fm:EnumDoc>
<fm:EnumDoc value="67">Investment Firm</fm:EnumDoc>
<fm:EnumDoc value="68">Host Competent Authority (Host CA)</fm:EnumDoc>
<fm:EnumDoc value="69">Home Competent Authority (Home CA)</fm:EnumDoc>
<fm:EnumDoc value="70">Competent Authority of the most relevant market in terms of liquidity (CAL)</fm:EnumDoc>
<fm:EnumDoc value="71">Competent Authority of the Transaction (Execution) Venue (CATV) </fm:EnumDoc>
<fm:EnumDoc value="72">Reporting intermediary (medium/vendor via which report has been published)</fm:EnumDoc>
<fm:EnumDoc value="73">Execution Venue</fm:EnumDoc>
<fm:EnumDoc value="74">Market data entry originator</fm:EnumDoc>
<fm:EnumDoc value="75">Location ID</fm:EnumDoc>
<fm:EnumDoc value="76">Desk ID</fm:EnumDoc>
<fm:EnumDoc value="77">Market data market</fm:EnumDoc>
<fm:EnumDoc value="78">Allocation Entity</fm:EnumDoc>
<fm:EnumDoc value="79">Prime Broker providing General Trade Services</fm:EnumDoc>
<fm:EnumDoc value="80">Step-Out Firm (Prime Broker)</fm:EnumDoc>
<fm:EnumDoc value="81">BrokerClearingID</fm:EnumDoc>
<fm:EnumDoc value="82">Central Registration Depository (CRD)</fm:EnumDoc>
<fm:EnumDoc value="83">Clearing Account</fm:EnumDoc>
<fm:EnumDoc value="84">Acceptable Settling Counterparty</fm:EnumDoc>
<fm:EnumDoc value="85">Unacceptable Settling Counterparty</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="3"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
<xs:enumeration value="34"/>
<xs:enumeration value="35"/>
<xs:enumeration value="36"/>
<xs:enumeration value="37"/>
<xs:enumeration value="38"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="60"/>
<xs:enumeration value="41"/>
<xs:enumeration value="42"/>
<xs:enumeration value="43"/>
<xs:enumeration value="44"/>
<xs:enumeration value="45"/>
<xs:enumeration value="46"/>
<xs:enumeration value="47"/>
<xs:enumeration value="48"/>
<xs:enumeration value="49"/>
<xs:enumeration value="50"/>
<xs:enumeration value="51"/>
<xs:enumeration value="52"/>
<xs:enumeration value="53"/>
<xs:enumeration value="54"/>
<xs:enumeration value="55"/>
<xs:enumeration value="56"/>
<xs:enumeration value="57"/>
<xs:enumeration value="58"/>
<xs:enumeration value="59"/>
<xs:enumeration value="39"/>
<xs:enumeration value="40"/>
<xs:enumeration value="61"/>
<xs:enumeration value="62"/>
<xs:enumeration value="63"/>
<xs:enumeration value="64"/>
<xs:enumeration value="65"/>
<xs:enumeration value="66"/>
<xs:enumeration value="67"/>
<xs:enumeration value="68"/>
<xs:enumeration value="69"/>
<xs:enumeration value="70"/>
<xs:enumeration value="71"/>
<xs:enumeration value="72"/>
<xs:enumeration value="73"/>
<xs:enumeration value="74"/>
<xs:enumeration value="75"/>
<xs:enumeration value="76"/>
<xs:enumeration value="77"/>
<xs:enumeration value="78"/>
<xs:enumeration value="79"/>
<xs:enumeration value="80"/>
<xs:enumeration value="81"/>
<xs:enumeration value="82"/>
<xs:enumeration value="83"/>
<xs:enumeration value="84"/>
<xs:enumeration value="85"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RootPartySubID_t">
<xs:annotation>
<xs:documentation>PartySubID value within a root parties component. Same values as PartySubID (523)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RootPartySubID" ComponentType="Field" Tag="1121"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--RootPartySubIDType(1122) defined in implementation file--><xs:simpleType name="RootPartySubIDType_enum_t">
<xs:annotation>
<xs:documentation>Type of RootPartySubID (1121) value. Same values as PartySubIDType (803)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RootPartySubIDType" ComponentType="Field" Tag="1122"
Type="int"
UsesEnumsFromTag="803"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Firm</fm:EnumDoc>
<fm:EnumDoc value="10">Securities account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="11">Registration number (for settlement instructions and confirmations)</fm:EnumDoc>
<fm:EnumDoc value="12">Registered address (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="13">Regulatory status (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="14">Registration name (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="15">Cash account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="16">BIC</fm:EnumDoc>
<fm:EnumDoc value="17">CSD participant member code</fm:EnumDoc>
<fm:EnumDoc value="18">Registered address</fm:EnumDoc>
<fm:EnumDoc value="19">Fund account name</fm:EnumDoc>
<fm:EnumDoc value="2">Person</fm:EnumDoc>
<fm:EnumDoc value="20">Telex number</fm:EnumDoc>
<fm:EnumDoc value="21">Fax number</fm:EnumDoc>
<fm:EnumDoc value="22">Securities account name</fm:EnumDoc>
<fm:EnumDoc value="23">Cash account name</fm:EnumDoc>
<fm:EnumDoc value="24">Department</fm:EnumDoc>
<fm:EnumDoc value="25">Location desk</fm:EnumDoc>
<fm:EnumDoc value="26">Position account type</fm:EnumDoc>
<fm:EnumDoc value="3">System</fm:EnumDoc>
<fm:EnumDoc value="4">Application</fm:EnumDoc>
<fm:EnumDoc value="5">Full legal name of firm</fm:EnumDoc>
<fm:EnumDoc value="6">Postal address</fm:EnumDoc>
<fm:EnumDoc value="7">Phone number</fm:EnumDoc>
<fm:EnumDoc value="8">Email address</fm:EnumDoc>
<fm:EnumDoc value="9">Contact name</fm:EnumDoc>
<fm:EnumDoc value="27">Security locate ID</fm:EnumDoc>
<fm:EnumDoc value="28">Market maker</fm:EnumDoc>
<fm:EnumDoc value="29">Eligible counterparty</fm:EnumDoc>
<fm:EnumDoc value="30">Professional client</fm:EnumDoc>
<fm:EnumDoc value="31">Location</fm:EnumDoc>
<fm:EnumDoc value="32">Execution venue</fm:EnumDoc>
<fm:EnumDoc value="33">Currency delivery identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="23"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
</xs:restriction>
</xs:simpleType>
<!--TradeHandlingInstr(1123) defined in implementation file--><xs:simpleType name="TradeHandlingInstr_enum_t">
<xs:annotation>
<xs:documentation>Specified how the Trade Capture Report should be handled by the Respondent.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradeHandlingInstr" ComponentType="Field" Tag="1123"
Type="char"
AbbrName="TrdHandlInst"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Trade Confirmation</fm:EnumDoc>
<fm:EnumDoc value="1">Two-Party Report</fm:EnumDoc>
<fm:EnumDoc value="2">One-Party Report for Matching</fm:EnumDoc>
<fm:EnumDoc value="3">One-Party Report for Pass Through</fm:EnumDoc>
<fm:EnumDoc value="4">Automated Floor Order Routing</fm:EnumDoc>
<fm:EnumDoc value="5">Two Party Report for Claim</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
</xs:restriction>
</xs:simpleType>
<!--OrigTradeHandlingInstr(1124) defined in implementation file--><xs:simpleType name="OrigTradeHandlingInstr_enum_t">
<xs:annotation>
<xs:documentation>Optionally used with TradeHandlingInstr = 0 to relay the trade handling instruction used when reporting the trade to the marketplace. Same values as TradeHandlingInstr (1123)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrigTradeHandlingInstr" ComponentType="Field" Tag="1124"
Type="char"
UsesEnumsFromTag="1123"
AbbrName="OrigTrdHandlInst"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Trade Confirmation</fm:EnumDoc>
<fm:EnumDoc value="1">Two-Party Report</fm:EnumDoc>
<fm:EnumDoc value="2">One-Party Report for Matching</fm:EnumDoc>
<fm:EnumDoc value="3">One-Party Report for Pass Through</fm:EnumDoc>
<fm:EnumDoc value="4">Automated Floor Order Routing</fm:EnumDoc>
<fm:EnumDoc value="5">Two Party Report for Claim</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="OrigTradeDate_t">
<xs:annotation>
<xs:documentation>Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrigTradeDate" ComponentType="Field" Tag="1125"
Type="LocalMktDate"
AbbrName="OrigTrdDt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="OrigTradeID_t">
<xs:annotation>
<xs:documentation>Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrigTradeID" ComponentType="Field" Tag="1126"
Type="String"
AbbrName="OrigTrdID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="OrigSecondaryTradeID_t">
<xs:annotation>
<xs:documentation>Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrigSecondaryTradeID" ComponentType="Field" Tag="1127"
Type="String"
AbbrName="OrignTrdID2"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--ApplVerID(1128) defined in implementation file--><xs:simpleType name="ApplVerID_enum_t">
<xs:annotation>
<xs:documentation>Specifies the service pack release being applied at message level. Enumerated field with values assigned at time of service pack release</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ApplVerID" ComponentType="Field" Tag="1128" Type="String"
AbbrName="ApplVerID"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">FIX27</fm:EnumDoc>
<fm:EnumDoc value="1">FIX30</fm:EnumDoc>
<fm:EnumDoc value="2">FIX40</fm:EnumDoc>
<fm:EnumDoc value="3">FIX41</fm:EnumDoc>
<fm:EnumDoc value="4">FIX42</fm:EnumDoc>
<fm:EnumDoc value="5">FIX43</fm:EnumDoc>
<fm:EnumDoc value="6">FIX44</fm:EnumDoc>
<fm:EnumDoc value="7">FIX50</fm:EnumDoc>
<fm:EnumDoc value="8">FIX50SP1</fm:EnumDoc>
<fm:EnumDoc value="9">FIX50SP2</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="CstmApplVerID_t">
<xs:annotation>
<xs:documentation>Specifies a custom extension to a message being applied at the message level. Enumerated field</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CstmApplVerID" ComponentType="Field" Tag="1129"
Type="String"
AbbrName="CstmApplVerID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--RefApplVerID(1130) defined in implementation file--><xs:simpleType name="RefApplVerID_enum_t">
<xs:annotation>
<xs:documentation>Specifies the service pack release being applied to a message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RefApplVerID" ComponentType="Field" Tag="1130"
Type="String"
UsesEnumsFromTag="1128"
AbbrName="RefApplVerID"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">FIX27</fm:EnumDoc>
<fm:EnumDoc value="1">FIX30</fm:EnumDoc>
<fm:EnumDoc value="2">FIX40</fm:EnumDoc>
<fm:EnumDoc value="3">FIX41</fm:EnumDoc>
<fm:EnumDoc value="4">FIX42</fm:EnumDoc>
<fm:EnumDoc value="5">FIX43</fm:EnumDoc>
<fm:EnumDoc value="6">FIX44</fm:EnumDoc>
<fm:EnumDoc value="7">FIX50</fm:EnumDoc>
<fm:EnumDoc value="8">FIX50SP1</fm:EnumDoc>
<fm:EnumDoc value="9">FIX50SP2</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RefCstmApplVerID_t">
<xs:annotation>
<xs:documentation>Specifies a custom extension to a message being applied at the session level.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RefCstmApplVerID" ComponentType="Field" Tag="1131"
Type="String"
AbbrName="RefCstmApplVerID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="TZTransactTime_t">
<xs:annotation>
<xs:documentation>Transact time in the local date-time stamp with a TZ offset to UTC identified</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TZTransactTime" ComponentType="Field" Tag="1132"
Type="TZTimestamp"
AbbrName="TZTransactTime"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="TZTimestamp"/>
</xs:simpleType>
<!--ExDestinationIDSource(1133) defined in implementation file--><xs:simpleType name="ExDestinationIDSource_enum_t">
<xs:annotation>
<xs:documentation>The ID source of ExDestination</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ExDestinationIDSource" ComponentType="Field" Tag="1133"
Type="char"
AbbrName="ExDestIDSrc"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="B">BIC (Bank Identification Code) (ISO 9362)</fm:EnumDoc>
<fm:EnumDoc value="C">Generally accepted market participant identifier (e.g. NASD mnemonic)</fm:EnumDoc>
<fm:EnumDoc value="D">Proprietary / Custom code</fm:EnumDoc>
<fm:EnumDoc value="E">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="G">MIC (ISO 10383 - Market Identifier Code)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="G"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ReportedPxDiff_t">
<xs:annotation>
<xs:documentation>Indicates that the reported price that is different from the market price. The price difference should be stated by using field 828 TrdType and, if required, field 829 TrdSubType</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ReportedPxDiff" ComponentType="Field" Tag="1134"
Type="Boolean"
AbbrName="ReportedPxDiff"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean"/>
</xs:simpleType>
<xs:simpleType name="RptSys_t">
<xs:annotation>
<xs:documentation>Indicates the system or medium on which the report has been published</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RptSys" ComponentType="Field" Tag="1135" Type="String"
AbbrName="RptSys"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="AllocClearingFeeIndicator_t">
<xs:annotation>
<xs:documentation>ClearingFeeIndicator(635) for Allocation, see ClearingFeeIndicator(635) for permitted values.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AllocClearingFeeIndicator" ComponentType="Field"
Tag="1136"
Type="String"
AbbrName="ClrFeeInd"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--DefaultApplVerID(1137) defined in implementation file--><xs:simpleType name="DefaultApplVerID_enum_t">
<xs:annotation>
<xs:documentation>Specifies the service pack release being applied, by default, to message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DefaultApplVerID" ComponentType="Field" Tag="1137"
Type="String"
UsesEnumsFromTag="1128"
AbbrName="DefApplVerID"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">FIX27</fm:EnumDoc>
<fm:EnumDoc value="1">FIX30</fm:EnumDoc>
<fm:EnumDoc value="2">FIX40</fm:EnumDoc>
<fm:EnumDoc value="3">FIX41</fm:EnumDoc>
<fm:EnumDoc value="4">FIX42</fm:EnumDoc>
<fm:EnumDoc value="5">FIX43</fm:EnumDoc>
<fm:EnumDoc value="6">FIX44</fm:EnumDoc>
<fm:EnumDoc value="7">FIX50</fm:EnumDoc>
<fm:EnumDoc value="8">FIX50SP1</fm:EnumDoc>
<fm:EnumDoc value="9">FIX50SP2</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="DisplayQty_t">
<xs:annotation>
<xs:documentation>The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DisplayQty" ComponentType="Field" Tag="1138" Type="Qty"
AbbrName="DisplayQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="ExchangeSpecialInstructions_t">
<xs:annotation>
<xs:documentation>Free format text string related to exchange.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ExchangeSpecialInstructions" ComponentType="Field"
Tag="1139"
Type="String"
AbbrName="ExchSpeclInstr"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="MaxTradeVol_t">
<xs:annotation>
<xs:documentation>The maximum order quantity that can be submitted for a security.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MaxTradeVol" ComponentType="Field" Tag="1140" Type="Qty"
AbbrName="MaxTrdVol"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="MatchAlgorithm_t">
<xs:annotation>
<xs:documentation>The types of algorithm used to match orders in a specific security. Possilbe value types are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calender.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MatchAlgorithm" ComponentType="Field" Tag="1142"
Type="String"
AbbrName="MtchAlgo"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="MaxPriceVariation_t">
<xs:annotation>
<xs:documentation>The maximum price variation of an execution from one event to the next for a given security.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MaxPriceVariation" ComponentType="Field" Tag="1143"
Type="float"
AbbrName="MxPxVar"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<!--ImpliedMarketIndicator(1144) defined in implementation file--><xs:simpleType name="ImpliedMarketIndicator_enum_t">
<xs:annotation>
<xs:documentation>Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ImpliedMarketIndicator" ComponentType="Field" Tag="1144"
Type="int"
AbbrName="ImpldMktInd"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Not implied</fm:EnumDoc>
<fm:EnumDoc value="1">Implied-in - The existence of a multi-leg instrument is implied by the legs of that instrument</fm:EnumDoc>
<fm:EnumDoc value="2">Implied-out - The existence of the underlying legs are implied by the multi-leg instrument</fm:EnumDoc>
<fm:EnumDoc value="3">Both Implied-in and Implied-out</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="EventTime_t">
<xs:annotation>
<xs:documentation>Specific time of event. To be used in combination with EventDate [866]</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EventTime" ComponentType="Field" Tag="1145"
Type="UTCTimestamp"
AbbrName="Tm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<xs:simpleType name="MinPriceIncrementAmount_t">
<xs:annotation>
<xs:documentation>Minimum price increment amount associated with the MinPriceIncrement ( tag 969). For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor(231).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MinPriceIncrementAmount" ComponentType="Field" Tag="1146"
Type="Amt"
AbbrName="MinPxIncrAmt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="UnitOfMeasureQty_t">
<xs:annotation>
<xs:documentation>Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnitOfMeasureQty" ComponentType="Field" Tag="1147"
Type="Qty"
AbbrName="UOMQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="LowLimitPrice_t">
<xs:annotation>
<xs:documentation>Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LowLimitPrice" ComponentType="Field" Tag="1148"
Type="Price"
AbbrName="LowLmtPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="HighLimitPrice_t">
<xs:annotation>
<xs:documentation>Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="HighLimitPrice" ComponentType="Field" Tag="1149"
Type="Price"
AbbrName="HiLmtPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="TradingReferencePrice_t">
<xs:annotation>
<xs:documentation>Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradingReferencePrice" ComponentType="Field" Tag="1150"
Type="Price"
AbbrName="TrdgRefPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="SecurityGroup_t">
<xs:annotation>
<xs:documentation>An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecurityGroup" ComponentType="Field" Tag="1151"
Type="String"
AbbrName="SecGrp"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="LegNumber_t">
<xs:annotation>
<xs:documentation>Allow sequencing of Legs for a Strategy to be captured</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegNumber" ComponentType="Field" Tag="1152" Type="int"
AbbrName="LegNo"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="SettlementCycleNo_t">
<xs:annotation>
<xs:documentation>Settlement cycle in which the settlement obligation was generated</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlementCycleNo" ComponentType="Field" Tag="1153"
Type="int"
AbbrName="CycleNo"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="SideCurrency_t">
<xs:annotation>
<xs:documentation>Used to identify the trading currency on the Trade Capture Report Side</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SideCurrency" ComponentType="Field" Tag="1154"
Type="Currency"
AbbrName="Ccy"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Currency"/>
</xs:simpleType>
<xs:simpleType name="SideSettlCurrency_t">
<xs:annotation>
<xs:documentation>Used to identify the settlement currency on the Trade Capture Report Side</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SideSettlCurrency" ComponentType="Field" Tag="1155"
Type="Currency"
AbbrName="SettlCcy"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Currency"/>
</xs:simpleType>
<xs:simpleType name="ApplExtID_t">
<xs:annotation>
<xs:documentation>The extension pack number associated with an application message.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ApplExtID" ComponentType="Field" Tag="1156" Type="int"
AbbrName="ApplExtID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="CcyAmt_t">
<xs:annotation>
<xs:documentation>Net flow of Currency 1</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CcyAmt" ComponentType="Field" Tag="1157" Type="Amt"
AbbrName="CcyAmt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<!--SettlObligMode(1159) defined in implementation file--><xs:simpleType name="SettlObligMode_enum_t">
<xs:annotation>
<xs:documentation>Used to identify the reporting mode of the settlement obligation which is either preliminary or final</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlObligMode" ComponentType="Field" Tag="1159"
Type="int"
AbbrName="SettlMode"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Preliminary</fm:EnumDoc>
<fm:EnumDoc value="2">Final</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="SettlObligMsgID_t">
<xs:annotation>
<xs:documentation>Message identifier for Settlement Obligation Report</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlObligMsgID" ComponentType="Field" Tag="1160"
Type="String"
AbbrName="SettlMsgID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="SettlObligID_t">
<xs:annotation>
<xs:documentation>Unique ID for this settlement instruction.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlObligID" ComponentType="Field" Tag="1161"
Type="String"
AbbrName="SettlID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--SettlObligTransType(1162) defined in implementation file--><xs:simpleType name="SettlObligTransType_enum_t">
<xs:annotation>
<xs:documentation>Transaction Type - required except where SettlInstMode is 5=Reject SSI request</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlObligTransType" ComponentType="Field" Tag="1162"
Type="char"
AbbrName="SettlTransTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="C">Cancel</fm:EnumDoc>
<fm:EnumDoc value="N">New</fm:EnumDoc>
<fm:EnumDoc value="R">Replace</fm:EnumDoc>
<fm:EnumDoc value="T">Restate</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="C"/>
<xs:enumeration value="N"/>
<xs:enumeration value="R"/>
<xs:enumeration value="T"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="SettlObligRefID_t">
<xs:annotation>
<xs:documentation>Required where SettlInstTransType is Cancel or Replace</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlObligRefID" ComponentType="Field" Tag="1163"
Type="String"
AbbrName="SettlRefID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--SettlObligSource(1164) defined in implementation file--><xs:simpleType name="SettlObligSource_enum_t">
<xs:annotation>
<xs:documentation>Used to identify whether these delivery instructions are for the buyside or the sellside.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlObligSource" ComponentType="Field" Tag="1164"
Type="char"
AbbrName="SettlSrc"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Instructions of Broker</fm:EnumDoc>
<fm:EnumDoc value="2">Instructions for Institution</fm:EnumDoc>
<fm:EnumDoc value="3">Investor</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="QuoteMsgID_t">
<xs:annotation>
<xs:documentation>Unique identifier for a quote message.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="QuoteMsgID" ComponentType="Field" Tag="1166" Type="String"
AbbrName="QtMsgID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--QuoteEntryStatus(1167) defined in implementation file--><xs:simpleType name="QuoteEntryStatus_enum_t">
<xs:annotation>
<xs:documentation>Identifies the status of an individual quote. See also QuoteStatus(297) which is used for single Quotes.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="QuoteEntryStatus" ComponentType="Field" Tag="1167"
Type="int"
AbbrName="QtEntSts"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Accepted</fm:EnumDoc>
<fm:EnumDoc value="5">Rejected</fm:EnumDoc>
<fm:EnumDoc value="6">Removed from Market</fm:EnumDoc>
<fm:EnumDoc value="7">Expired</fm:EnumDoc>
<fm:EnumDoc value="12">Locked Market Warning</fm:EnumDoc>
<fm:EnumDoc value="13">Cross Market Warning</fm:EnumDoc>
<fm:EnumDoc value="14">Canceled due to Lock Market</fm:EnumDoc>
<fm:EnumDoc value="15">Canceled due to Cross Market</fm:EnumDoc>
<fm:EnumDoc value="16">Active</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="TotNoCxldQuotes_t">
<xs:annotation>
<xs:documentation>Specifies the number of canceled quotes</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TotNoCxldQuotes" ComponentType="Field" Tag="1168"
Type="int"
AbbrName="TotNoCxldQts"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="TotNoAccQuotes_t">
<xs:annotation>
<xs:documentation>Specifies the number of accepted quotes</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TotNoAccQuotes" ComponentType="Field" Tag="1169"
Type="int"
AbbrName="TotNoAccQts"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="TotNoRejQuotes_t">
<xs:annotation>
<xs:documentation>Specifies the number of rejected quotes</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TotNoRejQuotes" ComponentType="Field" Tag="1170"
Type="int"
AbbrName="TotNoRejQts"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="PrivateQuote_t">
<xs:annotation>
<xs:documentation>Specifies whether a quote is public, i.e. available to the market, or private, i.e. available to a specified counterparty only.
Valid values:
'Y' = Private Quote
'N' = Public Quote
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PrivateQuote" ComponentType="Field" Tag="1171"
Type="Boolean"
AbbrName="PrvtQt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean"/>
</xs:simpleType>
<!--RespondentType(1172) defined in implementation file--><xs:simpleType name="RespondentType_enum_t">
<xs:annotation>
<xs:documentation>Specifies the type of respondents requested.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RespondentType" ComponentType="Field" Tag="1172"
Type="int"
AbbrName="RspdntTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">All market participants</fm:EnumDoc>
<fm:EnumDoc value="2">Specified market participants</fm:EnumDoc>
<fm:EnumDoc value="3">All Market Makers</fm:EnumDoc>
<fm:EnumDoc value="4">Primary Market Maker(s)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="MDSubBookType_t">
<xs:annotation>
<xs:documentation>Describes a class of sub book, e.g. for the separation of various lot types. The Sub Book Type indicates that the following Market Data Entries belong to a non-integrated Sub Book. Whenever provided the Sub Book must be used together with MDPriceLevel and MDEntryPositionNo in order to sort the order properly.
Values are bilaterally agreed.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDSubBookType" ComponentType="Field" Tag="1173" Type="int"
AbbrName="MDSubBkTyp"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<!--SecurityTradingEvent(1174) defined in implementation file--><xs:simpleType name="SecurityTradingEvent_enum_t">
<xs:annotation>
<xs:documentation>Identifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecurityTradingEvent" ComponentType="Field" Tag="1174"
Type="int"
AbbrName="SecTrdEvnt"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Order imbalance, auction is extended</fm:EnumDoc>
<fm:EnumDoc value="2">Trading resumes (after Halt)</fm:EnumDoc>
<fm:EnumDoc value="3">Price Volatility Interruption</fm:EnumDoc>
<fm:EnumDoc value="4">Change of Trading Session</fm:EnumDoc>
<fm:EnumDoc value="5">Change of Trading Subsession</fm:EnumDoc>
<fm:EnumDoc value="6">Change of Security Trading Status</fm:EnumDoc>
<fm:EnumDoc value="7">Change of Book Type</fm:EnumDoc>
<fm:EnumDoc value="8">Change of Market Depth</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
</xs:restriction>
</xs:simpleType>
<!--StatsType(1176) defined in implementation file--><xs:simpleType name="StatsType_enum_t">
<xs:annotation>
<xs:documentation>Type of statistics</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StatsType" ComponentType="Field" Tag="1176" Type="int"
AbbrName="StatsTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Exchange Last</fm:EnumDoc>
<fm:EnumDoc value="2">High / Low Price</fm:EnumDoc>
<fm:EnumDoc value="3">Average Price (VWAP, TWAP ... )</fm:EnumDoc>
<fm:EnumDoc value="4">Turnover (Price * Qty)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<!--MDSecSizeType(1178) defined in implementation file--><xs:simpleType name="MDSecSizeType_enum_t">
<xs:annotation>
<xs:documentation>Specifies the type of secondary size.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDSecSizeType" ComponentType="Field" Tag="1178" Type="int"
AbbrName="MDSecSizeType"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Customer</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="MDSecSize_t">
<xs:annotation>
<xs:documentation>A part of the MDEntrySize(271) that represents secondary interest as specified by MDSecSizeType(1178).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDSecSize" ComponentType="Field" Tag="1179" Type="Qty"
AbbrName="MDSecSize"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="ApplID_t">
<xs:annotation>
<xs:documentation>Identifies the application with which a message is associated. Used only if application sequencing is in effect.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ApplID" ComponentType="Field" Tag="1180" Type="String"
AbbrName="ApplID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="ApplSeqNum_t">
<xs:annotation>
<xs:documentation>Data sequence number to be used when FIX session is not in effect</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ApplSeqNum" ComponentType="Field" Tag="1181" Type="SeqNum"
AbbrName="ApplSeqNum"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="SeqNum"/>
</xs:simpleType>
<xs:simpleType name="ApplBegSeqNum_t">
<xs:annotation>
<xs:documentation>Beginning range of application sequence numbers</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ApplBegSeqNum" ComponentType="Field" Tag="1182"
Type="SeqNum"
AbbrName="ApplBegSeqNum"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="SeqNum"/>
</xs:simpleType>
<xs:simpleType name="ApplEndSeqNum_t">
<xs:annotation>
<xs:documentation>Ending range of application sequence numbers</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ApplEndSeqNum" ComponentType="Field" Tag="1183"
Type="SeqNum"
AbbrName="ApplEndSeq"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="SeqNum"/>
</xs:simpleType>
<xs:simpleType name="SecurityXMLSchema_t">
<xs:annotation>
<xs:documentation>The schema used to validate the contents of SecurityXML</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecurityXMLSchema" ComponentType="Field" Tag="1186"
Type="String"
AbbrName="Schema"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="RefreshIndicator_t">
<xs:annotation>
<xs:documentation>Set by the sender to tell the receiver to perform an immediate refresh of the book due to disruptions in the accompanying real-time feed
'Y' - Mandatory refresh by all participants
'N' - Process as required
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RefreshIndicator" ComponentType="Field" Tag="1187"
Type="Boolean"
AbbrName="RefInd"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean"/>
</xs:simpleType>
<xs:simpleType name="Volatility_t">
<xs:annotation>
<xs:documentation>Annualized volatility for option model calculations</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Volatility" ComponentType="Field" Tag="1188" Type="float"
AbbrName="Vol"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="TimeToExpiration_t">
<xs:annotation>
<xs:documentation>Time to expiration in years calculated as the number of days remaining to expiration divided by 365 days per year.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TimeToExpiration" ComponentType="Field" Tag="1189"
Type="float"
AbbrName="TmToExp"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="RiskFreeRate_t">
<xs:annotation>
<xs:documentation>Interest rate. Usually some form of short term rate.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskFreeRate" ComponentType="Field" Tag="1190"
Type="float"
AbbrName="RFR"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<!--PriceUnitOfMeasure(1191) defined in implementation file--><xs:simpleType name="PriceUnitOfMeasure_enum_t">
<xs:annotation>
<xs:documentation>Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PriceUnitOfMeasure" ComponentType="Field" Tag="1191"
Type="String"
UsesEnumsFromTag="996"
AbbrName="PxUOM"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="MWh">Megawatt hours</fm:EnumDoc>
<fm:EnumDoc value="MMBtu">One Million BTU</fm:EnumDoc>
<fm:EnumDoc value="Bbl">Barrels</fm:EnumDoc>
<fm:EnumDoc value="Gal">Gallons</fm:EnumDoc>
<fm:EnumDoc value="t">Metric Tons (aka Tonne)</fm:EnumDoc>
<fm:EnumDoc value="tn">Tons (US)</fm:EnumDoc>
<fm:EnumDoc value="MMbbl">Million Barrels</fm:EnumDoc>
<fm:EnumDoc value="lbs">pounds</fm:EnumDoc>
<fm:EnumDoc value="oz_tr">Troy Ounces</fm:EnumDoc>
<fm:EnumDoc value="USD">US Dollars</fm:EnumDoc>
<fm:EnumDoc value="Bcf">Billion cubic feet</fm:EnumDoc>
<fm:EnumDoc value="Bu">Bushels</fm:EnumDoc>
<fm:EnumDoc value="Alw">Allowances</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="MWh"/>
<xs:enumeration value="MMBtu"/>
<xs:enumeration value="Bbl"/>
<xs:enumeration value="Gal"/>
<xs:enumeration value="t"/>
<xs:enumeration value="tn"/>
<xs:enumeration value="MMbbl"/>
<xs:enumeration value="lbs"/>
<xs:enumeration value="oz_tr"/>
<xs:enumeration value="USD"/>
<xs:enumeration value="Bcf"/>
<xs:enumeration value="Bu"/>
<xs:enumeration value="Alw"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="PriceUnitOfMeasureQty_t">
<xs:annotation>
<xs:documentation>Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PriceUnitOfMeasureQty" ComponentType="Field" Tag="1192"
Type="Qty"
AbbrName="PxUOMQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<!--SettlMethod(1193) defined in implementation file--><xs:simpleType name="SettlMethod_enum_t">
<xs:annotation>
<xs:documentation>Settlement method for a contract. Can be used as an alternative to CFI Code value</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SettlMethod" ComponentType="Field" Tag="1193" Type="char"
AbbrName="SettlMeth"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="C">Cash settlement required</fm:EnumDoc>
<fm:EnumDoc value="P">Physical settlement required</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="C"/>
<xs:enumeration value="P"/>
</xs:restriction>
</xs:simpleType>
<!--ExerciseStyle(1194) defined in implementation file--><xs:simpleType name="ExerciseStyle_enum_t">
<xs:annotation>
<xs:documentation>Type of exercise of a derivatives security</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ExerciseStyle" ComponentType="Field" Tag="1194" Type="int"
AbbrName="ExerStyle"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">European</fm:EnumDoc>
<fm:EnumDoc value="1">American</fm:EnumDoc>
<fm:EnumDoc value="2">Bermuda</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="OptPayoutAmount_t">
<xs:annotation>
<xs:documentation>Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount.
Conditionally required if OptPayoutType(1482) is set to binary.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OptPayoutAmount" ComponentType="Field" Tag="1195"
Type="Amt"
AbbrName="OptPayAmt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<!--PriceQuoteMethod(1196) defined in implementation file--><xs:simpleType name="PriceQuoteMethod_enum_t">
<xs:annotation>
<xs:documentation>Method for price quotation</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PriceQuoteMethod" ComponentType="Field" Tag="1196"
Type="String"
AbbrName="PxQteMeth"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="STD">Standard, money per unit of a physical</fm:EnumDoc>
<fm:EnumDoc value="INX">Index</fm:EnumDoc>
<fm:EnumDoc value="INT">Interest rate Index</fm:EnumDoc>
<fm:EnumDoc value="PCTPAR">Percent of Par</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="STD"/>
<xs:enumeration value="INX"/>
<xs:enumeration value="INT"/>
<xs:enumeration value="PCTPAR"/>
</xs:restriction>
</xs:simpleType>
<!--ValuationMethod(1197) defined in implementation file--><xs:simpleType name="ValuationMethod_enum_t">
<xs:annotation>
<xs:documentation>Specifies the type of valuation method applied.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ValuationMethod" ComponentType="Field" Tag="1197"
Type="String"
AbbrName="ValMeth"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="EQTY">premium style</fm:EnumDoc>
<fm:EnumDoc value="FUT">futures style mark-to-market</fm:EnumDoc>
<fm:EnumDoc value="FUTDA">futures style with an attached cash adjustment</fm:EnumDoc>
<fm:EnumDoc value="CDS">CDS style collateralization of market to market and coupon</fm:EnumDoc>
<fm:EnumDoc value="CDSD">CDS in delivery - use recovery rate to calculate obligation</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="EQTY"/>
<xs:enumeration value="FUT"/>
<xs:enumeration value="FUTDA"/>
<xs:enumeration value="CDS"/>
<xs:enumeration value="CDSD"/>
</xs:restriction>
</xs:simpleType>
<!--ListMethod(1198) defined in implementation file--><xs:simpleType name="ListMethod_enum_t">
<xs:annotation>
<xs:documentation>Indicates whether instruments are pre-listed only or can also be defined via user request</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ListMethod" ComponentType="Field" Tag="1198" Type="int"
AbbrName="ListMeth"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">pre-listed only</fm:EnumDoc>
<fm:EnumDoc value="1">user requested</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="CapPrice_t">
<xs:annotation>
<xs:documentation>Used to express the ceiling price of a capped call</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CapPrice" ComponentType="Field" Tag="1199" Type="Price"
AbbrName="CapPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="FloorPrice_t">
<xs:annotation>
<xs:documentation>Used to express the floor price of a capped put</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="FloorPrice" ComponentType="Field" Tag="1200" Type="Price"
AbbrName="FlrPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="StartStrikePxRange_t">
<xs:annotation>
<xs:documentation>Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StartStrikePxRange" ComponentType="Field" Tag="1202"
Type="Price"
AbbrName="StartStrkPxRng"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="EndStrikePxRange_t">
<xs:annotation>
<xs:documentation>Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EndStrikePxRange" ComponentType="Field" Tag="1203"
Type="Price"
AbbrName="EndStrkPxRng"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="StrikeIncrement_t">
<xs:annotation>
<xs:documentation>Value by which strike price should be incremented within the specified price range.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StrikeIncrement" ComponentType="Field" Tag="1204"
Type="float"
AbbrName="StrkIncr"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="StartTickPriceRange_t">
<xs:annotation>
<xs:documentation>Starting price range for specified tick increment</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StartTickPriceRange" ComponentType="Field" Tag="1206"
Type="Price"
AbbrName="StartTickPxRng"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="EndTickPriceRange_t">
<xs:annotation>
<xs:documentation>Ending price range for the specified tick increment</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EndTickPriceRange" ComponentType="Field" Tag="1207"
Type="Price"
AbbrName="EndTickPxRng"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="TickIncrement_t">
<xs:annotation>
<xs:documentation>Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TickIncrement" ComponentType="Field" Tag="1208"
Type="Price"
AbbrName="TickIncr"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<!--TickRuleType(1209) defined in implementation file--><xs:simpleType name="TickRuleType_enum_t">
<xs:annotation>
<xs:documentation>Specifies the type of tick rule which is being described
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TickRuleType" ComponentType="Field" Tag="1209" Type="int"
AbbrName="TickRuleTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Regular</fm:EnumDoc>
<fm:EnumDoc value="1">Variable</fm:EnumDoc>
<fm:EnumDoc value="2">Fixed</fm:EnumDoc>
<fm:EnumDoc value="3">Traded as a spread leg</fm:EnumDoc>
<fm:EnumDoc value="4">Settled as a spread leg</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<!--NestedInstrAttribType(1210) defined in implementation file--><xs:simpleType name="NestedInstrAttribType_enum_t">
<xs:annotation>
<xs:documentation>Code to represent the type of instrument attribute</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NestedInstrAttribType" ComponentType="Field" Tag="1210"
Type="int"
UsesEnumsFromTag="871"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Flat (securities pay interest on a current basis but are traded without interest)</fm:EnumDoc>
<fm:EnumDoc value="10">Original issue discount</fm:EnumDoc>
<fm:EnumDoc value="11">Callable, puttable</fm:EnumDoc>
<fm:EnumDoc value="12">Escrowed to Maturity</fm:EnumDoc>
<fm:EnumDoc value="13">Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field</fm:EnumDoc>
<fm:EnumDoc value="14">Pre-refunded</fm:EnumDoc>
<fm:EnumDoc value="15">In default</fm:EnumDoc>
<fm:EnumDoc value="16">Unrated</fm:EnumDoc>
<fm:EnumDoc value="17">Taxable</fm:EnumDoc>
<fm:EnumDoc value="18">Indexed</fm:EnumDoc>
<fm:EnumDoc value="19">Subject To Alternative Minimum Tax</fm:EnumDoc>
<fm:EnumDoc value="2">Zero coupon</fm:EnumDoc>
<fm:EnumDoc value="20">Original issue discount price. Supply price in the InstrAttribValue (872) field</fm:EnumDoc>
<fm:EnumDoc value="21">Callable below maturity value</fm:EnumDoc>
<fm:EnumDoc value="22">Callable without notice by mail to holder unless registered</fm:EnumDoc>
<fm:EnumDoc value="3">Interest bearing (for Euro commercial paper when not issued at discount)</fm:EnumDoc>
<fm:EnumDoc value="4">No periodic payments</fm:EnumDoc>
<fm:EnumDoc value="5">Variable rate</fm:EnumDoc>
<fm:EnumDoc value="6">Less fee for put</fm:EnumDoc>
<fm:EnumDoc value="7">Stepped coupon</fm:EnumDoc>
<fm:EnumDoc value="8">Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field.</fm:EnumDoc>
<fm:EnumDoc value="9">When [and if] issued</fm:EnumDoc>
<fm:EnumDoc value="99">Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field.</fm:EnumDoc>
<fm:EnumDoc value="23">Price tick rules for security.</fm:EnumDoc>
<fm:EnumDoc value="24">Trade type eligibility details for security.</fm:EnumDoc>
<fm:EnumDoc value="25">Instrument Denominator</fm:EnumDoc>
<fm:EnumDoc value="26">Instrument Numerator</fm:EnumDoc>
<fm:EnumDoc value="27">Instrument Price Precision</fm:EnumDoc>
<fm:EnumDoc value="28">Instrument Strike Price</fm:EnumDoc>
<fm:EnumDoc value="29">Tradeable Indicator</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="99"/>
<xs:enumeration value="23"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="NestedInstrAttribValue_t">
<xs:annotation>
<xs:documentation>Attribute value appropriate to the NestedInstrAttribType field</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NestedInstrAttribValue" ComponentType="Field" Tag="1211"
Type="String"
AbbrName="Val"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="LegMaturityTime_t">
<xs:annotation>
<xs:documentation>Time of security's maturity expressed in local time with offset to UTC specified</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegMaturityTime" ComponentType="Field" Tag="1212"
Type="TZTimeOnly"
AbbrName="MatTm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="TZTimeOnly"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingMaturityTime_t">
<xs:annotation>
<xs:documentation>Time of security's maturity expressed in local time with offset to UTC specified</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingMaturityTime" ComponentType="Field" Tag="1213"
Type="TZTimeOnly"
AbbrName="MatTm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="TZTimeOnly"/>
</xs:simpleType>
<xs:simpleType name="DerivativeSymbol_t">
<xs:annotation>
<xs:documentation>Refer to definition for Symbol(55)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeSymbol" ComponentType="Field" Tag="1214"
Type="String"
AbbrName="Sym"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--DerivativeSymbolSfx(1215) defined in implementation file--><xs:simpleType name="DerivativeSymbolSfx_enum_t">
<xs:annotation>
<xs:documentation>Refer to definition for SymbolSfx(65)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeSymbolSfx" ComponentType="Field" Tag="1215"
Type="String"
UsesEnumsFromTag="65"
AbbrName="Sfx"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="CD">EUCP with lump-sum interest rather than discount price</fm:EnumDoc>
<fm:EnumDoc value="WI">"When Issued" for a security to be reissued under an old CUSIP or ISIN</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="CD"/>
<xs:enumeration value="WI"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="DerivativeSecurityID_t">
<xs:annotation>
<xs:documentation>Refer to definition for SecurityID(48)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeSecurityID" ComponentType="Field" Tag="1216"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--DerivativeSecurityIDSource(1217) defined in implementation file--><xs:simpleType name="DerivativeSecurityIDSource_enum_t">
<xs:annotation>
<xs:documentation>Refer to definition for SecurityIDSoruce(22)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeSecurityIDSource" ComponentType="Field"
Tag="1217"
Type="String"
UsesEnumsFromTag="22"
AbbrName="Src"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">CUSIP</fm:EnumDoc>
<fm:EnumDoc value="2">SEDOL</fm:EnumDoc>
<fm:EnumDoc value="3">QUIK</fm:EnumDoc>
<fm:EnumDoc value="4">ISIN number</fm:EnumDoc>
<fm:EnumDoc value="5">RIC code</fm:EnumDoc>
<fm:EnumDoc value="6">ISO Currency Code</fm:EnumDoc>
<fm:EnumDoc value="7">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="8">Exchange Symbol</fm:EnumDoc>
<fm:EnumDoc value="9">Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)</fm:EnumDoc>
<fm:EnumDoc value="A">Bloomberg Symbol</fm:EnumDoc>
<fm:EnumDoc value="B">Wertpapier</fm:EnumDoc>
<fm:EnumDoc value="C">Dutch</fm:EnumDoc>
<fm:EnumDoc value="D">Valoren</fm:EnumDoc>
<fm:EnumDoc value="E">Sicovam</fm:EnumDoc>
<fm:EnumDoc value="F">Belgian</fm:EnumDoc>
<fm:EnumDoc value="G">"Common" (Clearstream and Euroclear)</fm:EnumDoc>
<fm:EnumDoc value="H">Clearing House / Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="I">ISDA/FpML Product Specification (XML in EncodedSecurityDesc)</fm:EnumDoc>
<fm:EnumDoc value="J">Option Price Reporting Authority</fm:EnumDoc>
<fm:EnumDoc value="L">Letter of Credit</fm:EnumDoc>
<fm:EnumDoc value="K">ISDA/FpML Product URL (URL in SecurityID)</fm:EnumDoc>
<fm:EnumDoc value="M">Marketplace-assigned Identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
<xs:enumeration value="J"/>
<xs:enumeration value="L"/>
<xs:enumeration value="K"/>
<xs:enumeration value="M"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="DerivativeSecurityAltID_t">
<xs:annotation>
<xs:documentation>Refer to definition for SecurityAltID(455)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeSecurityAltID" ComponentType="Field" Tag="1219"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--DerivativeSecurityAltIDSource(1220) defined in implementation file--><xs:simpleType name="DerivativeSecurityAltIDSource_enum_t">
<xs:annotation>
<xs:documentation>Refer to definition for SecurityAltIDSource(456)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeSecurityAltIDSource" ComponentType="Field"
Tag="1220"
Type="String"
UsesEnumsFromTag="22"
AbbrName="Src"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">CUSIP</fm:EnumDoc>
<fm:EnumDoc value="2">SEDOL</fm:EnumDoc>
<fm:EnumDoc value="3">QUIK</fm:EnumDoc>
<fm:EnumDoc value="4">ISIN number</fm:EnumDoc>
<fm:EnumDoc value="5">RIC code</fm:EnumDoc>
<fm:EnumDoc value="6">ISO Currency Code</fm:EnumDoc>
<fm:EnumDoc value="7">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="8">Exchange Symbol</fm:EnumDoc>
<fm:EnumDoc value="9">Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)</fm:EnumDoc>
<fm:EnumDoc value="A">Bloomberg Symbol</fm:EnumDoc>
<fm:EnumDoc value="B">Wertpapier</fm:EnumDoc>
<fm:EnumDoc value="C">Dutch</fm:EnumDoc>
<fm:EnumDoc value="D">Valoren</fm:EnumDoc>
<fm:EnumDoc value="E">Sicovam</fm:EnumDoc>
<fm:EnumDoc value="F">Belgian</fm:EnumDoc>
<fm:EnumDoc value="G">"Common" (Clearstream and Euroclear)</fm:EnumDoc>
<fm:EnumDoc value="H">Clearing House / Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="I">ISDA/FpML Product Specification (XML in EncodedSecurityDesc)</fm:EnumDoc>
<fm:EnumDoc value="J">Option Price Reporting Authority</fm:EnumDoc>
<fm:EnumDoc value="L">Letter of Credit</fm:EnumDoc>
<fm:EnumDoc value="K">ISDA/FpML Product URL (URL in SecurityID)</fm:EnumDoc>
<fm:EnumDoc value="M">Marketplace-assigned Identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
<xs:enumeration value="J"/>
<xs:enumeration value="L"/>
<xs:enumeration value="K"/>
<xs:enumeration value="M"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="SecondaryLowLimitPrice_t">
<xs:annotation>
<xs:documentation>Refer to definition of LowLimitPrice(1148)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecondaryLowLimitPrice" ComponentType="Field" Tag="1221"
Type="Price"
AbbrName="LowLmtPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="MaturityRuleID_t">
<xs:annotation>
<xs:documentation>Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MaturityRuleID" ComponentType="Field" Tag="1222"
Type="String"
AbbrName="MatRuleID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="StrikeRuleID_t">
<xs:annotation>
<xs:documentation>Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StrikeRuleID" ComponentType="Field" Tag="1223"
Type="String"
AbbrName="StrkRule"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="LegUnitOfMeasureQty_t">
<xs:annotation>
<xs:documentation>Refer to definition of UnitOfMeasureQty(1147)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegUnitOfMeasureQty" ComponentType="Field" Tag="1224"
Type="Qty"
AbbrName="UOMQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="DerivativeOptPayAmount_t">
<xs:annotation>
<xs:documentation>Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeOptPayAmount" ComponentType="Field" Tag="1225"
Type="Amt"
AbbrName="OptPayAmt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="EndMaturityMonthYear_t">
<xs:annotation>
<xs:documentation>Ending maturity month year for an option class</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EndMaturityMonthYear" ComponentType="Field" Tag="1226"
Type="MonthYear"
AbbrName="EndMMY"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="MonthYear"/>
</xs:simpleType>
<xs:simpleType name="ProductComplex_t">
<xs:annotation>
<xs:documentation>Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ProductComplex" ComponentType="Field" Tag="1227"
Type="String"
AbbrName="ProdCmplx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="DerivativeProductComplex_t">
<xs:annotation>
<xs:documentation>Refer to ProductComplex(1227)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeProductComplex" ComponentType="Field" Tag="1228"
Type="String"
AbbrName="ProdCmplx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="MaturityMonthYearIncrement_t">
<xs:annotation>
<xs:documentation>Increment between successive maturities for an option class</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MaturityMonthYearIncrement" ComponentType="Field"
Tag="1229"
Type="int"
AbbrName="MMYIncr"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="SecondaryHighLimitPrice_t">
<xs:annotation>
<xs:documentation>Refer to definition of HighLimitPrice(1149)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecondaryHighLimitPrice" ComponentType="Field" Tag="1230"
Type="Price"
AbbrName="HiLmtPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="MinLotSize_t">
<xs:annotation>
<xs:documentation>Minimum lot size allowed based on lot type specified in LotType(1093)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MinLotSize" ComponentType="Field" Tag="1231" Type="Qty"
AbbrName="MinLotSz"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="SecondaryTradingReferencePrice_t">
<xs:annotation>
<xs:documentation>Refer to definition for TradingReferencePrice(1150) </xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecondaryTradingReferencePrice" ComponentType="Field"
Tag="1240"
Type="Price"
AbbrName="TrdgRefPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="StartMaturityMonthYear_t">
<xs:annotation>
<xs:documentation>Starting maturity month year for an option class</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StartMaturityMonthYear" ComponentType="Field" Tag="1241"
Type="MonthYear"
AbbrName="StartMMY"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="MonthYear"/>
</xs:simpleType>
<xs:simpleType name="FlexProductEligibilityIndicator_t">
<xs:annotation>
<xs:documentation>Used to indicate if a product or group of product supports the creation of flexible securities </xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="FlexProductEligibilityIndicator" ComponentType="Field"
Tag="1242"
Type="Boolean"
AbbrName="FlexProdElig"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean"/>
</xs:simpleType>
<xs:simpleType name="DerivFlexProductEligibilityIndicator_t">
<xs:annotation>
<xs:documentation>Refer to FlexProductEligibilityIndicator(1242)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivFlexProductEligibilityIndicator"
ComponentType="Field"
Tag="1243"
Type="Boolean"
AbbrName="FlexProdElig"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean"/>
</xs:simpleType>
<xs:simpleType name="FlexibleIndicator_t">
<xs:annotation>
<xs:documentation>Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative CFICode(461) Standard/Non-standard attribute.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="FlexibleIndicator" ComponentType="Field" Tag="1244"
Type="Boolean"
AbbrName="FlexInd"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean"/>
</xs:simpleType>
<xs:simpleType name="TradingCurrency_t">
<xs:annotation>
<xs:documentation>Used when the trading currency can differ from the price currency </xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradingCurrency" ComponentType="Field" Tag="1245"
Type="Currency"
AbbrName="TrdCcy"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Currency"/>
</xs:simpleType>
<!--DerivativeProduct(1246) defined in implementation file--><xs:simpleType name="DerivativeProduct_enum_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeProduct" ComponentType="Field" Tag="1246"
Type="int"
UsesEnumsFromTag="460"
AbbrName="Prod"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">AGENCY</fm:EnumDoc>
<fm:EnumDoc value="10">MORTGAGE</fm:EnumDoc>
<fm:EnumDoc value="11">MUNICIPAL</fm:EnumDoc>
<fm:EnumDoc value="12">OTHER</fm:EnumDoc>
<fm:EnumDoc value="13">FINANCING</fm:EnumDoc>
<fm:EnumDoc value="2">COMMODITY</fm:EnumDoc>
<fm:EnumDoc value="3">CORPORATE</fm:EnumDoc>
<fm:EnumDoc value="4">CURRENCY</fm:EnumDoc>
<fm:EnumDoc value="5">EQUITY</fm:EnumDoc>
<fm:EnumDoc value="6">GOVERNMENT</fm:EnumDoc>
<fm:EnumDoc value="7">INDEX</fm:EnumDoc>
<fm:EnumDoc value="8">LOAN</fm:EnumDoc>
<fm:EnumDoc value="9">MONEYMARKET</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="DerivativeSecurityGroup_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeSecurityGroup" ComponentType="Field" Tag="1247"
Type="String"
AbbrName="SecGrp"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="DerivativeCFICode_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeCFICode" ComponentType="Field" Tag="1248"
Type="String"
AbbrName="CFI"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--DerivativeSecurityType(1249) defined in implementation file--><xs:simpleType name="DerivativeSecurityType_enum_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeSecurityType" ComponentType="Field" Tag="1249"
Type="String"
UsesEnumsFromTag="167"
AbbrName="SecTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="ABS">Asset-backed Securities</fm:EnumDoc>
<fm:EnumDoc value="AMENDED">Amended & Restated</fm:EnumDoc>
<fm:EnumDoc value="AN">Other Anticipation Notes (BAN, GAN, etc.)</fm:EnumDoc>
<fm:EnumDoc value="BA">Bankers Acceptance</fm:EnumDoc>
<fm:EnumDoc value="BN">Bank Notes</fm:EnumDoc>
<fm:EnumDoc value="BOX">Bill Of Exchanges</fm:EnumDoc>
<fm:EnumDoc value="BRADY">Brady Bond</fm:EnumDoc>
<fm:EnumDoc value="BRIDGE">Bridge Loan</fm:EnumDoc>
<fm:EnumDoc value="BUYSELL">Buy Sellback</fm:EnumDoc>
<fm:EnumDoc value="CB">Convertible Bond</fm:EnumDoc>
<fm:EnumDoc value="CD">Certificate Of Deposit</fm:EnumDoc>
<fm:EnumDoc value="CL">Call Loans</fm:EnumDoc>
<fm:EnumDoc value="CMBS">Corp. Mortgage-backed Securities</fm:EnumDoc>
<fm:EnumDoc value="CMO">Collateralized Mortgage Obligation</fm:EnumDoc>
<fm:EnumDoc value="COFO">Certificate Of Obligation</fm:EnumDoc>
<fm:EnumDoc value="COFP">Certificate Of Participation</fm:EnumDoc>
<fm:EnumDoc value="CORP">Corporate Bond</fm:EnumDoc>
<fm:EnumDoc value="CP">Commercial Paper</fm:EnumDoc>
<fm:EnumDoc value="CPP">Corporate Private Placement</fm:EnumDoc>
<fm:EnumDoc value="CS">Common Stock</fm:EnumDoc>
<fm:EnumDoc value="DEFLTED">Defaulted</fm:EnumDoc>
<fm:EnumDoc value="DINP">Debtor In Possession</fm:EnumDoc>
<fm:EnumDoc value="DN">Deposit Notes</fm:EnumDoc>
<fm:EnumDoc value="DUAL">Dual Currency</fm:EnumDoc>
<fm:EnumDoc value="EUCD">Euro Certificate Of Deposit</fm:EnumDoc>
<fm:EnumDoc value="EUCORP">Euro Corporate Bond</fm:EnumDoc>
<fm:EnumDoc value="EUCP">Euro Commercial Paper</fm:EnumDoc>
<fm:EnumDoc value="EUSOV">Euro Sovereigns *</fm:EnumDoc>
<fm:EnumDoc value="EUSUPRA">Euro Supranational Coupons *</fm:EnumDoc>
<fm:EnumDoc value="FAC">Federal Agency Coupon</fm:EnumDoc>
<fm:EnumDoc value="FADN">Federal Agency Discount Note</fm:EnumDoc>
<fm:EnumDoc value="FOR">Foreign Exchange Contract</fm:EnumDoc>
<fm:EnumDoc value="FORWARD">Forward</fm:EnumDoc>
<fm:EnumDoc value="FUT">Future</fm:EnumDoc>
<fm:EnumDoc value="GO">General Obligation Bonds</fm:EnumDoc>
<fm:EnumDoc value="IET">IOETTE Mortgage</fm:EnumDoc>
<fm:EnumDoc value="LOFC">Letter Of Credit</fm:EnumDoc>
<fm:EnumDoc value="LQN">Liquidity Note</fm:EnumDoc>
<fm:EnumDoc value="MATURED">Matured</fm:EnumDoc>
<fm:EnumDoc value="MBS">Mortgage-backed Securities</fm:EnumDoc>
<fm:EnumDoc value="MF">Mutual Fund</fm:EnumDoc>
<fm:EnumDoc value="MIO">Mortgage Interest Only</fm:EnumDoc>
<fm:EnumDoc value="MLEG">Multileg Instrument</fm:EnumDoc>
<fm:EnumDoc value="MPO">Mortgage Principal Only</fm:EnumDoc>
<fm:EnumDoc value="MPP">Mortgage Private Placement</fm:EnumDoc>
<fm:EnumDoc value="MPT">Miscellaneous Pass-through</fm:EnumDoc>
<fm:EnumDoc value="MT">Mandatory Tender</fm:EnumDoc>
<fm:EnumDoc value="MTN">Medium Term Notes</fm:EnumDoc>
<fm:EnumDoc value="NONE">No Security Type</fm:EnumDoc>
<fm:EnumDoc value="ONITE">Overnight</fm:EnumDoc>
<fm:EnumDoc value="OPT">Option</fm:EnumDoc>
<fm:EnumDoc value="PEF">Private Export Funding *</fm:EnumDoc>
<fm:EnumDoc value="PFAND">Pfandbriefe *</fm:EnumDoc>
<fm:EnumDoc value="PN">Promissory Note</fm:EnumDoc>
<fm:EnumDoc value="PS">Preferred Stock</fm:EnumDoc>
<fm:EnumDoc value="PZFJ">Plazos Fijos</fm:EnumDoc>
<fm:EnumDoc value="RAN">Revenue Anticipation Note</fm:EnumDoc>
<fm:EnumDoc value="REPLACD">Replaced</fm:EnumDoc>
<fm:EnumDoc value="REPO">Repurchase</fm:EnumDoc>
<fm:EnumDoc value="RETIRED">Retired</fm:EnumDoc>
<fm:EnumDoc value="REV">Revenue Bonds</fm:EnumDoc>
<fm:EnumDoc value="RVLV">Revolver Loan</fm:EnumDoc>
<fm:EnumDoc value="RVLVTRM">Revolver/Term Loan</fm:EnumDoc>
<fm:EnumDoc value="SECLOAN">Securities Loan</fm:EnumDoc>
<fm:EnumDoc value="SECPLEDGE">Securities Pledge</fm:EnumDoc>
<fm:EnumDoc value="SPCLA">Special Assessment</fm:EnumDoc>
<fm:EnumDoc value="SPCLO">Special Obligation</fm:EnumDoc>
<fm:EnumDoc value="SPCLT">Special Tax</fm:EnumDoc>
<fm:EnumDoc value="STN">Short Term Loan Note</fm:EnumDoc>
<fm:EnumDoc value="STRUCT">Structured Notes</fm:EnumDoc>
<fm:EnumDoc value="SUPRA">USD Supranational Coupons *</fm:EnumDoc>
<fm:EnumDoc value="SWING">Swing Line Facility</fm:EnumDoc>
<fm:EnumDoc value="TAN">Tax Anticipation Note</fm:EnumDoc>
<fm:EnumDoc value="TAXA">Tax Allocation</fm:EnumDoc>
<fm:EnumDoc value="TBA">To Be Announced</fm:EnumDoc>
<fm:EnumDoc value="TBILL">US Treasury Bill</fm:EnumDoc>
<fm:EnumDoc value="TBOND">US Treasury Bond</fm:EnumDoc>
<fm:EnumDoc value="TCAL">Principal Strip Of A Callable Bond Or Note</fm:EnumDoc>
<fm:EnumDoc value="TD">Time Deposit</fm:EnumDoc>
<fm:EnumDoc value="TECP">Tax Exempt Commercial Paper</fm:EnumDoc>
<fm:EnumDoc value="TERM">Term Loan</fm:EnumDoc>
<fm:EnumDoc value="TINT">Interest Strip From Any Bond Or Note</fm:EnumDoc>
<fm:EnumDoc value="TIPS">Treasury Inflation Protected Securities</fm:EnumDoc>
<fm:EnumDoc value="TNOTE">US Treasury Note</fm:EnumDoc>
<fm:EnumDoc value="TPRN">Principal Strip From A Non-Callable Bond Or Note</fm:EnumDoc>
<fm:EnumDoc value="TRAN">Tax Revenue Anticipation Note</fm:EnumDoc>
<fm:EnumDoc value="UST">US Treasury Note (Deprecated Value Use TNOTE)</fm:EnumDoc>
<fm:EnumDoc value="USTB">US Treasury Bill (Deprecated Value Use TBILL)</fm:EnumDoc>
<fm:EnumDoc value="VRDN">Variable Rate Demand Note</fm:EnumDoc>
<fm:EnumDoc value="WAR">Warrant</fm:EnumDoc>
<fm:EnumDoc value="WITHDRN">Withdrawn</fm:EnumDoc>
<fm:EnumDoc value="?">Wildcard entry for use on Security Definition Request</fm:EnumDoc>
<fm:EnumDoc value="XCN">Extended Comm Note</fm:EnumDoc>
<fm:EnumDoc value="XLINKD">Indexed Linked</fm:EnumDoc>
<fm:EnumDoc value="YANK">Yankee Corporate Bond</fm:EnumDoc>
<fm:EnumDoc value="YCD">Yankee Certificate Of Deposit</fm:EnumDoc>
<fm:EnumDoc value="OOP">Options on Physical - use not recommended</fm:EnumDoc>
<fm:EnumDoc value="OOF">Options on Futures</fm:EnumDoc>
<fm:EnumDoc value="CASH">Cash</fm:EnumDoc>
<fm:EnumDoc value="OOC">Options on Combo</fm:EnumDoc>
<fm:EnumDoc value="IRS">Interest Rate Swap</fm:EnumDoc>
<fm:EnumDoc value="BDN">Bank Depository Note</fm:EnumDoc>
<fm:EnumDoc value="CAMM">Canadian Money Markets</fm:EnumDoc>
<fm:EnumDoc value="CAN">Canadian Treasury Notes</fm:EnumDoc>
<fm:EnumDoc value="CTB">Canadian Treasury Bills</fm:EnumDoc>
<fm:EnumDoc value="CDS">Credit Default Swap</fm:EnumDoc>
<fm:EnumDoc value="CMB">Canadian Mortgage Bonds</fm:EnumDoc>
<fm:EnumDoc value="EUFRN">Euro Corporate Floating Rate Notes</fm:EnumDoc>
<fm:EnumDoc value="FRN">US Corporate Floating Rate Notes</fm:EnumDoc>
<fm:EnumDoc value="PROV">Canadian Provincial Bonds</fm:EnumDoc>
<fm:EnumDoc value="SLQN">Secured Liquidity Note</fm:EnumDoc>
<fm:EnumDoc value="TB">Treasury Bill - non US</fm:EnumDoc>
<fm:EnumDoc value="TLQN">Term Liquidity Note</fm:EnumDoc>
<fm:EnumDoc value="TMCP">Taxable Municipal CP</fm:EnumDoc>
<fm:EnumDoc value="FXNDF">Non-deliverable forward</fm:EnumDoc>
<fm:EnumDoc value="FXSPOT">FX Spot</fm:EnumDoc>
<fm:EnumDoc value="FXFWD">FX Forward</fm:EnumDoc>
<fm:EnumDoc value="FXSWAP">FX Swap</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="ABS"/>
<xs:enumeration value="AMENDED"/>
<xs:enumeration value="AN"/>
<xs:enumeration value="BA"/>
<xs:enumeration value="BN"/>
<xs:enumeration value="BOX"/>
<xs:enumeration value="BRADY"/>
<xs:enumeration value="BRIDGE"/>
<xs:enumeration value="BUYSELL"/>
<xs:enumeration value="CB"/>
<xs:enumeration value="CD"/>
<xs:enumeration value="CL"/>
<xs:enumeration value="CMBS"/>
<xs:enumeration value="CMO"/>
<xs:enumeration value="COFO"/>
<xs:enumeration value="COFP"/>
<xs:enumeration value="CORP"/>
<xs:enumeration value="CP"/>
<xs:enumeration value="CPP"/>
<xs:enumeration value="CS"/>
<xs:enumeration value="DEFLTED"/>
<xs:enumeration value="DINP"/>
<xs:enumeration value="DN"/>
<xs:enumeration value="DUAL"/>
<xs:enumeration value="EUCD"/>
<xs:enumeration value="EUCORP"/>
<xs:enumeration value="EUCP"/>
<xs:enumeration value="EUSOV"/>
<xs:enumeration value="EUSUPRA"/>
<xs:enumeration value="FAC"/>
<xs:enumeration value="FADN"/>
<xs:enumeration value="FOR"/>
<xs:enumeration value="FORWARD"/>
<xs:enumeration value="FUT"/>
<xs:enumeration value="GO"/>
<xs:enumeration value="IET"/>
<xs:enumeration value="LOFC"/>
<xs:enumeration value="LQN"/>
<xs:enumeration value="MATURED"/>
<xs:enumeration value="MBS"/>
<xs:enumeration value="MF"/>
<xs:enumeration value="MIO"/>
<xs:enumeration value="MLEG"/>
<xs:enumeration value="MPO"/>
<xs:enumeration value="MPP"/>
<xs:enumeration value="MPT"/>
<xs:enumeration value="MT"/>
<xs:enumeration value="MTN"/>
<xs:enumeration value="NONE"/>
<xs:enumeration value="ONITE"/>
<xs:enumeration value="OPT"/>
<xs:enumeration value="PEF"/>
<xs:enumeration value="PFAND"/>
<xs:enumeration value="PN"/>
<xs:enumeration value="PS"/>
<xs:enumeration value="PZFJ"/>
<xs:enumeration value="RAN"/>
<xs:enumeration value="REPLACD"/>
<xs:enumeration value="REPO"/>
<xs:enumeration value="RETIRED"/>
<xs:enumeration value="REV"/>
<xs:enumeration value="RVLV"/>
<xs:enumeration value="RVLVTRM"/>
<xs:enumeration value="SECLOAN"/>
<xs:enumeration value="SECPLEDGE"/>
<xs:enumeration value="SPCLA"/>
<xs:enumeration value="SPCLO"/>
<xs:enumeration value="SPCLT"/>
<xs:enumeration value="STN"/>
<xs:enumeration value="STRUCT"/>
<xs:enumeration value="SUPRA"/>
<xs:enumeration value="SWING"/>
<xs:enumeration value="TAN"/>
<xs:enumeration value="TAXA"/>
<xs:enumeration value="TBA"/>
<xs:enumeration value="TBILL"/>
<xs:enumeration value="TBOND"/>
<xs:enumeration value="TCAL"/>
<xs:enumeration value="TD"/>
<xs:enumeration value="TECP"/>
<xs:enumeration value="TERM"/>
<xs:enumeration value="TINT"/>
<xs:enumeration value="TIPS"/>
<xs:enumeration value="TNOTE"/>
<xs:enumeration value="TPRN"/>
<xs:enumeration value="TRAN"/>
<xs:enumeration value="UST"/>
<xs:enumeration value="USTB"/>
<xs:enumeration value="VRDN"/>
<xs:enumeration value="WAR"/>
<xs:enumeration value="WITHDRN"/>
<xs:enumeration value="?"/>
<xs:enumeration value="XCN"/>
<xs:enumeration value="XLINKD"/>
<xs:enumeration value="YANK"/>
<xs:enumeration value="YCD"/>
<xs:enumeration value="OOP"/>
<xs:enumeration value="OOF"/>
<xs:enumeration value="CASH"/>
<xs:enumeration value="OOC"/>
<xs:enumeration value="IRS"/>
<xs:enumeration value="BDN"/>
<xs:enumeration value="CAMM"/>
<xs:enumeration value="CAN"/>
<xs:enumeration value="CTB"/>
<xs:enumeration value="CDS"/>
<xs:enumeration value="CMB"/>
<xs:enumeration value="EUFRN"/>
<xs:enumeration value="FRN"/>
<xs:enumeration value="PROV"/>
<xs:enumeration value="SLQN"/>
<xs:enumeration value="TB"/>
<xs:enumeration value="TLQN"/>
<xs:enumeration value="TMCP"/>
<xs:enumeration value="FXNDF"/>
<xs:enumeration value="FXSPOT"/>
<xs:enumeration value="FXFWD"/>
<xs:enumeration value="FXSWAP"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="DerivativeSecuritySubType_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeSecuritySubType" ComponentType="Field"
Tag="1250"
Type="String"
AbbrName="SecSubTyp"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="DerivativeMaturityMonthYear_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeMaturityMonthYear" ComponentType="Field"
Tag="1251"
Type="MonthYear"
AbbrName="MMY"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="MonthYear"/>
</xs:simpleType>
<xs:simpleType name="DerivativeMaturityDate_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeMaturityDate" ComponentType="Field" Tag="1252"
Type="LocalMktDate"
AbbrName="MatDt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="DerivativeMaturityTime_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeMaturityTime" ComponentType="Field" Tag="1253"
Type="TZTimeOnly"
AbbrName="MatTm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="TZTimeOnly"/>
</xs:simpleType>
<xs:simpleType name="DerivativeSettleOnOpenFlag_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeSettleOnOpenFlag" ComponentType="Field"
Tag="1254"
Type="String"
AbbrName="OpenCloseSettlFlag"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="DerivativeInstrmtAssignmentMethod_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeInstrmtAssignmentMethod" ComponentType="Field"
Tag="1255"
Type="char"
UsesEnumsFromTag="1049"
AbbrName="AsgnMeth"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char"/>
</xs:simpleType>
<!--DerivativeSecurityStatus(1256) defined in implementation file--><xs:simpleType name="DerivativeSecurityStatus_enum_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeSecurityStatus" ComponentType="Field" Tag="1256"
Type="String"
UsesEnumsFromTag="965"
AbbrName="Status"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Active</fm:EnumDoc>
<fm:EnumDoc value="2">Inactive</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="DerivativeInstrRegistry_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeInstrRegistry" ComponentType="Field" Tag="1257"
Type="String"
AbbrName="Rgstry"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="DerivativeCountryOfIssue_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeCountryOfIssue" ComponentType="Field" Tag="1258"
Type="Country"
AbbrName="Ctry"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Country"/>
</xs:simpleType>
<xs:simpleType name="DerivativeStateOrProvinceOfIssue_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeStateOrProvinceOfIssue" ComponentType="Field"
Tag="1259"
Type="String"
AbbrName="StPrv"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="DerivativeLocaleOfIssue_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeLocaleOfIssue" ComponentType="Field" Tag="1260"
Type="String"
AbbrName="Lcl"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="DerivativeStrikePrice_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeStrikePrice" ComponentType="Field" Tag="1261"
Type="Price"
AbbrName="StrkPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="DerivativeStrikeCurrency_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeStrikeCurrency" ComponentType="Field" Tag="1262"
Type="Currency"
AbbrName="StrkCcy"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Currency"/>
</xs:simpleType>
<xs:simpleType name="DerivativeStrikeMultiplier_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeStrikeMultiplier" ComponentType="Field"
Tag="1263"
Type="float"
AbbrName="StrkMult"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="DerivativeStrikeValue_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeStrikeValue" ComponentType="Field" Tag="1264"
Type="float"
AbbrName="StrkValu"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="DerivativeOptAttribute_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeOptAttribute" ComponentType="Field" Tag="1265"
Type="char"
AbbrName="OptAt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char"/>
</xs:simpleType>
<xs:simpleType name="DerivativeContractMultiplier_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeContractMultiplier" ComponentType="Field"
Tag="1266"
Type="float"
AbbrName="Mult"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="DerivativeMinPriceIncrement_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeMinPriceIncrement" ComponentType="Field"
Tag="1267"
Type="float"
AbbrName="MinPxIncr"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="DerivativeMinPriceIncrementAmount_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeMinPriceIncrementAmount" ComponentType="Field"
Tag="1268"
Type="Amt"
AbbrName="MinPxIncrAmt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<!--DerivativeUnitOfMeasure(1269) defined in implementation file--><xs:simpleType name="DerivativeUnitOfMeasure_enum_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeUnitOfMeasure" ComponentType="Field" Tag="1269"
Type="String"
UsesEnumsFromTag="996"
AbbrName="UOM"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="MWh">Megawatt hours</fm:EnumDoc>
<fm:EnumDoc value="MMBtu">One Million BTU</fm:EnumDoc>
<fm:EnumDoc value="Bbl">Barrels</fm:EnumDoc>
<fm:EnumDoc value="Gal">Gallons</fm:EnumDoc>
<fm:EnumDoc value="t">Metric Tons (aka Tonne)</fm:EnumDoc>
<fm:EnumDoc value="tn">Tons (US)</fm:EnumDoc>
<fm:EnumDoc value="MMbbl">Million Barrels</fm:EnumDoc>
<fm:EnumDoc value="lbs">pounds</fm:EnumDoc>
<fm:EnumDoc value="oz_tr">Troy Ounces</fm:EnumDoc>
<fm:EnumDoc value="USD">US Dollars</fm:EnumDoc>
<fm:EnumDoc value="Bcf">Billion cubic feet</fm:EnumDoc>
<fm:EnumDoc value="Bu">Bushels</fm:EnumDoc>
<fm:EnumDoc value="Alw">Allowances</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="MWh"/>
<xs:enumeration value="MMBtu"/>
<xs:enumeration value="Bbl"/>
<xs:enumeration value="Gal"/>
<xs:enumeration value="t"/>
<xs:enumeration value="tn"/>
<xs:enumeration value="MMbbl"/>
<xs:enumeration value="lbs"/>
<xs:enumeration value="oz_tr"/>
<xs:enumeration value="USD"/>
<xs:enumeration value="Bcf"/>
<xs:enumeration value="Bu"/>
<xs:enumeration value="Alw"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="DerivativeUnitOfMeasureQty_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeUnitOfMeasureQty" ComponentType="Field"
Tag="1270"
Type="Qty"
AbbrName="UOMQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<!--DerivativeTimeUnit(1271) defined in implementation file--><xs:simpleType name="DerivativeTimeUnit_enum_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeTimeUnit" ComponentType="Field" Tag="1271"
Type="String"
UsesEnumsFromTag="997"
AbbrName="TmUnit"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="S">Second</fm:EnumDoc>
<fm:EnumDoc value="Min">Minute</fm:EnumDoc>
<fm:EnumDoc value="H">Hour</fm:EnumDoc>
<fm:EnumDoc value="D">Day</fm:EnumDoc>
<fm:EnumDoc value="Wk">Week</fm:EnumDoc>
<fm:EnumDoc value="Mo">Month</fm:EnumDoc>
<fm:EnumDoc value="Yr">Year</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="S"/>
<xs:enumeration value="Min"/>
<xs:enumeration value="H"/>
<xs:enumeration value="D"/>
<xs:enumeration value="Wk"/>
<xs:enumeration value="Mo"/>
<xs:enumeration value="Yr"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="DerivativeSecurityExchange_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeSecurityExchange" ComponentType="Field"
Tag="1272"
Type="Exchange"
AbbrName="Exch"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Exchange"/>
</xs:simpleType>
<xs:simpleType name="DerivativePositionLimit_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativePositionLimit" ComponentType="Field" Tag="1273"
Type="int"
AbbrName="PosLmt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="DerivativeNTPositionLimit_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeNTPositionLimit" ComponentType="Field"
Tag="1274"
Type="int"
AbbrName="NTPosLmt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="DerivativeIssuer_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeIssuer" ComponentType="Field" Tag="1275"
Type="String"
AbbrName="Issr"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="DerivativeIssueDate_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeIssueDate" ComponentType="Field" Tag="1276"
Type="LocalMktDate"
AbbrName="IssDt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="DerivativeEncodedIssuerLen_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeEncodedIssuerLen" ComponentType="Field"
Tag="1277"
Type="Length"
AbbrName="EncIssrLen"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Length"/>
</xs:simpleType>
<xs:simpleType name="DerivativeEncodedIssuer_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeEncodedIssuer" ComponentType="Field" Tag="1278"
Type="data"
AbbrName="EncIssr"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="data"/>
</xs:simpleType>
<xs:simpleType name="DerivativeSecurityDesc_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeSecurityDesc" ComponentType="Field" Tag="1279"
Type="String"
AbbrName="Desc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="DerivativeEncodedSecurityDescLen_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeEncodedSecurityDescLen" ComponentType="Field"
Tag="1280"
Type="Length"
AbbrName="EncSecDescLen"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Length"/>
</xs:simpleType>
<xs:simpleType name="DerivativeEncodedSecurityDesc_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeEncodedSecurityDesc" ComponentType="Field"
Tag="1281"
Type="data"
AbbrName="EncSecDesc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="data"/>
</xs:simpleType>
<xs:simpleType name="DerivativeSecurityXMLSchema_t">
<xs:annotation>
<xs:documentation>Refer to definition of SecurityXMLSchema(1186)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeSecurityXMLSchema" ComponentType="Field"
Tag="1284"
Type="String"
AbbrName="Schema"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="DerivativeContractSettlMonth_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeContractSettlMonth" ComponentType="Field"
Tag="1285"
Type="MonthYear"
AbbrName="CSetMo"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="MonthYear"/>
</xs:simpleType>
<!--DerivativeEventType(1287) defined in implementation file--><xs:simpleType name="DerivativeEventType_enum_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeEventType" ComponentType="Field" Tag="1287"
Type="int"
UsesEnumsFromTag="865"
AbbrName="EventTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Put</fm:EnumDoc>
<fm:EnumDoc value="2">Call</fm:EnumDoc>
<fm:EnumDoc value="3">Tender</fm:EnumDoc>
<fm:EnumDoc value="4">Sinking Fund Call</fm:EnumDoc>
<fm:EnumDoc value="99">Other</fm:EnumDoc>
<fm:EnumDoc value="5">Activation</fm:EnumDoc>
<fm:EnumDoc value="6">Inactiviation</fm:EnumDoc>
<fm:EnumDoc value="7">Last Eligible Trade Date</fm:EnumDoc>
<fm:EnumDoc value="8">Swap Start Date</fm:EnumDoc>
<fm:EnumDoc value="9">Swap End Date</fm:EnumDoc>
<fm:EnumDoc value="11">Swap Next Start Date</fm:EnumDoc>
<fm:EnumDoc value="10">Swap Roll Date</fm:EnumDoc>
<fm:EnumDoc value="12">Swap Next Roll Date</fm:EnumDoc>
<fm:EnumDoc value="13">First Delivery Date</fm:EnumDoc>
<fm:EnumDoc value="14">Last Delivery Date</fm:EnumDoc>
<fm:EnumDoc value="15">Initial Inventory Due Date</fm:EnumDoc>
<fm:EnumDoc value="16">Final Inventory Due Date</fm:EnumDoc>
<fm:EnumDoc value="17">First Intent Date</fm:EnumDoc>
<fm:EnumDoc value="18">Last Intent Date</fm:EnumDoc>
<fm:EnumDoc value="19">Position Removal Date</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="99"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="11"/>
<xs:enumeration value="10"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="DerivativeEventDate_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeEventDate" ComponentType="Field" Tag="1288"
Type="LocalMktDate"
AbbrName="Dt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="DerivativeEventTime_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeEventTime" ComponentType="Field" Tag="1289"
Type="UTCTimestamp"
AbbrName="Tm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<xs:simpleType name="DerivativeEventPx_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeEventPx" ComponentType="Field" Tag="1290"
Type="Price"
AbbrName="Px"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="DerivativeEventText_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeEventText" ComponentType="Field" Tag="1291"
Type="String"
AbbrName="Txt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="DerivativeInstrumentPartyID_t">
<xs:annotation>
<xs:documentation>Refer to definition of PartyID(448)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeInstrumentPartyID" ComponentType="Field"
Tag="1293"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--DerivativeInstrumentPartyIDSource(1294) defined in implementation file--><xs:simpleType name="DerivativeInstrumentPartyIDSource_enum_t">
<xs:annotation>
<xs:documentation>Refer to definition of PartyIDSource(447)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeInstrumentPartyIDSource" ComponentType="Field"
Tag="1294"
Type="String"
UsesEnumsFromTag="447"
AbbrName="Src"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Korean Investor ID</fm:EnumDoc>
<fm:EnumDoc value="2">Taiwanese Qualified Foreign Investor ID QFII/FID</fm:EnumDoc>
<fm:EnumDoc value="3">Taiwanese Trading Acct</fm:EnumDoc>
<fm:EnumDoc value="4">Malaysian Central Depository (MCD) number</fm:EnumDoc>
<fm:EnumDoc value="5">Chinese Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">UK National Insurance or Pension Number</fm:EnumDoc>
<fm:EnumDoc value="7">US Social Security Number</fm:EnumDoc>
<fm:EnumDoc value="8">US Employer or Tax ID Number</fm:EnumDoc>
<fm:EnumDoc value="9">Australian Business Number</fm:EnumDoc>
<fm:EnumDoc value="A">Australian Tax File Number</fm:EnumDoc>
<fm:EnumDoc value="B">BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")</fm:EnumDoc>
<fm:EnumDoc value="C">Generally accepted market participant identifier (e.g. NASD mnemonic)</fm:EnumDoc>
<fm:EnumDoc value="D">Proprietary / Custom code</fm:EnumDoc>
<fm:EnumDoc value="E">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="F">Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)</fm:EnumDoc>
<fm:EnumDoc value="G">MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")</fm:EnumDoc>
<fm:EnumDoc value="H">CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)</fm:EnumDoc>
<fm:EnumDoc value="I">Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
</xs:restriction>
</xs:simpleType>
<!--DerivativeInstrumentPartyRole(1295) defined in implementation file--><xs:simpleType name="DerivativeInstrumentPartyRole_enum_t">
<xs:annotation>
<xs:documentation>REfer to definition of PartyRole(452)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeInstrumentPartyRole" ComponentType="Field"
Tag="1295"
Type="int"
UsesEnumsFromTag="452"
AbbrName="R"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Executing Firm (formerly FIX 4.2 ExecBroker)</fm:EnumDoc>
<fm:EnumDoc value="10">Settlement Location (formerly FIX 4.2 SettlLocation)</fm:EnumDoc>
<fm:EnumDoc value="11">Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)</fm:EnumDoc>
<fm:EnumDoc value="12">Executing Trader (associated with Executing Firm - actually executes)</fm:EnumDoc>
<fm:EnumDoc value="13">Order Origination Firm (e.g. buy-side firm)</fm:EnumDoc>
<fm:EnumDoc value="14">Giveup Clearing Firm (firm to which trade is given up)</fm:EnumDoc>
<fm:EnumDoc value="15">Correspondant Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="16">Executing System</fm:EnumDoc>
<fm:EnumDoc value="17">Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="18">Contra Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="19">Sponsoring Firm</fm:EnumDoc>
<fm:EnumDoc value="2">Broker of Credit (formerly FIX 4.2 BrokerOfCredit)</fm:EnumDoc>
<fm:EnumDoc value="20">Underlying Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="21">Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="22">Exchange</fm:EnumDoc>
<fm:EnumDoc value="24">Customer Account</fm:EnumDoc>
<fm:EnumDoc value="25">Correspondent Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="26">Correspondent Broker</fm:EnumDoc>
<fm:EnumDoc value="27">Buyer/Seller (Receiver/Deliverer)</fm:EnumDoc>
<fm:EnumDoc value="28">Custodian</fm:EnumDoc>
<fm:EnumDoc value="29">Intermediary</fm:EnumDoc>
<fm:EnumDoc value="3">Client ID (formerly FIX 4.2 ClientID)</fm:EnumDoc>
<fm:EnumDoc value="30">Agent</fm:EnumDoc>
<fm:EnumDoc value="31">Sub-custodian</fm:EnumDoc>
<fm:EnumDoc value="32">Beneficiary</fm:EnumDoc>
<fm:EnumDoc value="33">Interested party</fm:EnumDoc>
<fm:EnumDoc value="34">Regulatory body</fm:EnumDoc>
<fm:EnumDoc value="35">Liquidity provider</fm:EnumDoc>
<fm:EnumDoc value="36">Entering trader</fm:EnumDoc>
<fm:EnumDoc value="37">Contra trader</fm:EnumDoc>
<fm:EnumDoc value="38">Position account</fm:EnumDoc>
<fm:EnumDoc value="4">Clearing Firm (formerly FIX 4.2 ClearingFirm)</fm:EnumDoc>
<fm:EnumDoc value="5">Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">Introducing Firm</fm:EnumDoc>
<fm:EnumDoc value="7">Entering Firm</fm:EnumDoc>
<fm:EnumDoc value="8">Locate / Lending Firm (for short-sales)</fm:EnumDoc>
<fm:EnumDoc value="9">Fund Manager Client ID (for CIV)</fm:EnumDoc>
<fm:EnumDoc value="60">Introducing Broker</fm:EnumDoc>
<fm:EnumDoc value="41">Contra Position Account</fm:EnumDoc>
<fm:EnumDoc value="42">Contra Exchange</fm:EnumDoc>
<fm:EnumDoc value="43">Internal Carry Account</fm:EnumDoc>
<fm:EnumDoc value="44">Order Entry Operator ID</fm:EnumDoc>
<fm:EnumDoc value="45">Secondary Account Number</fm:EnumDoc>
<fm:EnumDoc value="46">Foreign Firm</fm:EnumDoc>
<fm:EnumDoc value="47">Third Party Allocation Firm</fm:EnumDoc>
<fm:EnumDoc value="48">Claiming Account</fm:EnumDoc>
<fm:EnumDoc value="49">Asset Manager</fm:EnumDoc>
<fm:EnumDoc value="50">Pledgor Account</fm:EnumDoc>
<fm:EnumDoc value="51">Pledgee Account</fm:EnumDoc>
<fm:EnumDoc value="52">Large Trader Reportable Account</fm:EnumDoc>
<fm:EnumDoc value="53">Trader mnemonic</fm:EnumDoc>
<fm:EnumDoc value="54">Sender Location</fm:EnumDoc>
<fm:EnumDoc value="55">Session ID</fm:EnumDoc>
<fm:EnumDoc value="56">Acceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="57">Unacceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="58">Entering Unit</fm:EnumDoc>
<fm:EnumDoc value="59">Executing Unit</fm:EnumDoc>
<fm:EnumDoc value="39">Contra Investor ID</fm:EnumDoc>
<fm:EnumDoc value="40">Transfer to Firm</fm:EnumDoc>
<fm:EnumDoc value="61">Quote originator</fm:EnumDoc>
<fm:EnumDoc value="62">Report originator</fm:EnumDoc>
<fm:EnumDoc value="63">Systematic internaliser (SI)</fm:EnumDoc>
<fm:EnumDoc value="64">Multilateral Trading Facility (MTF)</fm:EnumDoc>
<fm:EnumDoc value="65">Regulated Market (RM)</fm:EnumDoc>
<fm:EnumDoc value="66">Market Maker</fm:EnumDoc>
<fm:EnumDoc value="67">Investment Firm</fm:EnumDoc>
<fm:EnumDoc value="68">Host Competent Authority (Host CA)</fm:EnumDoc>
<fm:EnumDoc value="69">Home Competent Authority (Home CA)</fm:EnumDoc>
<fm:EnumDoc value="70">Competent Authority of the most relevant market in terms of liquidity (CAL)</fm:EnumDoc>
<fm:EnumDoc value="71">Competent Authority of the Transaction (Execution) Venue (CATV) </fm:EnumDoc>
<fm:EnumDoc value="72">Reporting intermediary (medium/vendor via which report has been published)</fm:EnumDoc>
<fm:EnumDoc value="73">Execution Venue</fm:EnumDoc>
<fm:EnumDoc value="74">Market data entry originator</fm:EnumDoc>
<fm:EnumDoc value="75">Location ID</fm:EnumDoc>
<fm:EnumDoc value="76">Desk ID</fm:EnumDoc>
<fm:EnumDoc value="77">Market data market</fm:EnumDoc>
<fm:EnumDoc value="78">Allocation Entity</fm:EnumDoc>
<fm:EnumDoc value="79">Prime Broker providing General Trade Services</fm:EnumDoc>
<fm:EnumDoc value="80">Step-Out Firm (Prime Broker)</fm:EnumDoc>
<fm:EnumDoc value="81">BrokerClearingID</fm:EnumDoc>
<fm:EnumDoc value="82">Central Registration Depository (CRD)</fm:EnumDoc>
<fm:EnumDoc value="83">Clearing Account</fm:EnumDoc>
<fm:EnumDoc value="84">Acceptable Settling Counterparty</fm:EnumDoc>
<fm:EnumDoc value="85">Unacceptable Settling Counterparty</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="3"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
<xs:enumeration value="34"/>
<xs:enumeration value="35"/>
<xs:enumeration value="36"/>
<xs:enumeration value="37"/>
<xs:enumeration value="38"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="60"/>
<xs:enumeration value="41"/>
<xs:enumeration value="42"/>
<xs:enumeration value="43"/>
<xs:enumeration value="44"/>
<xs:enumeration value="45"/>
<xs:enumeration value="46"/>
<xs:enumeration value="47"/>
<xs:enumeration value="48"/>
<xs:enumeration value="49"/>
<xs:enumeration value="50"/>
<xs:enumeration value="51"/>
<xs:enumeration value="52"/>
<xs:enumeration value="53"/>
<xs:enumeration value="54"/>
<xs:enumeration value="55"/>
<xs:enumeration value="56"/>
<xs:enumeration value="57"/>
<xs:enumeration value="58"/>
<xs:enumeration value="59"/>
<xs:enumeration value="39"/>
<xs:enumeration value="40"/>
<xs:enumeration value="61"/>
<xs:enumeration value="62"/>
<xs:enumeration value="63"/>
<xs:enumeration value="64"/>
<xs:enumeration value="65"/>
<xs:enumeration value="66"/>
<xs:enumeration value="67"/>
<xs:enumeration value="68"/>
<xs:enumeration value="69"/>
<xs:enumeration value="70"/>
<xs:enumeration value="71"/>
<xs:enumeration value="72"/>
<xs:enumeration value="73"/>
<xs:enumeration value="74"/>
<xs:enumeration value="75"/>
<xs:enumeration value="76"/>
<xs:enumeration value="77"/>
<xs:enumeration value="78"/>
<xs:enumeration value="79"/>
<xs:enumeration value="80"/>
<xs:enumeration value="81"/>
<xs:enumeration value="82"/>
<xs:enumeration value="83"/>
<xs:enumeration value="84"/>
<xs:enumeration value="85"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="DerivativeInstrumentPartySubID_t">
<xs:annotation>
<xs:documentation>Refer to definition for PartySubID(523)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeInstrumentPartySubID" ComponentType="Field"
Tag="1297"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--DerivativeInstrumentPartySubIDType(1298) defined in implementation file--><xs:simpleType name="DerivativeInstrumentPartySubIDType_enum_t">
<xs:annotation>
<xs:documentation>Refer to definition for PartySubIDType(803)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeInstrumentPartySubIDType" ComponentType="Field"
Tag="1298"
Type="int"
UsesEnumsFromTag="803"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Firm</fm:EnumDoc>
<fm:EnumDoc value="10">Securities account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="11">Registration number (for settlement instructions and confirmations)</fm:EnumDoc>
<fm:EnumDoc value="12">Registered address (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="13">Regulatory status (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="14">Registration name (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="15">Cash account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="16">BIC</fm:EnumDoc>
<fm:EnumDoc value="17">CSD participant member code</fm:EnumDoc>
<fm:EnumDoc value="18">Registered address</fm:EnumDoc>
<fm:EnumDoc value="19">Fund account name</fm:EnumDoc>
<fm:EnumDoc value="2">Person</fm:EnumDoc>
<fm:EnumDoc value="20">Telex number</fm:EnumDoc>
<fm:EnumDoc value="21">Fax number</fm:EnumDoc>
<fm:EnumDoc value="22">Securities account name</fm:EnumDoc>
<fm:EnumDoc value="23">Cash account name</fm:EnumDoc>
<fm:EnumDoc value="24">Department</fm:EnumDoc>
<fm:EnumDoc value="25">Location desk</fm:EnumDoc>
<fm:EnumDoc value="26">Position account type</fm:EnumDoc>
<fm:EnumDoc value="3">System</fm:EnumDoc>
<fm:EnumDoc value="4">Application</fm:EnumDoc>
<fm:EnumDoc value="5">Full legal name of firm</fm:EnumDoc>
<fm:EnumDoc value="6">Postal address</fm:EnumDoc>
<fm:EnumDoc value="7">Phone number</fm:EnumDoc>
<fm:EnumDoc value="8">Email address</fm:EnumDoc>
<fm:EnumDoc value="9">Contact name</fm:EnumDoc>
<fm:EnumDoc value="27">Security locate ID</fm:EnumDoc>
<fm:EnumDoc value="28">Market maker</fm:EnumDoc>
<fm:EnumDoc value="29">Eligible counterparty</fm:EnumDoc>
<fm:EnumDoc value="30">Professional client</fm:EnumDoc>
<fm:EnumDoc value="31">Location</fm:EnumDoc>
<fm:EnumDoc value="32">Execution venue</fm:EnumDoc>
<fm:EnumDoc value="33">Currency delivery identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="23"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
</xs:restriction>
</xs:simpleType>
<!--DerivativeExerciseStyle(1299) defined in implementation file--><xs:simpleType name="DerivativeExerciseStyle_enum_t">
<xs:annotation>
<xs:documentation>Type of exercise of a derivatives security</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeExerciseStyle" ComponentType="Field" Tag="1299"
Type="char"
UsesEnumsFromTag="1194"
AbbrName="ExerStyle"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">European</fm:EnumDoc>
<fm:EnumDoc value="1">American</fm:EnumDoc>
<fm:EnumDoc value="2">Bermuda</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="MarketSegmentID_t">
<xs:annotation>
<xs:documentation>Identifies the market segment</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MarketSegmentID" ComponentType="Field" Tag="1300"
Type="String"
AbbrName="MktSegID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="MarketID_t">
<xs:annotation>
<xs:documentation>Identifies the Market</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MarketID" ComponentType="Field" Tag="1301" Type="Exchange"
AbbrName="MktID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Exchange"/>
</xs:simpleType>
<!--MaturityMonthYearIncrementUnits(1302) defined in implementation file--><xs:simpleType name="MaturityMonthYearIncrementUnits_enum_t">
<xs:annotation>
<xs:documentation>Unit of measure for the Maturity Month Year Increment</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MaturityMonthYearIncrementUnits" ComponentType="Field"
Tag="1302"
Type="int"
AbbrName="MMYIncrUnits"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Months</fm:EnumDoc>
<fm:EnumDoc value="1">Days</fm:EnumDoc>
<fm:EnumDoc value="2">Weeks</fm:EnumDoc>
<fm:EnumDoc value="3">Years</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<!--MaturityMonthYearFormat(1303) defined in implementation file--><xs:simpleType name="MaturityMonthYearFormat_enum_t">
<xs:annotation>
<xs:documentation>Format used to generate the MaturityMonthYear for each option</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MaturityMonthYearFormat" ComponentType="Field" Tag="1303"
Type="int"
AbbrName="MMYFmt"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">YearMonth Only (default)</fm:EnumDoc>
<fm:EnumDoc value="1">YearMonthDay</fm:EnumDoc>
<fm:EnumDoc value="2">YearMonthWeek</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--StrikeExerciseStyle(1304) defined in implementation file--><xs:simpleType name="StrikeExerciseStyle_enum_t">
<xs:annotation>
<xs:documentation>Expiration Style for an option class:</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StrikeExerciseStyle" ComponentType="Field" Tag="1304"
Type="int"
UsesEnumsFromTag="1194"
AbbrName="StrkExrStyle"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">European</fm:EnumDoc>
<fm:EnumDoc value="1">American</fm:EnumDoc>
<fm:EnumDoc value="2">Bermuda</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--SecondaryPriceLimitType(1305) defined in implementation file--><xs:simpleType name="SecondaryPriceLimitType_enum_t">
<xs:annotation>
<xs:documentation>Describes the how the price limits are expressed</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecondaryPriceLimitType" ComponentType="Field" Tag="1305"
Type="int"
UsesEnumsFromTag="1306"
AbbrName="PxLmtTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Price</fm:EnumDoc>
<fm:EnumDoc value="1">Ticks</fm:EnumDoc>
<fm:EnumDoc value="2">Percentage</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--PriceLimitType(1306) defined in implementation file--><xs:simpleType name="PriceLimitType_enum_t">
<xs:annotation>
<xs:documentation>Describes the how the price limits are expressed</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PriceLimitType" ComponentType="Field" Tag="1306"
Type="int"
AbbrName="PxLmtTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Price</fm:EnumDoc>
<fm:EnumDoc value="1">Ticks</fm:EnumDoc>
<fm:EnumDoc value="2">Percentage</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--DerivativeSecurityListRequestType(1307) defined in implementation file--><xs:simpleType name="DerivativeSecurityListRequestType_enum_t">
<xs:annotation>
<xs:documentation>Identifies the type of Security List Request</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeSecurityListRequestType" ComponentType="Field"
Tag="1307"
Type="int"
AbbrName="ListReqTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Symbol</fm:EnumDoc>
<fm:EnumDoc value="1">SecurityType and or CFICode</fm:EnumDoc>
<fm:EnumDoc value="2">Product</fm:EnumDoc>
<fm:EnumDoc value="3">TradingSessionID</fm:EnumDoc>
<fm:EnumDoc value="4">All Securities</fm:EnumDoc>
<fm:EnumDoc value="5">UndelyingSymbol</fm:EnumDoc>
<fm:EnumDoc value="6">Underlying SecurityType and or CFICode</fm:EnumDoc>
<fm:EnumDoc value="7">Underlying Product</fm:EnumDoc>
<fm:EnumDoc value="8">MarketID or MarketID + MarketSegmentID</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
</xs:restriction>
</xs:simpleType>
<!--ExecInstValue(1308) defined in implementation file--><xs:simpleType name="ExecInstValue_enum_t">
<xs:annotation>
<xs:documentation>Indicates execution instructions that are valid for the specified market segment</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ExecInstValue" ComponentType="Field" Tag="1308"
Type="char"
UsesEnumsFromTag="18"
AbbrName="ExecInstValu"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Stay on offer side</fm:EnumDoc>
<fm:EnumDoc value="1">Not held</fm:EnumDoc>
<fm:EnumDoc value="2">Work</fm:EnumDoc>
<fm:EnumDoc value="3">Go along</fm:EnumDoc>
<fm:EnumDoc value="4">Over the day</fm:EnumDoc>
<fm:EnumDoc value="5">Held</fm:EnumDoc>
<fm:EnumDoc value="6">Participant don't initiate</fm:EnumDoc>
<fm:EnumDoc value="7">Strict scale</fm:EnumDoc>
<fm:EnumDoc value="8">Try to scale</fm:EnumDoc>
<fm:EnumDoc value="9">Stay on bid side</fm:EnumDoc>
<fm:EnumDoc value="A">No cross (cross is forbidden)</fm:EnumDoc>
<fm:EnumDoc value="a">Trailing Stop Peg</fm:EnumDoc>
<fm:EnumDoc value="B">OK to cross</fm:EnumDoc>
<fm:EnumDoc value="b">Strict Limit (No price improvement)</fm:EnumDoc>
<fm:EnumDoc value="c">Ignore Price Validity Checks</fm:EnumDoc>
<fm:EnumDoc value="C">Call first</fm:EnumDoc>
<fm:EnumDoc value="d">Peg to Limit Price</fm:EnumDoc>
<fm:EnumDoc value="D">Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)</fm:EnumDoc>
<fm:EnumDoc value="E">Do not increase - DNI</fm:EnumDoc>
<fm:EnumDoc value="e">Work to Target Strategy</fm:EnumDoc>
<fm:EnumDoc value="F">Do not reduce - DNR</fm:EnumDoc>
<fm:EnumDoc value="G">All or none - AON</fm:EnumDoc>
<fm:EnumDoc value="H">Reinstate on system failure (mutually exclusive with Q and l)</fm:EnumDoc>
<fm:EnumDoc value="I">Institutions only</fm:EnumDoc>
<fm:EnumDoc value="J">Reinstate on Trading Halt (mutually exclusive with K and m)</fm:EnumDoc>
<fm:EnumDoc value="K">Cancel on Trading Halt (mutually exclusive with J and m)</fm:EnumDoc>
<fm:EnumDoc value="L">Last peg (last sale)</fm:EnumDoc>
<fm:EnumDoc value="M">Mid-price peg (midprice of inside quote)</fm:EnumDoc>
<fm:EnumDoc value="N">Non-negotiable</fm:EnumDoc>
<fm:EnumDoc value="O">Opening peg</fm:EnumDoc>
<fm:EnumDoc value="P">Market peg</fm:EnumDoc>
<fm:EnumDoc value="Q">Cancel on system failure (mutually exclusive with H and l)</fm:EnumDoc>
<fm:EnumDoc value="R">Primary peg (primary market - buy at bid/sell at offer)</fm:EnumDoc>
<fm:EnumDoc value="S">Suspend</fm:EnumDoc>
<fm:EnumDoc value="U">Customer Display Instruction (Rule 11Ac1-1/4)</fm:EnumDoc>
<fm:EnumDoc value="V">Netting (for Forex)</fm:EnumDoc>
<fm:EnumDoc value="W">Peg to VWAP</fm:EnumDoc>
<fm:EnumDoc value="X">Trade Along</fm:EnumDoc>
<fm:EnumDoc value="Y">Try To Stop</fm:EnumDoc>
<fm:EnumDoc value="Z">Cancel if not best</fm:EnumDoc>
<fm:EnumDoc value="f">Intermarket Sweep</fm:EnumDoc>
<fm:EnumDoc value="j">Single execution requested for block trade</fm:EnumDoc>
<fm:EnumDoc value="g">External Routing Allowed</fm:EnumDoc>
<fm:EnumDoc value="h">External Routing Not Allowed</fm:EnumDoc>
<fm:EnumDoc value="i">Imbalance Only</fm:EnumDoc>
<fm:EnumDoc value="T">Fixed Peg to Local best bid or offer at time of order</fm:EnumDoc>
<fm:EnumDoc value="k">Best Execution</fm:EnumDoc>
<fm:EnumDoc value="l">Suspend on system failure (mutually exclusive with H and Q)</fm:EnumDoc>
<fm:EnumDoc value="m">Suspend on Trading Halt (mutually exclusive with J and K)</fm:EnumDoc>
<fm:EnumDoc value="n">Reinstate on connection loss (mutually exclusive with o and p)</fm:EnumDoc>
<fm:EnumDoc value="o">Cancel on connection loss (mutually exclusive with n and p)</fm:EnumDoc>
<fm:EnumDoc value="p">Suspend on connection loss (mutually exclusive with n and o)</fm:EnumDoc>
<fm:EnumDoc value="q">Release from suspension (mutually exclusive with S)</fm:EnumDoc>
<fm:EnumDoc value="r">Execute as delta neutral using volatility provided</fm:EnumDoc>
<fm:EnumDoc value="s">Execute as duration neutral</fm:EnumDoc>
<fm:EnumDoc value="t">Execute as FX neutral</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="a"/>
<xs:enumeration value="B"/>
<xs:enumeration value="b"/>
<xs:enumeration value="c"/>
<xs:enumeration value="C"/>
<xs:enumeration value="d"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="e"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
<xs:enumeration value="J"/>
<xs:enumeration value="K"/>
<xs:enumeration value="L"/>
<xs:enumeration value="M"/>
<xs:enumeration value="N"/>
<xs:enumeration value="O"/>
<xs:enumeration value="P"/>
<xs:enumeration value="Q"/>
<xs:enumeration value="R"/>
<xs:enumeration value="S"/>
<xs:enumeration value="U"/>
<xs:enumeration value="V"/>
<xs:enumeration value="W"/>
<xs:enumeration value="X"/>
<xs:enumeration value="Y"/>
<xs:enumeration value="Z"/>
<xs:enumeration value="f"/>
<xs:enumeration value="j"/>
<xs:enumeration value="g"/>
<xs:enumeration value="h"/>
<xs:enumeration value="i"/>
<xs:enumeration value="T"/>
<xs:enumeration value="k"/>
<xs:enumeration value="l"/>
<xs:enumeration value="m"/>
<xs:enumeration value="n"/>
<xs:enumeration value="o"/>
<xs:enumeration value="p"/>
<xs:enumeration value="q"/>
<xs:enumeration value="r"/>
<xs:enumeration value="s"/>
<xs:enumeration value="t"/>
</xs:restriction>
</xs:simpleType>
<!--DerivativeInstrAttribType(1313) defined in implementation file--><xs:simpleType name="DerivativeInstrAttribType_enum_t">
<xs:annotation>
<xs:documentation>Refer to definition of InstrAttribType(871)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeInstrAttribType" ComponentType="Field"
Tag="1313"
Type="int"
UsesEnumsFromTag="871"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Flat (securities pay interest on a current basis but are traded without interest)</fm:EnumDoc>
<fm:EnumDoc value="10">Original issue discount</fm:EnumDoc>
<fm:EnumDoc value="11">Callable, puttable</fm:EnumDoc>
<fm:EnumDoc value="12">Escrowed to Maturity</fm:EnumDoc>
<fm:EnumDoc value="13">Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field</fm:EnumDoc>
<fm:EnumDoc value="14">Pre-refunded</fm:EnumDoc>
<fm:EnumDoc value="15">In default</fm:EnumDoc>
<fm:EnumDoc value="16">Unrated</fm:EnumDoc>
<fm:EnumDoc value="17">Taxable</fm:EnumDoc>
<fm:EnumDoc value="18">Indexed</fm:EnumDoc>
<fm:EnumDoc value="19">Subject To Alternative Minimum Tax</fm:EnumDoc>
<fm:EnumDoc value="2">Zero coupon</fm:EnumDoc>
<fm:EnumDoc value="20">Original issue discount price. Supply price in the InstrAttribValue (872) field</fm:EnumDoc>
<fm:EnumDoc value="21">Callable below maturity value</fm:EnumDoc>
<fm:EnumDoc value="22">Callable without notice by mail to holder unless registered</fm:EnumDoc>
<fm:EnumDoc value="3">Interest bearing (for Euro commercial paper when not issued at discount)</fm:EnumDoc>
<fm:EnumDoc value="4">No periodic payments</fm:EnumDoc>
<fm:EnumDoc value="5">Variable rate</fm:EnumDoc>
<fm:EnumDoc value="6">Less fee for put</fm:EnumDoc>
<fm:EnumDoc value="7">Stepped coupon</fm:EnumDoc>
<fm:EnumDoc value="8">Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field.</fm:EnumDoc>
<fm:EnumDoc value="9">When [and if] issued</fm:EnumDoc>
<fm:EnumDoc value="99">Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field.</fm:EnumDoc>
<fm:EnumDoc value="23">Price tick rules for security.</fm:EnumDoc>
<fm:EnumDoc value="24">Trade type eligibility details for security.</fm:EnumDoc>
<fm:EnumDoc value="25">Instrument Denominator</fm:EnumDoc>
<fm:EnumDoc value="26">Instrument Numerator</fm:EnumDoc>
<fm:EnumDoc value="27">Instrument Price Precision</fm:EnumDoc>
<fm:EnumDoc value="28">Instrument Strike Price</fm:EnumDoc>
<fm:EnumDoc value="29">Tradeable Indicator</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="99"/>
<xs:enumeration value="23"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="DerivativeInstrAttribValue_t">
<xs:annotation>
<xs:documentation>Refer to definition of InstrAttribValue(872)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeInstrAttribValue" ComponentType="Field"
Tag="1314"
Type="String"
AbbrName="Val"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--DerivativePriceUnitOfMeasure(1315) defined in implementation file--><xs:simpleType name="DerivativePriceUnitOfMeasure_enum_t">
<xs:annotation>
<xs:documentation>Refer to definition for PriceUnitOfMeasure(1191)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativePriceUnitOfMeasure" ComponentType="Field"
Tag="1315"
Type="String"
UsesEnumsFromTag="996"
AbbrName="PxUOM"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="MWh">Megawatt hours</fm:EnumDoc>
<fm:EnumDoc value="MMBtu">One Million BTU</fm:EnumDoc>
<fm:EnumDoc value="Bbl">Barrels</fm:EnumDoc>
<fm:EnumDoc value="Gal">Gallons</fm:EnumDoc>
<fm:EnumDoc value="t">Metric Tons (aka Tonne)</fm:EnumDoc>
<fm:EnumDoc value="tn">Tons (US)</fm:EnumDoc>
<fm:EnumDoc value="MMbbl">Million Barrels</fm:EnumDoc>
<fm:EnumDoc value="lbs">pounds</fm:EnumDoc>
<fm:EnumDoc value="oz_tr">Troy Ounces</fm:EnumDoc>
<fm:EnumDoc value="USD">US Dollars</fm:EnumDoc>
<fm:EnumDoc value="Bcf">Billion cubic feet</fm:EnumDoc>
<fm:EnumDoc value="Bu">Bushels</fm:EnumDoc>
<fm:EnumDoc value="Alw">Allowances</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="MWh"/>
<xs:enumeration value="MMBtu"/>
<xs:enumeration value="Bbl"/>
<xs:enumeration value="Gal"/>
<xs:enumeration value="t"/>
<xs:enumeration value="tn"/>
<xs:enumeration value="MMbbl"/>
<xs:enumeration value="lbs"/>
<xs:enumeration value="oz_tr"/>
<xs:enumeration value="USD"/>
<xs:enumeration value="Bcf"/>
<xs:enumeration value="Bu"/>
<xs:enumeration value="Alw"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="DerivativePriceUnitOfMeasureQty_t">
<xs:annotation>
<xs:documentation>Refer to definition of PriceUnitOfMeasureQty(1192)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativePriceUnitOfMeasureQty" ComponentType="Field"
Tag="1316"
Type="Qty"
AbbrName="PxUOMQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<!--DerivativeSettlMethod(1317) defined in implementation file--><xs:simpleType name="DerivativeSettlMethod_enum_t">
<xs:annotation>
<xs:documentation>Refer to definition of SettlMethod(1193)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeSettlMethod" ComponentType="Field" Tag="1317"
Type="char"
UsesEnumsFromTag="1193"
AbbrName="SettlMeth"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="C">Cash settlement required</fm:EnumDoc>
<fm:EnumDoc value="P">Physical settlement required</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="C"/>
<xs:enumeration value="P"/>
</xs:restriction>
</xs:simpleType>
<!--DerivativePriceQuoteMethod(1318) defined in implementation file--><xs:simpleType name="DerivativePriceQuoteMethod_enum_t">
<xs:annotation>
<xs:documentation>Refer to definition of PriceQuoteMethod(1196)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativePriceQuoteMethod" ComponentType="Field"
Tag="1318"
Type="String"
UsesEnumsFromTag="1196"
AbbrName="PxQteMeth"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="STD">Standard, money per unit of a physical</fm:EnumDoc>
<fm:EnumDoc value="INX">Index</fm:EnumDoc>
<fm:EnumDoc value="INT">Interest rate Index</fm:EnumDoc>
<fm:EnumDoc value="PCTPAR">Percent of Par</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="STD"/>
<xs:enumeration value="INX"/>
<xs:enumeration value="INT"/>
<xs:enumeration value="PCTPAR"/>
</xs:restriction>
</xs:simpleType>
<!--DerivativeValuationMethod(1319) defined in implementation file--><xs:simpleType name="DerivativeValuationMethod_enum_t">
<xs:annotation>
<xs:documentation>Refer to definition of ValuationMethod(1197).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeValuationMethod" ComponentType="Field"
Tag="1319"
Type="String"
UsesEnumsFromTag="1197"
AbbrName="ValMeth"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="EQTY">premium style</fm:EnumDoc>
<fm:EnumDoc value="FUT">futures style mark-to-market</fm:EnumDoc>
<fm:EnumDoc value="FUTDA">futures style with an attached cash adjustment</fm:EnumDoc>
<fm:EnumDoc value="CDS">CDS style collateralization of market to market and coupon</fm:EnumDoc>
<fm:EnumDoc value="CDSD">CDS in delivery - use recovery rate to calculate obligation</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="EQTY"/>
<xs:enumeration value="FUT"/>
<xs:enumeration value="FUTDA"/>
<xs:enumeration value="CDS"/>
<xs:enumeration value="CDSD"/>
</xs:restriction>
</xs:simpleType>
<!--DerivativeListMethod(1320) defined in implementation file--><xs:simpleType name="DerivativeListMethod_enum_t">
<xs:annotation>
<xs:documentation>Indicates whether instruments are pre-listed only or can also be defined via user request</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeListMethod" ComponentType="Field" Tag="1320"
Type="int"
UsesEnumsFromTag="1198"
AbbrName="ListMeth"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">pre-listed only</fm:EnumDoc>
<fm:EnumDoc value="1">user requested</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="DerivativeCapPrice_t">
<xs:annotation>
<xs:documentation>Refer to definition of CapPrice(1199)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeCapPrice" ComponentType="Field" Tag="1321"
Type="Price"
AbbrName="CapPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="DerivativeFloorPrice_t">
<xs:annotation>
<xs:documentation>Refer to definition of FloorPrice(1200)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeFloorPrice" ComponentType="Field" Tag="1322"
Type="Price"
AbbrName="FlrPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<!--DerivativePutOrCall(1323) defined in implementation file--><xs:simpleType name="DerivativePutOrCall_enum_t">
<xs:annotation>
<xs:documentation>Indicates whether an Option is for a put or call</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativePutOrCall" ComponentType="Field" Tag="1323"
Type="int"
UsesEnumsFromTag="201"
AbbrName="PutCall"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Put</fm:EnumDoc>
<fm:EnumDoc value="1">Call</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
</xs:restriction>
</xs:simpleType>
<!--ListUpdateAction(1324) defined in implementation file--><xs:simpleType name="ListUpdateAction_enum_t">
<xs:annotation>
<xs:documentation>If provided, then Instrument occurrence has explicitly changed</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ListUpdateAction" ComponentType="Field" Tag="1324"
Type="char"
UsesEnumsFromTag="980"
AbbrName="ListUpdActn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="A">Add</fm:EnumDoc>
<fm:EnumDoc value="D">Delete</fm:EnumDoc>
<fm:EnumDoc value="M">Modify</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="A"/>
<xs:enumeration value="D"/>
<xs:enumeration value="M"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ParentMktSegmID_t">
<xs:annotation>
<xs:documentation>Reference to a parent Market Segment. See MarketSegmentID(1300)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ParentMktSegmID" ComponentType="Field" Tag="1325"
Type="String"
AbbrName="ParentMktSegmID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="TradingSessionDesc_t">
<xs:annotation>
<xs:documentation>Trading Session description</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradingSessionDesc" ComponentType="Field" Tag="1326"
Type="String"
AbbrName="TradingSessionDesc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--TradSesUpdateAction(1327) defined in implementation file--><xs:simpleType name="TradSesUpdateAction_enum_t">
<xs:annotation>
<xs:documentation>Specifies the action taken for the specified trading sessions.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradSesUpdateAction" ComponentType="Field" Tag="1327"
Type="char"
UsesEnumsFromTag="980"
AbbrName="TradSesUpdtActn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="A">Add</fm:EnumDoc>
<fm:EnumDoc value="D">Delete</fm:EnumDoc>
<fm:EnumDoc value="M">Modify</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="A"/>
<xs:enumeration value="D"/>
<xs:enumeration value="M"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RejectText_t">
<xs:annotation>
<xs:documentation>Those will be used by Firms to send a reason for rejecting a trade in an allocate claim model.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RejectText" ComponentType="Field" Tag="1328" Type="String"
AbbrName="RejTxt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="FeeMultiplier_t">
<xs:annotation>
<xs:documentation>This is a multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="FeeMultiplier" ComponentType="Field" Tag="1329"
Type="float"
AbbrName="FeeMult"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingLegSymbol_t">
<xs:annotation>
<xs:documentation>Refer to definition for Symbol(55)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingLegSymbol" ComponentType="Field" Tag="1330"
Type="String"
AbbrName="Sym"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingLegSymbolSfx_t">
<xs:annotation>
<xs:documentation>Refer to definition for SymbolSfx(65)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingLegSymbolSfx" ComponentType="Field" Tag="1331"
Type="String"
AbbrName="Sfx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingLegSecurityID_t">
<xs:annotation>
<xs:documentation>Refer to definition for SecurityID(48)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingLegSecurityID" ComponentType="Field" Tag="1332"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingLegSecurityIDSource_t">
<xs:annotation>
<xs:documentation>Refer to definition for SecurityIDSource(22)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingLegSecurityIDSource" ComponentType="Field"
Tag="1333"
Type="String"
AbbrName="Src"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingLegSecurityAltID_t">
<xs:annotation>
<xs:documentation>Refer to definition for SecurityAltID(455)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingLegSecurityAltID" ComponentType="Field"
Tag="1335"
Type="String"
AbbrName="AltID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingLegSecurityAltIDSource_t">
<xs:annotation>
<xs:documentation>Refer to definition for SecurityAltIDSource(456)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingLegSecurityAltIDSource" ComponentType="Field"
Tag="1336"
Type="String"
AbbrName="AltIDSrc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingLegSecurityType_t">
<xs:annotation>
<xs:documentation>Refer to definition for SecurityType(167)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingLegSecurityType" ComponentType="Field"
Tag="1337"
Type="String"
AbbrName="SecType"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingLegSecuritySubType_t">
<xs:annotation>
<xs:documentation>Refer to definition for SecuritySubType(762)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingLegSecuritySubType" ComponentType="Field"
Tag="1338"
Type="String"
AbbrName="SubType"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingLegMaturityMonthYear_t">
<xs:annotation>
<xs:documentation>Refer to definition for MaturityMonthYear(200)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingLegMaturityMonthYear" ComponentType="Field"
Tag="1339"
Type="MonthYear"
AbbrName="MMY"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="MonthYear"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingLegStrikePrice_t">
<xs:annotation>
<xs:documentation>Refer to definition for StrikePrice(202)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingLegStrikePrice" ComponentType="Field" Tag="1340"
Type="Price"
AbbrName="StrkPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingLegSecurityExchange_t">
<xs:annotation>
<xs:documentation>Refer to definition for SecurityExchange(207)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingLegSecurityExchange" ComponentType="Field"
Tag="1341"
Type="String"
AbbrName="Exch"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingLegPutOrCall_t">
<xs:annotation>
<xs:documentation>Refer to definition for PutOrCall(201)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingLegPutOrCall" ComponentType="Field" Tag="1343"
Type="int"
AbbrName="PutCall"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingLegCFICode_t">
<xs:annotation>
<xs:documentation>Refer to definition for CFICode(461)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingLegCFICode" ComponentType="Field" Tag="1344"
Type="String"
AbbrName="CFI"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingLegMaturityDate_t">
<xs:annotation>
<xs:documentation>Date of maturity.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingLegMaturityDate" ComponentType="Field"
Tag="1345"
Type="LocalMktDate"
AbbrName="MatDt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="LocalMktDate"/>
</xs:simpleType>
<xs:simpleType name="ApplReqID_t">
<xs:annotation>
<xs:documentation>Unique identifier for request</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ApplReqID" ComponentType="Field" Tag="1346" Type="String"
AbbrName="ApplReqID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--ApplReqType(1347) defined in implementation file--><xs:simpleType name="ApplReqType_enum_t">
<xs:annotation>
<xs:documentation>Type of Application Message Request being made.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ApplReqType" ComponentType="Field" Tag="1347" Type="int"
AbbrName="ApplReqTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Retransmission of application messages for the specified Applications</fm:EnumDoc>
<fm:EnumDoc value="1">Subscription to the specified Applications</fm:EnumDoc>
<fm:EnumDoc value="2">Request for the last ApplLastSeqNum published for the specified Applications</fm:EnumDoc>
<fm:EnumDoc value="3">Request valid set of Applications</fm:EnumDoc>
<fm:EnumDoc value="4">Unsubscribe to the specified Applications</fm:EnumDoc>
<fm:EnumDoc value="5">Cancel retransmission</fm:EnumDoc>
<fm:EnumDoc value="6">Cancel retransmission and unsubscribe to the specified applications</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
</xs:restriction>
</xs:simpleType>
<!--ApplResponseType(1348) defined in implementation file--><xs:simpleType name="ApplResponseType_enum_t">
<xs:annotation>
<xs:documentation>Used to indicate the type of acknowledgement being sent.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ApplResponseType" ComponentType="Field" Tag="1348"
Type="int"
AbbrName="ApplRespTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Request successfully processed</fm:EnumDoc>
<fm:EnumDoc value="1">Application does not exist</fm:EnumDoc>
<fm:EnumDoc value="2">Messages not available</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ApplTotalMessageCount_t">
<xs:annotation>
<xs:documentation>Total number of messages included in transmission.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ApplTotalMessageCount" ComponentType="Field" Tag="1349"
Type="int"
AbbrName="ApplTotMsgCnt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="ApplLastSeqNum_t">
<xs:annotation>
<xs:documentation>Application sequence number of last message in transmission </xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ApplLastSeqNum" ComponentType="Field" Tag="1350"
Type="SeqNum"
AbbrName="ApplLastSeqNum"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="SeqNum"/>
</xs:simpleType>
<xs:simpleType name="ApplResendFlag_t">
<xs:annotation>
<xs:documentation>Used to indicate that a message is being sent in response to an Application Message Request. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ApplResendFlag" ComponentType="Field" Tag="1352"
Type="Boolean"
AbbrName="ApplResendFlag"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean"/>
</xs:simpleType>
<xs:simpleType name="ApplResponseID_t">
<xs:annotation>
<xs:documentation>Identifier for the Applicaton Message Request Ack</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ApplResponseID" ComponentType="Field" Tag="1353"
Type="String"
AbbrName="ApplRespID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--ApplResponseError(1354) defined in implementation file--><xs:simpleType name="ApplResponseError_enum_t">
<xs:annotation>
<xs:documentation>Used to return an error code or text associated with a response to an Application Request.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ApplResponseError" ComponentType="Field" Tag="1354"
Type="int"
AbbrName="ApplRespErr"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Application does not exist</fm:EnumDoc>
<fm:EnumDoc value="1">Messages requested are not available</fm:EnumDoc>
<fm:EnumDoc value="2">User not authorized for application</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RefApplID_t">
<xs:annotation>
<xs:documentation>Reference to the unique application identifier which corresponds to ApplID(1180) from the Application Sequence Group component</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RefApplID" ComponentType="Field" Tag="1355" Type="String"
AbbrName="RefApplID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="ApplReportID_t">
<xs:annotation>
<xs:documentation>Identifier for the Application Sequence Reset</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ApplReportID" ComponentType="Field" Tag="1356"
Type="String"
AbbrName="ApplRptID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="RefApplLastSeqNum_t">
<xs:annotation>
<xs:documentation>Application sequence number of last message in transmission.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RefApplLastSeqNum" ComponentType="Field" Tag="1357"
Type="SeqNum"
AbbrName="RefApplLastSeqNum"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="SeqNum"/>
</xs:simpleType>
<xs:simpleType name="LegPutOrCall_t">
<xs:annotation>
<xs:documentation>Refer to definition of PutOrCall(201)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegPutOrCall" ComponentType="Field" Tag="1358" Type="int"
AbbrName="PutCall"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="EncodedSymbolLen_t">
<xs:annotation>
<xs:documentation>Byte length of encoded (non-ASCII characters) EncodedSymbol(1360) field.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedSymbolLen" ComponentType="Field" Tag="1359"
Type="Length"
AbbrName="EncodedSymbolLen"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Length"/>
</xs:simpleType>
<xs:simpleType name="EncodedSymbol_t">
<xs:annotation>
<xs:documentation>Encoded (non-ASCII characters) representation of the Symbol(55) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation can also be specified in the Symbol field.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedSymbol" ComponentType="Field" Tag="1360"
Type="data"
AbbrName="EncodedSymbol"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="data"/>
</xs:simpleType>
<xs:simpleType name="TotNoFills_t">
<xs:annotation>
<xs:documentation>Total number of fill entries across all messages. Should be the sum of all NoFills(1362) in each message that has repeating list of fill entries related to the same ExecID(17). Used to support fragmentation.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TotNoFills" ComponentType="Field" Tag="1361" Type="int"
AbbrName="TotNoFills"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="FillExecID_t">
<xs:annotation>
<xs:documentation>Refer to ExecID(17). Used when multiple partial fills are reported in single Execution Report. ExecID and FillExecID should not overlap,</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="FillExecID" ComponentType="Field" Tag="1363" Type="String"
AbbrName="FillExecID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="FillPx_t">
<xs:annotation>
<xs:documentation>Price of Fill. Refer to LastPx(31).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="FillPx" ComponentType="Field" Tag="1364" Type="Price"
AbbrName="FillPx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<xs:simpleType name="FillQty_t">
<xs:annotation>
<xs:documentation>Quantity of Fill. Refer to LastQty(32).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="FillQty" ComponentType="Field" Tag="1365" Type="Qty"
AbbrName="FillQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="LegAllocID_t">
<xs:annotation>
<xs:documentation>The AllocID(70) of an individual leg of a multileg order.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegAllocID" ComponentType="Field" Tag="1366" Type="String"
AbbrName="LegAllocID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="LegAllocSettlCurrency_t">
<xs:annotation>
<xs:documentation>Identifies settlement currency for the leg level allocation.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegAllocSettlCurrency" ComponentType="Field" Tag="1367"
Type="Currency"
AbbrName="AllocSettlCcy"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Currency"/>
</xs:simpleType>
<!--TradSesEvent(1368) defined in implementation file--><xs:simpleType name="TradSesEvent_enum_t">
<xs:annotation>
<xs:documentation>Identifies an event related to a TradSesStatus(340). An event occurs and is gone, it is not a state that applies for a period of time.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradSesEvent" ComponentType="Field" Tag="1368" Type="int"
AbbrName="TradSesEvent"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Trading resumes (after Halt)</fm:EnumDoc>
<fm:EnumDoc value="1">Change of Trading Session</fm:EnumDoc>
<fm:EnumDoc value="2">Change of Trading Subsession</fm:EnumDoc>
<fm:EnumDoc value="3">Change of Trading Status</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="MassActionReportID_t">
<xs:annotation>
<xs:documentation>Unique identifier of Order Mass Cancel Report or Order Mass Action Report message as assigned by sell-side (broker, exchange, ECN)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MassActionReportID" ComponentType="Field" Tag="1369"
Type="String"
AbbrName="MassActionReportID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="NotAffectedOrderID_t">
<xs:annotation>
<xs:documentation>OrderID(37) of an order not affected by a mass cancel request.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NotAffectedOrderID" ComponentType="Field" Tag="1371"
Type="String"
AbbrName="NotAffectedOrderID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="NotAffOrigClOrdID_t">
<xs:annotation>
<xs:documentation>ClOrdID(11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NotAffOrigClOrdID" ComponentType="Field" Tag="1372"
Type="String"
AbbrName="NotAffOrigClOrdID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--MassActionType(1373) defined in implementation file--><xs:simpleType name="MassActionType_enum_t">
<xs:annotation>
<xs:documentation>Specifies the type of action requested</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MassActionType" ComponentType="Field" Tag="1373"
Type="int"
AbbrName="MassActionType"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Suspend orders</fm:EnumDoc>
<fm:EnumDoc value="2">Release orders from suspension</fm:EnumDoc>
<fm:EnumDoc value="3">Cancel orders</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<!--MassActionScope(1374) defined in implementation file--><xs:simpleType name="MassActionScope_enum_t">
<xs:annotation>
<xs:documentation>Specifies scope of Order Mass Action Request.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MassActionScope" ComponentType="Field" Tag="1374"
Type="int"
AbbrName="MassActionScope"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">All orders for a security</fm:EnumDoc>
<fm:EnumDoc value="2">All orders for an underlying security</fm:EnumDoc>
<fm:EnumDoc value="3">All orders for a Product</fm:EnumDoc>
<fm:EnumDoc value="4">All orders for a CFICode</fm:EnumDoc>
<fm:EnumDoc value="5">All orders for a SecurityType</fm:EnumDoc>
<fm:EnumDoc value="6">All orders for a trading session</fm:EnumDoc>
<fm:EnumDoc value="7">All orders</fm:EnumDoc>
<fm:EnumDoc value="8">All orders for a Market</fm:EnumDoc>
<fm:EnumDoc value="9">All orders for a Market Segment</fm:EnumDoc>
<fm:EnumDoc value="10">All orders for a Security Group</fm:EnumDoc>
<fm:EnumDoc value="11">Cancel for Security Issuer</fm:EnumDoc>
<fm:EnumDoc value="12">Cancel for Issuer of Underlying Security</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
</xs:restriction>
</xs:simpleType>
<!--MassActionResponse(1375) defined in implementation file--><xs:simpleType name="MassActionResponse_enum_t">
<xs:annotation>
<xs:documentation>Specifies the action taken by counterparty order handling system as a result of the action type indicated in MassActionType of the Order Mass Action Request.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MassActionResponse" ComponentType="Field" Tag="1375"
Type="int"
AbbrName="MassActionResponse"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Rejected - See MassActionRejectReason(1376)</fm:EnumDoc>
<fm:EnumDoc value="1">Accepted</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
</xs:restriction>
</xs:simpleType>
<!--MassActionRejectReason(1376) defined in implementation file--><xs:simpleType name="MassActionRejectReason_enum_t">
<xs:annotation>
<xs:documentation>Reason Order Mass Action Request was rejected</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MassActionRejectReason" ComponentType="Field" Tag="1376"
Type="int"
AbbrName="MassActionRejectReason"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Mass Action Not Supported</fm:EnumDoc>
<fm:EnumDoc value="1">Invalid or unknown security</fm:EnumDoc>
<fm:EnumDoc value="2">Invalid or unknown underlying security</fm:EnumDoc>
<fm:EnumDoc value="3">Invalid or unknown Product</fm:EnumDoc>
<fm:EnumDoc value="4">Invalid or unknown CFICode</fm:EnumDoc>
<fm:EnumDoc value="5">Invalid or unknown SecurityType</fm:EnumDoc>
<fm:EnumDoc value="6">Invalid or unknown trading session</fm:EnumDoc>
<fm:EnumDoc value="7">Invalid or unknown Market</fm:EnumDoc>
<fm:EnumDoc value="8">Invalid or unknown Market Segment</fm:EnumDoc>
<fm:EnumDoc value="9">Invalid or unknown Security Group</fm:EnumDoc>
<fm:EnumDoc value="99">Other</fm:EnumDoc>
<fm:EnumDoc value="10">Invalid or unknown Security Issuer</fm:EnumDoc>
<fm:EnumDoc value="11">Invalid or unknown Issuer of Underlying Security </fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="99"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
</xs:restriction>
</xs:simpleType>
<!--MultilegModel(1377) defined in implementation file--><xs:simpleType name="MultilegModel_enum_t">
<xs:annotation>
<xs:documentation>Specifies the type of multileg order.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MultilegModel" ComponentType="Field" Tag="1377" Type="int"
AbbrName="MlegModel"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Predefined Multileg Security</fm:EnumDoc>
<fm:EnumDoc value="1">User-defined Multleg Security</fm:EnumDoc>
<fm:EnumDoc value="2">User-defined, Non-Securitized, Multileg</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--MultilegPriceMethod(1378) defined in implementation file--><xs:simpleType name="MultilegPriceMethod_enum_t">
<xs:annotation>
<xs:documentation>Code to represent how the multileg price is to be interpreted when applied to the legs.
(See Volume : "Glossary" for further value definitions)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MultilegPriceMethod" ComponentType="Field" Tag="1378"
Type="int"
AbbrName="MlegPxMeth"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Net Price</fm:EnumDoc>
<fm:EnumDoc value="1">Reversed Net Price</fm:EnumDoc>
<fm:EnumDoc value="2">Yield Difference</fm:EnumDoc>
<fm:EnumDoc value="3">Individual</fm:EnumDoc>
<fm:EnumDoc value="4">Contract Weighted Average Price</fm:EnumDoc>
<fm:EnumDoc value="5">Multiplied Price</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="LegVolatility_t">
<xs:annotation>
<xs:documentation>Specifies the volatility of an instrument leg.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegVolatility" ComponentType="Field" Tag="1379"
Type="float"
AbbrName="LegVolatility"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="DividendYield_t">
<xs:annotation>
<xs:documentation>The continuously-compounded annualized dividend yield of the underlying(s) of an option. Used as a parameter to theoretical option pricing models.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DividendYield" ComponentType="Field" Tag="1380"
Type="Percentage"
AbbrName="DividendYield"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="LegDividendYield_t">
<xs:annotation>
<xs:documentation>Refer to definition for DividendYield(1380).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegDividendYield" ComponentType="Field" Tag="1381"
Type="Percentage"
AbbrName="LegDividendYield"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="CurrencyRatio_t">
<xs:annotation>
<xs:documentation>Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then CurrencyRatio = 0.7</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CurrencyRatio" ComponentType="Field" Tag="1382"
Type="float"
AbbrName="CurrencyRatio"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="LegCurrencyRatio_t">
<xs:annotation>
<xs:documentation>Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegCurrencyRatio" ComponentType="Field" Tag="1383"
Type="float"
AbbrName="LegCurrencyRatio"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<!--LegExecInst(1384) defined in implementation file--><xs:simpleType name="LegExecInst_enum_t">
<xs:annotation>
<xs:documentation>Refer to ExecInst(18)
Same values as ExecInst(18)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegExecInst" ComponentType="Field" Tag="1384"
Type="MultipleCharValue"
UsesEnumsFromTag="18"
AbbrName="LegExecInst"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Stay on offer side</fm:EnumDoc>
<fm:EnumDoc value="1">Not held</fm:EnumDoc>
<fm:EnumDoc value="2">Work</fm:EnumDoc>
<fm:EnumDoc value="3">Go along</fm:EnumDoc>
<fm:EnumDoc value="4">Over the day</fm:EnumDoc>
<fm:EnumDoc value="5">Held</fm:EnumDoc>
<fm:EnumDoc value="6">Participant don't initiate</fm:EnumDoc>
<fm:EnumDoc value="7">Strict scale</fm:EnumDoc>
<fm:EnumDoc value="8">Try to scale</fm:EnumDoc>
<fm:EnumDoc value="9">Stay on bid side</fm:EnumDoc>
<fm:EnumDoc value="A">No cross (cross is forbidden)</fm:EnumDoc>
<fm:EnumDoc value="a">Trailing Stop Peg</fm:EnumDoc>
<fm:EnumDoc value="B">OK to cross</fm:EnumDoc>
<fm:EnumDoc value="b">Strict Limit (No price improvement)</fm:EnumDoc>
<fm:EnumDoc value="c">Ignore Price Validity Checks</fm:EnumDoc>
<fm:EnumDoc value="C">Call first</fm:EnumDoc>
<fm:EnumDoc value="d">Peg to Limit Price</fm:EnumDoc>
<fm:EnumDoc value="D">Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)</fm:EnumDoc>
<fm:EnumDoc value="E">Do not increase - DNI</fm:EnumDoc>
<fm:EnumDoc value="e">Work to Target Strategy</fm:EnumDoc>
<fm:EnumDoc value="F">Do not reduce - DNR</fm:EnumDoc>
<fm:EnumDoc value="G">All or none - AON</fm:EnumDoc>
<fm:EnumDoc value="H">Reinstate on system failure (mutually exclusive with Q and l)</fm:EnumDoc>
<fm:EnumDoc value="I">Institutions only</fm:EnumDoc>
<fm:EnumDoc value="J">Reinstate on Trading Halt (mutually exclusive with K and m)</fm:EnumDoc>
<fm:EnumDoc value="K">Cancel on Trading Halt (mutually exclusive with J and m)</fm:EnumDoc>
<fm:EnumDoc value="L">Last peg (last sale)</fm:EnumDoc>
<fm:EnumDoc value="M">Mid-price peg (midprice of inside quote)</fm:EnumDoc>
<fm:EnumDoc value="N">Non-negotiable</fm:EnumDoc>
<fm:EnumDoc value="O">Opening peg</fm:EnumDoc>
<fm:EnumDoc value="P">Market peg</fm:EnumDoc>
<fm:EnumDoc value="Q">Cancel on system failure (mutually exclusive with H and l)</fm:EnumDoc>
<fm:EnumDoc value="R">Primary peg (primary market - buy at bid/sell at offer)</fm:EnumDoc>
<fm:EnumDoc value="S">Suspend</fm:EnumDoc>
<fm:EnumDoc value="U">Customer Display Instruction (Rule 11Ac1-1/4)</fm:EnumDoc>
<fm:EnumDoc value="V">Netting (for Forex)</fm:EnumDoc>
<fm:EnumDoc value="W">Peg to VWAP</fm:EnumDoc>
<fm:EnumDoc value="X">Trade Along</fm:EnumDoc>
<fm:EnumDoc value="Y">Try To Stop</fm:EnumDoc>
<fm:EnumDoc value="Z">Cancel if not best</fm:EnumDoc>
<fm:EnumDoc value="f">Intermarket Sweep</fm:EnumDoc>
<fm:EnumDoc value="j">Single execution requested for block trade</fm:EnumDoc>
<fm:EnumDoc value="g">External Routing Allowed</fm:EnumDoc>
<fm:EnumDoc value="h">External Routing Not Allowed</fm:EnumDoc>
<fm:EnumDoc value="i">Imbalance Only</fm:EnumDoc>
<fm:EnumDoc value="T">Fixed Peg to Local best bid or offer at time of order</fm:EnumDoc>
<fm:EnumDoc value="k">Best Execution</fm:EnumDoc>
<fm:EnumDoc value="l">Suspend on system failure (mutually exclusive with H and Q)</fm:EnumDoc>
<fm:EnumDoc value="m">Suspend on Trading Halt (mutually exclusive with J and K)</fm:EnumDoc>
<fm:EnumDoc value="n">Reinstate on connection loss (mutually exclusive with o and p)</fm:EnumDoc>
<fm:EnumDoc value="o">Cancel on connection loss (mutually exclusive with n and p)</fm:EnumDoc>
<fm:EnumDoc value="p">Suspend on connection loss (mutually exclusive with n and o)</fm:EnumDoc>
<fm:EnumDoc value="q">Release from suspension (mutually exclusive with S)</fm:EnumDoc>
<fm:EnumDoc value="r">Execute as delta neutral using volatility provided</fm:EnumDoc>
<fm:EnumDoc value="s">Execute as duration neutral</fm:EnumDoc>
<fm:EnumDoc value="t">Execute as FX neutral</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="MultipleCharValue">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="a"/>
<xs:enumeration value="B"/>
<xs:enumeration value="b"/>
<xs:enumeration value="c"/>
<xs:enumeration value="C"/>
<xs:enumeration value="d"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="e"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
<xs:enumeration value="J"/>
<xs:enumeration value="K"/>
<xs:enumeration value="L"/>
<xs:enumeration value="M"/>
<xs:enumeration value="N"/>
<xs:enumeration value="O"/>
<xs:enumeration value="P"/>
<xs:enumeration value="Q"/>
<xs:enumeration value="R"/>
<xs:enumeration value="S"/>
<xs:enumeration value="U"/>
<xs:enumeration value="V"/>
<xs:enumeration value="W"/>
<xs:enumeration value="X"/>
<xs:enumeration value="Y"/>
<xs:enumeration value="Z"/>
<xs:enumeration value="f"/>
<xs:enumeration value="j"/>
<xs:enumeration value="g"/>
<xs:enumeration value="h"/>
<xs:enumeration value="i"/>
<xs:enumeration value="T"/>
<xs:enumeration value="k"/>
<xs:enumeration value="l"/>
<xs:enumeration value="m"/>
<xs:enumeration value="n"/>
<xs:enumeration value="o"/>
<xs:enumeration value="p"/>
<xs:enumeration value="q"/>
<xs:enumeration value="r"/>
<xs:enumeration value="s"/>
<xs:enumeration value="t"/>
</xs:restriction>
</xs:simpleType>
<!--ContingencyType(1385) defined in implementation file--><xs:simpleType name="ContingencyType_enum_t">
<xs:annotation>
<xs:documentation>Defines the type of contingency.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ContingencyType" ComponentType="Field" Tag="1385"
Type="int"
AbbrName="ContingencyType"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">One Cancels the Other (OCO)</fm:EnumDoc>
<fm:EnumDoc value="2">One Triggers the Other (OTO)</fm:EnumDoc>
<fm:EnumDoc value="3">One Updates the Other (OUO) - Absolute Quantity Reduction</fm:EnumDoc>
<fm:EnumDoc value="4">One Updates the Other (OUO) - Proportional Quantity Reduction</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<!--ListRejectReason(1386) defined in implementation file--><xs:simpleType name="ListRejectReason_enum_t">
<xs:annotation>
<xs:documentation>Identifies the reason for rejection of a New Order List message. Note that OrdRejReason(103) is used if the rejection is based on properties of an individual order part of the List.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ListRejectReason" ComponentType="Field" Tag="1386"
Type="int"
AbbrName="ListRejectReason"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Broker / Exchange option</fm:EnumDoc>
<fm:EnumDoc value="2">Exchange closed</fm:EnumDoc>
<fm:EnumDoc value="4">Too late to enter</fm:EnumDoc>
<fm:EnumDoc value="5">Unknown order</fm:EnumDoc>
<fm:EnumDoc value="6">Duplicate Order (e.g. dupe ClOrdID)</fm:EnumDoc>
<fm:EnumDoc value="11">Unsupported order characteristic</fm:EnumDoc>
<fm:EnumDoc value="99">Other</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="2"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="11"/>
<xs:enumeration value="99"/>
</xs:restriction>
</xs:simpleType>
<!--TrdRepPartyRole(1388) defined in implementation file--><xs:simpleType name="TrdRepPartyRole_enum_t">
<xs:annotation>
<xs:documentation>Identifies the type of party for trade reporting. Same values as PartyRole(452).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TrdRepPartyRole" ComponentType="Field" Tag="1388"
Type="int"
UsesEnumsFromTag="452"
AbbrName="PtyRole"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Executing Firm (formerly FIX 4.2 ExecBroker)</fm:EnumDoc>
<fm:EnumDoc value="10">Settlement Location (formerly FIX 4.2 SettlLocation)</fm:EnumDoc>
<fm:EnumDoc value="11">Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)</fm:EnumDoc>
<fm:EnumDoc value="12">Executing Trader (associated with Executing Firm - actually executes)</fm:EnumDoc>
<fm:EnumDoc value="13">Order Origination Firm (e.g. buy-side firm)</fm:EnumDoc>
<fm:EnumDoc value="14">Giveup Clearing Firm (firm to which trade is given up)</fm:EnumDoc>
<fm:EnumDoc value="15">Correspondant Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="16">Executing System</fm:EnumDoc>
<fm:EnumDoc value="17">Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="18">Contra Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="19">Sponsoring Firm</fm:EnumDoc>
<fm:EnumDoc value="2">Broker of Credit (formerly FIX 4.2 BrokerOfCredit)</fm:EnumDoc>
<fm:EnumDoc value="20">Underlying Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="21">Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="22">Exchange</fm:EnumDoc>
<fm:EnumDoc value="24">Customer Account</fm:EnumDoc>
<fm:EnumDoc value="25">Correspondent Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="26">Correspondent Broker</fm:EnumDoc>
<fm:EnumDoc value="27">Buyer/Seller (Receiver/Deliverer)</fm:EnumDoc>
<fm:EnumDoc value="28">Custodian</fm:EnumDoc>
<fm:EnumDoc value="29">Intermediary</fm:EnumDoc>
<fm:EnumDoc value="3">Client ID (formerly FIX 4.2 ClientID)</fm:EnumDoc>
<fm:EnumDoc value="30">Agent</fm:EnumDoc>
<fm:EnumDoc value="31">Sub-custodian</fm:EnumDoc>
<fm:EnumDoc value="32">Beneficiary</fm:EnumDoc>
<fm:EnumDoc value="33">Interested party</fm:EnumDoc>
<fm:EnumDoc value="34">Regulatory body</fm:EnumDoc>
<fm:EnumDoc value="35">Liquidity provider</fm:EnumDoc>
<fm:EnumDoc value="36">Entering trader</fm:EnumDoc>
<fm:EnumDoc value="37">Contra trader</fm:EnumDoc>
<fm:EnumDoc value="38">Position account</fm:EnumDoc>
<fm:EnumDoc value="4">Clearing Firm (formerly FIX 4.2 ClearingFirm)</fm:EnumDoc>
<fm:EnumDoc value="5">Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">Introducing Firm</fm:EnumDoc>
<fm:EnumDoc value="7">Entering Firm</fm:EnumDoc>
<fm:EnumDoc value="8">Locate / Lending Firm (for short-sales)</fm:EnumDoc>
<fm:EnumDoc value="9">Fund Manager Client ID (for CIV)</fm:EnumDoc>
<fm:EnumDoc value="60">Introducing Broker</fm:EnumDoc>
<fm:EnumDoc value="41">Contra Position Account</fm:EnumDoc>
<fm:EnumDoc value="42">Contra Exchange</fm:EnumDoc>
<fm:EnumDoc value="43">Internal Carry Account</fm:EnumDoc>
<fm:EnumDoc value="44">Order Entry Operator ID</fm:EnumDoc>
<fm:EnumDoc value="45">Secondary Account Number</fm:EnumDoc>
<fm:EnumDoc value="46">Foreign Firm</fm:EnumDoc>
<fm:EnumDoc value="47">Third Party Allocation Firm</fm:EnumDoc>
<fm:EnumDoc value="48">Claiming Account</fm:EnumDoc>
<fm:EnumDoc value="49">Asset Manager</fm:EnumDoc>
<fm:EnumDoc value="50">Pledgor Account</fm:EnumDoc>
<fm:EnumDoc value="51">Pledgee Account</fm:EnumDoc>
<fm:EnumDoc value="52">Large Trader Reportable Account</fm:EnumDoc>
<fm:EnumDoc value="53">Trader mnemonic</fm:EnumDoc>
<fm:EnumDoc value="54">Sender Location</fm:EnumDoc>
<fm:EnumDoc value="55">Session ID</fm:EnumDoc>
<fm:EnumDoc value="56">Acceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="57">Unacceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="58">Entering Unit</fm:EnumDoc>
<fm:EnumDoc value="59">Executing Unit</fm:EnumDoc>
<fm:EnumDoc value="39">Contra Investor ID</fm:EnumDoc>
<fm:EnumDoc value="40">Transfer to Firm</fm:EnumDoc>
<fm:EnumDoc value="61">Quote originator</fm:EnumDoc>
<fm:EnumDoc value="62">Report originator</fm:EnumDoc>
<fm:EnumDoc value="63">Systematic internaliser (SI)</fm:EnumDoc>
<fm:EnumDoc value="64">Multilateral Trading Facility (MTF)</fm:EnumDoc>
<fm:EnumDoc value="65">Regulated Market (RM)</fm:EnumDoc>
<fm:EnumDoc value="66">Market Maker</fm:EnumDoc>
<fm:EnumDoc value="67">Investment Firm</fm:EnumDoc>
<fm:EnumDoc value="68">Host Competent Authority (Host CA)</fm:EnumDoc>
<fm:EnumDoc value="69">Home Competent Authority (Home CA)</fm:EnumDoc>
<fm:EnumDoc value="70">Competent Authority of the most relevant market in terms of liquidity (CAL)</fm:EnumDoc>
<fm:EnumDoc value="71">Competent Authority of the Transaction (Execution) Venue (CATV) </fm:EnumDoc>
<fm:EnumDoc value="72">Reporting intermediary (medium/vendor via which report has been published)</fm:EnumDoc>
<fm:EnumDoc value="73">Execution Venue</fm:EnumDoc>
<fm:EnumDoc value="74">Market data entry originator</fm:EnumDoc>
<fm:EnumDoc value="75">Location ID</fm:EnumDoc>
<fm:EnumDoc value="76">Desk ID</fm:EnumDoc>
<fm:EnumDoc value="77">Market data market</fm:EnumDoc>
<fm:EnumDoc value="78">Allocation Entity</fm:EnumDoc>
<fm:EnumDoc value="79">Prime Broker providing General Trade Services</fm:EnumDoc>
<fm:EnumDoc value="80">Step-Out Firm (Prime Broker)</fm:EnumDoc>
<fm:EnumDoc value="81">BrokerClearingID</fm:EnumDoc>
<fm:EnumDoc value="82">Central Registration Depository (CRD)</fm:EnumDoc>
<fm:EnumDoc value="83">Clearing Account</fm:EnumDoc>
<fm:EnumDoc value="84">Acceptable Settling Counterparty</fm:EnumDoc>
<fm:EnumDoc value="85">Unacceptable Settling Counterparty</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="3"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
<xs:enumeration value="34"/>
<xs:enumeration value="35"/>
<xs:enumeration value="36"/>
<xs:enumeration value="37"/>
<xs:enumeration value="38"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="60"/>
<xs:enumeration value="41"/>
<xs:enumeration value="42"/>
<xs:enumeration value="43"/>
<xs:enumeration value="44"/>
<xs:enumeration value="45"/>
<xs:enumeration value="46"/>
<xs:enumeration value="47"/>
<xs:enumeration value="48"/>
<xs:enumeration value="49"/>
<xs:enumeration value="50"/>
<xs:enumeration value="51"/>
<xs:enumeration value="52"/>
<xs:enumeration value="53"/>
<xs:enumeration value="54"/>
<xs:enumeration value="55"/>
<xs:enumeration value="56"/>
<xs:enumeration value="57"/>
<xs:enumeration value="58"/>
<xs:enumeration value="59"/>
<xs:enumeration value="39"/>
<xs:enumeration value="40"/>
<xs:enumeration value="61"/>
<xs:enumeration value="62"/>
<xs:enumeration value="63"/>
<xs:enumeration value="64"/>
<xs:enumeration value="65"/>
<xs:enumeration value="66"/>
<xs:enumeration value="67"/>
<xs:enumeration value="68"/>
<xs:enumeration value="69"/>
<xs:enumeration value="70"/>
<xs:enumeration value="71"/>
<xs:enumeration value="72"/>
<xs:enumeration value="73"/>
<xs:enumeration value="74"/>
<xs:enumeration value="75"/>
<xs:enumeration value="76"/>
<xs:enumeration value="77"/>
<xs:enumeration value="78"/>
<xs:enumeration value="79"/>
<xs:enumeration value="80"/>
<xs:enumeration value="81"/>
<xs:enumeration value="82"/>
<xs:enumeration value="83"/>
<xs:enumeration value="84"/>
<xs:enumeration value="85"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="TrdRepIndicator_t">
<xs:annotation>
<xs:documentation>Specifies whether the trade should be reported (or not) to parties of the provided TrdRepPartyRole(1388). Used to override standard reporting behavior by the receiver of the trade report and thereby complements the PublTrdIndicator( tag1390).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TrdRepIndicator" ComponentType="Field" Tag="1389"
Type="Boolean"
AbbrName="TrdRepInd"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean"/>
</xs:simpleType>
<!--TradePublishIndicator(1390) defined in implementation file--><xs:simpleType name="TradePublishIndicator_enum_t">
<xs:annotation>
<xs:documentation>Indicates if a trade should be reported via a market reporting service. The indicator governs all reporting services of the recipient. Replaces PublishTrdIndicator(852).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TradePublishIndicator" ComponentType="Field" Tag="1390"
Type="int"
AbbrName="TrdPubInd"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Do Not Publish Trade</fm:EnumDoc>
<fm:EnumDoc value="1">Publish Trade</fm:EnumDoc>
<fm:EnumDoc value="2">Deferred Publication</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="UnderlyingLegOptAttribute_t">
<xs:annotation>
<xs:documentation>Refer to definition of OptAttribute(206)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingLegOptAttribute" ComponentType="Field"
Tag="1391"
Type="char"
AbbrName="OptAt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingLegSecurityDesc_t">
<xs:annotation>
<xs:documentation>Refer to definition of SecurityDesc(107)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingLegSecurityDesc" ComponentType="Field"
Tag="1392"
Type="String"
AbbrName="Desc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="MarketReqID_t">
<xs:annotation>
<xs:documentation>Unique ID of a Market Definition Request message.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MarketReqID" ComponentType="Field" Tag="1393"
Type="String"
AbbrName="MktReqID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="MarketReportID_t">
<xs:annotation>
<xs:documentation>Market Definition message identifier.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MarketReportID" ComponentType="Field" Tag="1394"
Type="String"
AbbrName="MktRptID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--MarketUpdateAction(1395) defined in implementation file--><xs:simpleType name="MarketUpdateAction_enum_t">
<xs:annotation>
<xs:documentation>Specifies the action taken for the specified MarketID(1301) + MarketSegmentID(1300).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MarketUpdateAction" ComponentType="Field" Tag="1395"
Type="char"
UsesEnumsFromTag="980"
AbbrName="MktUpdtActn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="A">Add</fm:EnumDoc>
<fm:EnumDoc value="D">Delete</fm:EnumDoc>
<fm:EnumDoc value="M">Modify</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="A"/>
<xs:enumeration value="D"/>
<xs:enumeration value="M"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="MarketSegmentDesc_t">
<xs:annotation>
<xs:documentation>Description or name of Market Segment</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MarketSegmentDesc" ComponentType="Field" Tag="1396"
Type="String"
AbbrName="MarketSegmentDesc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="EncodedMktSegmDescLen_t">
<xs:annotation>
<xs:documentation>Byte length of encoded (non-ASCII characters) EncodedMktSegmDesc(1324) field.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedMktSegmDescLen" ComponentType="Field" Tag="1397"
Type="Length"
AbbrName="EncodedMktSegmDescLen"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Length"/>
</xs:simpleType>
<xs:simpleType name="EncodedMktSegmDesc_t">
<xs:annotation>
<xs:documentation>Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the MarketSegmDesc field.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncodedMktSegmDesc" ComponentType="Field" Tag="1398"
Type="data"
AbbrName="EncodedMktSegmDesc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="data"/>
</xs:simpleType>
<xs:simpleType name="ApplNewSeqNum_t">
<xs:annotation>
<xs:documentation>Used to specify a new application sequence number.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ApplNewSeqNum" ComponentType="Field" Tag="1399"
Type="SeqNum"
AbbrName="ApplNewSeqNum"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="SeqNum"/>
</xs:simpleType>
<xs:simpleType name="EncryptedPasswordMethod_t">
<xs:annotation>
<xs:documentation>Enumeration defining the encryption method used to encrypt password fields.
At this time there are no encryption methods defined by FPL.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncryptedPasswordMethod" ComponentType="Field" Tag="1400"
Type="int"
AbbrName="EncPwdMethod"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="EncryptedPassword_t">
<xs:annotation>
<xs:documentation>Encrypted password - encrypted via the method specified in the field EncryptedPasswordMethod(1400)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncryptedPassword" ComponentType="Field" Tag="1402"
Type="data"
AbbrName="EncPwd"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="data"/>
</xs:simpleType>
<xs:simpleType name="EncryptedNewPassword_t">
<xs:annotation>
<xs:documentation>Encrypted new password - encrypted via the method specified in the field EncryptedPasswordMethod(1400)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="EncryptedNewPassword" ComponentType="Field" Tag="1404"
Type="data"
AbbrName="EncNewPwd"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="data"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingLegMaturityTime_t">
<xs:annotation>
<xs:documentation>Time of security's maturity expressed in local time with offset to UTC specified</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingLegMaturityTime" ComponentType="Field"
Tag="1405"
Type="TZTimeOnly"
AbbrName="MatTm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="TZTimeOnly"/>
</xs:simpleType>
<xs:simpleType name="RefApplExtID_t">
<xs:annotation>
<xs:documentation>The extension pack number associated with an application message.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RefApplExtID" ComponentType="Field" Tag="1406" Type="int"
AbbrName="RefApplExtID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="DefaultApplExtID_t">
<xs:annotation>
<xs:documentation>The extension pack number that is the default for a FIX session.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DefaultApplExtID" ComponentType="Field" Tag="1407"
Type="int"
AbbrName="DfltApplExtID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<xs:simpleType name="DefaultCstmApplVerID_t">
<xs:annotation>
<xs:documentation>The default custom application version ID that is the default for a session.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DefaultCstmApplVerID" ComponentType="Field" Tag="1408"
Type="String"
AbbrName="DefaultCstmApplVerID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--SessionStatus(1409) defined in implementation file--><xs:simpleType name="SessionStatus_enum_t">
<xs:annotation>
<xs:documentation>Status of a FIX session</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SessionStatus" ComponentType="Field" Tag="1409" Type="int"
AbbrName="SessStat"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Session active</fm:EnumDoc>
<fm:EnumDoc value="1">Session password changed</fm:EnumDoc>
<fm:EnumDoc value="2">Session password due to expire</fm:EnumDoc>
<fm:EnumDoc value="3">New session password does not comply with policy</fm:EnumDoc>
<fm:EnumDoc value="4">Session logout complete</fm:EnumDoc>
<fm:EnumDoc value="5">Invalid username or password</fm:EnumDoc>
<fm:EnumDoc value="6">Account locked</fm:EnumDoc>
<fm:EnumDoc value="7">Logons are not allowed at this time</fm:EnumDoc>
<fm:EnumDoc value="8">Password expired</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="DefaultVerIndicator_t">
<xs:annotation>
<xs:documentation/>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DefaultVerIndicator" ComponentType="Field" Tag="1410"
Type="Boolean"
AbbrName="DfltVerInd"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean"/>
</xs:simpleType>
<!--Nested4PartySubIDType(1411) defined in implementation file--><xs:simpleType name="Nested4PartySubIDType_enum_t">
<xs:annotation>
<xs:documentation>Refer to definition of PartySubIDType(803)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Nested4PartySubIDType" ComponentType="Field" Tag="1411"
Type="int"
UsesEnumsFromTag="803"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Firm</fm:EnumDoc>
<fm:EnumDoc value="10">Securities account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="11">Registration number (for settlement instructions and confirmations)</fm:EnumDoc>
<fm:EnumDoc value="12">Registered address (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="13">Regulatory status (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="14">Registration name (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="15">Cash account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="16">BIC</fm:EnumDoc>
<fm:EnumDoc value="17">CSD participant member code</fm:EnumDoc>
<fm:EnumDoc value="18">Registered address</fm:EnumDoc>
<fm:EnumDoc value="19">Fund account name</fm:EnumDoc>
<fm:EnumDoc value="2">Person</fm:EnumDoc>
<fm:EnumDoc value="20">Telex number</fm:EnumDoc>
<fm:EnumDoc value="21">Fax number</fm:EnumDoc>
<fm:EnumDoc value="22">Securities account name</fm:EnumDoc>
<fm:EnumDoc value="23">Cash account name</fm:EnumDoc>
<fm:EnumDoc value="24">Department</fm:EnumDoc>
<fm:EnumDoc value="25">Location desk</fm:EnumDoc>
<fm:EnumDoc value="26">Position account type</fm:EnumDoc>
<fm:EnumDoc value="3">System</fm:EnumDoc>
<fm:EnumDoc value="4">Application</fm:EnumDoc>
<fm:EnumDoc value="5">Full legal name of firm</fm:EnumDoc>
<fm:EnumDoc value="6">Postal address</fm:EnumDoc>
<fm:EnumDoc value="7">Phone number</fm:EnumDoc>
<fm:EnumDoc value="8">Email address</fm:EnumDoc>
<fm:EnumDoc value="9">Contact name</fm:EnumDoc>
<fm:EnumDoc value="27">Security locate ID</fm:EnumDoc>
<fm:EnumDoc value="28">Market maker</fm:EnumDoc>
<fm:EnumDoc value="29">Eligible counterparty</fm:EnumDoc>
<fm:EnumDoc value="30">Professional client</fm:EnumDoc>
<fm:EnumDoc value="31">Location</fm:EnumDoc>
<fm:EnumDoc value="32">Execution venue</fm:EnumDoc>
<fm:EnumDoc value="33">Currency delivery identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="23"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="Nested4PartySubID_t">
<xs:annotation>
<xs:documentation>Refer to definition of PartySubID(523)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Nested4PartySubID" ComponentType="Field" Tag="1412"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="Nested4PartyID_t">
<xs:annotation>
<xs:documentation>Refer to definition of PartyID(448)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Nested4PartyID" ComponentType="Field" Tag="1415"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--Nested4PartyIDSource(1416) defined in implementation file--><xs:simpleType name="Nested4PartyIDSource_enum_t">
<xs:annotation>
<xs:documentation>Refer to definition of PartyIDSource(447)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Nested4PartyIDSource" ComponentType="Field" Tag="1416"
Type="char"
UsesEnumsFromTag="447"
AbbrName="Src"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Korean Investor ID</fm:EnumDoc>
<fm:EnumDoc value="2">Taiwanese Qualified Foreign Investor ID QFII/FID</fm:EnumDoc>
<fm:EnumDoc value="3">Taiwanese Trading Acct</fm:EnumDoc>
<fm:EnumDoc value="4">Malaysian Central Depository (MCD) number</fm:EnumDoc>
<fm:EnumDoc value="5">Chinese Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">UK National Insurance or Pension Number</fm:EnumDoc>
<fm:EnumDoc value="7">US Social Security Number</fm:EnumDoc>
<fm:EnumDoc value="8">US Employer or Tax ID Number</fm:EnumDoc>
<fm:EnumDoc value="9">Australian Business Number</fm:EnumDoc>
<fm:EnumDoc value="A">Australian Tax File Number</fm:EnumDoc>
<fm:EnumDoc value="B">BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")</fm:EnumDoc>
<fm:EnumDoc value="C">Generally accepted market participant identifier (e.g. NASD mnemonic)</fm:EnumDoc>
<fm:EnumDoc value="D">Proprietary / Custom code</fm:EnumDoc>
<fm:EnumDoc value="E">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="F">Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)</fm:EnumDoc>
<fm:EnumDoc value="G">MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")</fm:EnumDoc>
<fm:EnumDoc value="H">CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)</fm:EnumDoc>
<fm:EnumDoc value="I">Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
</xs:restriction>
</xs:simpleType>
<!--Nested4PartyRole(1417) defined in implementation file--><xs:simpleType name="Nested4PartyRole_enum_t">
<xs:annotation>
<xs:documentation>Refer to definition of PartyRole(452)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Nested4PartyRole" ComponentType="Field" Tag="1417"
Type="int"
UsesEnumsFromTag="452"
AbbrName="R"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Executing Firm (formerly FIX 4.2 ExecBroker)</fm:EnumDoc>
<fm:EnumDoc value="10">Settlement Location (formerly FIX 4.2 SettlLocation)</fm:EnumDoc>
<fm:EnumDoc value="11">Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)</fm:EnumDoc>
<fm:EnumDoc value="12">Executing Trader (associated with Executing Firm - actually executes)</fm:EnumDoc>
<fm:EnumDoc value="13">Order Origination Firm (e.g. buy-side firm)</fm:EnumDoc>
<fm:EnumDoc value="14">Giveup Clearing Firm (firm to which trade is given up)</fm:EnumDoc>
<fm:EnumDoc value="15">Correspondant Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="16">Executing System</fm:EnumDoc>
<fm:EnumDoc value="17">Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="18">Contra Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="19">Sponsoring Firm</fm:EnumDoc>
<fm:EnumDoc value="2">Broker of Credit (formerly FIX 4.2 BrokerOfCredit)</fm:EnumDoc>
<fm:EnumDoc value="20">Underlying Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="21">Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="22">Exchange</fm:EnumDoc>
<fm:EnumDoc value="24">Customer Account</fm:EnumDoc>
<fm:EnumDoc value="25">Correspondent Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="26">Correspondent Broker</fm:EnumDoc>
<fm:EnumDoc value="27">Buyer/Seller (Receiver/Deliverer)</fm:EnumDoc>
<fm:EnumDoc value="28">Custodian</fm:EnumDoc>
<fm:EnumDoc value="29">Intermediary</fm:EnumDoc>
<fm:EnumDoc value="3">Client ID (formerly FIX 4.2 ClientID)</fm:EnumDoc>
<fm:EnumDoc value="30">Agent</fm:EnumDoc>
<fm:EnumDoc value="31">Sub-custodian</fm:EnumDoc>
<fm:EnumDoc value="32">Beneficiary</fm:EnumDoc>
<fm:EnumDoc value="33">Interested party</fm:EnumDoc>
<fm:EnumDoc value="34">Regulatory body</fm:EnumDoc>
<fm:EnumDoc value="35">Liquidity provider</fm:EnumDoc>
<fm:EnumDoc value="36">Entering trader</fm:EnumDoc>
<fm:EnumDoc value="37">Contra trader</fm:EnumDoc>
<fm:EnumDoc value="38">Position account</fm:EnumDoc>
<fm:EnumDoc value="4">Clearing Firm (formerly FIX 4.2 ClearingFirm)</fm:EnumDoc>
<fm:EnumDoc value="5">Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">Introducing Firm</fm:EnumDoc>
<fm:EnumDoc value="7">Entering Firm</fm:EnumDoc>
<fm:EnumDoc value="8">Locate / Lending Firm (for short-sales)</fm:EnumDoc>
<fm:EnumDoc value="9">Fund Manager Client ID (for CIV)</fm:EnumDoc>
<fm:EnumDoc value="60">Introducing Broker</fm:EnumDoc>
<fm:EnumDoc value="41">Contra Position Account</fm:EnumDoc>
<fm:EnumDoc value="42">Contra Exchange</fm:EnumDoc>
<fm:EnumDoc value="43">Internal Carry Account</fm:EnumDoc>
<fm:EnumDoc value="44">Order Entry Operator ID</fm:EnumDoc>
<fm:EnumDoc value="45">Secondary Account Number</fm:EnumDoc>
<fm:EnumDoc value="46">Foreign Firm</fm:EnumDoc>
<fm:EnumDoc value="47">Third Party Allocation Firm</fm:EnumDoc>
<fm:EnumDoc value="48">Claiming Account</fm:EnumDoc>
<fm:EnumDoc value="49">Asset Manager</fm:EnumDoc>
<fm:EnumDoc value="50">Pledgor Account</fm:EnumDoc>
<fm:EnumDoc value="51">Pledgee Account</fm:EnumDoc>
<fm:EnumDoc value="52">Large Trader Reportable Account</fm:EnumDoc>
<fm:EnumDoc value="53">Trader mnemonic</fm:EnumDoc>
<fm:EnumDoc value="54">Sender Location</fm:EnumDoc>
<fm:EnumDoc value="55">Session ID</fm:EnumDoc>
<fm:EnumDoc value="56">Acceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="57">Unacceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="58">Entering Unit</fm:EnumDoc>
<fm:EnumDoc value="59">Executing Unit</fm:EnumDoc>
<fm:EnumDoc value="39">Contra Investor ID</fm:EnumDoc>
<fm:EnumDoc value="40">Transfer to Firm</fm:EnumDoc>
<fm:EnumDoc value="61">Quote originator</fm:EnumDoc>
<fm:EnumDoc value="62">Report originator</fm:EnumDoc>
<fm:EnumDoc value="63">Systematic internaliser (SI)</fm:EnumDoc>
<fm:EnumDoc value="64">Multilateral Trading Facility (MTF)</fm:EnumDoc>
<fm:EnumDoc value="65">Regulated Market (RM)</fm:EnumDoc>
<fm:EnumDoc value="66">Market Maker</fm:EnumDoc>
<fm:EnumDoc value="67">Investment Firm</fm:EnumDoc>
<fm:EnumDoc value="68">Host Competent Authority (Host CA)</fm:EnumDoc>
<fm:EnumDoc value="69">Home Competent Authority (Home CA)</fm:EnumDoc>
<fm:EnumDoc value="70">Competent Authority of the most relevant market in terms of liquidity (CAL)</fm:EnumDoc>
<fm:EnumDoc value="71">Competent Authority of the Transaction (Execution) Venue (CATV) </fm:EnumDoc>
<fm:EnumDoc value="72">Reporting intermediary (medium/vendor via which report has been published)</fm:EnumDoc>
<fm:EnumDoc value="73">Execution Venue</fm:EnumDoc>
<fm:EnumDoc value="74">Market data entry originator</fm:EnumDoc>
<fm:EnumDoc value="75">Location ID</fm:EnumDoc>
<fm:EnumDoc value="76">Desk ID</fm:EnumDoc>
<fm:EnumDoc value="77">Market data market</fm:EnumDoc>
<fm:EnumDoc value="78">Allocation Entity</fm:EnumDoc>
<fm:EnumDoc value="79">Prime Broker providing General Trade Services</fm:EnumDoc>
<fm:EnumDoc value="80">Step-Out Firm (Prime Broker)</fm:EnumDoc>
<fm:EnumDoc value="81">BrokerClearingID</fm:EnumDoc>
<fm:EnumDoc value="82">Central Registration Depository (CRD)</fm:EnumDoc>
<fm:EnumDoc value="83">Clearing Account</fm:EnumDoc>
<fm:EnumDoc value="84">Acceptable Settling Counterparty</fm:EnumDoc>
<fm:EnumDoc value="85">Unacceptable Settling Counterparty</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="3"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
<xs:enumeration value="34"/>
<xs:enumeration value="35"/>
<xs:enumeration value="36"/>
<xs:enumeration value="37"/>
<xs:enumeration value="38"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="60"/>
<xs:enumeration value="41"/>
<xs:enumeration value="42"/>
<xs:enumeration value="43"/>
<xs:enumeration value="44"/>
<xs:enumeration value="45"/>
<xs:enumeration value="46"/>
<xs:enumeration value="47"/>
<xs:enumeration value="48"/>
<xs:enumeration value="49"/>
<xs:enumeration value="50"/>
<xs:enumeration value="51"/>
<xs:enumeration value="52"/>
<xs:enumeration value="53"/>
<xs:enumeration value="54"/>
<xs:enumeration value="55"/>
<xs:enumeration value="56"/>
<xs:enumeration value="57"/>
<xs:enumeration value="58"/>
<xs:enumeration value="59"/>
<xs:enumeration value="39"/>
<xs:enumeration value="40"/>
<xs:enumeration value="61"/>
<xs:enumeration value="62"/>
<xs:enumeration value="63"/>
<xs:enumeration value="64"/>
<xs:enumeration value="65"/>
<xs:enumeration value="66"/>
<xs:enumeration value="67"/>
<xs:enumeration value="68"/>
<xs:enumeration value="69"/>
<xs:enumeration value="70"/>
<xs:enumeration value="71"/>
<xs:enumeration value="72"/>
<xs:enumeration value="73"/>
<xs:enumeration value="74"/>
<xs:enumeration value="75"/>
<xs:enumeration value="76"/>
<xs:enumeration value="77"/>
<xs:enumeration value="78"/>
<xs:enumeration value="79"/>
<xs:enumeration value="80"/>
<xs:enumeration value="81"/>
<xs:enumeration value="82"/>
<xs:enumeration value="83"/>
<xs:enumeration value="84"/>
<xs:enumeration value="85"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="LegLastQty_t">
<xs:annotation>
<xs:documentation>Fill quantity for the leg instrument</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegLastQty" ComponentType="Field" Tag="1418" Type="Qty"
AbbrName="LastQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<!--UnderlyingExerciseStyle(1419) defined in implementation file--><xs:simpleType name="UnderlyingExerciseStyle_enum_t">
<xs:annotation>
<xs:documentation>Type of exercise of a derivatives security</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingExerciseStyle" ComponentType="Field" Tag="1419"
Type="int"
UsesEnumsFromTag="1194"
AbbrName="ExerStyle"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">European</fm:EnumDoc>
<fm:EnumDoc value="1">American</fm:EnumDoc>
<fm:EnumDoc value="2">Bermuda</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--LegExerciseStyle(1420) defined in implementation file--><xs:simpleType name="LegExerciseStyle_enum_t">
<xs:annotation>
<xs:documentation>Type of exercise of a derivatives security</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegExerciseStyle" ComponentType="Field" Tag="1420"
Type="int"
UsesEnumsFromTag="1194"
AbbrName="ExerStyle"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">European</fm:EnumDoc>
<fm:EnumDoc value="1">American</fm:EnumDoc>
<fm:EnumDoc value="2">Bermuda</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--LegPriceUnitOfMeasure(1421) defined in implementation file--><xs:simpleType name="LegPriceUnitOfMeasure_enum_t">
<xs:annotation>
<xs:documentation>Refer to definition for PriceUnitOfMeasure(1191)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegPriceUnitOfMeasure" ComponentType="Field" Tag="1421"
Type="String"
UsesEnumsFromTag="996"
AbbrName="PxUOM"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="MWh">Megawatt hours</fm:EnumDoc>
<fm:EnumDoc value="MMBtu">One Million BTU</fm:EnumDoc>
<fm:EnumDoc value="Bbl">Barrels</fm:EnumDoc>
<fm:EnumDoc value="Gal">Gallons</fm:EnumDoc>
<fm:EnumDoc value="t">Metric Tons (aka Tonne)</fm:EnumDoc>
<fm:EnumDoc value="tn">Tons (US)</fm:EnumDoc>
<fm:EnumDoc value="MMbbl">Million Barrels</fm:EnumDoc>
<fm:EnumDoc value="lbs">pounds</fm:EnumDoc>
<fm:EnumDoc value="oz_tr">Troy Ounces</fm:EnumDoc>
<fm:EnumDoc value="USD">US Dollars</fm:EnumDoc>
<fm:EnumDoc value="Bcf">Billion cubic feet</fm:EnumDoc>
<fm:EnumDoc value="Bu">Bushels</fm:EnumDoc>
<fm:EnumDoc value="Alw">Allowances</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="MWh"/>
<xs:enumeration value="MMBtu"/>
<xs:enumeration value="Bbl"/>
<xs:enumeration value="Gal"/>
<xs:enumeration value="t"/>
<xs:enumeration value="tn"/>
<xs:enumeration value="MMbbl"/>
<xs:enumeration value="lbs"/>
<xs:enumeration value="oz_tr"/>
<xs:enumeration value="USD"/>
<xs:enumeration value="Bcf"/>
<xs:enumeration value="Bu"/>
<xs:enumeration value="Alw"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="LegPriceUnitOfMeasureQty_t">
<xs:annotation>
<xs:documentation>Refer to definition of PriceUnitOfMeasureQty(1192)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegPriceUnitOfMeasureQty" ComponentType="Field" Tag="1422"
Type="Qty"
AbbrName="PxUOMQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingUnitOfMeasureQty_t">
<xs:annotation>
<xs:documentation>Refer to definition of UnitOfMeasureQty(1147)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingUnitOfMeasureQty" ComponentType="Field"
Tag="1423"
Type="Qty"
AbbrName="UOMQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<!--UnderlyingPriceUnitOfMeasure(1424) defined in implementation file--><xs:simpleType name="UnderlyingPriceUnitOfMeasure_enum_t">
<xs:annotation>
<xs:documentation>Refer to definition for PriceUnitOfMeasure(1191)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingPriceUnitOfMeasure" ComponentType="Field"
Tag="1424"
Type="String"
UsesEnumsFromTag="996"
AbbrName="PxUOM"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="MWh">Megawatt hours</fm:EnumDoc>
<fm:EnumDoc value="MMBtu">One Million BTU</fm:EnumDoc>
<fm:EnumDoc value="Bbl">Barrels</fm:EnumDoc>
<fm:EnumDoc value="Gal">Gallons</fm:EnumDoc>
<fm:EnumDoc value="t">Metric Tons (aka Tonne)</fm:EnumDoc>
<fm:EnumDoc value="tn">Tons (US)</fm:EnumDoc>
<fm:EnumDoc value="MMbbl">Million Barrels</fm:EnumDoc>
<fm:EnumDoc value="lbs">pounds</fm:EnumDoc>
<fm:EnumDoc value="oz_tr">Troy Ounces</fm:EnumDoc>
<fm:EnumDoc value="USD">US Dollars</fm:EnumDoc>
<fm:EnumDoc value="Bcf">Billion cubic feet</fm:EnumDoc>
<fm:EnumDoc value="Bu">Bushels</fm:EnumDoc>
<fm:EnumDoc value="Alw">Allowances</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="MWh"/>
<xs:enumeration value="MMBtu"/>
<xs:enumeration value="Bbl"/>
<xs:enumeration value="Gal"/>
<xs:enumeration value="t"/>
<xs:enumeration value="tn"/>
<xs:enumeration value="MMbbl"/>
<xs:enumeration value="lbs"/>
<xs:enumeration value="oz_tr"/>
<xs:enumeration value="USD"/>
<xs:enumeration value="Bcf"/>
<xs:enumeration value="Bu"/>
<xs:enumeration value="Alw"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="UnderlyingPriceUnitOfMeasureQty_t">
<xs:annotation>
<xs:documentation>Refer to definition of PriceUnitOfMeasureQty(1192)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingPriceUnitOfMeasureQty" ComponentType="Field"
Tag="1425"
Type="Qty"
AbbrName="PxUOMQty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Qty"/>
</xs:simpleType>
<!--ApplReportType(1426) defined in implementation file--><xs:simpleType name="ApplReportType_enum_t">
<xs:annotation>
<xs:documentation>Type of report</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ApplReportType" ComponentType="Field" Tag="1426"
Type="int"
AbbrName="ApplRptTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Reset ApplSeqNum to new value specified in ApplNewSeqNum(1399)</fm:EnumDoc>
<fm:EnumDoc value="1">Reports that the last message has been sent for the ApplIDs Refer to RefApplLastSeqNum(1357) for the application sequence number of the last message.</fm:EnumDoc>
<fm:EnumDoc value="2">Heartbeat message indicating that Application identified by RefApplID(1355) is still alive. Refer to RefApplLastSeqNum(1357) for the application sequence number of the previous message.
</fm:EnumDoc>
<fm:EnumDoc value="3">Application message re-send completed.</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="SideExecID_t">
<xs:annotation>
<xs:documentation>When reporting trades, used to reference the identifier of the execution (ExecID) being reported if different ExecIDs were assigned to each side of the trade.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SideExecID" ComponentType="Field" Tag="1427" Type="String"
AbbrName="SideExecID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="OrderDelay_t">
<xs:annotation>
<xs:documentation>Time lapsed from order entry until match, based on the unit of time specified in OrderDelayUnit. Default is seconds if OrderDelayUnit is not specified. Value = 0, indicates the aggressor (the initiating side of the trade).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrderDelay" ComponentType="Field" Tag="1428" Type="int"
AbbrName="OrdDelay"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<!--OrderDelayUnit(1429) defined in implementation file--><xs:simpleType name="OrderDelayUnit_enum_t">
<xs:annotation>
<xs:documentation>Time unit in which the OrderDelay(1428) is expressed</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrderDelayUnit" ComponentType="Field" Tag="1429"
Type="int"
AbbrName="OrdDelayUnit"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Seconds (default if not specified)</fm:EnumDoc>
<fm:EnumDoc value="1">Tenths of a second</fm:EnumDoc>
<fm:EnumDoc value="2">Hundredths of a second</fm:EnumDoc>
<fm:EnumDoc value="3">milliseconds</fm:EnumDoc>
<fm:EnumDoc value="4">microseconds</fm:EnumDoc>
<fm:EnumDoc value="5">nanoseconds</fm:EnumDoc>
<fm:EnumDoc value="10">minutes</fm:EnumDoc>
<fm:EnumDoc value="11">hours</fm:EnumDoc>
<fm:EnumDoc value="12">days</fm:EnumDoc>
<fm:EnumDoc value="13">weeks</fm:EnumDoc>
<fm:EnumDoc value="14">months</fm:EnumDoc>
<fm:EnumDoc value="15">years</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
</xs:restriction>
</xs:simpleType>
<!--VenueType(1430) defined in implementation file--><xs:simpleType name="VenueType_enum_t">
<xs:annotation>
<xs:documentation>Identifies the type of venue where a trade was executed</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="VenueType" ComponentType="Field" Tag="1430" Type="char"
AbbrName="VenuTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="E">Electronic</fm:EnumDoc>
<fm:EnumDoc value="P">Pit</fm:EnumDoc>
<fm:EnumDoc value="X">Ex-Pit</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="E"/>
<xs:enumeration value="P"/>
<xs:enumeration value="X"/>
</xs:restriction>
</xs:simpleType>
<!--RefOrdIDReason(1431) defined in implementation file--><xs:simpleType name="RefOrdIDReason_enum_t">
<xs:annotation>
<xs:documentation>The reason for updating the RefOrdID</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RefOrdIDReason" ComponentType="Field" Tag="1431"
Type="int"
AbbrName="RefOrdIDRsn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">GTC from previous day</fm:EnumDoc>
<fm:EnumDoc value="1">Partial Fill Remaining</fm:EnumDoc>
<fm:EnumDoc value="2">Order Changed</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--OrigCustOrderCapacity(1432) defined in implementation file--><xs:simpleType name="OrigCustOrderCapacity_enum_t">
<xs:annotation>
<xs:documentation>The customer capacity for this trade at the time of the order/execution.
Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OrigCustOrderCapacity" ComponentType="Field" Tag="1432"
Type="int"
AbbrName="OrigCustOrdCpcty"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Member trading for their own account</fm:EnumDoc>
<fm:EnumDoc value="2">Clearing Firm trading for its proprietary account</fm:EnumDoc>
<fm:EnumDoc value="3">Member trading for another member</fm:EnumDoc>
<fm:EnumDoc value="4">All other</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RefApplReqID_t">
<xs:annotation>
<xs:documentation>Used to reference a previously submitted ApplReqID (1346) from within a subsequent ApplicationMessageRequest(MsgType=BW)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RefApplReqID" ComponentType="Field" Tag="1433"
Type="String"
AbbrName="RefID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--ModelType(1434) defined in implementation file--><xs:simpleType name="ModelType_enum_t">
<xs:annotation>
<xs:documentation>Type of pricing model used</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ModelType" ComponentType="Field" Tag="1434" Type="int"
AbbrName="ModelTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Utility provided standard model</fm:EnumDoc>
<fm:EnumDoc value="1">Proprietary (user supplied) model</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
</xs:restriction>
</xs:simpleType>
<!--ContractMultiplierUnit(1435) defined in implementation file--><xs:simpleType name="ContractMultiplierUnit_enum_t">
<xs:annotation>
<xs:documentation>Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ContractMultiplierUnit" ComponentType="Field" Tag="1435"
Type="int"
AbbrName="MultTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Shares</fm:EnumDoc>
<fm:EnumDoc value="1">Hours</fm:EnumDoc>
<fm:EnumDoc value="2">Days</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--LegContractMultiplierUnit(1436) defined in implementation file--><xs:simpleType name="LegContractMultiplierUnit_enum_t">
<xs:annotation>
<xs:documentation>"Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit LegContractMultiplier(tag 614) is expressed in.
</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegContractMultiplierUnit" ComponentType="Field"
Tag="1436"
Type="int"
UsesEnumsFromTag="1435"
AbbrName="MultTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Shares</fm:EnumDoc>
<fm:EnumDoc value="1">Hours</fm:EnumDoc>
<fm:EnumDoc value="2">Days</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--UnderlyingContractMultiplierUnit(1437) defined in implementation file--><xs:simpleType name="UnderlyingContractMultiplierUnit_enum_t">
<xs:annotation>
<xs:documentation>Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit UndlyContractMultiplier(tag 436) is expressed in.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingContractMultiplierUnit" ComponentType="Field"
Tag="1437"
Type="int"
UsesEnumsFromTag="1435"
AbbrName="MultTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Shares</fm:EnumDoc>
<fm:EnumDoc value="1">Hours</fm:EnumDoc>
<fm:EnumDoc value="2">Days</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--DerivativeContractMultiplierUnit(1438) defined in implementation file--><xs:simpleType name="DerivativeContractMultiplierUnit_enum_t">
<xs:annotation>
<xs:documentation>Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit DerivativeContractMultiplier(tag 1266)is expressed in.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeContractMultiplierUnit" ComponentType="Field"
Tag="1438"
Type="int"
UsesEnumsFromTag="1435"
AbbrName="MultTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Shares</fm:EnumDoc>
<fm:EnumDoc value="1">Hours</fm:EnumDoc>
<fm:EnumDoc value="2">Days</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--FlowScheduleType(1439) defined in implementation file--><xs:simpleType name="FlowScheduleType_enum_t">
<xs:annotation>
<xs:documentation>The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak".</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="FlowScheduleType" ComponentType="Field" Tag="1439"
Type="int"
AbbrName="FlowSchedTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">NERC Eastern Off-Peak</fm:EnumDoc>
<fm:EnumDoc value="1">NERC Western Off-Peak</fm:EnumDoc>
<fm:EnumDoc value="2">NERC Calendar-All Days in month</fm:EnumDoc>
<fm:EnumDoc value="3">NERC Eastern Peak</fm:EnumDoc>
<fm:EnumDoc value="4">NERC Western Peak</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<!--LegFlowScheduleType(1440) defined in implementation file--><xs:simpleType name="LegFlowScheduleType_enum_t">
<xs:annotation>
<xs:documentation>The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak".</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LegFlowScheduleType" ComponentType="Field" Tag="1440"
Type="int"
UsesEnumsFromTag="1439"
AbbrName="FlowSchedTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">NERC Eastern Off-Peak</fm:EnumDoc>
<fm:EnumDoc value="1">NERC Western Off-Peak</fm:EnumDoc>
<fm:EnumDoc value="2">NERC Calendar-All Days in month</fm:EnumDoc>
<fm:EnumDoc value="3">NERC Eastern Peak</fm:EnumDoc>
<fm:EnumDoc value="4">NERC Western Peak</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<!--UnderlyingFlowScheduleType(1441) defined in implementation file--><xs:simpleType name="UnderlyingFlowScheduleType_enum_t">
<xs:annotation>
<xs:documentation>The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak".</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingFlowScheduleType" ComponentType="Field"
Tag="1441"
Type="int"
UsesEnumsFromTag="1439"
AbbrName="FlowSchedTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">NERC Eastern Off-Peak</fm:EnumDoc>
<fm:EnumDoc value="1">NERC Western Off-Peak</fm:EnumDoc>
<fm:EnumDoc value="2">NERC Calendar-All Days in month</fm:EnumDoc>
<fm:EnumDoc value="3">NERC Eastern Peak</fm:EnumDoc>
<fm:EnumDoc value="4">NERC Western Peak</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<!--DerivativeFlowScheduleType(1442) defined in implementation file--><xs:simpleType name="DerivativeFlowScheduleType_enum_t">
<xs:annotation>
<xs:documentation>The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak".</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DerivativeFlowScheduleType" ComponentType="Field"
Tag="1442"
Type="int"
UsesEnumsFromTag="1439"
AbbrName="FlowSchedTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">NERC Eastern Off-Peak</fm:EnumDoc>
<fm:EnumDoc value="1">NERC Western Off-Peak</fm:EnumDoc>
<fm:EnumDoc value="2">NERC Calendar-All Days in month</fm:EnumDoc>
<fm:EnumDoc value="3">NERC Eastern Peak</fm:EnumDoc>
<fm:EnumDoc value="4">NERC Western Peak</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<!--FillLiquidityInd(1443) defined in implementation file--><xs:simpleType name="FillLiquidityInd_enum_t">
<xs:annotation>
<xs:documentation>Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="FillLiquidityInd" ComponentType="Field" Tag="1443"
Type="int"
UsesEnumsFromTag="851"
AbbrName="LqdtyInd"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Added Liquidity</fm:EnumDoc>
<fm:EnumDoc value="2">Removed Liquidity</fm:EnumDoc>
<fm:EnumDoc value="3">Liquidity Routed Out</fm:EnumDoc>
<fm:EnumDoc value="4">Auction</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<!--SideLiquidityInd(1444) defined in implementation file--><xs:simpleType name="SideLiquidityInd_enum_t">
<xs:annotation>
<xs:documentation>Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SideLiquidityInd" ComponentType="Field" Tag="1444"
Type="int"
UsesEnumsFromTag="851"
AbbrName="LqdtyInd"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Added Liquidity</fm:EnumDoc>
<fm:EnumDoc value="2">Removed Liquidity</fm:EnumDoc>
<fm:EnumDoc value="3">Liquidity Routed Out</fm:EnumDoc>
<fm:EnumDoc value="4">Auction</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<!--RateSource(1446) defined in implementation file--><xs:simpleType name="RateSource_enum_t">
<xs:annotation>
<xs:documentation>Identifies the source of rate information.
For FX, the reference source to be used for the FX spot rate.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RateSource" ComponentType="Field" Tag="1446" Type="int"
AbbrName="RtSrc"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Bloomberg</fm:EnumDoc>
<fm:EnumDoc value="1">Reuters</fm:EnumDoc>
<fm:EnumDoc value="2">Telerate</fm:EnumDoc>
<fm:EnumDoc value="99">Other</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="99"/>
</xs:restriction>
</xs:simpleType>
<!--RateSourceType(1447) defined in implementation file--><xs:simpleType name="RateSourceType_enum_t">
<xs:annotation>
<xs:documentation>Indicates whether the rate source specified is a primary or secondary source.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RateSourceType" ComponentType="Field" Tag="1447"
Type="int"
AbbrName="RtSrcTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Primary</fm:EnumDoc>
<fm:EnumDoc value="1">Secondary</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ReferencePage_t">
<xs:annotation>
<xs:documentation>Identifies the reference "page" from the rate source.
For FX, the reference page to the spot rate to be used for the reference FX spot rate.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ReferencePage" ComponentType="Field" Tag="1448"
Type="String"
AbbrName="RefPg"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--RestructuringType(1449) defined in implementation file--><xs:simpleType name="RestructuringType_enum_t">
<xs:annotation>
<xs:documentation>A category of CDS credit even in which the underlying bond experiences a restructuring.
Used to define a CDS instrument.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RestructuringType" ComponentType="Field" Tag="1449"
Type="String"
AbbrName="RestrctTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="FR">Full Restructuring</fm:EnumDoc>
<fm:EnumDoc value="MR">Modified Restructuring</fm:EnumDoc>
<fm:EnumDoc value="MM">Modified Mod Restructuring</fm:EnumDoc>
<fm:EnumDoc value="XR">No Restructuring specified</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="FR"/>
<xs:enumeration value="MR"/>
<xs:enumeration value="MM"/>
<xs:enumeration value="XR"/>
</xs:restriction>
</xs:simpleType>
<!--Seniority(1450) defined in implementation file--><xs:simpleType name="Seniority_enum_t">
<xs:annotation>
<xs:documentation>Specifies which issue (underlying bond) will receive payment priority in the event of a default.
Used to define a CDS instrument.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="Seniority" ComponentType="Field" Tag="1450" Type="String"
AbbrName="Snrty"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="SD">Senior Secured</fm:EnumDoc>
<fm:EnumDoc value="SR">Senior</fm:EnumDoc>
<fm:EnumDoc value="SB">Subordinated</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="SD"/>
<xs:enumeration value="SR"/>
<xs:enumeration value="SB"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="NotionalPercentageOutstanding_t">
<xs:annotation>
<xs:documentation>Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index.
Used to calculate the true value of a CDS trade or position.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NotionalPercentageOutstanding" ComponentType="Field"
Tag="1451"
Type="Percentage"
AbbrName="NotlPctOut"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="OriginalNotionalPercentageOutstanding_t">
<xs:annotation>
<xs:documentation>Used to reflect the Original value prior to the application of a credit event. See NotionalPercentageOutstanding(1451).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OriginalNotionalPercentageOutstanding"
ComponentType="Field"
Tag="1452"
Type="Percentage"
AbbrName="OrigNotlPctOut"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<!--UnderlyingRestructuringType(1453) defined in implementation file--><xs:simpleType name="UnderlyingRestructuringType_enum_t">
<xs:annotation>
<xs:documentation>See RestructuringType(1449)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingRestructuringType" ComponentType="Field"
Tag="1453"
Type="String"
UsesEnumsFromTag="1449"
AbbrName="RestrctTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="FR">Full Restructuring</fm:EnumDoc>
<fm:EnumDoc value="MR">Modified Restructuring</fm:EnumDoc>
<fm:EnumDoc value="MM">Modified Mod Restructuring</fm:EnumDoc>
<fm:EnumDoc value="XR">No Restructuring specified</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="FR"/>
<xs:enumeration value="MR"/>
<xs:enumeration value="MM"/>
<xs:enumeration value="XR"/>
</xs:restriction>
</xs:simpleType>
<!--UnderlyingSeniority(1454) defined in implementation file--><xs:simpleType name="UnderlyingSeniority_enum_t">
<xs:annotation>
<xs:documentation>See Seniority(1450)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingSeniority" ComponentType="Field" Tag="1454"
Type="String"
UsesEnumsFromTag="1450"
AbbrName="Snrty"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="SD">Senior Secured</fm:EnumDoc>
<fm:EnumDoc value="SR">Senior</fm:EnumDoc>
<fm:EnumDoc value="SB">Subordinated</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="SD"/>
<xs:enumeration value="SR"/>
<xs:enumeration value="SB"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="UnderlyingNotionalPercentageOutstanding_t">
<xs:annotation>
<xs:documentation>See NotionalPercentageOutstanding(1451)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingNotionalPercentageOutstanding"
ComponentType="Field"
Tag="1455"
Type="Percentage"
AbbrName="NotlPctOut"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingOriginalNotionalPercentageOutstanding_t">
<xs:annotation>
<xs:documentation>See OriginalNotionalPercentageOutstanding(1452)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingOriginalNotionalPercentageOutstanding"
ComponentType="Field"
Tag="1456"
Type="Percentage"
AbbrName="OrigNotlPctOut"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="AttachmentPoint_t">
<xs:annotation>
<xs:documentation>Lower bound percentage of the loss that the tranche can endure.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="AttachmentPoint" ComponentType="Field" Tag="1457"
Type="Percentage"
AbbrName="AttchPnt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="DetachmentPoint_t">
<xs:annotation>
<xs:documentation>Upper bound percentage of the loss the tranche can endure.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="DetachmentPoint" ComponentType="Field" Tag="1458"
Type="Percentage"
AbbrName="DetchPnt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingAttachmentPoint_t">
<xs:annotation>
<xs:documentation>See AttachmentPoint(1457).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingAttachmentPoint" ComponentType="Field"
Tag="1459"
Type="Percentage"
AbbrName="AttchPnt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="UnderlyingDetachmentPoint_t">
<xs:annotation>
<xs:documentation>See DetachmentPoint(1458).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingDetachmentPoint" ComponentType="Field"
Tag="1460"
Type="Percentage"
AbbrName="DetchPnt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="TargetPartyID_t">
<xs:annotation>
<xs:documentation>PartyID value within an target party repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TargetPartyID" ComponentType="Field" Tag="1462"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--TargetPartyIDSource(1463) defined in implementation file--><xs:simpleType name="TargetPartyIDSource_enum_t">
<xs:annotation>
<xs:documentation>PartyIDSource value within an target party repeating group.
Same values as PartyIDSource (447)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TargetPartyIDSource" ComponentType="Field" Tag="1463"
Type="char"
UsesEnumsFromTag="447"
AbbrName="Src"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Korean Investor ID</fm:EnumDoc>
<fm:EnumDoc value="2">Taiwanese Qualified Foreign Investor ID QFII/FID</fm:EnumDoc>
<fm:EnumDoc value="3">Taiwanese Trading Acct</fm:EnumDoc>
<fm:EnumDoc value="4">Malaysian Central Depository (MCD) number</fm:EnumDoc>
<fm:EnumDoc value="5">Chinese Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">UK National Insurance or Pension Number</fm:EnumDoc>
<fm:EnumDoc value="7">US Social Security Number</fm:EnumDoc>
<fm:EnumDoc value="8">US Employer or Tax ID Number</fm:EnumDoc>
<fm:EnumDoc value="9">Australian Business Number</fm:EnumDoc>
<fm:EnumDoc value="A">Australian Tax File Number</fm:EnumDoc>
<fm:EnumDoc value="B">BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")</fm:EnumDoc>
<fm:EnumDoc value="C">Generally accepted market participant identifier (e.g. NASD mnemonic)</fm:EnumDoc>
<fm:EnumDoc value="D">Proprietary / Custom code</fm:EnumDoc>
<fm:EnumDoc value="E">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="F">Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)</fm:EnumDoc>
<fm:EnumDoc value="G">MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")</fm:EnumDoc>
<fm:EnumDoc value="H">CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)</fm:EnumDoc>
<fm:EnumDoc value="I">Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
</xs:restriction>
</xs:simpleType>
<!--TargetPartyRole(1464) defined in implementation file--><xs:simpleType name="TargetPartyRole_enum_t">
<xs:annotation>
<xs:documentation>PartyRole value within an target party repeating group.
Same values as PartyRole (452)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TargetPartyRole" ComponentType="Field" Tag="1464"
Type="int"
UsesEnumsFromTag="452"
AbbrName="R"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Executing Firm (formerly FIX 4.2 ExecBroker)</fm:EnumDoc>
<fm:EnumDoc value="10">Settlement Location (formerly FIX 4.2 SettlLocation)</fm:EnumDoc>
<fm:EnumDoc value="11">Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)</fm:EnumDoc>
<fm:EnumDoc value="12">Executing Trader (associated with Executing Firm - actually executes)</fm:EnumDoc>
<fm:EnumDoc value="13">Order Origination Firm (e.g. buy-side firm)</fm:EnumDoc>
<fm:EnumDoc value="14">Giveup Clearing Firm (firm to which trade is given up)</fm:EnumDoc>
<fm:EnumDoc value="15">Correspondant Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="16">Executing System</fm:EnumDoc>
<fm:EnumDoc value="17">Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="18">Contra Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="19">Sponsoring Firm</fm:EnumDoc>
<fm:EnumDoc value="2">Broker of Credit (formerly FIX 4.2 BrokerOfCredit)</fm:EnumDoc>
<fm:EnumDoc value="20">Underlying Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="21">Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="22">Exchange</fm:EnumDoc>
<fm:EnumDoc value="24">Customer Account</fm:EnumDoc>
<fm:EnumDoc value="25">Correspondent Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="26">Correspondent Broker</fm:EnumDoc>
<fm:EnumDoc value="27">Buyer/Seller (Receiver/Deliverer)</fm:EnumDoc>
<fm:EnumDoc value="28">Custodian</fm:EnumDoc>
<fm:EnumDoc value="29">Intermediary</fm:EnumDoc>
<fm:EnumDoc value="3">Client ID (formerly FIX 4.2 ClientID)</fm:EnumDoc>
<fm:EnumDoc value="30">Agent</fm:EnumDoc>
<fm:EnumDoc value="31">Sub-custodian</fm:EnumDoc>
<fm:EnumDoc value="32">Beneficiary</fm:EnumDoc>
<fm:EnumDoc value="33">Interested party</fm:EnumDoc>
<fm:EnumDoc value="34">Regulatory body</fm:EnumDoc>
<fm:EnumDoc value="35">Liquidity provider</fm:EnumDoc>
<fm:EnumDoc value="36">Entering trader</fm:EnumDoc>
<fm:EnumDoc value="37">Contra trader</fm:EnumDoc>
<fm:EnumDoc value="38">Position account</fm:EnumDoc>
<fm:EnumDoc value="4">Clearing Firm (formerly FIX 4.2 ClearingFirm)</fm:EnumDoc>
<fm:EnumDoc value="5">Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">Introducing Firm</fm:EnumDoc>
<fm:EnumDoc value="7">Entering Firm</fm:EnumDoc>
<fm:EnumDoc value="8">Locate / Lending Firm (for short-sales)</fm:EnumDoc>
<fm:EnumDoc value="9">Fund Manager Client ID (for CIV)</fm:EnumDoc>
<fm:EnumDoc value="60">Introducing Broker</fm:EnumDoc>
<fm:EnumDoc value="41">Contra Position Account</fm:EnumDoc>
<fm:EnumDoc value="42">Contra Exchange</fm:EnumDoc>
<fm:EnumDoc value="43">Internal Carry Account</fm:EnumDoc>
<fm:EnumDoc value="44">Order Entry Operator ID</fm:EnumDoc>
<fm:EnumDoc value="45">Secondary Account Number</fm:EnumDoc>
<fm:EnumDoc value="46">Foreign Firm</fm:EnumDoc>
<fm:EnumDoc value="47">Third Party Allocation Firm</fm:EnumDoc>
<fm:EnumDoc value="48">Claiming Account</fm:EnumDoc>
<fm:EnumDoc value="49">Asset Manager</fm:EnumDoc>
<fm:EnumDoc value="50">Pledgor Account</fm:EnumDoc>
<fm:EnumDoc value="51">Pledgee Account</fm:EnumDoc>
<fm:EnumDoc value="52">Large Trader Reportable Account</fm:EnumDoc>
<fm:EnumDoc value="53">Trader mnemonic</fm:EnumDoc>
<fm:EnumDoc value="54">Sender Location</fm:EnumDoc>
<fm:EnumDoc value="55">Session ID</fm:EnumDoc>
<fm:EnumDoc value="56">Acceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="57">Unacceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="58">Entering Unit</fm:EnumDoc>
<fm:EnumDoc value="59">Executing Unit</fm:EnumDoc>
<fm:EnumDoc value="39">Contra Investor ID</fm:EnumDoc>
<fm:EnumDoc value="40">Transfer to Firm</fm:EnumDoc>
<fm:EnumDoc value="61">Quote originator</fm:EnumDoc>
<fm:EnumDoc value="62">Report originator</fm:EnumDoc>
<fm:EnumDoc value="63">Systematic internaliser (SI)</fm:EnumDoc>
<fm:EnumDoc value="64">Multilateral Trading Facility (MTF)</fm:EnumDoc>
<fm:EnumDoc value="65">Regulated Market (RM)</fm:EnumDoc>
<fm:EnumDoc value="66">Market Maker</fm:EnumDoc>
<fm:EnumDoc value="67">Investment Firm</fm:EnumDoc>
<fm:EnumDoc value="68">Host Competent Authority (Host CA)</fm:EnumDoc>
<fm:EnumDoc value="69">Home Competent Authority (Home CA)</fm:EnumDoc>
<fm:EnumDoc value="70">Competent Authority of the most relevant market in terms of liquidity (CAL)</fm:EnumDoc>
<fm:EnumDoc value="71">Competent Authority of the Transaction (Execution) Venue (CATV) </fm:EnumDoc>
<fm:EnumDoc value="72">Reporting intermediary (medium/vendor via which report has been published)</fm:EnumDoc>
<fm:EnumDoc value="73">Execution Venue</fm:EnumDoc>
<fm:EnumDoc value="74">Market data entry originator</fm:EnumDoc>
<fm:EnumDoc value="75">Location ID</fm:EnumDoc>
<fm:EnumDoc value="76">Desk ID</fm:EnumDoc>
<fm:EnumDoc value="77">Market data market</fm:EnumDoc>
<fm:EnumDoc value="78">Allocation Entity</fm:EnumDoc>
<fm:EnumDoc value="79">Prime Broker providing General Trade Services</fm:EnumDoc>
<fm:EnumDoc value="80">Step-Out Firm (Prime Broker)</fm:EnumDoc>
<fm:EnumDoc value="81">BrokerClearingID</fm:EnumDoc>
<fm:EnumDoc value="82">Central Registration Depository (CRD)</fm:EnumDoc>
<fm:EnumDoc value="83">Clearing Account</fm:EnumDoc>
<fm:EnumDoc value="84">Acceptable Settling Counterparty</fm:EnumDoc>
<fm:EnumDoc value="85">Unacceptable Settling Counterparty</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="3"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
<xs:enumeration value="34"/>
<xs:enumeration value="35"/>
<xs:enumeration value="36"/>
<xs:enumeration value="37"/>
<xs:enumeration value="38"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="60"/>
<xs:enumeration value="41"/>
<xs:enumeration value="42"/>
<xs:enumeration value="43"/>
<xs:enumeration value="44"/>
<xs:enumeration value="45"/>
<xs:enumeration value="46"/>
<xs:enumeration value="47"/>
<xs:enumeration value="48"/>
<xs:enumeration value="49"/>
<xs:enumeration value="50"/>
<xs:enumeration value="51"/>
<xs:enumeration value="52"/>
<xs:enumeration value="53"/>
<xs:enumeration value="54"/>
<xs:enumeration value="55"/>
<xs:enumeration value="56"/>
<xs:enumeration value="57"/>
<xs:enumeration value="58"/>
<xs:enumeration value="59"/>
<xs:enumeration value="39"/>
<xs:enumeration value="40"/>
<xs:enumeration value="61"/>
<xs:enumeration value="62"/>
<xs:enumeration value="63"/>
<xs:enumeration value="64"/>
<xs:enumeration value="65"/>
<xs:enumeration value="66"/>
<xs:enumeration value="67"/>
<xs:enumeration value="68"/>
<xs:enumeration value="69"/>
<xs:enumeration value="70"/>
<xs:enumeration value="71"/>
<xs:enumeration value="72"/>
<xs:enumeration value="73"/>
<xs:enumeration value="74"/>
<xs:enumeration value="75"/>
<xs:enumeration value="76"/>
<xs:enumeration value="77"/>
<xs:enumeration value="78"/>
<xs:enumeration value="79"/>
<xs:enumeration value="80"/>
<xs:enumeration value="81"/>
<xs:enumeration value="82"/>
<xs:enumeration value="83"/>
<xs:enumeration value="84"/>
<xs:enumeration value="85"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="SecurityListID_t">
<xs:annotation>
<xs:documentation>Specifies an identifier for a Security List</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecurityListID" ComponentType="Field" Tag="1465"
Type="String"
AbbrName="ListID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="SecurityListRefID_t">
<xs:annotation>
<xs:documentation>Specifies a reference from one Security List to another. Used to support a hierarchy of Security Lists.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecurityListRefID" ComponentType="Field" Tag="1466"
Type="String"
AbbrName="ListRefID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="SecurityListDesc_t">
<xs:annotation>
<xs:documentation>Specifies a description or name of a Security List.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecurityListDesc" ComponentType="Field" Tag="1467"
Type="String"
AbbrName="ListDesc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--SecurityListType(1470) defined in implementation file--><xs:simpleType name="SecurityListType_enum_t">
<xs:annotation>
<xs:documentation>Specifies a type of Security List.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecurityListType" ComponentType="Field" Tag="1470"
Type="int"
AbbrName="ListTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Industry Classification</fm:EnumDoc>
<fm:EnumDoc value="2">Trading List</fm:EnumDoc>
<fm:EnumDoc value="3">Market / Market Segment List</fm:EnumDoc>
<fm:EnumDoc value="4">Newspaper List</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<!--SecurityListTypeSource(1471) defined in implementation file--><xs:simpleType name="SecurityListTypeSource_enum_t">
<xs:annotation>
<xs:documentation>Specifies a specific source for a SecurityListType. Relevant when a certain type can be provided from various sources.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SecurityListTypeSource" ComponentType="Field" Tag="1471"
Type="int"
AbbrName="LstTypSrc"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">ICB (Industry Classification Benchmark) published by Dow Jones and FTSE - www.icbenchmark.com</fm:EnumDoc>
<fm:EnumDoc value="2">NAICS (North American Industry Classification System). Replaced SIC (Standard Industry Classification) www.census.gov/naics or www.naics.com.</fm:EnumDoc>
<fm:EnumDoc value="3">GICS (Global Industry Classification Standard) published by Standards & Poor</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="NewsID_t">
<xs:annotation>
<xs:documentation>Unique identifier for a News message</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NewsID" ComponentType="Field" Tag="1472" Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--NewsCategory(1473) defined in implementation file--><xs:simpleType name="NewsCategory_enum_t">
<xs:annotation>
<xs:documentation>Category of news mesage.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NewsCategory" ComponentType="Field" Tag="1473" Type="int"
AbbrName="NewsCatgy"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Company News</fm:EnumDoc>
<fm:EnumDoc value="1">Marketplace News</fm:EnumDoc>
<fm:EnumDoc value="2">Financial Market News</fm:EnumDoc>
<fm:EnumDoc value="3">Technical News</fm:EnumDoc>
<fm:EnumDoc value="99">Other News</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="99"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="LanguageCode_t">
<xs:annotation>
<xs:documentation>The national language in which the news item is provided.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="LanguageCode" ComponentType="Field" Tag="1474"
Type="Language"
AbbrName="LangCd"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Language"/>
</xs:simpleType>
<xs:simpleType name="NewsRefID_t">
<xs:annotation>
<xs:documentation>Reference to another News message identified by NewsID(1474).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NewsRefID" ComponentType="Field" Tag="1476" Type="String"
AbbrName="RefID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--NewsRefType(1477) defined in implementation file--><xs:simpleType name="NewsRefType_enum_t">
<xs:annotation>
<xs:documentation>Type of reference to another News Message item. Defines if the referenced news item is a replacement, is in a different language, or is complimentary.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NewsRefType" ComponentType="Field" Tag="1477" Type="int"
AbbrName="RefTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Replacement</fm:EnumDoc>
<fm:EnumDoc value="1">Other Language</fm:EnumDoc>
<fm:EnumDoc value="2">Complimentary</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<!--StrikePriceDeterminationMethod(1478) defined in implementation file--><xs:simpleType name="StrikePriceDeterminationMethod_enum_t">
<xs:annotation>
<xs:documentation>Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying.
Conditionally, required if value is other than "fixed".</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StrikePriceDeterminationMethod" ComponentType="Field"
Tag="1478"
Type="int"
AbbrName="StrkPxDtrmnMeth"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Fixed Strike</fm:EnumDoc>
<fm:EnumDoc value="2">Strike set at expiration to underlying or other value (lookback floating)</fm:EnumDoc>
<fm:EnumDoc value="3">Strike set to average of underlying settlement price across the life of the option</fm:EnumDoc>
<fm:EnumDoc value="4">Strike set to optimal value</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<!--StrikePriceBoundaryMethod(1479) defined in implementation file--><xs:simpleType name="StrikePriceBoundaryMethod_enum_t">
<xs:annotation>
<xs:documentation>Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StrikePriceBoundaryMethod" ComponentType="Field"
Tag="1479"
Type="int"
AbbrName="StrkPxBndryMeth"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Less than underlying price is in-the-money (ITM)</fm:EnumDoc>
<fm:EnumDoc value="2">Less than or equal to the underlying price is in-the-money(ITM)</fm:EnumDoc>
<fm:EnumDoc value="3">Equal to the underlying price is in-the-money(ITM)</fm:EnumDoc>
<fm:EnumDoc value="4">Greater than or equal to underlying price is in-the-money(ITM)</fm:EnumDoc>
<fm:EnumDoc value="5">Greater than underlying is in-the-money(ITM)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="StrikePriceBoundaryPrecision_t">
<xs:annotation>
<xs:documentation>Used in combination with StrikePriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StrikePriceBoundaryPrecision" ComponentType="Field"
Tag="1480"
Type="Percentage"
AbbrName="StrkPxBndryPrcsn"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<!--UnderlyingPriceDeterminationMethod(1481) defined in implementation file--><xs:simpleType name="UnderlyingPriceDeterminationMethod_enum_t">
<xs:annotation>
<xs:documentation>Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period (“Look-back”) or set to the average value of the underlying during the defined period ("Asian option").</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="UnderlyingPriceDeterminationMethod" ComponentType="Field"
Tag="1481"
Type="int"
AbbrName="PxDtrmnMeth"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Regular</fm:EnumDoc>
<fm:EnumDoc value="2">Special reference</fm:EnumDoc>
<fm:EnumDoc value="3">Optimal value (Lookback)</fm:EnumDoc>
<fm:EnumDoc value="4">Average value (Asian option)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
</xs:restriction>
</xs:simpleType>
<!--OptPayoutType(1482) defined in implementation file--><xs:simpleType name="OptPayoutType_enum_t">
<xs:annotation>
<xs:documentation>Indicates the type of payout that will result from an in-the-money option.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="OptPayoutType" ComponentType="Field" Tag="1482" Type="int"
AbbrName="OptPayoutTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Vanilla</fm:EnumDoc>
<fm:EnumDoc value="2">Capped</fm:EnumDoc>
<fm:EnumDoc value="3">Binary</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<!--ComplexEventType(1484) defined in implementation file--><xs:simpleType name="ComplexEventType_enum_t">
<xs:annotation>
<xs:documentation>Identifies the type of complex event.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ComplexEventType" ComponentType="Field" Tag="1484"
Type="int"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Capped</fm:EnumDoc>
<fm:EnumDoc value="2">Trigger</fm:EnumDoc>
<fm:EnumDoc value="3">Knock-in up</fm:EnumDoc>
<fm:EnumDoc value="4">Kock-in down</fm:EnumDoc>
<fm:EnumDoc value="5">Knock-out up</fm:EnumDoc>
<fm:EnumDoc value="6">Knock-out down</fm:EnumDoc>
<fm:EnumDoc value="7">Underlying</fm:EnumDoc>
<fm:EnumDoc value="8">Reset Barrier</fm:EnumDoc>
<fm:EnumDoc value="9">Rolling Barrier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ComplexOptPayoutAmount_t">
<xs:annotation>
<xs:documentation>Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ComplexOptPayoutAmount" ComponentType="Field" Tag="1485"
Type="Amt"
AbbrName="OptPayAmt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="ComplexEventPrice_t">
<xs:annotation>
<xs:documentation>Specifies the price at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484).</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ComplexEventPrice" ComponentType="Field" Tag="1486"
Type="Price"
AbbrName="Px"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Price"/>
</xs:simpleType>
<!--ComplexEventPriceBoundaryMethod(1487) defined in implementation file--><xs:simpleType name="ComplexEventPriceBoundaryMethod_enum_t">
<xs:annotation>
<xs:documentation>Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ComplexEventPriceBoundaryMethod" ComponentType="Field"
Tag="1487"
Type="int"
AbbrName="PxBndryMeth"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Less than ComplexEventPrice(1486)</fm:EnumDoc>
<fm:EnumDoc value="2">Less than or equal to ComplexEventPrice(1486)</fm:EnumDoc>
<fm:EnumDoc value="3">Equal to ComplexEventPrice(1486)</fm:EnumDoc>
<fm:EnumDoc value="4">Greater than or equal to ComplexEventPrice(1486)</fm:EnumDoc>
<fm:EnumDoc value="5">Greater than ComplexEventPrice(1486)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ComplexEventPriceBoundaryPrecision_t">
<xs:annotation>
<xs:documentation>Used in combination with ComplexEventPriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ComplexEventPriceBoundaryPrecision" ComponentType="Field"
Tag="1488"
Type="Percentage"
AbbrName="PxBndryPrcsn"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<!--ComplexEventPriceTimeType(1489) defined in implementation file--><xs:simpleType name="ComplexEventPriceTimeType_enum_t">
<xs:annotation>
<xs:documentation>Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ComplexEventPriceTimeType" ComponentType="Field"
Tag="1489"
Type="int"
AbbrName="PxTmTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Expiration</fm:EnumDoc>
<fm:EnumDoc value="2">Immediate (At Any Time)</fm:EnumDoc>
<fm:EnumDoc value="3">Specified Date/Time</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<!--ComplexEventCondition(1490) defined in implementation file--><xs:simpleType name="ComplexEventCondition_enum_t">
<xs:annotation>
<xs:documentation>Specifies the condition between complex events when more than one event is specified.
Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an “and” condition since both conditions must be in effect for a payout to result.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ComplexEventCondition" ComponentType="Field" Tag="1490"
Type="int"
AbbrName="Cond"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">And</fm:EnumDoc>
<fm:EnumDoc value="2">Or</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ComplexEventStartDate_t">
<xs:annotation>
<xs:documentation>Specifies the start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options
ComplexEventStartDate must always be less than or equal to ComplexEventEndDate.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ComplexEventStartDate" ComponentType="Field" Tag="1492"
Type="UTCTimestamp"
AbbrName="StartDt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<xs:simpleType name="ComplexEventEndDate_t">
<xs:annotation>
<xs:documentation>Specifies the end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options
ComplexEventEndDate must always be greater than or equal to ComplexEventStartDate.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ComplexEventEndDate" ComponentType="Field" Tag="1493"
Type="UTCTimestamp"
AbbrName="EndDt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<xs:simpleType name="ComplexEventStartTime_t">
<xs:annotation>
<xs:documentation>Specifies the start time of the time range on which a complex event date is effective.
ComplexEventStartTime must always be less than or equal to ComplexEventEndTime.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ComplexEventStartTime" ComponentType="Field" Tag="1495"
Type="UTCTimeOnly"
AbbrName="StartTm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimeOnly"/>
</xs:simpleType>
<xs:simpleType name="ComplexEventEndTime_t">
<xs:annotation>
<xs:documentation>Specifies the end time of the time range on which a complex event date is effective.
ComplexEventEndTime must always be greater than or equal to ComplexEventStartTime.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ComplexEventEndTime" ComponentType="Field" Tag="1496"
Type="UTCTimeOnly"
AbbrName="EndTm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimeOnly"/>
</xs:simpleType>
<xs:simpleType name="StreamAsgnReqID_t">
<xs:annotation>
<xs:documentation>Unique identifier for the stream assignment request provided by the requester.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StreamAsgnReqID" ComponentType="Field" Tag="1497"
Type="String"
AbbrName="ReqID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--StreamAsgnReqType(1498) defined in implementation file--><xs:simpleType name="StreamAsgnReqType_enum_t">
<xs:annotation>
<xs:documentation>Type of stream assignment request.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StreamAsgnReqType" ComponentType="Field" Tag="1498"
Type="int"
AbbrName="AsgnReqTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Stream assignment for new customer(s)</fm:EnumDoc>
<fm:EnumDoc value="2">Stream assignment for existing customer(s)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="MDStreamID_t">
<xs:annotation>
<xs:documentation>The identifier or name of the price stream.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="MDStreamID" ComponentType="Field" Tag="1500" Type="String"
AbbrName="MDStrmID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="StreamAsgnRptID_t">
<xs:annotation>
<xs:documentation>Unique identifier of the stream assignment report provided by the respondent.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StreamAsgnRptID" ComponentType="Field" Tag="1501"
Type="String"
AbbrName="RptID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--StreamAsgnRejReason(1502) defined in implementation file--><xs:simpleType name="StreamAsgnRejReason_enum_t">
<xs:annotation>
<xs:documentation>Reason code for stream assignment request reject.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StreamAsgnRejReason" ComponentType="Field" Tag="1502"
Type="int"
AbbrName="RejRsn"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Unknown client</fm:EnumDoc>
<fm:EnumDoc value="1">Exceeds maximum size</fm:EnumDoc>
<fm:EnumDoc value="2">Unknown or Invalid currency pair</fm:EnumDoc>
<fm:EnumDoc value="3">No available stream</fm:EnumDoc>
<fm:EnumDoc value="99">Other</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="99"/>
</xs:restriction>
</xs:simpleType>
<!--StreamAsgnAckType(1503) defined in implementation file--><xs:simpleType name="StreamAsgnAckType_enum_t">
<xs:annotation>
<xs:documentation>Type of acknowledgement.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StreamAsgnAckType" ComponentType="Field" Tag="1503"
Type="int"
AbbrName="ActTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Assignment Accepted</fm:EnumDoc>
<fm:EnumDoc value="1">Assignment Rejected</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RelSymTransactTime_t">
<xs:annotation>
<xs:documentation>See TransactTime(60)</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelSymTransactTime" ComponentType="Field" Tag="1504"
Type="UTCTimestamp"
AbbrName="TxnTm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="UTCTimestamp"/>
</xs:simpleType>
<xs:simpleType name="PartyDetailsListRequestID_t">
<xs:annotation>
<xs:documentation>Unique identifier for Party Details List Request.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PartyDetailsListRequestID" ComponentType="Field"
Tag="1505"
Type="String"
AbbrName="ReqID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--PartyListResponseType(1507) defined in implementation file--><xs:simpleType name="PartyListResponseType_enum_t">
<xs:annotation>
<xs:documentation>Indicates the type of response that has been requested.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PartyListResponseType" ComponentType="Field" Tag="1507"
Type="int"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Return all available information on parties and related parties. (May not be combined with other values.)</fm:EnumDoc>
<fm:EnumDoc value="1">Return only party information. (Excludes information like risk limits from being reported. May not be combined with any other value except 2.)</fm:EnumDoc>
<fm:EnumDoc value="2">Include information on related parties.</fm:EnumDoc>
<fm:EnumDoc value="3">Include risk limit information.</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
<!--RequestedPartyRole(1509) defined in implementation file--><xs:simpleType name="RequestedPartyRole_enum_t">
<xs:annotation>
<xs:documentation>Identifies the type (role) of party that has been requested.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RequestedPartyRole" ComponentType="Field" Tag="1509"
Type="int"
UsesEnumsFromTag="452"
AbbrName="R"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Executing Firm (formerly FIX 4.2 ExecBroker)</fm:EnumDoc>
<fm:EnumDoc value="10">Settlement Location (formerly FIX 4.2 SettlLocation)</fm:EnumDoc>
<fm:EnumDoc value="11">Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)</fm:EnumDoc>
<fm:EnumDoc value="12">Executing Trader (associated with Executing Firm - actually executes)</fm:EnumDoc>
<fm:EnumDoc value="13">Order Origination Firm (e.g. buy-side firm)</fm:EnumDoc>
<fm:EnumDoc value="14">Giveup Clearing Firm (firm to which trade is given up)</fm:EnumDoc>
<fm:EnumDoc value="15">Correspondant Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="16">Executing System</fm:EnumDoc>
<fm:EnumDoc value="17">Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="18">Contra Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="19">Sponsoring Firm</fm:EnumDoc>
<fm:EnumDoc value="2">Broker of Credit (formerly FIX 4.2 BrokerOfCredit)</fm:EnumDoc>
<fm:EnumDoc value="20">Underlying Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="21">Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="22">Exchange</fm:EnumDoc>
<fm:EnumDoc value="24">Customer Account</fm:EnumDoc>
<fm:EnumDoc value="25">Correspondent Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="26">Correspondent Broker</fm:EnumDoc>
<fm:EnumDoc value="27">Buyer/Seller (Receiver/Deliverer)</fm:EnumDoc>
<fm:EnumDoc value="28">Custodian</fm:EnumDoc>
<fm:EnumDoc value="29">Intermediary</fm:EnumDoc>
<fm:EnumDoc value="3">Client ID (formerly FIX 4.2 ClientID)</fm:EnumDoc>
<fm:EnumDoc value="30">Agent</fm:EnumDoc>
<fm:EnumDoc value="31">Sub-custodian</fm:EnumDoc>
<fm:EnumDoc value="32">Beneficiary</fm:EnumDoc>
<fm:EnumDoc value="33">Interested party</fm:EnumDoc>
<fm:EnumDoc value="34">Regulatory body</fm:EnumDoc>
<fm:EnumDoc value="35">Liquidity provider</fm:EnumDoc>
<fm:EnumDoc value="36">Entering trader</fm:EnumDoc>
<fm:EnumDoc value="37">Contra trader</fm:EnumDoc>
<fm:EnumDoc value="38">Position account</fm:EnumDoc>
<fm:EnumDoc value="4">Clearing Firm (formerly FIX 4.2 ClearingFirm)</fm:EnumDoc>
<fm:EnumDoc value="5">Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">Introducing Firm</fm:EnumDoc>
<fm:EnumDoc value="7">Entering Firm</fm:EnumDoc>
<fm:EnumDoc value="8">Locate / Lending Firm (for short-sales)</fm:EnumDoc>
<fm:EnumDoc value="9">Fund Manager Client ID (for CIV)</fm:EnumDoc>
<fm:EnumDoc value="60">Introducing Broker</fm:EnumDoc>
<fm:EnumDoc value="41">Contra Position Account</fm:EnumDoc>
<fm:EnumDoc value="42">Contra Exchange</fm:EnumDoc>
<fm:EnumDoc value="43">Internal Carry Account</fm:EnumDoc>
<fm:EnumDoc value="44">Order Entry Operator ID</fm:EnumDoc>
<fm:EnumDoc value="45">Secondary Account Number</fm:EnumDoc>
<fm:EnumDoc value="46">Foreign Firm</fm:EnumDoc>
<fm:EnumDoc value="47">Third Party Allocation Firm</fm:EnumDoc>
<fm:EnumDoc value="48">Claiming Account</fm:EnumDoc>
<fm:EnumDoc value="49">Asset Manager</fm:EnumDoc>
<fm:EnumDoc value="50">Pledgor Account</fm:EnumDoc>
<fm:EnumDoc value="51">Pledgee Account</fm:EnumDoc>
<fm:EnumDoc value="52">Large Trader Reportable Account</fm:EnumDoc>
<fm:EnumDoc value="53">Trader mnemonic</fm:EnumDoc>
<fm:EnumDoc value="54">Sender Location</fm:EnumDoc>
<fm:EnumDoc value="55">Session ID</fm:EnumDoc>
<fm:EnumDoc value="56">Acceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="57">Unacceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="58">Entering Unit</fm:EnumDoc>
<fm:EnumDoc value="59">Executing Unit</fm:EnumDoc>
<fm:EnumDoc value="39">Contra Investor ID</fm:EnumDoc>
<fm:EnumDoc value="40">Transfer to Firm</fm:EnumDoc>
<fm:EnumDoc value="61">Quote originator</fm:EnumDoc>
<fm:EnumDoc value="62">Report originator</fm:EnumDoc>
<fm:EnumDoc value="63">Systematic internaliser (SI)</fm:EnumDoc>
<fm:EnumDoc value="64">Multilateral Trading Facility (MTF)</fm:EnumDoc>
<fm:EnumDoc value="65">Regulated Market (RM)</fm:EnumDoc>
<fm:EnumDoc value="66">Market Maker</fm:EnumDoc>
<fm:EnumDoc value="67">Investment Firm</fm:EnumDoc>
<fm:EnumDoc value="68">Host Competent Authority (Host CA)</fm:EnumDoc>
<fm:EnumDoc value="69">Home Competent Authority (Home CA)</fm:EnumDoc>
<fm:EnumDoc value="70">Competent Authority of the most relevant market in terms of liquidity (CAL)</fm:EnumDoc>
<fm:EnumDoc value="71">Competent Authority of the Transaction (Execution) Venue (CATV) </fm:EnumDoc>
<fm:EnumDoc value="72">Reporting intermediary (medium/vendor via which report has been published)</fm:EnumDoc>
<fm:EnumDoc value="73">Execution Venue</fm:EnumDoc>
<fm:EnumDoc value="74">Market data entry originator</fm:EnumDoc>
<fm:EnumDoc value="75">Location ID</fm:EnumDoc>
<fm:EnumDoc value="76">Desk ID</fm:EnumDoc>
<fm:EnumDoc value="77">Market data market</fm:EnumDoc>
<fm:EnumDoc value="78">Allocation Entity</fm:EnumDoc>
<fm:EnumDoc value="79">Prime Broker providing General Trade Services</fm:EnumDoc>
<fm:EnumDoc value="80">Step-Out Firm (Prime Broker)</fm:EnumDoc>
<fm:EnumDoc value="81">BrokerClearingID</fm:EnumDoc>
<fm:EnumDoc value="82">Central Registration Depository (CRD)</fm:EnumDoc>
<fm:EnumDoc value="83">Clearing Account</fm:EnumDoc>
<fm:EnumDoc value="84">Acceptable Settling Counterparty</fm:EnumDoc>
<fm:EnumDoc value="85">Unacceptable Settling Counterparty</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="3"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
<xs:enumeration value="34"/>
<xs:enumeration value="35"/>
<xs:enumeration value="36"/>
<xs:enumeration value="37"/>
<xs:enumeration value="38"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="60"/>
<xs:enumeration value="41"/>
<xs:enumeration value="42"/>
<xs:enumeration value="43"/>
<xs:enumeration value="44"/>
<xs:enumeration value="45"/>
<xs:enumeration value="46"/>
<xs:enumeration value="47"/>
<xs:enumeration value="48"/>
<xs:enumeration value="49"/>
<xs:enumeration value="50"/>
<xs:enumeration value="51"/>
<xs:enumeration value="52"/>
<xs:enumeration value="53"/>
<xs:enumeration value="54"/>
<xs:enumeration value="55"/>
<xs:enumeration value="56"/>
<xs:enumeration value="57"/>
<xs:enumeration value="58"/>
<xs:enumeration value="59"/>
<xs:enumeration value="39"/>
<xs:enumeration value="40"/>
<xs:enumeration value="61"/>
<xs:enumeration value="62"/>
<xs:enumeration value="63"/>
<xs:enumeration value="64"/>
<xs:enumeration value="65"/>
<xs:enumeration value="66"/>
<xs:enumeration value="67"/>
<xs:enumeration value="68"/>
<xs:enumeration value="69"/>
<xs:enumeration value="70"/>
<xs:enumeration value="71"/>
<xs:enumeration value="72"/>
<xs:enumeration value="73"/>
<xs:enumeration value="74"/>
<xs:enumeration value="75"/>
<xs:enumeration value="76"/>
<xs:enumeration value="77"/>
<xs:enumeration value="78"/>
<xs:enumeration value="79"/>
<xs:enumeration value="80"/>
<xs:enumeration value="81"/>
<xs:enumeration value="82"/>
<xs:enumeration value="83"/>
<xs:enumeration value="84"/>
<xs:enumeration value="85"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="PartyDetailsListReportID_t">
<xs:annotation>
<xs:documentation>Identifier for the Party Details List Report.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PartyDetailsListReportID" ComponentType="Field" Tag="1510"
Type="String"
AbbrName="RptID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--PartyDetailsRequestResult(1511) defined in implementation file--><xs:simpleType name="PartyDetailsRequestResult_enum_t">
<xs:annotation>
<xs:documentation>Result of the Party Details List Request identified by PartyDetailsListRequestID.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PartyDetailsRequestResult" ComponentType="Field"
Tag="1511"
Type="int"
AbbrName="Rslt"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Valid request</fm:EnumDoc>
<fm:EnumDoc value="1">Invalid or unsupported request</fm:EnumDoc>
<fm:EnumDoc value="2">No parties or party details found that match selection criteria</fm:EnumDoc>
<fm:EnumDoc value="3">Unsupported PartyListResponseType</fm:EnumDoc>
<fm:EnumDoc value="4">Not authorized to retrieve parties or party details data</fm:EnumDoc>
<fm:EnumDoc value="5">Parties or party details data temporarily unavailable</fm:EnumDoc>
<fm:EnumDoc value="6">Request for parties data not supported</fm:EnumDoc>
<fm:EnumDoc value="99">Other (further information in Text (58) field)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="99"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="TotNoPartyList_t">
<xs:annotation>
<xs:documentation>Total number of PartyListGrp returned.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="TotNoPartyList" ComponentType="Field" Tag="1512"
Type="int"
AbbrName="TotNoPtyList"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer"/>
</xs:simpleType>
<!--PartyRelationship(1515) defined in implementation file--><xs:simpleType name="PartyRelationship_enum_t">
<xs:annotation>
<xs:documentation>Used to specify the type of the party relationship.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PartyRelationship" ComponentType="Field" Tag="1515"
Type="int"
AbbrName="Rltnshp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Is also</fm:EnumDoc>
<fm:EnumDoc value="1">Clears for</fm:EnumDoc>
<fm:EnumDoc value="2">Clears through</fm:EnumDoc>
<fm:EnumDoc value="3">Trades for</fm:EnumDoc>
<fm:EnumDoc value="4">Trades through</fm:EnumDoc>
<fm:EnumDoc value="5">Sponsors</fm:EnumDoc>
<fm:EnumDoc value="6">Sponsored through</fm:EnumDoc>
<fm:EnumDoc value="7">Provides guarantee for</fm:EnumDoc>
<fm:EnumDoc value="8">Is guaranteed by</fm:EnumDoc>
<fm:EnumDoc value="9">Member of</fm:EnumDoc>
<fm:EnumDoc value="10">Has members</fm:EnumDoc>
<fm:EnumDoc value="11">Provides marketplace for</fm:EnumDoc>
<fm:EnumDoc value="12">Participant of marketplace</fm:EnumDoc>
<fm:EnumDoc value="13">Carries positions for</fm:EnumDoc>
<fm:EnumDoc value="14">Posts trades to</fm:EnumDoc>
<fm:EnumDoc value="15">Enters trades for</fm:EnumDoc>
<fm:EnumDoc value="16">Enters trades through</fm:EnumDoc>
<fm:EnumDoc value="17">Provides quotes to</fm:EnumDoc>
<fm:EnumDoc value="18">Requests quotes from</fm:EnumDoc>
<fm:EnumDoc value="19">Invests for</fm:EnumDoc>
<fm:EnumDoc value="20">Invests through</fm:EnumDoc>
<fm:EnumDoc value="21">Brokers trades for</fm:EnumDoc>
<fm:EnumDoc value="22">Brokers trades through</fm:EnumDoc>
<fm:EnumDoc value="23">Provides trading services for</fm:EnumDoc>
<fm:EnumDoc value="24">Uses trading services of</fm:EnumDoc>
<fm:EnumDoc value="25">Approves of</fm:EnumDoc>
<fm:EnumDoc value="26">Approved by</fm:EnumDoc>
<fm:EnumDoc value="27">Parent firm for</fm:EnumDoc>
<fm:EnumDoc value="28">Subsidiary of</fm:EnumDoc>
<fm:EnumDoc value="29">Regulatory owner of</fm:EnumDoc>
<fm:EnumDoc value="30">Owned by (regulatory)</fm:EnumDoc>
<fm:EnumDoc value="31">Controls</fm:EnumDoc>
<fm:EnumDoc value="32">Is controlled by</fm:EnumDoc>
<fm:EnumDoc value="33">Legal / titled owner of</fm:EnumDoc>
<fm:EnumDoc value="34">Owned by (legal / title)</fm:EnumDoc>
<fm:EnumDoc value="35">Beneficial owner of</fm:EnumDoc>
<fm:EnumDoc value="36">Owned by (beneficial)</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="23"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
<xs:enumeration value="34"/>
<xs:enumeration value="35"/>
<xs:enumeration value="36"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="PartyAltID_t">
<xs:annotation>
<xs:documentation>PartyID value within a PartyAltIDs repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PartyAltID" ComponentType="Field" Tag="1517" Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--PartyAltIDSource(1518) defined in implementation file--><xs:simpleType name="PartyAltIDSource_enum_t">
<xs:annotation>
<xs:documentation>PartyIDSource value within a PartyAltIDs repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PartyAltIDSource" ComponentType="Field" Tag="1518"
Type="char"
UsesEnumsFromTag="447"
AbbrName="Src"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Korean Investor ID</fm:EnumDoc>
<fm:EnumDoc value="2">Taiwanese Qualified Foreign Investor ID QFII/FID</fm:EnumDoc>
<fm:EnumDoc value="3">Taiwanese Trading Acct</fm:EnumDoc>
<fm:EnumDoc value="4">Malaysian Central Depository (MCD) number</fm:EnumDoc>
<fm:EnumDoc value="5">Chinese Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">UK National Insurance or Pension Number</fm:EnumDoc>
<fm:EnumDoc value="7">US Social Security Number</fm:EnumDoc>
<fm:EnumDoc value="8">US Employer or Tax ID Number</fm:EnumDoc>
<fm:EnumDoc value="9">Australian Business Number</fm:EnumDoc>
<fm:EnumDoc value="A">Australian Tax File Number</fm:EnumDoc>
<fm:EnumDoc value="B">BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")</fm:EnumDoc>
<fm:EnumDoc value="C">Generally accepted market participant identifier (e.g. NASD mnemonic)</fm:EnumDoc>
<fm:EnumDoc value="D">Proprietary / Custom code</fm:EnumDoc>
<fm:EnumDoc value="E">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="F">Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)</fm:EnumDoc>
<fm:EnumDoc value="G">MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")</fm:EnumDoc>
<fm:EnumDoc value="H">CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)</fm:EnumDoc>
<fm:EnumDoc value="I">Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="PartyAltSubID_t">
<xs:annotation>
<xs:documentation>PartySubID value within a PartyAltIDs repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PartyAltSubID" ComponentType="Field" Tag="1520"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--PartyAltSubIDType(1521) defined in implementation file--><xs:simpleType name="PartyAltSubIDType_enum_t">
<xs:annotation>
<xs:documentation>PartySubIDType value within a PartyAltIDs repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="PartyAltSubIDType" ComponentType="Field" Tag="1521"
Type="int"
UsesEnumsFromTag="803"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Firm</fm:EnumDoc>
<fm:EnumDoc value="10">Securities account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="11">Registration number (for settlement instructions and confirmations)</fm:EnumDoc>
<fm:EnumDoc value="12">Registered address (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="13">Regulatory status (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="14">Registration name (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="15">Cash account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="16">BIC</fm:EnumDoc>
<fm:EnumDoc value="17">CSD participant member code</fm:EnumDoc>
<fm:EnumDoc value="18">Registered address</fm:EnumDoc>
<fm:EnumDoc value="19">Fund account name</fm:EnumDoc>
<fm:EnumDoc value="2">Person</fm:EnumDoc>
<fm:EnumDoc value="20">Telex number</fm:EnumDoc>
<fm:EnumDoc value="21">Fax number</fm:EnumDoc>
<fm:EnumDoc value="22">Securities account name</fm:EnumDoc>
<fm:EnumDoc value="23">Cash account name</fm:EnumDoc>
<fm:EnumDoc value="24">Department</fm:EnumDoc>
<fm:EnumDoc value="25">Location desk</fm:EnumDoc>
<fm:EnumDoc value="26">Position account type</fm:EnumDoc>
<fm:EnumDoc value="3">System</fm:EnumDoc>
<fm:EnumDoc value="4">Application</fm:EnumDoc>
<fm:EnumDoc value="5">Full legal name of firm</fm:EnumDoc>
<fm:EnumDoc value="6">Postal address</fm:EnumDoc>
<fm:EnumDoc value="7">Phone number</fm:EnumDoc>
<fm:EnumDoc value="8">Email address</fm:EnumDoc>
<fm:EnumDoc value="9">Contact name</fm:EnumDoc>
<fm:EnumDoc value="27">Security locate ID</fm:EnumDoc>
<fm:EnumDoc value="28">Market maker</fm:EnumDoc>
<fm:EnumDoc value="29">Eligible counterparty</fm:EnumDoc>
<fm:EnumDoc value="30">Professional client</fm:EnumDoc>
<fm:EnumDoc value="31">Location</fm:EnumDoc>
<fm:EnumDoc value="32">Execution venue</fm:EnumDoc>
<fm:EnumDoc value="33">Currency delivery identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="23"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ContextPartyID_t">
<xs:annotation>
<xs:documentation>PartyID value within a ContextParties repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ContextPartyID" ComponentType="Field" Tag="1523"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--ContextPartyIDSource(1524) defined in implementation file--><xs:simpleType name="ContextPartyIDSource_enum_t">
<xs:annotation>
<xs:documentation>PartyIDSource value within a ContextParties repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ContextPartyIDSource" ComponentType="Field" Tag="1524"
Type="char"
UsesEnumsFromTag="447"
AbbrName="Src"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Korean Investor ID</fm:EnumDoc>
<fm:EnumDoc value="2">Taiwanese Qualified Foreign Investor ID QFII/FID</fm:EnumDoc>
<fm:EnumDoc value="3">Taiwanese Trading Acct</fm:EnumDoc>
<fm:EnumDoc value="4">Malaysian Central Depository (MCD) number</fm:EnumDoc>
<fm:EnumDoc value="5">Chinese Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">UK National Insurance or Pension Number</fm:EnumDoc>
<fm:EnumDoc value="7">US Social Security Number</fm:EnumDoc>
<fm:EnumDoc value="8">US Employer or Tax ID Number</fm:EnumDoc>
<fm:EnumDoc value="9">Australian Business Number</fm:EnumDoc>
<fm:EnumDoc value="A">Australian Tax File Number</fm:EnumDoc>
<fm:EnumDoc value="B">BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")</fm:EnumDoc>
<fm:EnumDoc value="C">Generally accepted market participant identifier (e.g. NASD mnemonic)</fm:EnumDoc>
<fm:EnumDoc value="D">Proprietary / Custom code</fm:EnumDoc>
<fm:EnumDoc value="E">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="F">Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)</fm:EnumDoc>
<fm:EnumDoc value="G">MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")</fm:EnumDoc>
<fm:EnumDoc value="H">CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)</fm:EnumDoc>
<fm:EnumDoc value="I">Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
</xs:restriction>
</xs:simpleType>
<!--ContextPartyRole(1525) defined in implementation file--><xs:simpleType name="ContextPartyRole_enum_t">
<xs:annotation>
<xs:documentation>PartyRole value within a ContextParties repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ContextPartyRole" ComponentType="Field" Tag="1525"
Type="int"
UsesEnumsFromTag="452"
AbbrName="R"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Executing Firm (formerly FIX 4.2 ExecBroker)</fm:EnumDoc>
<fm:EnumDoc value="10">Settlement Location (formerly FIX 4.2 SettlLocation)</fm:EnumDoc>
<fm:EnumDoc value="11">Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)</fm:EnumDoc>
<fm:EnumDoc value="12">Executing Trader (associated with Executing Firm - actually executes)</fm:EnumDoc>
<fm:EnumDoc value="13">Order Origination Firm (e.g. buy-side firm)</fm:EnumDoc>
<fm:EnumDoc value="14">Giveup Clearing Firm (firm to which trade is given up)</fm:EnumDoc>
<fm:EnumDoc value="15">Correspondant Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="16">Executing System</fm:EnumDoc>
<fm:EnumDoc value="17">Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="18">Contra Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="19">Sponsoring Firm</fm:EnumDoc>
<fm:EnumDoc value="2">Broker of Credit (formerly FIX 4.2 BrokerOfCredit)</fm:EnumDoc>
<fm:EnumDoc value="20">Underlying Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="21">Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="22">Exchange</fm:EnumDoc>
<fm:EnumDoc value="24">Customer Account</fm:EnumDoc>
<fm:EnumDoc value="25">Correspondent Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="26">Correspondent Broker</fm:EnumDoc>
<fm:EnumDoc value="27">Buyer/Seller (Receiver/Deliverer)</fm:EnumDoc>
<fm:EnumDoc value="28">Custodian</fm:EnumDoc>
<fm:EnumDoc value="29">Intermediary</fm:EnumDoc>
<fm:EnumDoc value="3">Client ID (formerly FIX 4.2 ClientID)</fm:EnumDoc>
<fm:EnumDoc value="30">Agent</fm:EnumDoc>
<fm:EnumDoc value="31">Sub-custodian</fm:EnumDoc>
<fm:EnumDoc value="32">Beneficiary</fm:EnumDoc>
<fm:EnumDoc value="33">Interested party</fm:EnumDoc>
<fm:EnumDoc value="34">Regulatory body</fm:EnumDoc>
<fm:EnumDoc value="35">Liquidity provider</fm:EnumDoc>
<fm:EnumDoc value="36">Entering trader</fm:EnumDoc>
<fm:EnumDoc value="37">Contra trader</fm:EnumDoc>
<fm:EnumDoc value="38">Position account</fm:EnumDoc>
<fm:EnumDoc value="4">Clearing Firm (formerly FIX 4.2 ClearingFirm)</fm:EnumDoc>
<fm:EnumDoc value="5">Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">Introducing Firm</fm:EnumDoc>
<fm:EnumDoc value="7">Entering Firm</fm:EnumDoc>
<fm:EnumDoc value="8">Locate / Lending Firm (for short-sales)</fm:EnumDoc>
<fm:EnumDoc value="9">Fund Manager Client ID (for CIV)</fm:EnumDoc>
<fm:EnumDoc value="60">Introducing Broker</fm:EnumDoc>
<fm:EnumDoc value="41">Contra Position Account</fm:EnumDoc>
<fm:EnumDoc value="42">Contra Exchange</fm:EnumDoc>
<fm:EnumDoc value="43">Internal Carry Account</fm:EnumDoc>
<fm:EnumDoc value="44">Order Entry Operator ID</fm:EnumDoc>
<fm:EnumDoc value="45">Secondary Account Number</fm:EnumDoc>
<fm:EnumDoc value="46">Foreign Firm</fm:EnumDoc>
<fm:EnumDoc value="47">Third Party Allocation Firm</fm:EnumDoc>
<fm:EnumDoc value="48">Claiming Account</fm:EnumDoc>
<fm:EnumDoc value="49">Asset Manager</fm:EnumDoc>
<fm:EnumDoc value="50">Pledgor Account</fm:EnumDoc>
<fm:EnumDoc value="51">Pledgee Account</fm:EnumDoc>
<fm:EnumDoc value="52">Large Trader Reportable Account</fm:EnumDoc>
<fm:EnumDoc value="53">Trader mnemonic</fm:EnumDoc>
<fm:EnumDoc value="54">Sender Location</fm:EnumDoc>
<fm:EnumDoc value="55">Session ID</fm:EnumDoc>
<fm:EnumDoc value="56">Acceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="57">Unacceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="58">Entering Unit</fm:EnumDoc>
<fm:EnumDoc value="59">Executing Unit</fm:EnumDoc>
<fm:EnumDoc value="39">Contra Investor ID</fm:EnumDoc>
<fm:EnumDoc value="40">Transfer to Firm</fm:EnumDoc>
<fm:EnumDoc value="61">Quote originator</fm:EnumDoc>
<fm:EnumDoc value="62">Report originator</fm:EnumDoc>
<fm:EnumDoc value="63">Systematic internaliser (SI)</fm:EnumDoc>
<fm:EnumDoc value="64">Multilateral Trading Facility (MTF)</fm:EnumDoc>
<fm:EnumDoc value="65">Regulated Market (RM)</fm:EnumDoc>
<fm:EnumDoc value="66">Market Maker</fm:EnumDoc>
<fm:EnumDoc value="67">Investment Firm</fm:EnumDoc>
<fm:EnumDoc value="68">Host Competent Authority (Host CA)</fm:EnumDoc>
<fm:EnumDoc value="69">Home Competent Authority (Home CA)</fm:EnumDoc>
<fm:EnumDoc value="70">Competent Authority of the most relevant market in terms of liquidity (CAL)</fm:EnumDoc>
<fm:EnumDoc value="71">Competent Authority of the Transaction (Execution) Venue (CATV) </fm:EnumDoc>
<fm:EnumDoc value="72">Reporting intermediary (medium/vendor via which report has been published)</fm:EnumDoc>
<fm:EnumDoc value="73">Execution Venue</fm:EnumDoc>
<fm:EnumDoc value="74">Market data entry originator</fm:EnumDoc>
<fm:EnumDoc value="75">Location ID</fm:EnumDoc>
<fm:EnumDoc value="76">Desk ID</fm:EnumDoc>
<fm:EnumDoc value="77">Market data market</fm:EnumDoc>
<fm:EnumDoc value="78">Allocation Entity</fm:EnumDoc>
<fm:EnumDoc value="79">Prime Broker providing General Trade Services</fm:EnumDoc>
<fm:EnumDoc value="80">Step-Out Firm (Prime Broker)</fm:EnumDoc>
<fm:EnumDoc value="81">BrokerClearingID</fm:EnumDoc>
<fm:EnumDoc value="82">Central Registration Depository (CRD)</fm:EnumDoc>
<fm:EnumDoc value="83">Clearing Account</fm:EnumDoc>
<fm:EnumDoc value="84">Acceptable Settling Counterparty</fm:EnumDoc>
<fm:EnumDoc value="85">Unacceptable Settling Counterparty</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="3"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
<xs:enumeration value="34"/>
<xs:enumeration value="35"/>
<xs:enumeration value="36"/>
<xs:enumeration value="37"/>
<xs:enumeration value="38"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="60"/>
<xs:enumeration value="41"/>
<xs:enumeration value="42"/>
<xs:enumeration value="43"/>
<xs:enumeration value="44"/>
<xs:enumeration value="45"/>
<xs:enumeration value="46"/>
<xs:enumeration value="47"/>
<xs:enumeration value="48"/>
<xs:enumeration value="49"/>
<xs:enumeration value="50"/>
<xs:enumeration value="51"/>
<xs:enumeration value="52"/>
<xs:enumeration value="53"/>
<xs:enumeration value="54"/>
<xs:enumeration value="55"/>
<xs:enumeration value="56"/>
<xs:enumeration value="57"/>
<xs:enumeration value="58"/>
<xs:enumeration value="59"/>
<xs:enumeration value="39"/>
<xs:enumeration value="40"/>
<xs:enumeration value="61"/>
<xs:enumeration value="62"/>
<xs:enumeration value="63"/>
<xs:enumeration value="64"/>
<xs:enumeration value="65"/>
<xs:enumeration value="66"/>
<xs:enumeration value="67"/>
<xs:enumeration value="68"/>
<xs:enumeration value="69"/>
<xs:enumeration value="70"/>
<xs:enumeration value="71"/>
<xs:enumeration value="72"/>
<xs:enumeration value="73"/>
<xs:enumeration value="74"/>
<xs:enumeration value="75"/>
<xs:enumeration value="76"/>
<xs:enumeration value="77"/>
<xs:enumeration value="78"/>
<xs:enumeration value="79"/>
<xs:enumeration value="80"/>
<xs:enumeration value="81"/>
<xs:enumeration value="82"/>
<xs:enumeration value="83"/>
<xs:enumeration value="84"/>
<xs:enumeration value="85"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ContextPartySubID_t">
<xs:annotation>
<xs:documentation>PartySubID value within a ContextParties repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ContextPartySubID" ComponentType="Field" Tag="1527"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--ContextPartySubIDType(1528) defined in implementation file--><xs:simpleType name="ContextPartySubIDType_enum_t">
<xs:annotation>
<xs:documentation>PartySubIDType value within a ContextParties repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="ContextPartySubIDType" ComponentType="Field" Tag="1528"
Type="int"
UsesEnumsFromTag="803"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Firm</fm:EnumDoc>
<fm:EnumDoc value="10">Securities account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="11">Registration number (for settlement instructions and confirmations)</fm:EnumDoc>
<fm:EnumDoc value="12">Registered address (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="13">Regulatory status (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="14">Registration name (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="15">Cash account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="16">BIC</fm:EnumDoc>
<fm:EnumDoc value="17">CSD participant member code</fm:EnumDoc>
<fm:EnumDoc value="18">Registered address</fm:EnumDoc>
<fm:EnumDoc value="19">Fund account name</fm:EnumDoc>
<fm:EnumDoc value="2">Person</fm:EnumDoc>
<fm:EnumDoc value="20">Telex number</fm:EnumDoc>
<fm:EnumDoc value="21">Fax number</fm:EnumDoc>
<fm:EnumDoc value="22">Securities account name</fm:EnumDoc>
<fm:EnumDoc value="23">Cash account name</fm:EnumDoc>
<fm:EnumDoc value="24">Department</fm:EnumDoc>
<fm:EnumDoc value="25">Location desk</fm:EnumDoc>
<fm:EnumDoc value="26">Position account type</fm:EnumDoc>
<fm:EnumDoc value="3">System</fm:EnumDoc>
<fm:EnumDoc value="4">Application</fm:EnumDoc>
<fm:EnumDoc value="5">Full legal name of firm</fm:EnumDoc>
<fm:EnumDoc value="6">Postal address</fm:EnumDoc>
<fm:EnumDoc value="7">Phone number</fm:EnumDoc>
<fm:EnumDoc value="8">Email address</fm:EnumDoc>
<fm:EnumDoc value="9">Contact name</fm:EnumDoc>
<fm:EnumDoc value="27">Security locate ID</fm:EnumDoc>
<fm:EnumDoc value="28">Market maker</fm:EnumDoc>
<fm:EnumDoc value="29">Eligible counterparty</fm:EnumDoc>
<fm:EnumDoc value="30">Professional client</fm:EnumDoc>
<fm:EnumDoc value="31">Location</fm:EnumDoc>
<fm:EnumDoc value="32">Execution venue</fm:EnumDoc>
<fm:EnumDoc value="33">Currency delivery identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="23"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
</xs:restriction>
</xs:simpleType>
<!--RiskLimitType(1530) defined in implementation file--><xs:simpleType name="RiskLimitType_enum_t">
<xs:annotation>
<xs:documentation>Used to specify the type of risk limit amount of position limit quantity.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskLimitType" ComponentType="Field" Tag="1530" Type="int"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Gross Limit</fm:EnumDoc>
<fm:EnumDoc value="2">Net Limit</fm:EnumDoc>
<fm:EnumDoc value="3">Exposure</fm:EnumDoc>
<fm:EnumDoc value="4">Long Limit</fm:EnumDoc>
<fm:EnumDoc value="5">Short Limit</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RiskLimitAmount_t">
<xs:annotation>
<xs:documentation>Specifies the risk limit amount.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskLimitAmount" ComponentType="Field" Tag="1531"
Type="Amt"
AbbrName="Amt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="RiskLimitCurrency_t">
<xs:annotation>
<xs:documentation>Used to specify the currency of the risk limit amount.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskLimitCurrency" ComponentType="Field" Tag="1532"
Type="Currency"
AbbrName="Ccy"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Currency"/>
</xs:simpleType>
<xs:simpleType name="RiskLimitPlatform_t">
<xs:annotation>
<xs:documentation>The area to which risk limit is applicable. This can be a trading platform or an offering.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskLimitPlatform" ComponentType="Field" Tag="1533"
Type="String"
AbbrName="Pltfm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--RiskInstrumentOperator(1535) defined in implementation file--><xs:simpleType name="RiskInstrumentOperator_enum_t">
<xs:annotation>
<xs:documentation>Operator to perform on the risk instrument(s) specified.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskInstrumentOperator" ComponentType="Field" Tag="1535"
Type="int"
AbbrName="Oper"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Include</fm:EnumDoc>
<fm:EnumDoc value="2">Exclude</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RiskSymbol_t">
<xs:annotation>
<xs:documentation>Risk instrument's Symbol.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskSymbol" ComponentType="Field" Tag="1536" Type="String"
AbbrName="Sym"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="RiskSymbolSfx_t">
<xs:annotation>
<xs:documentation>Risk instrument's SymbolSfx.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskSymbolSfx" ComponentType="Field" Tag="1537"
Type="String"
AbbrName="Sfx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="RiskSecurityID_t">
<xs:annotation>
<xs:documentation>Risk instrument's SecurityID.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskSecurityID" ComponentType="Field" Tag="1538"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--RiskSecurityIDSource(1539) defined in implementation file--><xs:simpleType name="RiskSecurityIDSource_enum_t">
<xs:annotation>
<xs:documentation>Risk instrument's SecurityIDSource.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskSecurityIDSource" ComponentType="Field" Tag="1539"
Type="String"
UsesEnumsFromTag="22"
AbbrName="Src"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">CUSIP</fm:EnumDoc>
<fm:EnumDoc value="2">SEDOL</fm:EnumDoc>
<fm:EnumDoc value="3">QUIK</fm:EnumDoc>
<fm:EnumDoc value="4">ISIN number</fm:EnumDoc>
<fm:EnumDoc value="5">RIC code</fm:EnumDoc>
<fm:EnumDoc value="6">ISO Currency Code</fm:EnumDoc>
<fm:EnumDoc value="7">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="8">Exchange Symbol</fm:EnumDoc>
<fm:EnumDoc value="9">Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)</fm:EnumDoc>
<fm:EnumDoc value="A">Bloomberg Symbol</fm:EnumDoc>
<fm:EnumDoc value="B">Wertpapier</fm:EnumDoc>
<fm:EnumDoc value="C">Dutch</fm:EnumDoc>
<fm:EnumDoc value="D">Valoren</fm:EnumDoc>
<fm:EnumDoc value="E">Sicovam</fm:EnumDoc>
<fm:EnumDoc value="F">Belgian</fm:EnumDoc>
<fm:EnumDoc value="G">"Common" (Clearstream and Euroclear)</fm:EnumDoc>
<fm:EnumDoc value="H">Clearing House / Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="I">ISDA/FpML Product Specification (XML in EncodedSecurityDesc)</fm:EnumDoc>
<fm:EnumDoc value="J">Option Price Reporting Authority</fm:EnumDoc>
<fm:EnumDoc value="L">Letter of Credit</fm:EnumDoc>
<fm:EnumDoc value="K">ISDA/FpML Product URL (URL in SecurityID)</fm:EnumDoc>
<fm:EnumDoc value="M">Marketplace-assigned Identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
<xs:enumeration value="J"/>
<xs:enumeration value="L"/>
<xs:enumeration value="K"/>
<xs:enumeration value="M"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RiskSecurityAltID_t">
<xs:annotation>
<xs:documentation>Risk instrument's SecurityAltID.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskSecurityAltID" ComponentType="Field" Tag="1541"
Type="String"
AbbrName="AltID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="RiskSecurityAltIDSource_t">
<xs:annotation>
<xs:documentation>Risk instrument's SecurityAltIDSource.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskSecurityAltIDSource" ComponentType="Field" Tag="1542"
Type="String"
AbbrName="AltIDSrc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--RiskProduct(1543) defined in implementation file--><xs:simpleType name="RiskProduct_enum_t">
<xs:annotation>
<xs:documentation>Risk instrument's Product.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskProduct" ComponentType="Field" Tag="1543" Type="int"
UsesEnumsFromTag="460"
AbbrName="Prod"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">AGENCY</fm:EnumDoc>
<fm:EnumDoc value="10">MORTGAGE</fm:EnumDoc>
<fm:EnumDoc value="11">MUNICIPAL</fm:EnumDoc>
<fm:EnumDoc value="12">OTHER</fm:EnumDoc>
<fm:EnumDoc value="13">FINANCING</fm:EnumDoc>
<fm:EnumDoc value="2">COMMODITY</fm:EnumDoc>
<fm:EnumDoc value="3">CORPORATE</fm:EnumDoc>
<fm:EnumDoc value="4">CURRENCY</fm:EnumDoc>
<fm:EnumDoc value="5">EQUITY</fm:EnumDoc>
<fm:EnumDoc value="6">GOVERNMENT</fm:EnumDoc>
<fm:EnumDoc value="7">INDEX</fm:EnumDoc>
<fm:EnumDoc value="8">LOAN</fm:EnumDoc>
<fm:EnumDoc value="9">MONEYMARKET</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RiskProductComplex_t">
<xs:annotation>
<xs:documentation>Risk instrument's RiskProductComplex.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskProductComplex" ComponentType="Field" Tag="1544"
Type="String"
AbbrName="ProdCmplx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="RiskSecurityGroup_t">
<xs:annotation>
<xs:documentation>Risk instrument's SecurityGroup.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskSecurityGroup" ComponentType="Field" Tag="1545"
Type="String"
AbbrName="SecGrp"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="RiskCFICode_t">
<xs:annotation>
<xs:documentation>Risk instrument's CFICode.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskCFICode" ComponentType="Field" Tag="1546"
Type="String"
AbbrName="CFI"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--RiskSecurityType(1547) defined in implementation file--><xs:simpleType name="RiskSecurityType_enum_t">
<xs:annotation>
<xs:documentation>Risk instrument's SecurityType.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskSecurityType" ComponentType="Field" Tag="1547"
Type="String"
UsesEnumsFromTag="167"
AbbrName="SecTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="ABS">Asset-backed Securities</fm:EnumDoc>
<fm:EnumDoc value="AMENDED">Amended & Restated</fm:EnumDoc>
<fm:EnumDoc value="AN">Other Anticipation Notes (BAN, GAN, etc.)</fm:EnumDoc>
<fm:EnumDoc value="BA">Bankers Acceptance</fm:EnumDoc>
<fm:EnumDoc value="BN">Bank Notes</fm:EnumDoc>
<fm:EnumDoc value="BOX">Bill Of Exchanges</fm:EnumDoc>
<fm:EnumDoc value="BRADY">Brady Bond</fm:EnumDoc>
<fm:EnumDoc value="BRIDGE">Bridge Loan</fm:EnumDoc>
<fm:EnumDoc value="BUYSELL">Buy Sellback</fm:EnumDoc>
<fm:EnumDoc value="CB">Convertible Bond</fm:EnumDoc>
<fm:EnumDoc value="CD">Certificate Of Deposit</fm:EnumDoc>
<fm:EnumDoc value="CL">Call Loans</fm:EnumDoc>
<fm:EnumDoc value="CMBS">Corp. Mortgage-backed Securities</fm:EnumDoc>
<fm:EnumDoc value="CMO">Collateralized Mortgage Obligation</fm:EnumDoc>
<fm:EnumDoc value="COFO">Certificate Of Obligation</fm:EnumDoc>
<fm:EnumDoc value="COFP">Certificate Of Participation</fm:EnumDoc>
<fm:EnumDoc value="CORP">Corporate Bond</fm:EnumDoc>
<fm:EnumDoc value="CP">Commercial Paper</fm:EnumDoc>
<fm:EnumDoc value="CPP">Corporate Private Placement</fm:EnumDoc>
<fm:EnumDoc value="CS">Common Stock</fm:EnumDoc>
<fm:EnumDoc value="DEFLTED">Defaulted</fm:EnumDoc>
<fm:EnumDoc value="DINP">Debtor In Possession</fm:EnumDoc>
<fm:EnumDoc value="DN">Deposit Notes</fm:EnumDoc>
<fm:EnumDoc value="DUAL">Dual Currency</fm:EnumDoc>
<fm:EnumDoc value="EUCD">Euro Certificate Of Deposit</fm:EnumDoc>
<fm:EnumDoc value="EUCORP">Euro Corporate Bond</fm:EnumDoc>
<fm:EnumDoc value="EUCP">Euro Commercial Paper</fm:EnumDoc>
<fm:EnumDoc value="EUSOV">Euro Sovereigns *</fm:EnumDoc>
<fm:EnumDoc value="EUSUPRA">Euro Supranational Coupons *</fm:EnumDoc>
<fm:EnumDoc value="FAC">Federal Agency Coupon</fm:EnumDoc>
<fm:EnumDoc value="FADN">Federal Agency Discount Note</fm:EnumDoc>
<fm:EnumDoc value="FOR">Foreign Exchange Contract</fm:EnumDoc>
<fm:EnumDoc value="FORWARD">Forward</fm:EnumDoc>
<fm:EnumDoc value="FUT">Future</fm:EnumDoc>
<fm:EnumDoc value="GO">General Obligation Bonds</fm:EnumDoc>
<fm:EnumDoc value="IET">IOETTE Mortgage</fm:EnumDoc>
<fm:EnumDoc value="LOFC">Letter Of Credit</fm:EnumDoc>
<fm:EnumDoc value="LQN">Liquidity Note</fm:EnumDoc>
<fm:EnumDoc value="MATURED">Matured</fm:EnumDoc>
<fm:EnumDoc value="MBS">Mortgage-backed Securities</fm:EnumDoc>
<fm:EnumDoc value="MF">Mutual Fund</fm:EnumDoc>
<fm:EnumDoc value="MIO">Mortgage Interest Only</fm:EnumDoc>
<fm:EnumDoc value="MLEG">Multileg Instrument</fm:EnumDoc>
<fm:EnumDoc value="MPO">Mortgage Principal Only</fm:EnumDoc>
<fm:EnumDoc value="MPP">Mortgage Private Placement</fm:EnumDoc>
<fm:EnumDoc value="MPT">Miscellaneous Pass-through</fm:EnumDoc>
<fm:EnumDoc value="MT">Mandatory Tender</fm:EnumDoc>
<fm:EnumDoc value="MTN">Medium Term Notes</fm:EnumDoc>
<fm:EnumDoc value="NONE">No Security Type</fm:EnumDoc>
<fm:EnumDoc value="ONITE">Overnight</fm:EnumDoc>
<fm:EnumDoc value="OPT">Option</fm:EnumDoc>
<fm:EnumDoc value="PEF">Private Export Funding *</fm:EnumDoc>
<fm:EnumDoc value="PFAND">Pfandbriefe *</fm:EnumDoc>
<fm:EnumDoc value="PN">Promissory Note</fm:EnumDoc>
<fm:EnumDoc value="PS">Preferred Stock</fm:EnumDoc>
<fm:EnumDoc value="PZFJ">Plazos Fijos</fm:EnumDoc>
<fm:EnumDoc value="RAN">Revenue Anticipation Note</fm:EnumDoc>
<fm:EnumDoc value="REPLACD">Replaced</fm:EnumDoc>
<fm:EnumDoc value="REPO">Repurchase</fm:EnumDoc>
<fm:EnumDoc value="RETIRED">Retired</fm:EnumDoc>
<fm:EnumDoc value="REV">Revenue Bonds</fm:EnumDoc>
<fm:EnumDoc value="RVLV">Revolver Loan</fm:EnumDoc>
<fm:EnumDoc value="RVLVTRM">Revolver/Term Loan</fm:EnumDoc>
<fm:EnumDoc value="SECLOAN">Securities Loan</fm:EnumDoc>
<fm:EnumDoc value="SECPLEDGE">Securities Pledge</fm:EnumDoc>
<fm:EnumDoc value="SPCLA">Special Assessment</fm:EnumDoc>
<fm:EnumDoc value="SPCLO">Special Obligation</fm:EnumDoc>
<fm:EnumDoc value="SPCLT">Special Tax</fm:EnumDoc>
<fm:EnumDoc value="STN">Short Term Loan Note</fm:EnumDoc>
<fm:EnumDoc value="STRUCT">Structured Notes</fm:EnumDoc>
<fm:EnumDoc value="SUPRA">USD Supranational Coupons *</fm:EnumDoc>
<fm:EnumDoc value="SWING">Swing Line Facility</fm:EnumDoc>
<fm:EnumDoc value="TAN">Tax Anticipation Note</fm:EnumDoc>
<fm:EnumDoc value="TAXA">Tax Allocation</fm:EnumDoc>
<fm:EnumDoc value="TBA">To Be Announced</fm:EnumDoc>
<fm:EnumDoc value="TBILL">US Treasury Bill</fm:EnumDoc>
<fm:EnumDoc value="TBOND">US Treasury Bond</fm:EnumDoc>
<fm:EnumDoc value="TCAL">Principal Strip Of A Callable Bond Or Note</fm:EnumDoc>
<fm:EnumDoc value="TD">Time Deposit</fm:EnumDoc>
<fm:EnumDoc value="TECP">Tax Exempt Commercial Paper</fm:EnumDoc>
<fm:EnumDoc value="TERM">Term Loan</fm:EnumDoc>
<fm:EnumDoc value="TINT">Interest Strip From Any Bond Or Note</fm:EnumDoc>
<fm:EnumDoc value="TIPS">Treasury Inflation Protected Securities</fm:EnumDoc>
<fm:EnumDoc value="TNOTE">US Treasury Note</fm:EnumDoc>
<fm:EnumDoc value="TPRN">Principal Strip From A Non-Callable Bond Or Note</fm:EnumDoc>
<fm:EnumDoc value="TRAN">Tax Revenue Anticipation Note</fm:EnumDoc>
<fm:EnumDoc value="UST">US Treasury Note (Deprecated Value Use TNOTE)</fm:EnumDoc>
<fm:EnumDoc value="USTB">US Treasury Bill (Deprecated Value Use TBILL)</fm:EnumDoc>
<fm:EnumDoc value="VRDN">Variable Rate Demand Note</fm:EnumDoc>
<fm:EnumDoc value="WAR">Warrant</fm:EnumDoc>
<fm:EnumDoc value="WITHDRN">Withdrawn</fm:EnumDoc>
<fm:EnumDoc value="?">Wildcard entry for use on Security Definition Request</fm:EnumDoc>
<fm:EnumDoc value="XCN">Extended Comm Note</fm:EnumDoc>
<fm:EnumDoc value="XLINKD">Indexed Linked</fm:EnumDoc>
<fm:EnumDoc value="YANK">Yankee Corporate Bond</fm:EnumDoc>
<fm:EnumDoc value="YCD">Yankee Certificate Of Deposit</fm:EnumDoc>
<fm:EnumDoc value="OOP">Options on Physical - use not recommended</fm:EnumDoc>
<fm:EnumDoc value="OOF">Options on Futures</fm:EnumDoc>
<fm:EnumDoc value="CASH">Cash</fm:EnumDoc>
<fm:EnumDoc value="OOC">Options on Combo</fm:EnumDoc>
<fm:EnumDoc value="IRS">Interest Rate Swap</fm:EnumDoc>
<fm:EnumDoc value="BDN">Bank Depository Note</fm:EnumDoc>
<fm:EnumDoc value="CAMM">Canadian Money Markets</fm:EnumDoc>
<fm:EnumDoc value="CAN">Canadian Treasury Notes</fm:EnumDoc>
<fm:EnumDoc value="CTB">Canadian Treasury Bills</fm:EnumDoc>
<fm:EnumDoc value="CDS">Credit Default Swap</fm:EnumDoc>
<fm:EnumDoc value="CMB">Canadian Mortgage Bonds</fm:EnumDoc>
<fm:EnumDoc value="EUFRN">Euro Corporate Floating Rate Notes</fm:EnumDoc>
<fm:EnumDoc value="FRN">US Corporate Floating Rate Notes</fm:EnumDoc>
<fm:EnumDoc value="PROV">Canadian Provincial Bonds</fm:EnumDoc>
<fm:EnumDoc value="SLQN">Secured Liquidity Note</fm:EnumDoc>
<fm:EnumDoc value="TB">Treasury Bill - non US</fm:EnumDoc>
<fm:EnumDoc value="TLQN">Term Liquidity Note</fm:EnumDoc>
<fm:EnumDoc value="TMCP">Taxable Municipal CP</fm:EnumDoc>
<fm:EnumDoc value="FXNDF">Non-deliverable forward</fm:EnumDoc>
<fm:EnumDoc value="FXSPOT">FX Spot</fm:EnumDoc>
<fm:EnumDoc value="FXFWD">FX Forward</fm:EnumDoc>
<fm:EnumDoc value="FXSWAP">FX Swap</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="ABS"/>
<xs:enumeration value="AMENDED"/>
<xs:enumeration value="AN"/>
<xs:enumeration value="BA"/>
<xs:enumeration value="BN"/>
<xs:enumeration value="BOX"/>
<xs:enumeration value="BRADY"/>
<xs:enumeration value="BRIDGE"/>
<xs:enumeration value="BUYSELL"/>
<xs:enumeration value="CB"/>
<xs:enumeration value="CD"/>
<xs:enumeration value="CL"/>
<xs:enumeration value="CMBS"/>
<xs:enumeration value="CMO"/>
<xs:enumeration value="COFO"/>
<xs:enumeration value="COFP"/>
<xs:enumeration value="CORP"/>
<xs:enumeration value="CP"/>
<xs:enumeration value="CPP"/>
<xs:enumeration value="CS"/>
<xs:enumeration value="DEFLTED"/>
<xs:enumeration value="DINP"/>
<xs:enumeration value="DN"/>
<xs:enumeration value="DUAL"/>
<xs:enumeration value="EUCD"/>
<xs:enumeration value="EUCORP"/>
<xs:enumeration value="EUCP"/>
<xs:enumeration value="EUSOV"/>
<xs:enumeration value="EUSUPRA"/>
<xs:enumeration value="FAC"/>
<xs:enumeration value="FADN"/>
<xs:enumeration value="FOR"/>
<xs:enumeration value="FORWARD"/>
<xs:enumeration value="FUT"/>
<xs:enumeration value="GO"/>
<xs:enumeration value="IET"/>
<xs:enumeration value="LOFC"/>
<xs:enumeration value="LQN"/>
<xs:enumeration value="MATURED"/>
<xs:enumeration value="MBS"/>
<xs:enumeration value="MF"/>
<xs:enumeration value="MIO"/>
<xs:enumeration value="MLEG"/>
<xs:enumeration value="MPO"/>
<xs:enumeration value="MPP"/>
<xs:enumeration value="MPT"/>
<xs:enumeration value="MT"/>
<xs:enumeration value="MTN"/>
<xs:enumeration value="NONE"/>
<xs:enumeration value="ONITE"/>
<xs:enumeration value="OPT"/>
<xs:enumeration value="PEF"/>
<xs:enumeration value="PFAND"/>
<xs:enumeration value="PN"/>
<xs:enumeration value="PS"/>
<xs:enumeration value="PZFJ"/>
<xs:enumeration value="RAN"/>
<xs:enumeration value="REPLACD"/>
<xs:enumeration value="REPO"/>
<xs:enumeration value="RETIRED"/>
<xs:enumeration value="REV"/>
<xs:enumeration value="RVLV"/>
<xs:enumeration value="RVLVTRM"/>
<xs:enumeration value="SECLOAN"/>
<xs:enumeration value="SECPLEDGE"/>
<xs:enumeration value="SPCLA"/>
<xs:enumeration value="SPCLO"/>
<xs:enumeration value="SPCLT"/>
<xs:enumeration value="STN"/>
<xs:enumeration value="STRUCT"/>
<xs:enumeration value="SUPRA"/>
<xs:enumeration value="SWING"/>
<xs:enumeration value="TAN"/>
<xs:enumeration value="TAXA"/>
<xs:enumeration value="TBA"/>
<xs:enumeration value="TBILL"/>
<xs:enumeration value="TBOND"/>
<xs:enumeration value="TCAL"/>
<xs:enumeration value="TD"/>
<xs:enumeration value="TECP"/>
<xs:enumeration value="TERM"/>
<xs:enumeration value="TINT"/>
<xs:enumeration value="TIPS"/>
<xs:enumeration value="TNOTE"/>
<xs:enumeration value="TPRN"/>
<xs:enumeration value="TRAN"/>
<xs:enumeration value="UST"/>
<xs:enumeration value="USTB"/>
<xs:enumeration value="VRDN"/>
<xs:enumeration value="WAR"/>
<xs:enumeration value="WITHDRN"/>
<xs:enumeration value="?"/>
<xs:enumeration value="XCN"/>
<xs:enumeration value="XLINKD"/>
<xs:enumeration value="YANK"/>
<xs:enumeration value="YCD"/>
<xs:enumeration value="OOP"/>
<xs:enumeration value="OOF"/>
<xs:enumeration value="CASH"/>
<xs:enumeration value="OOC"/>
<xs:enumeration value="IRS"/>
<xs:enumeration value="BDN"/>
<xs:enumeration value="CAMM"/>
<xs:enumeration value="CAN"/>
<xs:enumeration value="CTB"/>
<xs:enumeration value="CDS"/>
<xs:enumeration value="CMB"/>
<xs:enumeration value="EUFRN"/>
<xs:enumeration value="FRN"/>
<xs:enumeration value="PROV"/>
<xs:enumeration value="SLQN"/>
<xs:enumeration value="TB"/>
<xs:enumeration value="TLQN"/>
<xs:enumeration value="TMCP"/>
<xs:enumeration value="FXNDF"/>
<xs:enumeration value="FXSPOT"/>
<xs:enumeration value="FXFWD"/>
<xs:enumeration value="FXSWAP"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RiskSecuritySubType_t">
<xs:annotation>
<xs:documentation>Risk instrument's SecuritySubType</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskSecuritySubType" ComponentType="Field" Tag="1548"
Type="String"
AbbrName="SecSubTyp"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="RiskMaturityMonthYear_t">
<xs:annotation>
<xs:documentation>Risk instrument's MaturityMonthYear</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskMaturityMonthYear" ComponentType="Field" Tag="1549"
Type="MonthYear"
AbbrName="MMY"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="MonthYear"/>
</xs:simpleType>
<xs:simpleType name="RiskMaturityTime_t">
<xs:annotation>
<xs:documentation>Risk instrument's MaturityTime</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskMaturityTime" ComponentType="Field" Tag="1550"
Type="TZTimeOnly"
AbbrName="MatTm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="TZTimeOnly"/>
</xs:simpleType>
<xs:simpleType name="RiskRestructuringType_t">
<xs:annotation>
<xs:documentation>Risk instrument's RestructuringType.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskRestructuringType" ComponentType="Field" Tag="1551"
Type="String"
AbbrName="RstrctTyp"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="RiskSeniority_t">
<xs:annotation>
<xs:documentation>Risk instrument's Seniority.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskSeniority" ComponentType="Field" Tag="1552"
Type="String"
AbbrName="Snrty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--RiskPutOrCall(1553) defined in implementation file--><xs:simpleType name="RiskPutOrCall_enum_t">
<xs:annotation>
<xs:documentation>Risk instrument's PutOrCall.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskPutOrCall" ComponentType="Field" Tag="1553" Type="int"
UsesEnumsFromTag="201"
AbbrName="PutCall"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Put</fm:EnumDoc>
<fm:EnumDoc value="1">Call</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RiskFlexibleIndicator_t">
<xs:annotation>
<xs:documentation>Risk instrument's FlexibleIndicator.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskFlexibleIndicator" ComponentType="Field" Tag="1554"
Type="Boolean"
AbbrName="FlexInd"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean"/>
</xs:simpleType>
<xs:simpleType name="RiskCouponRate_t">
<xs:annotation>
<xs:documentation>Risk instrument's CouponRate.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskCouponRate" ComponentType="Field" Tag="1555"
Type="Percentage"
AbbrName="CpnRt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="RiskSecurityDesc_t">
<xs:annotation>
<xs:documentation>Risk instrument's SecurityDesc.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskSecurityDesc" ComponentType="Field" Tag="1556"
Type="String"
AbbrName="Desc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--RiskInstrumentSettlType(1557) defined in implementation file--><xs:simpleType name="RiskInstrumentSettlType_enum_t">
<xs:annotation>
<xs:documentation>Risk instrument's SettlType.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskInstrumentSettlType" ComponentType="Field" Tag="1557"
Type="String"
UsesEnumsFromTag="63"
AbbrName="SettlTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Regular / FX Spot settlement (T+1 or T+2 depending on currency)</fm:EnumDoc>
<fm:EnumDoc value="1">Cash (TOD / T+0)</fm:EnumDoc>
<fm:EnumDoc value="2">Next Day (TOM / T+1)</fm:EnumDoc>
<fm:EnumDoc value="3">T+2</fm:EnumDoc>
<fm:EnumDoc value="4">T+3</fm:EnumDoc>
<fm:EnumDoc value="5">T+4</fm:EnumDoc>
<fm:EnumDoc value="6">Future</fm:EnumDoc>
<fm:EnumDoc value="7">When And If Issued</fm:EnumDoc>
<fm:EnumDoc value="8">Sellers Option</fm:EnumDoc>
<fm:EnumDoc value="9">T+5</fm:EnumDoc>
<fm:EnumDoc value="C">FX Spot Next settlement (Spot+1, aka next day)</fm:EnumDoc>
<fm:EnumDoc value="B">Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="C"/>
<xs:enumeration value="B"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RiskInstrumentMultiplier_t">
<xs:annotation>
<xs:documentation>Multiplier applied to the transaction amount for comparison with risk limits. Default if not specified is 1.0.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskInstrumentMultiplier" ComponentType="Field" Tag="1558"
Type="float"
AbbrName="Mult"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="RiskWarningLevelPercent_t">
<xs:annotation>
<xs:documentation>Percent of risk limit at which a warning is issued.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskWarningLevelPercent" ComponentType="Field" Tag="1560"
Type="Percentage"
AbbrName="Pct"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="RiskWarningLevelName_t">
<xs:annotation>
<xs:documentation>Name or error message associated with the risk warning level.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskWarningLevelName" ComponentType="Field" Tag="1561"
Type="String"
AbbrName="Nme"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="RelatedPartyID_t">
<xs:annotation>
<xs:documentation>PartyID value within a RelatedPartyGrp repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelatedPartyID" ComponentType="Field" Tag="1563"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--RelatedPartyIDSource(1564) defined in implementation file--><xs:simpleType name="RelatedPartyIDSource_enum_t">
<xs:annotation>
<xs:documentation>PartyIDSource value within a RelatedPartyGrp repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelatedPartyIDSource" ComponentType="Field" Tag="1564"
Type="char"
UsesEnumsFromTag="447"
AbbrName="Src"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Korean Investor ID</fm:EnumDoc>
<fm:EnumDoc value="2">Taiwanese Qualified Foreign Investor ID QFII/FID</fm:EnumDoc>
<fm:EnumDoc value="3">Taiwanese Trading Acct</fm:EnumDoc>
<fm:EnumDoc value="4">Malaysian Central Depository (MCD) number</fm:EnumDoc>
<fm:EnumDoc value="5">Chinese Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">UK National Insurance or Pension Number</fm:EnumDoc>
<fm:EnumDoc value="7">US Social Security Number</fm:EnumDoc>
<fm:EnumDoc value="8">US Employer or Tax ID Number</fm:EnumDoc>
<fm:EnumDoc value="9">Australian Business Number</fm:EnumDoc>
<fm:EnumDoc value="A">Australian Tax File Number</fm:EnumDoc>
<fm:EnumDoc value="B">BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")</fm:EnumDoc>
<fm:EnumDoc value="C">Generally accepted market participant identifier (e.g. NASD mnemonic)</fm:EnumDoc>
<fm:EnumDoc value="D">Proprietary / Custom code</fm:EnumDoc>
<fm:EnumDoc value="E">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="F">Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)</fm:EnumDoc>
<fm:EnumDoc value="G">MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")</fm:EnumDoc>
<fm:EnumDoc value="H">CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)</fm:EnumDoc>
<fm:EnumDoc value="I">Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
</xs:restriction>
</xs:simpleType>
<!--RelatedPartyRole(1565) defined in implementation file--><xs:simpleType name="RelatedPartyRole_enum_t">
<xs:annotation>
<xs:documentation>PartyRole value within a RelatedPartyGrp repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelatedPartyRole" ComponentType="Field" Tag="1565"
Type="int"
UsesEnumsFromTag="452"
AbbrName="R"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Executing Firm (formerly FIX 4.2 ExecBroker)</fm:EnumDoc>
<fm:EnumDoc value="10">Settlement Location (formerly FIX 4.2 SettlLocation)</fm:EnumDoc>
<fm:EnumDoc value="11">Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)</fm:EnumDoc>
<fm:EnumDoc value="12">Executing Trader (associated with Executing Firm - actually executes)</fm:EnumDoc>
<fm:EnumDoc value="13">Order Origination Firm (e.g. buy-side firm)</fm:EnumDoc>
<fm:EnumDoc value="14">Giveup Clearing Firm (firm to which trade is given up)</fm:EnumDoc>
<fm:EnumDoc value="15">Correspondant Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="16">Executing System</fm:EnumDoc>
<fm:EnumDoc value="17">Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="18">Contra Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="19">Sponsoring Firm</fm:EnumDoc>
<fm:EnumDoc value="2">Broker of Credit (formerly FIX 4.2 BrokerOfCredit)</fm:EnumDoc>
<fm:EnumDoc value="20">Underlying Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="21">Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="22">Exchange</fm:EnumDoc>
<fm:EnumDoc value="24">Customer Account</fm:EnumDoc>
<fm:EnumDoc value="25">Correspondent Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="26">Correspondent Broker</fm:EnumDoc>
<fm:EnumDoc value="27">Buyer/Seller (Receiver/Deliverer)</fm:EnumDoc>
<fm:EnumDoc value="28">Custodian</fm:EnumDoc>
<fm:EnumDoc value="29">Intermediary</fm:EnumDoc>
<fm:EnumDoc value="3">Client ID (formerly FIX 4.2 ClientID)</fm:EnumDoc>
<fm:EnumDoc value="30">Agent</fm:EnumDoc>
<fm:EnumDoc value="31">Sub-custodian</fm:EnumDoc>
<fm:EnumDoc value="32">Beneficiary</fm:EnumDoc>
<fm:EnumDoc value="33">Interested party</fm:EnumDoc>
<fm:EnumDoc value="34">Regulatory body</fm:EnumDoc>
<fm:EnumDoc value="35">Liquidity provider</fm:EnumDoc>
<fm:EnumDoc value="36">Entering trader</fm:EnumDoc>
<fm:EnumDoc value="37">Contra trader</fm:EnumDoc>
<fm:EnumDoc value="38">Position account</fm:EnumDoc>
<fm:EnumDoc value="4">Clearing Firm (formerly FIX 4.2 ClearingFirm)</fm:EnumDoc>
<fm:EnumDoc value="5">Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">Introducing Firm</fm:EnumDoc>
<fm:EnumDoc value="7">Entering Firm</fm:EnumDoc>
<fm:EnumDoc value="8">Locate / Lending Firm (for short-sales)</fm:EnumDoc>
<fm:EnumDoc value="9">Fund Manager Client ID (for CIV)</fm:EnumDoc>
<fm:EnumDoc value="60">Introducing Broker</fm:EnumDoc>
<fm:EnumDoc value="41">Contra Position Account</fm:EnumDoc>
<fm:EnumDoc value="42">Contra Exchange</fm:EnumDoc>
<fm:EnumDoc value="43">Internal Carry Account</fm:EnumDoc>
<fm:EnumDoc value="44">Order Entry Operator ID</fm:EnumDoc>
<fm:EnumDoc value="45">Secondary Account Number</fm:EnumDoc>
<fm:EnumDoc value="46">Foreign Firm</fm:EnumDoc>
<fm:EnumDoc value="47">Third Party Allocation Firm</fm:EnumDoc>
<fm:EnumDoc value="48">Claiming Account</fm:EnumDoc>
<fm:EnumDoc value="49">Asset Manager</fm:EnumDoc>
<fm:EnumDoc value="50">Pledgor Account</fm:EnumDoc>
<fm:EnumDoc value="51">Pledgee Account</fm:EnumDoc>
<fm:EnumDoc value="52">Large Trader Reportable Account</fm:EnumDoc>
<fm:EnumDoc value="53">Trader mnemonic</fm:EnumDoc>
<fm:EnumDoc value="54">Sender Location</fm:EnumDoc>
<fm:EnumDoc value="55">Session ID</fm:EnumDoc>
<fm:EnumDoc value="56">Acceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="57">Unacceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="58">Entering Unit</fm:EnumDoc>
<fm:EnumDoc value="59">Executing Unit</fm:EnumDoc>
<fm:EnumDoc value="39">Contra Investor ID</fm:EnumDoc>
<fm:EnumDoc value="40">Transfer to Firm</fm:EnumDoc>
<fm:EnumDoc value="61">Quote originator</fm:EnumDoc>
<fm:EnumDoc value="62">Report originator</fm:EnumDoc>
<fm:EnumDoc value="63">Systematic internaliser (SI)</fm:EnumDoc>
<fm:EnumDoc value="64">Multilateral Trading Facility (MTF)</fm:EnumDoc>
<fm:EnumDoc value="65">Regulated Market (RM)</fm:EnumDoc>
<fm:EnumDoc value="66">Market Maker</fm:EnumDoc>
<fm:EnumDoc value="67">Investment Firm</fm:EnumDoc>
<fm:EnumDoc value="68">Host Competent Authority (Host CA)</fm:EnumDoc>
<fm:EnumDoc value="69">Home Competent Authority (Home CA)</fm:EnumDoc>
<fm:EnumDoc value="70">Competent Authority of the most relevant market in terms of liquidity (CAL)</fm:EnumDoc>
<fm:EnumDoc value="71">Competent Authority of the Transaction (Execution) Venue (CATV) </fm:EnumDoc>
<fm:EnumDoc value="72">Reporting intermediary (medium/vendor via which report has been published)</fm:EnumDoc>
<fm:EnumDoc value="73">Execution Venue</fm:EnumDoc>
<fm:EnumDoc value="74">Market data entry originator</fm:EnumDoc>
<fm:EnumDoc value="75">Location ID</fm:EnumDoc>
<fm:EnumDoc value="76">Desk ID</fm:EnumDoc>
<fm:EnumDoc value="77">Market data market</fm:EnumDoc>
<fm:EnumDoc value="78">Allocation Entity</fm:EnumDoc>
<fm:EnumDoc value="79">Prime Broker providing General Trade Services</fm:EnumDoc>
<fm:EnumDoc value="80">Step-Out Firm (Prime Broker)</fm:EnumDoc>
<fm:EnumDoc value="81">BrokerClearingID</fm:EnumDoc>
<fm:EnumDoc value="82">Central Registration Depository (CRD)</fm:EnumDoc>
<fm:EnumDoc value="83">Clearing Account</fm:EnumDoc>
<fm:EnumDoc value="84">Acceptable Settling Counterparty</fm:EnumDoc>
<fm:EnumDoc value="85">Unacceptable Settling Counterparty</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="3"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
<xs:enumeration value="34"/>
<xs:enumeration value="35"/>
<xs:enumeration value="36"/>
<xs:enumeration value="37"/>
<xs:enumeration value="38"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="60"/>
<xs:enumeration value="41"/>
<xs:enumeration value="42"/>
<xs:enumeration value="43"/>
<xs:enumeration value="44"/>
<xs:enumeration value="45"/>
<xs:enumeration value="46"/>
<xs:enumeration value="47"/>
<xs:enumeration value="48"/>
<xs:enumeration value="49"/>
<xs:enumeration value="50"/>
<xs:enumeration value="51"/>
<xs:enumeration value="52"/>
<xs:enumeration value="53"/>
<xs:enumeration value="54"/>
<xs:enumeration value="55"/>
<xs:enumeration value="56"/>
<xs:enumeration value="57"/>
<xs:enumeration value="58"/>
<xs:enumeration value="59"/>
<xs:enumeration value="39"/>
<xs:enumeration value="40"/>
<xs:enumeration value="61"/>
<xs:enumeration value="62"/>
<xs:enumeration value="63"/>
<xs:enumeration value="64"/>
<xs:enumeration value="65"/>
<xs:enumeration value="66"/>
<xs:enumeration value="67"/>
<xs:enumeration value="68"/>
<xs:enumeration value="69"/>
<xs:enumeration value="70"/>
<xs:enumeration value="71"/>
<xs:enumeration value="72"/>
<xs:enumeration value="73"/>
<xs:enumeration value="74"/>
<xs:enumeration value="75"/>
<xs:enumeration value="76"/>
<xs:enumeration value="77"/>
<xs:enumeration value="78"/>
<xs:enumeration value="79"/>
<xs:enumeration value="80"/>
<xs:enumeration value="81"/>
<xs:enumeration value="82"/>
<xs:enumeration value="83"/>
<xs:enumeration value="84"/>
<xs:enumeration value="85"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RelatedPartySubID_t">
<xs:annotation>
<xs:documentation>PartySubID value within a RelatedPartyGrp repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelatedPartySubID" ComponentType="Field" Tag="1567"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--RelatedPartySubIDType(1568) defined in implementation file--><xs:simpleType name="RelatedPartySubIDType_enum_t">
<xs:annotation>
<xs:documentation>PartySubIDType value within a RelatedPartyGrp repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelatedPartySubIDType" ComponentType="Field" Tag="1568"
Type="int"
UsesEnumsFromTag="803"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Firm</fm:EnumDoc>
<fm:EnumDoc value="10">Securities account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="11">Registration number (for settlement instructions and confirmations)</fm:EnumDoc>
<fm:EnumDoc value="12">Registered address (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="13">Regulatory status (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="14">Registration name (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="15">Cash account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="16">BIC</fm:EnumDoc>
<fm:EnumDoc value="17">CSD participant member code</fm:EnumDoc>
<fm:EnumDoc value="18">Registered address</fm:EnumDoc>
<fm:EnumDoc value="19">Fund account name</fm:EnumDoc>
<fm:EnumDoc value="2">Person</fm:EnumDoc>
<fm:EnumDoc value="20">Telex number</fm:EnumDoc>
<fm:EnumDoc value="21">Fax number</fm:EnumDoc>
<fm:EnumDoc value="22">Securities account name</fm:EnumDoc>
<fm:EnumDoc value="23">Cash account name</fm:EnumDoc>
<fm:EnumDoc value="24">Department</fm:EnumDoc>
<fm:EnumDoc value="25">Location desk</fm:EnumDoc>
<fm:EnumDoc value="26">Position account type</fm:EnumDoc>
<fm:EnumDoc value="3">System</fm:EnumDoc>
<fm:EnumDoc value="4">Application</fm:EnumDoc>
<fm:EnumDoc value="5">Full legal name of firm</fm:EnumDoc>
<fm:EnumDoc value="6">Postal address</fm:EnumDoc>
<fm:EnumDoc value="7">Phone number</fm:EnumDoc>
<fm:EnumDoc value="8">Email address</fm:EnumDoc>
<fm:EnumDoc value="9">Contact name</fm:EnumDoc>
<fm:EnumDoc value="27">Security locate ID</fm:EnumDoc>
<fm:EnumDoc value="28">Market maker</fm:EnumDoc>
<fm:EnumDoc value="29">Eligible counterparty</fm:EnumDoc>
<fm:EnumDoc value="30">Professional client</fm:EnumDoc>
<fm:EnumDoc value="31">Location</fm:EnumDoc>
<fm:EnumDoc value="32">Execution venue</fm:EnumDoc>
<fm:EnumDoc value="33">Currency delivery identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="23"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RelatedPartyAltID_t">
<xs:annotation>
<xs:documentation>PartyID value within a RelatedPartyAltIDs repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelatedPartyAltID" ComponentType="Field" Tag="1570"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--RelatedPartyAltIDSource(1571) defined in implementation file--><xs:simpleType name="RelatedPartyAltIDSource_enum_t">
<xs:annotation>
<xs:documentation>PartyIDSource value within a RelatedPartyAltIDs repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelatedPartyAltIDSource" ComponentType="Field" Tag="1571"
Type="char"
UsesEnumsFromTag="447"
AbbrName="Src"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Korean Investor ID</fm:EnumDoc>
<fm:EnumDoc value="2">Taiwanese Qualified Foreign Investor ID QFII/FID</fm:EnumDoc>
<fm:EnumDoc value="3">Taiwanese Trading Acct</fm:EnumDoc>
<fm:EnumDoc value="4">Malaysian Central Depository (MCD) number</fm:EnumDoc>
<fm:EnumDoc value="5">Chinese Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">UK National Insurance or Pension Number</fm:EnumDoc>
<fm:EnumDoc value="7">US Social Security Number</fm:EnumDoc>
<fm:EnumDoc value="8">US Employer or Tax ID Number</fm:EnumDoc>
<fm:EnumDoc value="9">Australian Business Number</fm:EnumDoc>
<fm:EnumDoc value="A">Australian Tax File Number</fm:EnumDoc>
<fm:EnumDoc value="B">BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")</fm:EnumDoc>
<fm:EnumDoc value="C">Generally accepted market participant identifier (e.g. NASD mnemonic)</fm:EnumDoc>
<fm:EnumDoc value="D">Proprietary / Custom code</fm:EnumDoc>
<fm:EnumDoc value="E">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="F">Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)</fm:EnumDoc>
<fm:EnumDoc value="G">MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")</fm:EnumDoc>
<fm:EnumDoc value="H">CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)</fm:EnumDoc>
<fm:EnumDoc value="I">Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RelatedPartyAltSubID_t">
<xs:annotation>
<xs:documentation>PartySubID value within a RelatedPartyAltIDs repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelatedPartyAltSubID" ComponentType="Field" Tag="1573"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--RelatedPartyAltSubIDType(1574) defined in implementation file--><xs:simpleType name="RelatedPartyAltSubIDType_enum_t">
<xs:annotation>
<xs:documentation>PartySubIDType value within a RelatedPartyAltIDs repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelatedPartyAltSubIDType" ComponentType="Field" Tag="1574"
Type="int"
UsesEnumsFromTag="803"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Firm</fm:EnumDoc>
<fm:EnumDoc value="10">Securities account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="11">Registration number (for settlement instructions and confirmations)</fm:EnumDoc>
<fm:EnumDoc value="12">Registered address (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="13">Regulatory status (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="14">Registration name (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="15">Cash account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="16">BIC</fm:EnumDoc>
<fm:EnumDoc value="17">CSD participant member code</fm:EnumDoc>
<fm:EnumDoc value="18">Registered address</fm:EnumDoc>
<fm:EnumDoc value="19">Fund account name</fm:EnumDoc>
<fm:EnumDoc value="2">Person</fm:EnumDoc>
<fm:EnumDoc value="20">Telex number</fm:EnumDoc>
<fm:EnumDoc value="21">Fax number</fm:EnumDoc>
<fm:EnumDoc value="22">Securities account name</fm:EnumDoc>
<fm:EnumDoc value="23">Cash account name</fm:EnumDoc>
<fm:EnumDoc value="24">Department</fm:EnumDoc>
<fm:EnumDoc value="25">Location desk</fm:EnumDoc>
<fm:EnumDoc value="26">Position account type</fm:EnumDoc>
<fm:EnumDoc value="3">System</fm:EnumDoc>
<fm:EnumDoc value="4">Application</fm:EnumDoc>
<fm:EnumDoc value="5">Full legal name of firm</fm:EnumDoc>
<fm:EnumDoc value="6">Postal address</fm:EnumDoc>
<fm:EnumDoc value="7">Phone number</fm:EnumDoc>
<fm:EnumDoc value="8">Email address</fm:EnumDoc>
<fm:EnumDoc value="9">Contact name</fm:EnumDoc>
<fm:EnumDoc value="27">Security locate ID</fm:EnumDoc>
<fm:EnumDoc value="28">Market maker</fm:EnumDoc>
<fm:EnumDoc value="29">Eligible counterparty</fm:EnumDoc>
<fm:EnumDoc value="30">Professional client</fm:EnumDoc>
<fm:EnumDoc value="31">Location</fm:EnumDoc>
<fm:EnumDoc value="32">Execution venue</fm:EnumDoc>
<fm:EnumDoc value="33">Currency delivery identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="23"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RelatedContextPartyID_t">
<xs:annotation>
<xs:documentation>PartyID value within a RelatedContextParties repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelatedContextPartyID" ComponentType="Field" Tag="1576"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--RelatedContextPartyIDSource(1577) defined in implementation file--><xs:simpleType name="RelatedContextPartyIDSource_enum_t">
<xs:annotation>
<xs:documentation>PartyIDSource value within a RelatedContextParties repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelatedContextPartyIDSource" ComponentType="Field"
Tag="1577"
Type="char"
UsesEnumsFromTag="447"
AbbrName="Src"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Korean Investor ID</fm:EnumDoc>
<fm:EnumDoc value="2">Taiwanese Qualified Foreign Investor ID QFII/FID</fm:EnumDoc>
<fm:EnumDoc value="3">Taiwanese Trading Acct</fm:EnumDoc>
<fm:EnumDoc value="4">Malaysian Central Depository (MCD) number</fm:EnumDoc>
<fm:EnumDoc value="5">Chinese Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">UK National Insurance or Pension Number</fm:EnumDoc>
<fm:EnumDoc value="7">US Social Security Number</fm:EnumDoc>
<fm:EnumDoc value="8">US Employer or Tax ID Number</fm:EnumDoc>
<fm:EnumDoc value="9">Australian Business Number</fm:EnumDoc>
<fm:EnumDoc value="A">Australian Tax File Number</fm:EnumDoc>
<fm:EnumDoc value="B">BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")</fm:EnumDoc>
<fm:EnumDoc value="C">Generally accepted market participant identifier (e.g. NASD mnemonic)</fm:EnumDoc>
<fm:EnumDoc value="D">Proprietary / Custom code</fm:EnumDoc>
<fm:EnumDoc value="E">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="F">Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)</fm:EnumDoc>
<fm:EnumDoc value="G">MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")</fm:EnumDoc>
<fm:EnumDoc value="H">CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)</fm:EnumDoc>
<fm:EnumDoc value="I">Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="char">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
</xs:restriction>
</xs:simpleType>
<!--RelatedContextPartyRole(1578) defined in implementation file--><xs:simpleType name="RelatedContextPartyRole_enum_t">
<xs:annotation>
<xs:documentation>PartyRole value within a RelatedContextParties repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelatedContextPartyRole" ComponentType="Field" Tag="1578"
Type="int"
UsesEnumsFromTag="452"
AbbrName="R"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Executing Firm (formerly FIX 4.2 ExecBroker)</fm:EnumDoc>
<fm:EnumDoc value="10">Settlement Location (formerly FIX 4.2 SettlLocation)</fm:EnumDoc>
<fm:EnumDoc value="11">Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)</fm:EnumDoc>
<fm:EnumDoc value="12">Executing Trader (associated with Executing Firm - actually executes)</fm:EnumDoc>
<fm:EnumDoc value="13">Order Origination Firm (e.g. buy-side firm)</fm:EnumDoc>
<fm:EnumDoc value="14">Giveup Clearing Firm (firm to which trade is given up)</fm:EnumDoc>
<fm:EnumDoc value="15">Correspondant Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="16">Executing System</fm:EnumDoc>
<fm:EnumDoc value="17">Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="18">Contra Clearing Firm</fm:EnumDoc>
<fm:EnumDoc value="19">Sponsoring Firm</fm:EnumDoc>
<fm:EnumDoc value="2">Broker of Credit (formerly FIX 4.2 BrokerOfCredit)</fm:EnumDoc>
<fm:EnumDoc value="20">Underlying Contra Firm</fm:EnumDoc>
<fm:EnumDoc value="21">Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="22">Exchange</fm:EnumDoc>
<fm:EnumDoc value="24">Customer Account</fm:EnumDoc>
<fm:EnumDoc value="25">Correspondent Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="26">Correspondent Broker</fm:EnumDoc>
<fm:EnumDoc value="27">Buyer/Seller (Receiver/Deliverer)</fm:EnumDoc>
<fm:EnumDoc value="28">Custodian</fm:EnumDoc>
<fm:EnumDoc value="29">Intermediary</fm:EnumDoc>
<fm:EnumDoc value="3">Client ID (formerly FIX 4.2 ClientID)</fm:EnumDoc>
<fm:EnumDoc value="30">Agent</fm:EnumDoc>
<fm:EnumDoc value="31">Sub-custodian</fm:EnumDoc>
<fm:EnumDoc value="32">Beneficiary</fm:EnumDoc>
<fm:EnumDoc value="33">Interested party</fm:EnumDoc>
<fm:EnumDoc value="34">Regulatory body</fm:EnumDoc>
<fm:EnumDoc value="35">Liquidity provider</fm:EnumDoc>
<fm:EnumDoc value="36">Entering trader</fm:EnumDoc>
<fm:EnumDoc value="37">Contra trader</fm:EnumDoc>
<fm:EnumDoc value="38">Position account</fm:EnumDoc>
<fm:EnumDoc value="4">Clearing Firm (formerly FIX 4.2 ClearingFirm)</fm:EnumDoc>
<fm:EnumDoc value="5">Investor ID</fm:EnumDoc>
<fm:EnumDoc value="6">Introducing Firm</fm:EnumDoc>
<fm:EnumDoc value="7">Entering Firm</fm:EnumDoc>
<fm:EnumDoc value="8">Locate / Lending Firm (for short-sales)</fm:EnumDoc>
<fm:EnumDoc value="9">Fund Manager Client ID (for CIV)</fm:EnumDoc>
<fm:EnumDoc value="60">Introducing Broker</fm:EnumDoc>
<fm:EnumDoc value="41">Contra Position Account</fm:EnumDoc>
<fm:EnumDoc value="42">Contra Exchange</fm:EnumDoc>
<fm:EnumDoc value="43">Internal Carry Account</fm:EnumDoc>
<fm:EnumDoc value="44">Order Entry Operator ID</fm:EnumDoc>
<fm:EnumDoc value="45">Secondary Account Number</fm:EnumDoc>
<fm:EnumDoc value="46">Foreign Firm</fm:EnumDoc>
<fm:EnumDoc value="47">Third Party Allocation Firm</fm:EnumDoc>
<fm:EnumDoc value="48">Claiming Account</fm:EnumDoc>
<fm:EnumDoc value="49">Asset Manager</fm:EnumDoc>
<fm:EnumDoc value="50">Pledgor Account</fm:EnumDoc>
<fm:EnumDoc value="51">Pledgee Account</fm:EnumDoc>
<fm:EnumDoc value="52">Large Trader Reportable Account</fm:EnumDoc>
<fm:EnumDoc value="53">Trader mnemonic</fm:EnumDoc>
<fm:EnumDoc value="54">Sender Location</fm:EnumDoc>
<fm:EnumDoc value="55">Session ID</fm:EnumDoc>
<fm:EnumDoc value="56">Acceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="57">Unacceptable Counterparty</fm:EnumDoc>
<fm:EnumDoc value="58">Entering Unit</fm:EnumDoc>
<fm:EnumDoc value="59">Executing Unit</fm:EnumDoc>
<fm:EnumDoc value="39">Contra Investor ID</fm:EnumDoc>
<fm:EnumDoc value="40">Transfer to Firm</fm:EnumDoc>
<fm:EnumDoc value="61">Quote originator</fm:EnumDoc>
<fm:EnumDoc value="62">Report originator</fm:EnumDoc>
<fm:EnumDoc value="63">Systematic internaliser (SI)</fm:EnumDoc>
<fm:EnumDoc value="64">Multilateral Trading Facility (MTF)</fm:EnumDoc>
<fm:EnumDoc value="65">Regulated Market (RM)</fm:EnumDoc>
<fm:EnumDoc value="66">Market Maker</fm:EnumDoc>
<fm:EnumDoc value="67">Investment Firm</fm:EnumDoc>
<fm:EnumDoc value="68">Host Competent Authority (Host CA)</fm:EnumDoc>
<fm:EnumDoc value="69">Home Competent Authority (Home CA)</fm:EnumDoc>
<fm:EnumDoc value="70">Competent Authority of the most relevant market in terms of liquidity (CAL)</fm:EnumDoc>
<fm:EnumDoc value="71">Competent Authority of the Transaction (Execution) Venue (CATV) </fm:EnumDoc>
<fm:EnumDoc value="72">Reporting intermediary (medium/vendor via which report has been published)</fm:EnumDoc>
<fm:EnumDoc value="73">Execution Venue</fm:EnumDoc>
<fm:EnumDoc value="74">Market data entry originator</fm:EnumDoc>
<fm:EnumDoc value="75">Location ID</fm:EnumDoc>
<fm:EnumDoc value="76">Desk ID</fm:EnumDoc>
<fm:EnumDoc value="77">Market data market</fm:EnumDoc>
<fm:EnumDoc value="78">Allocation Entity</fm:EnumDoc>
<fm:EnumDoc value="79">Prime Broker providing General Trade Services</fm:EnumDoc>
<fm:EnumDoc value="80">Step-Out Firm (Prime Broker)</fm:EnumDoc>
<fm:EnumDoc value="81">BrokerClearingID</fm:EnumDoc>
<fm:EnumDoc value="82">Central Registration Depository (CRD)</fm:EnumDoc>
<fm:EnumDoc value="83">Clearing Account</fm:EnumDoc>
<fm:EnumDoc value="84">Acceptable Settling Counterparty</fm:EnumDoc>
<fm:EnumDoc value="85">Unacceptable Settling Counterparty</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="3"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
<xs:enumeration value="34"/>
<xs:enumeration value="35"/>
<xs:enumeration value="36"/>
<xs:enumeration value="37"/>
<xs:enumeration value="38"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="60"/>
<xs:enumeration value="41"/>
<xs:enumeration value="42"/>
<xs:enumeration value="43"/>
<xs:enumeration value="44"/>
<xs:enumeration value="45"/>
<xs:enumeration value="46"/>
<xs:enumeration value="47"/>
<xs:enumeration value="48"/>
<xs:enumeration value="49"/>
<xs:enumeration value="50"/>
<xs:enumeration value="51"/>
<xs:enumeration value="52"/>
<xs:enumeration value="53"/>
<xs:enumeration value="54"/>
<xs:enumeration value="55"/>
<xs:enumeration value="56"/>
<xs:enumeration value="57"/>
<xs:enumeration value="58"/>
<xs:enumeration value="59"/>
<xs:enumeration value="39"/>
<xs:enumeration value="40"/>
<xs:enumeration value="61"/>
<xs:enumeration value="62"/>
<xs:enumeration value="63"/>
<xs:enumeration value="64"/>
<xs:enumeration value="65"/>
<xs:enumeration value="66"/>
<xs:enumeration value="67"/>
<xs:enumeration value="68"/>
<xs:enumeration value="69"/>
<xs:enumeration value="70"/>
<xs:enumeration value="71"/>
<xs:enumeration value="72"/>
<xs:enumeration value="73"/>
<xs:enumeration value="74"/>
<xs:enumeration value="75"/>
<xs:enumeration value="76"/>
<xs:enumeration value="77"/>
<xs:enumeration value="78"/>
<xs:enumeration value="79"/>
<xs:enumeration value="80"/>
<xs:enumeration value="81"/>
<xs:enumeration value="82"/>
<xs:enumeration value="83"/>
<xs:enumeration value="84"/>
<xs:enumeration value="85"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RelatedContextPartySubID_t">
<xs:annotation>
<xs:documentation>PartySubID value within a RelatedContextParties repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelatedContextPartySubID" ComponentType="Field" Tag="1580"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--RelatedContextPartySubIDType(1581) defined in implementation file--><xs:simpleType name="RelatedContextPartySubIDType_enum_t">
<xs:annotation>
<xs:documentation>PartySubIDType value within a RelatedContextParties repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelatedContextPartySubIDType" ComponentType="Field"
Tag="1581"
Type="int"
UsesEnumsFromTag="803"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Firm</fm:EnumDoc>
<fm:EnumDoc value="10">Securities account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="11">Registration number (for settlement instructions and confirmations)</fm:EnumDoc>
<fm:EnumDoc value="12">Registered address (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="13">Regulatory status (for confirmation purposes)</fm:EnumDoc>
<fm:EnumDoc value="14">Registration name (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="15">Cash account number (for settlement instructions)</fm:EnumDoc>
<fm:EnumDoc value="16">BIC</fm:EnumDoc>
<fm:EnumDoc value="17">CSD participant member code</fm:EnumDoc>
<fm:EnumDoc value="18">Registered address</fm:EnumDoc>
<fm:EnumDoc value="19">Fund account name</fm:EnumDoc>
<fm:EnumDoc value="2">Person</fm:EnumDoc>
<fm:EnumDoc value="20">Telex number</fm:EnumDoc>
<fm:EnumDoc value="21">Fax number</fm:EnumDoc>
<fm:EnumDoc value="22">Securities account name</fm:EnumDoc>
<fm:EnumDoc value="23">Cash account name</fm:EnumDoc>
<fm:EnumDoc value="24">Department</fm:EnumDoc>
<fm:EnumDoc value="25">Location desk</fm:EnumDoc>
<fm:EnumDoc value="26">Position account type</fm:EnumDoc>
<fm:EnumDoc value="3">System</fm:EnumDoc>
<fm:EnumDoc value="4">Application</fm:EnumDoc>
<fm:EnumDoc value="5">Full legal name of firm</fm:EnumDoc>
<fm:EnumDoc value="6">Postal address</fm:EnumDoc>
<fm:EnumDoc value="7">Phone number</fm:EnumDoc>
<fm:EnumDoc value="8">Email address</fm:EnumDoc>
<fm:EnumDoc value="9">Contact name</fm:EnumDoc>
<fm:EnumDoc value="27">Security locate ID</fm:EnumDoc>
<fm:EnumDoc value="28">Market maker</fm:EnumDoc>
<fm:EnumDoc value="29">Eligible counterparty</fm:EnumDoc>
<fm:EnumDoc value="30">Professional client</fm:EnumDoc>
<fm:EnumDoc value="31">Location</fm:EnumDoc>
<fm:EnumDoc value="32">Execution venue</fm:EnumDoc>
<fm:EnumDoc value="33">Currency delivery identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="14"/>
<xs:enumeration value="15"/>
<xs:enumeration value="16"/>
<xs:enumeration value="17"/>
<xs:enumeration value="18"/>
<xs:enumeration value="19"/>
<xs:enumeration value="2"/>
<xs:enumeration value="20"/>
<xs:enumeration value="21"/>
<xs:enumeration value="22"/>
<xs:enumeration value="23"/>
<xs:enumeration value="24"/>
<xs:enumeration value="25"/>
<xs:enumeration value="26"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="27"/>
<xs:enumeration value="28"/>
<xs:enumeration value="29"/>
<xs:enumeration value="30"/>
<xs:enumeration value="31"/>
<xs:enumeration value="32"/>
<xs:enumeration value="33"/>
</xs:restriction>
</xs:simpleType>
<!--RelationshipRiskLimitType(1583) defined in implementation file--><xs:simpleType name="RelationshipRiskLimitType_enum_t">
<xs:annotation>
<xs:documentation>RiskLimitType within a RelationshipRiskLimits repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskLimitType" ComponentType="Field"
Tag="1583"
Type="int"
UsesEnumsFromTag="1530"
AbbrName="Typ"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Gross Limit</fm:EnumDoc>
<fm:EnumDoc value="2">Net Limit</fm:EnumDoc>
<fm:EnumDoc value="3">Exposure</fm:EnumDoc>
<fm:EnumDoc value="4">Long Limit</fm:EnumDoc>
<fm:EnumDoc value="5">Short Limit</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RelationshipRiskLimitAmount_t">
<xs:annotation>
<xs:documentation>RiskLimitAmount within a RelationshipRiskLimits repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskLimitAmount" ComponentType="Field"
Tag="1584"
Type="Amt"
AbbrName="Amt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Amt"/>
</xs:simpleType>
<xs:simpleType name="RelationshipRiskLimitCurrency_t">
<xs:annotation>
<xs:documentation>RiskLimitCurrency within a RelationshipRiskLimits repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskLimitCurrency" ComponentType="Field"
Tag="1585"
Type="Currency"
AbbrName="Ccy"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Currency"/>
</xs:simpleType>
<xs:simpleType name="RelationshipRiskLimitPlatform_t">
<xs:annotation>
<xs:documentation>RiskLimitPlatform within a RelationshipRiskLimits repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskLimitPlatform" ComponentType="Field"
Tag="1586"
Type="String"
AbbrName="Pltfm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--RelationshipRiskInstrumentOperator(1588) defined in implementation file--><xs:simpleType name="RelationshipRiskInstrumentOperator_enum_t">
<xs:annotation>
<xs:documentation>RiskInstrumentOperator within a RelationshipRiskInstrumentScope repeating group.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskInstrumentOperator" ComponentType="Field"
Tag="1588"
Type="int"
UsesEnumsFromTag="1535"
AbbrName="Oper"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Include</fm:EnumDoc>
<fm:EnumDoc value="2">Exclude</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RelationshipRiskSymbol_t">
<xs:annotation>
<xs:documentation>Relationship Risk instrument's Symbol.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskSymbol" ComponentType="Field" Tag="1589"
Type="String"
AbbrName="Sym"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="RelationshipRiskSymbolSfx_t">
<xs:annotation>
<xs:documentation>Relationship Risk instrument's SymbolSfx.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskSymbolSfx" ComponentType="Field"
Tag="1590"
Type="String"
AbbrName="Sfx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="RelationshipRiskSecurityID_t">
<xs:annotation>
<xs:documentation>Relationship Risk instrument's SecurityID.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskSecurityID" ComponentType="Field"
Tag="1591"
Type="String"
AbbrName="ID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--RelationshipRiskSecurityIDSource(1592) defined in implementation file--><xs:simpleType name="RelationshipRiskSecurityIDSource_enum_t">
<xs:annotation>
<xs:documentation>Relationship Risk instrument's SecurityIDSource.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskSecurityIDSource" ComponentType="Field"
Tag="1592"
Type="String"
UsesEnumsFromTag="22"
AbbrName="Src"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">CUSIP</fm:EnumDoc>
<fm:EnumDoc value="2">SEDOL</fm:EnumDoc>
<fm:EnumDoc value="3">QUIK</fm:EnumDoc>
<fm:EnumDoc value="4">ISIN number</fm:EnumDoc>
<fm:EnumDoc value="5">RIC code</fm:EnumDoc>
<fm:EnumDoc value="6">ISO Currency Code</fm:EnumDoc>
<fm:EnumDoc value="7">ISO Country Code</fm:EnumDoc>
<fm:EnumDoc value="8">Exchange Symbol</fm:EnumDoc>
<fm:EnumDoc value="9">Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)</fm:EnumDoc>
<fm:EnumDoc value="A">Bloomberg Symbol</fm:EnumDoc>
<fm:EnumDoc value="B">Wertpapier</fm:EnumDoc>
<fm:EnumDoc value="C">Dutch</fm:EnumDoc>
<fm:EnumDoc value="D">Valoren</fm:EnumDoc>
<fm:EnumDoc value="E">Sicovam</fm:EnumDoc>
<fm:EnumDoc value="F">Belgian</fm:EnumDoc>
<fm:EnumDoc value="G">"Common" (Clearstream and Euroclear)</fm:EnumDoc>
<fm:EnumDoc value="H">Clearing House / Clearing Organization</fm:EnumDoc>
<fm:EnumDoc value="I">ISDA/FpML Product Specification (XML in EncodedSecurityDesc)</fm:EnumDoc>
<fm:EnumDoc value="J">Option Price Reporting Authority</fm:EnumDoc>
<fm:EnumDoc value="L">Letter of Credit</fm:EnumDoc>
<fm:EnumDoc value="K">ISDA/FpML Product URL (URL in SecurityID)</fm:EnumDoc>
<fm:EnumDoc value="M">Marketplace-assigned Identifier</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="A"/>
<xs:enumeration value="B"/>
<xs:enumeration value="C"/>
<xs:enumeration value="D"/>
<xs:enumeration value="E"/>
<xs:enumeration value="F"/>
<xs:enumeration value="G"/>
<xs:enumeration value="H"/>
<xs:enumeration value="I"/>
<xs:enumeration value="J"/>
<xs:enumeration value="L"/>
<xs:enumeration value="K"/>
<xs:enumeration value="M"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RelationshipRiskSecurityAltID_t">
<xs:annotation>
<xs:documentation>Relationship Risk instrument's SecurityAltID.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskSecurityAltID" ComponentType="Field"
Tag="1594"
Type="String"
AbbrName="AltID"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="RelationshipRiskSecurityAltIDSource_t">
<xs:annotation>
<xs:documentation>Relationship Risk instrument's SecurityAltIDSource.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskSecurityAltIDSource" ComponentType="Field"
Tag="1595"
Type="String"
AbbrName="AltIDSrc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--RelationshipRiskProduct(1596) defined in implementation file--><xs:simpleType name="RelationshipRiskProduct_enum_t">
<xs:annotation>
<xs:documentation>Relationship Risk instrument's Product.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskProduct" ComponentType="Field" Tag="1596"
Type="int"
UsesEnumsFromTag="460"
AbbrName="Prod"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">AGENCY</fm:EnumDoc>
<fm:EnumDoc value="10">MORTGAGE</fm:EnumDoc>
<fm:EnumDoc value="11">MUNICIPAL</fm:EnumDoc>
<fm:EnumDoc value="12">OTHER</fm:EnumDoc>
<fm:EnumDoc value="13">FINANCING</fm:EnumDoc>
<fm:EnumDoc value="2">COMMODITY</fm:EnumDoc>
<fm:EnumDoc value="3">CORPORATE</fm:EnumDoc>
<fm:EnumDoc value="4">CURRENCY</fm:EnumDoc>
<fm:EnumDoc value="5">EQUITY</fm:EnumDoc>
<fm:EnumDoc value="6">GOVERNMENT</fm:EnumDoc>
<fm:EnumDoc value="7">INDEX</fm:EnumDoc>
<fm:EnumDoc value="8">LOAN</fm:EnumDoc>
<fm:EnumDoc value="9">MONEYMARKET</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="10"/>
<xs:enumeration value="11"/>
<xs:enumeration value="12"/>
<xs:enumeration value="13"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RelationshipRiskProductComplex_t">
<xs:annotation>
<xs:documentation>Relationship Risk instrument's RiskProductComplex.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskProductComplex" ComponentType="Field"
Tag="1597"
Type="String"
AbbrName="ProdCmplx"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="RelationshipRiskSecurityGroup_t">
<xs:annotation>
<xs:documentation>Relationship Risk instrument's SecurityGroup.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskSecurityGroup" ComponentType="Field"
Tag="1598"
Type="String"
AbbrName="SecGrp"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="RelationshipRiskCFICode_t">
<xs:annotation>
<xs:documentation>Relationship Risk instrument's CFICode.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskCFICode" ComponentType="Field" Tag="1599"
Type="String"
AbbrName="CFI"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--RelationshipRiskSecurityType(1600) defined in implementation file--><xs:simpleType name="RelationshipRiskSecurityType_enum_t">
<xs:annotation>
<xs:documentation>Relationship Risk instrument's SecurityType.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskSecurityType" ComponentType="Field"
Tag="1600"
Type="String"
UsesEnumsFromTag="167"
AbbrName="SecTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="ABS">Asset-backed Securities</fm:EnumDoc>
<fm:EnumDoc value="AMENDED">Amended & Restated</fm:EnumDoc>
<fm:EnumDoc value="AN">Other Anticipation Notes (BAN, GAN, etc.)</fm:EnumDoc>
<fm:EnumDoc value="BA">Bankers Acceptance</fm:EnumDoc>
<fm:EnumDoc value="BN">Bank Notes</fm:EnumDoc>
<fm:EnumDoc value="BOX">Bill Of Exchanges</fm:EnumDoc>
<fm:EnumDoc value="BRADY">Brady Bond</fm:EnumDoc>
<fm:EnumDoc value="BRIDGE">Bridge Loan</fm:EnumDoc>
<fm:EnumDoc value="BUYSELL">Buy Sellback</fm:EnumDoc>
<fm:EnumDoc value="CB">Convertible Bond</fm:EnumDoc>
<fm:EnumDoc value="CD">Certificate Of Deposit</fm:EnumDoc>
<fm:EnumDoc value="CL">Call Loans</fm:EnumDoc>
<fm:EnumDoc value="CMBS">Corp. Mortgage-backed Securities</fm:EnumDoc>
<fm:EnumDoc value="CMO">Collateralized Mortgage Obligation</fm:EnumDoc>
<fm:EnumDoc value="COFO">Certificate Of Obligation</fm:EnumDoc>
<fm:EnumDoc value="COFP">Certificate Of Participation</fm:EnumDoc>
<fm:EnumDoc value="CORP">Corporate Bond</fm:EnumDoc>
<fm:EnumDoc value="CP">Commercial Paper</fm:EnumDoc>
<fm:EnumDoc value="CPP">Corporate Private Placement</fm:EnumDoc>
<fm:EnumDoc value="CS">Common Stock</fm:EnumDoc>
<fm:EnumDoc value="DEFLTED">Defaulted</fm:EnumDoc>
<fm:EnumDoc value="DINP">Debtor In Possession</fm:EnumDoc>
<fm:EnumDoc value="DN">Deposit Notes</fm:EnumDoc>
<fm:EnumDoc value="DUAL">Dual Currency</fm:EnumDoc>
<fm:EnumDoc value="EUCD">Euro Certificate Of Deposit</fm:EnumDoc>
<fm:EnumDoc value="EUCORP">Euro Corporate Bond</fm:EnumDoc>
<fm:EnumDoc value="EUCP">Euro Commercial Paper</fm:EnumDoc>
<fm:EnumDoc value="EUSOV">Euro Sovereigns *</fm:EnumDoc>
<fm:EnumDoc value="EUSUPRA">Euro Supranational Coupons *</fm:EnumDoc>
<fm:EnumDoc value="FAC">Federal Agency Coupon</fm:EnumDoc>
<fm:EnumDoc value="FADN">Federal Agency Discount Note</fm:EnumDoc>
<fm:EnumDoc value="FOR">Foreign Exchange Contract</fm:EnumDoc>
<fm:EnumDoc value="FORWARD">Forward</fm:EnumDoc>
<fm:EnumDoc value="FUT">Future</fm:EnumDoc>
<fm:EnumDoc value="GO">General Obligation Bonds</fm:EnumDoc>
<fm:EnumDoc value="IET">IOETTE Mortgage</fm:EnumDoc>
<fm:EnumDoc value="LOFC">Letter Of Credit</fm:EnumDoc>
<fm:EnumDoc value="LQN">Liquidity Note</fm:EnumDoc>
<fm:EnumDoc value="MATURED">Matured</fm:EnumDoc>
<fm:EnumDoc value="MBS">Mortgage-backed Securities</fm:EnumDoc>
<fm:EnumDoc value="MF">Mutual Fund</fm:EnumDoc>
<fm:EnumDoc value="MIO">Mortgage Interest Only</fm:EnumDoc>
<fm:EnumDoc value="MLEG">Multileg Instrument</fm:EnumDoc>
<fm:EnumDoc value="MPO">Mortgage Principal Only</fm:EnumDoc>
<fm:EnumDoc value="MPP">Mortgage Private Placement</fm:EnumDoc>
<fm:EnumDoc value="MPT">Miscellaneous Pass-through</fm:EnumDoc>
<fm:EnumDoc value="MT">Mandatory Tender</fm:EnumDoc>
<fm:EnumDoc value="MTN">Medium Term Notes</fm:EnumDoc>
<fm:EnumDoc value="NONE">No Security Type</fm:EnumDoc>
<fm:EnumDoc value="ONITE">Overnight</fm:EnumDoc>
<fm:EnumDoc value="OPT">Option</fm:EnumDoc>
<fm:EnumDoc value="PEF">Private Export Funding *</fm:EnumDoc>
<fm:EnumDoc value="PFAND">Pfandbriefe *</fm:EnumDoc>
<fm:EnumDoc value="PN">Promissory Note</fm:EnumDoc>
<fm:EnumDoc value="PS">Preferred Stock</fm:EnumDoc>
<fm:EnumDoc value="PZFJ">Plazos Fijos</fm:EnumDoc>
<fm:EnumDoc value="RAN">Revenue Anticipation Note</fm:EnumDoc>
<fm:EnumDoc value="REPLACD">Replaced</fm:EnumDoc>
<fm:EnumDoc value="REPO">Repurchase</fm:EnumDoc>
<fm:EnumDoc value="RETIRED">Retired</fm:EnumDoc>
<fm:EnumDoc value="REV">Revenue Bonds</fm:EnumDoc>
<fm:EnumDoc value="RVLV">Revolver Loan</fm:EnumDoc>
<fm:EnumDoc value="RVLVTRM">Revolver/Term Loan</fm:EnumDoc>
<fm:EnumDoc value="SECLOAN">Securities Loan</fm:EnumDoc>
<fm:EnumDoc value="SECPLEDGE">Securities Pledge</fm:EnumDoc>
<fm:EnumDoc value="SPCLA">Special Assessment</fm:EnumDoc>
<fm:EnumDoc value="SPCLO">Special Obligation</fm:EnumDoc>
<fm:EnumDoc value="SPCLT">Special Tax</fm:EnumDoc>
<fm:EnumDoc value="STN">Short Term Loan Note</fm:EnumDoc>
<fm:EnumDoc value="STRUCT">Structured Notes</fm:EnumDoc>
<fm:EnumDoc value="SUPRA">USD Supranational Coupons *</fm:EnumDoc>
<fm:EnumDoc value="SWING">Swing Line Facility</fm:EnumDoc>
<fm:EnumDoc value="TAN">Tax Anticipation Note</fm:EnumDoc>
<fm:EnumDoc value="TAXA">Tax Allocation</fm:EnumDoc>
<fm:EnumDoc value="TBA">To Be Announced</fm:EnumDoc>
<fm:EnumDoc value="TBILL">US Treasury Bill</fm:EnumDoc>
<fm:EnumDoc value="TBOND">US Treasury Bond</fm:EnumDoc>
<fm:EnumDoc value="TCAL">Principal Strip Of A Callable Bond Or Note</fm:EnumDoc>
<fm:EnumDoc value="TD">Time Deposit</fm:EnumDoc>
<fm:EnumDoc value="TECP">Tax Exempt Commercial Paper</fm:EnumDoc>
<fm:EnumDoc value="TERM">Term Loan</fm:EnumDoc>
<fm:EnumDoc value="TINT">Interest Strip From Any Bond Or Note</fm:EnumDoc>
<fm:EnumDoc value="TIPS">Treasury Inflation Protected Securities</fm:EnumDoc>
<fm:EnumDoc value="TNOTE">US Treasury Note</fm:EnumDoc>
<fm:EnumDoc value="TPRN">Principal Strip From A Non-Callable Bond Or Note</fm:EnumDoc>
<fm:EnumDoc value="TRAN">Tax Revenue Anticipation Note</fm:EnumDoc>
<fm:EnumDoc value="UST">US Treasury Note (Deprecated Value Use TNOTE)</fm:EnumDoc>
<fm:EnumDoc value="USTB">US Treasury Bill (Deprecated Value Use TBILL)</fm:EnumDoc>
<fm:EnumDoc value="VRDN">Variable Rate Demand Note</fm:EnumDoc>
<fm:EnumDoc value="WAR">Warrant</fm:EnumDoc>
<fm:EnumDoc value="WITHDRN">Withdrawn</fm:EnumDoc>
<fm:EnumDoc value="?">Wildcard entry for use on Security Definition Request</fm:EnumDoc>
<fm:EnumDoc value="XCN">Extended Comm Note</fm:EnumDoc>
<fm:EnumDoc value="XLINKD">Indexed Linked</fm:EnumDoc>
<fm:EnumDoc value="YANK">Yankee Corporate Bond</fm:EnumDoc>
<fm:EnumDoc value="YCD">Yankee Certificate Of Deposit</fm:EnumDoc>
<fm:EnumDoc value="OOP">Options on Physical - use not recommended</fm:EnumDoc>
<fm:EnumDoc value="OOF">Options on Futures</fm:EnumDoc>
<fm:EnumDoc value="CASH">Cash</fm:EnumDoc>
<fm:EnumDoc value="OOC">Options on Combo</fm:EnumDoc>
<fm:EnumDoc value="IRS">Interest Rate Swap</fm:EnumDoc>
<fm:EnumDoc value="BDN">Bank Depository Note</fm:EnumDoc>
<fm:EnumDoc value="CAMM">Canadian Money Markets</fm:EnumDoc>
<fm:EnumDoc value="CAN">Canadian Treasury Notes</fm:EnumDoc>
<fm:EnumDoc value="CTB">Canadian Treasury Bills</fm:EnumDoc>
<fm:EnumDoc value="CDS">Credit Default Swap</fm:EnumDoc>
<fm:EnumDoc value="CMB">Canadian Mortgage Bonds</fm:EnumDoc>
<fm:EnumDoc value="EUFRN">Euro Corporate Floating Rate Notes</fm:EnumDoc>
<fm:EnumDoc value="FRN">US Corporate Floating Rate Notes</fm:EnumDoc>
<fm:EnumDoc value="PROV">Canadian Provincial Bonds</fm:EnumDoc>
<fm:EnumDoc value="SLQN">Secured Liquidity Note</fm:EnumDoc>
<fm:EnumDoc value="TB">Treasury Bill - non US</fm:EnumDoc>
<fm:EnumDoc value="TLQN">Term Liquidity Note</fm:EnumDoc>
<fm:EnumDoc value="TMCP">Taxable Municipal CP</fm:EnumDoc>
<fm:EnumDoc value="FXNDF">Non-deliverable forward</fm:EnumDoc>
<fm:EnumDoc value="FXSPOT">FX Spot</fm:EnumDoc>
<fm:EnumDoc value="FXFWD">FX Forward</fm:EnumDoc>
<fm:EnumDoc value="FXSWAP">FX Swap</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="ABS"/>
<xs:enumeration value="AMENDED"/>
<xs:enumeration value="AN"/>
<xs:enumeration value="BA"/>
<xs:enumeration value="BN"/>
<xs:enumeration value="BOX"/>
<xs:enumeration value="BRADY"/>
<xs:enumeration value="BRIDGE"/>
<xs:enumeration value="BUYSELL"/>
<xs:enumeration value="CB"/>
<xs:enumeration value="CD"/>
<xs:enumeration value="CL"/>
<xs:enumeration value="CMBS"/>
<xs:enumeration value="CMO"/>
<xs:enumeration value="COFO"/>
<xs:enumeration value="COFP"/>
<xs:enumeration value="CORP"/>
<xs:enumeration value="CP"/>
<xs:enumeration value="CPP"/>
<xs:enumeration value="CS"/>
<xs:enumeration value="DEFLTED"/>
<xs:enumeration value="DINP"/>
<xs:enumeration value="DN"/>
<xs:enumeration value="DUAL"/>
<xs:enumeration value="EUCD"/>
<xs:enumeration value="EUCORP"/>
<xs:enumeration value="EUCP"/>
<xs:enumeration value="EUSOV"/>
<xs:enumeration value="EUSUPRA"/>
<xs:enumeration value="FAC"/>
<xs:enumeration value="FADN"/>
<xs:enumeration value="FOR"/>
<xs:enumeration value="FORWARD"/>
<xs:enumeration value="FUT"/>
<xs:enumeration value="GO"/>
<xs:enumeration value="IET"/>
<xs:enumeration value="LOFC"/>
<xs:enumeration value="LQN"/>
<xs:enumeration value="MATURED"/>
<xs:enumeration value="MBS"/>
<xs:enumeration value="MF"/>
<xs:enumeration value="MIO"/>
<xs:enumeration value="MLEG"/>
<xs:enumeration value="MPO"/>
<xs:enumeration value="MPP"/>
<xs:enumeration value="MPT"/>
<xs:enumeration value="MT"/>
<xs:enumeration value="MTN"/>
<xs:enumeration value="NONE"/>
<xs:enumeration value="ONITE"/>
<xs:enumeration value="OPT"/>
<xs:enumeration value="PEF"/>
<xs:enumeration value="PFAND"/>
<xs:enumeration value="PN"/>
<xs:enumeration value="PS"/>
<xs:enumeration value="PZFJ"/>
<xs:enumeration value="RAN"/>
<xs:enumeration value="REPLACD"/>
<xs:enumeration value="REPO"/>
<xs:enumeration value="RETIRED"/>
<xs:enumeration value="REV"/>
<xs:enumeration value="RVLV"/>
<xs:enumeration value="RVLVTRM"/>
<xs:enumeration value="SECLOAN"/>
<xs:enumeration value="SECPLEDGE"/>
<xs:enumeration value="SPCLA"/>
<xs:enumeration value="SPCLO"/>
<xs:enumeration value="SPCLT"/>
<xs:enumeration value="STN"/>
<xs:enumeration value="STRUCT"/>
<xs:enumeration value="SUPRA"/>
<xs:enumeration value="SWING"/>
<xs:enumeration value="TAN"/>
<xs:enumeration value="TAXA"/>
<xs:enumeration value="TBA"/>
<xs:enumeration value="TBILL"/>
<xs:enumeration value="TBOND"/>
<xs:enumeration value="TCAL"/>
<xs:enumeration value="TD"/>
<xs:enumeration value="TECP"/>
<xs:enumeration value="TERM"/>
<xs:enumeration value="TINT"/>
<xs:enumeration value="TIPS"/>
<xs:enumeration value="TNOTE"/>
<xs:enumeration value="TPRN"/>
<xs:enumeration value="TRAN"/>
<xs:enumeration value="UST"/>
<xs:enumeration value="USTB"/>
<xs:enumeration value="VRDN"/>
<xs:enumeration value="WAR"/>
<xs:enumeration value="WITHDRN"/>
<xs:enumeration value="?"/>
<xs:enumeration value="XCN"/>
<xs:enumeration value="XLINKD"/>
<xs:enumeration value="YANK"/>
<xs:enumeration value="YCD"/>
<xs:enumeration value="OOP"/>
<xs:enumeration value="OOF"/>
<xs:enumeration value="CASH"/>
<xs:enumeration value="OOC"/>
<xs:enumeration value="IRS"/>
<xs:enumeration value="BDN"/>
<xs:enumeration value="CAMM"/>
<xs:enumeration value="CAN"/>
<xs:enumeration value="CTB"/>
<xs:enumeration value="CDS"/>
<xs:enumeration value="CMB"/>
<xs:enumeration value="EUFRN"/>
<xs:enumeration value="FRN"/>
<xs:enumeration value="PROV"/>
<xs:enumeration value="SLQN"/>
<xs:enumeration value="TB"/>
<xs:enumeration value="TLQN"/>
<xs:enumeration value="TMCP"/>
<xs:enumeration value="FXNDF"/>
<xs:enumeration value="FXSPOT"/>
<xs:enumeration value="FXFWD"/>
<xs:enumeration value="FXSWAP"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RelationshipRiskSecuritySubType_t">
<xs:annotation>
<xs:documentation>Relationship Risk instrument's SecuritySubType.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskSecuritySubType" ComponentType="Field"
Tag="1601"
Type="String"
AbbrName="SecSubTyp"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="RelationshipRiskMaturityMonthYear_t">
<xs:annotation>
<xs:documentation>Relationship Risk instrument's MaturityMonthYear.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskMaturityMonthYear" ComponentType="Field"
Tag="1602"
Type="MonthYear"
AbbrName="MMY"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="MonthYear"/>
</xs:simpleType>
<xs:simpleType name="RelationshipRiskMaturityTime_t">
<xs:annotation>
<xs:documentation>Relationship Risk instrument's MaturityTime.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskMaturityTime" ComponentType="Field"
Tag="1603"
Type="TZTimeOnly"
AbbrName="MatTm"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="TZTimeOnly"/>
</xs:simpleType>
<xs:simpleType name="RelationshipRiskRestructuringType_t">
<xs:annotation>
<xs:documentation>Relationship Risk instrument's RestructuringType.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskRestructuringType" ComponentType="Field"
Tag="1604"
Type="String"
AbbrName="RstrctTyp"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="RelationshipRiskSeniority_t">
<xs:annotation>
<xs:documentation>Relationship Risk instrument's Seniority.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskSeniority" ComponentType="Field"
Tag="1605"
Type="String"
AbbrName="Snrty"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--RelationshipRiskPutOrCall(1606) defined in implementation file--><xs:simpleType name="RelationshipRiskPutOrCall_enum_t">
<xs:annotation>
<xs:documentation>Relationship Risk instrument's PutOrCall.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskPutOrCall" ComponentType="Field"
Tag="1606"
Type="int"
UsesEnumsFromTag="201"
AbbrName="PutCall"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Put</fm:EnumDoc>
<fm:EnumDoc value="1">Call</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RelationshipRiskFlexibleIndicator_t">
<xs:annotation>
<xs:documentation>Relationship Risk instrument's FlexibleIndicator.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskFlexibleIndicator" ComponentType="Field"
Tag="1607"
Type="Boolean"
AbbrName="FlexInd"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Boolean"/>
</xs:simpleType>
<xs:simpleType name="RelationshipRiskCouponRate_t">
<xs:annotation>
<xs:documentation>Relationship Risk instrument's CouponRate.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskCouponRate" ComponentType="Field"
Tag="1608"
Type="Percentage"
AbbrName="CpnRt"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="RelationshipRiskSecurityExchange_t">
<xs:annotation>
<xs:documentation>Relationship Risk instrument's SecurityExchange.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskSecurityExchange" ComponentType="Field"
Tag="1609"
Type="Exchange"
AbbrName="Exch"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Exchange"/>
</xs:simpleType>
<xs:simpleType name="RelationshipRiskSecurityDesc_t">
<xs:annotation>
<xs:documentation>Relationship Risk instrument's SecurityDesc.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskSecurityDesc" ComponentType="Field"
Tag="1610"
Type="String"
AbbrName="Desc"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<!--RelationshipRiskInstrumentSettlType(1611) defined in implementation file--><xs:simpleType name="RelationshipRiskInstrumentSettlType_enum_t">
<xs:annotation>
<xs:documentation>Relationship Risk instrument's SettlType.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskInstrumentSettlType" ComponentType="Field"
Tag="1611"
Type="String"
UsesEnumsFromTag="63"
AbbrName="SettlTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="0">Regular / FX Spot settlement (T+1 or T+2 depending on currency)</fm:EnumDoc>
<fm:EnumDoc value="1">Cash (TOD / T+0)</fm:EnumDoc>
<fm:EnumDoc value="2">Next Day (TOM / T+1)</fm:EnumDoc>
<fm:EnumDoc value="3">T+2</fm:EnumDoc>
<fm:EnumDoc value="4">T+3</fm:EnumDoc>
<fm:EnumDoc value="5">T+4</fm:EnumDoc>
<fm:EnumDoc value="6">Future</fm:EnumDoc>
<fm:EnumDoc value="7">When And If Issued</fm:EnumDoc>
<fm:EnumDoc value="8">Sellers Option</fm:EnumDoc>
<fm:EnumDoc value="9">T+5</fm:EnumDoc>
<fm:EnumDoc value="C">FX Spot Next settlement (Spot+1, aka next day)</fm:EnumDoc>
<fm:EnumDoc value="B">Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string">
<xs:enumeration value="0"/>
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
<xs:enumeration value="8"/>
<xs:enumeration value="9"/>
<xs:enumeration value="C"/>
<xs:enumeration value="B"/>
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="RelationshipRiskInstrumentMultiplier_t">
<xs:annotation>
<xs:documentation>Relationship risk instrument's RiskInstrumentMultiplier.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskInstrumentMultiplier"
ComponentType="Field"
Tag="1612"
Type="float"
AbbrName="Mult"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:decimal"/>
</xs:simpleType>
<xs:simpleType name="RelationshipRiskWarningLevelPercent_t">
<xs:annotation>
<xs:documentation>Relationship's RiskWarningLevelPercent.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskWarningLevelPercent" ComponentType="Field"
Tag="1614"
Type="Percentage"
AbbrName="Pct"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Percentage"/>
</xs:simpleType>
<xs:simpleType name="RelationshipRiskWarningLevelName_t">
<xs:annotation>
<xs:documentation>Relationship's RiskWarningLevelName.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RelationshipRiskWarningLevelName" ComponentType="Field"
Tag="1615"
Type="String"
AbbrName="Nme"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:string"/>
</xs:simpleType>
<xs:simpleType name="RiskSecurityExchange_t">
<xs:annotation>
<xs:documentation>Risk instrument's SecurityExchange.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="RiskSecurityExchange" ComponentType="Field" Tag="1616"
Type="Exchange"
AbbrName="Exch"/>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="Exchange"/>
</xs:simpleType>
<!--StreamAsgnType(1617) defined in implementation file--><xs:simpleType name="StreamAsgnType_enum_t">
<xs:annotation>
<xs:documentation>The type of assignment being affected in the Stream Assignment Report.</xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="StreamAsgnType" ComponentType="Field" Tag="1617"
Type="int"
AbbrName="AsgnTyp"/>
</xs:appinfo>
<xs:appinfo>
<fm:EnumDoc value="1">Assignment</fm:EnumDoc>
<fm:EnumDoc value="2">Rejected</fm:EnumDoc>
<fm:EnumDoc value="3">Terminate/Unassign</fm:EnumDoc>
</xs:appinfo>
</xs:annotation>
<xs:restriction base="xs:integer">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
</xs:restriction>
</xs:simpleType>
</xs:schema>
|
XSD Schema Code: