<!--
Revision: FIXML 4.4 Schema Version - 20040109
Copyright 2003,2004 FIX Protocol Limited. All rights reserved.
This Schema represents FIXML vocabulary based on version 4.4 of the FIX Protocol
Comments should be posted on the FIX protocol web-site
www.fixprotocol.org
-->
<xs:schema targetNamespace="http://www.fixprotocol.org/FIXML-4-4" xmlns="http://www.fixprotocol.org/FIXML-4-4" xmlns:xs="http://www.w3.org/2001/XMLSchema" elementFormDefault="qualified" attributeFormDefault="unqualified">
<xs:include schemaLocation="fixml-components-impl-4-4.xsd"/>
<xs:group name="MarketDataRequestElements">
<xs:sequence>
<xs:element name="Req" type="MDReqGrp_Block_t" maxOccurs="unbounded"/>
<xs:element name="InstReq" type="InstrmtMDReqGrp_Block_t" maxOccurs="unbounded"/>
<xs:element name="TrdSes" type="TrdgSesGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
</xs:sequence>
</xs:group>
<xs:attributeGroup name="MarketDataRequestAttributes">
<xs:attribute name="ReqID" type="MDReqID_t" use="required"/>
<xs:attribute name="SubReqTyp" type="SubscriptionRequestType_t" use="required"/>
<xs:attribute name="MktDepth" type="MarketDepth_t" use="required"/>
<xs:attribute name="UpdtTyp" type="MDUpdateType_t" use="optional"/>
<xs:attribute name="AggBook" type="AggregatedBook_t" use="optional"/>
<xs:attribute name="OpenClsSettlFlag" type="OpenCloseSettlFlag_t" use="optional"/>
<xs:attribute name="Scope" type="Scope_t" use="optional"/>
<xs:attribute name="ImplctDel" type="MDImplicitDelete_t" use="optional"/>
<xs:attribute name="ApplQuActn" type="ApplQueueAction_t" use="optional"/>
<xs:attribute name="ApplQuMax" type="ApplQueueMax_t" use="optional"/>
</xs:attributeGroup>
<xs:complexType name="MarketDataRequest_message_t" final="#all">
<xs:annotation>
<xs:documentation xml:lang="en">MarketDataRequest can be found in Volume3 of the specification
</xs:documentation>
<xs:appinfo xmlns:x="http://www.fixprotocol.org/fixml/metadata.xsd">
<xs:Xref Protocol="FIX" name="MarketDataRequest" ComponentType="Message"/>
<xs:Xref Protocol="ISO_15022_XML"/>
</xs:appinfo>
</xs:annotation>
<xs:complexContent>
<xs:extension base="Abstract_message_t">
<xs:sequence>
<xs:group ref="MarketDataRequestElements"/>
</xs:sequence>
<xs:attributeGroup ref="MarketDataRequestAttributes"/>
</xs:extension>
</xs:complexContent>
</xs:complexType>
<xs:element name="MktDataReq" type="MarketDataRequest_message_t" substitutionGroup="Message" final="#all"/>
<xs:group name="MarketDataSnapshotFullRefreshElements">
<xs:sequence>
<xs:element name="Instrmt" type="Instrument_Block_t" />
<xs:element name="Undly" type="UndInstrmtGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="Leg" type="InstrmtLegGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="Full" type="MDFullGrp_Block_t" maxOccurs="unbounded"/>
</xs:sequence>
</xs:group>
<xs:attributeGroup name="MarketDataSnapshotFullRefreshAttributes">
<xs:attribute name="ReqID" type="MDReqID_t" use="optional"/>
<xs:attribute name="FinclStat" type="FinancialStatus_t" use="optional"/>
<xs:attribute name="CorpActn" type="CorporateAction_t" use="optional"/>
<xs:attribute name="NetChgPrevDay" type="NetChgPrevDay_t" use="optional"/>
<xs:attribute name="ApplQuDepth" type="ApplQueueDepth_t" use="optional"/>
<xs:attribute name="ApplQuResolution" type="ApplQueueResolution_t" use="optional"/>
</xs:attributeGroup>
<xs:complexType name="MarketDataSnapshotFullRefresh_message_t" final="#all">
<xs:annotation>
<xs:documentation xml:lang="en">MarketDataSnapshotFullRefresh can be found in Volume3 of the specification
</xs:documentation>
<xs:appinfo xmlns:x="http://www.fixprotocol.org/fixml/metadata.xsd">
<xs:Xref Protocol="FIX" name="MarketDataSnapshotFullRefresh" ComponentType="Message"/>
<xs:Xref Protocol="ISO_15022_XML"/>
</xs:appinfo>
</xs:annotation>
<xs:complexContent>
<xs:extension base="Abstract_message_t">
<xs:sequence>
<xs:group ref="MarketDataSnapshotFullRefreshElements"/>
</xs:sequence>
<xs:attributeGroup ref="MarketDataSnapshotFullRefreshAttributes"/>
</xs:extension>
</xs:complexContent>
</xs:complexType>
<xs:element name="MktDataFull" type="MarketDataSnapshotFullRefresh_message_t" substitutionGroup="Message" final="#all"/>
<xs:group name="MarketDataIncrementalRefreshElements">
<xs:sequence>
<xs:element name="Inc" type="MDIncGrp_Block_t" maxOccurs="unbounded"/>
</xs:sequence>
</xs:group>
<xs:attributeGroup name="MarketDataIncrementalRefreshAttributes">
<xs:attribute name="ReqID" type="MDReqID_t" use="optional"/>
<xs:attribute name="ApplQuDepth" type="ApplQueueDepth_t" use="optional"/>
<xs:attribute name="ApplQuResolution" type="ApplQueueResolution_t" use="optional"/>
</xs:attributeGroup>
<xs:complexType name="MarketDataIncrementalRefresh_message_t" final="#all">
<xs:annotation>
<xs:documentation xml:lang="en">MarketDataIncrementalRefresh can be found in Volume3 of the specification
</xs:documentation>
<xs:appinfo xmlns:x="http://www.fixprotocol.org/fixml/metadata.xsd">
<xs:Xref Protocol="FIX" name="MarketDataIncrementalRefresh" ComponentType="Message"/>
<xs:Xref Protocol="ISO_15022_XML"/>
</xs:appinfo>
</xs:annotation>
<xs:complexContent>
<xs:extension base="Abstract_message_t">
<xs:sequence>
<xs:group ref="MarketDataIncrementalRefreshElements"/>
</xs:sequence>
<xs:attributeGroup ref="MarketDataIncrementalRefreshAttributes"/>
</xs:extension>
</xs:complexContent>
</xs:complexType>
<xs:element name="MktDataInc" type="MarketDataIncrementalRefresh_message_t" substitutionGroup="Message" final="#all"/>
<xs:group name="MarketDataRequestRejectElements">
<xs:sequence>
<xs:element name="Rjct" type="MDRjctGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
</xs:sequence>
</xs:group>
<xs:attributeGroup name="MarketDataRequestRejectAttributes">
<xs:attribute name="ReqID" type="MDReqID_t" use="required"/>
<xs:attribute name="ReqRejResn" type="MDReqRejReason_t" use="optional"/>
<xs:attribute name="Txt" type="Text_t" use="optional"/>
<xs:attribute name="EncTxtLen" type="EncodedTextLen_t" use="optional"/>
<xs:attribute name="EncTxt" type="EncodedText_t" use="optional"/>
</xs:attributeGroup>
<xs:complexType name="MarketDataRequestReject_message_t" final="#all">
<xs:annotation>
<xs:documentation xml:lang="en">MarketDataRequestReject can be found in Volume3 of the specification
</xs:documentation>
<xs:appinfo xmlns:x="http://www.fixprotocol.org/fixml/metadata.xsd">
<xs:Xref Protocol="FIX" name="MarketDataRequestReject" ComponentType="Message"/>
<xs:Xref Protocol="ISO_15022_XML"/>
</xs:appinfo>
</xs:annotation>
<xs:complexContent>
<xs:extension base="Abstract_message_t">
<xs:sequence>
<xs:group ref="MarketDataRequestRejectElements"/>
</xs:sequence>
<xs:attributeGroup ref="MarketDataRequestRejectAttributes"/>
</xs:extension>
</xs:complexContent>
</xs:complexType>
<xs:element name="MktDataReqRej" type="MarketDataRequestReject_message_t" substitutionGroup="Message" final="#all"/>
<xs:group name="MDFullGrpElements">
<xs:sequence/>
</xs:group>
<xs:attributeGroup name="MDFullGrpAttributes">
<xs:attribute name="Typ" type="MDEntryType_t" use="required"/>
<xs:attribute name="Px" type="MDEntryPx_t" use="optional"/>
<xs:attribute name="Ccy" type="Currency_t" use="optional"/>
<xs:attribute name="Sz" type="MDEntrySize_t" use="optional"/>
<xs:attribute name="Dt" type="MDEntryDate_t" use="optional"/>
<xs:attribute name="Tm" type="MDEntryTime_t" use="optional"/>
<xs:attribute name="TickDirctn" type="TickDirection_t" use="optional"/>
<xs:attribute name="Mkt" type="MDMkt_t" use="optional"/>
<xs:attribute name="SesID" type="TradingSessionID_t" use="optional"/>
<xs:attribute name="SesSub" type="TradingSessionSubID_t" use="optional"/>
<xs:attribute name="QCond" type="QuoteCondition_t" use="optional"/>
<xs:attribute name="TrdCond" type="TradeCondition_t" use="optional"/>
<xs:attribute name="Orig" type="MDEntryOriginator_t" use="optional"/>
<xs:attribute name="LctnID" type="LocationID_t" use="optional"/>
<xs:attribute name="DeskID" type="DeskID_t" use="optional"/>
<xs:attribute name="OpenClsSettlFlag" type="OpenCloseSettlFlag_t" use="optional"/>
<xs:attribute name="TmInForce" type="TimeInForce_t" use="optional"/>
<xs:attribute name="ExpireDt" type="ExpireDate_t" use="optional"/>
<xs:attribute name="ExpireTm" type="ExpireTime_t" use="optional"/>
<xs:attribute name="MinQty" type="MinQty_t" use="optional"/>
<xs:attribute name="ExecInst" type="ExecInst_t" use="optional"/>
<xs:attribute name="SellerDays" type="SellerDays_t" use="optional"/>
<xs:attribute name="OrdID" type="OrderID_t" use="optional"/>
<xs:attribute name="EntryID" type="QuoteEntryID_t" use="optional"/>
<xs:attribute name="Buyer" type="MDEntryBuyer_t" use="optional"/>
<xs:attribute name="Seller" type="MDEntrySeller_t" use="optional"/>
<xs:attribute name="NumOfOrds" type="NumberOfOrders_t" use="optional"/>
<xs:attribute name="PosNo" type="MDEntryPositionNo_t" use="optional"/>
<xs:attribute name="Scope" type="Scope_t" use="optional"/>
<xs:attribute name="PxDelta" type="PriceDelta_t" use="optional"/>
<xs:attribute name="Txt" type="Text_t" use="optional"/>
<xs:attribute name="EncTxtLen" type="EncodedTextLen_t" use="optional"/>
<xs:attribute name="EncTxt" type="EncodedText_t" use="optional"/>
</xs:attributeGroup>
<xs:complexType name="MDFullGrp_Block_t" final="#all">
<xs:annotation>
<xs:documentation xml:lang="en">MDFullGrp is a component
</xs:documentation>
<xs:appinfo xmlns:x="http://www.fixprotocol.org/fixml/metadata.xsd">
<xs:Xref Protocol="FIX" name="MDFullGrp" ComponentType="ImplicitBlockRepeating"/>
<xs:Xref Protocol="ISO_15022_XML"/>
</xs:appinfo>
</xs:annotation>
<xs:sequence>
<xs:group ref="MDFullGrpElements"/>
</xs:sequence>
<xs:attributeGroup ref="MDFullGrpAttributes"/>
</xs:complexType>
<xs:group name="MDIncGrpElements">
<xs:sequence>
<xs:element name="Instrmt" type="Instrument_Block_t" minOccurs="0" />
<xs:element name="Undly" type="UndInstrmtGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="Leg" type="InstrmtLegGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
</xs:sequence>
</xs:group>
<xs:attributeGroup name="MDIncGrpAttributes">
<xs:attribute name="UpdtAct" type="MDUpdateAction_t" use="required"/>
<xs:attribute name="DelRsn" type="DeleteReason_t" use="optional"/>
<xs:attribute name="Typ" type="MDEntryType_t" use="optional"/>
<xs:attribute name="ID" type="MDEntryID_t" use="optional"/>
<xs:attribute name="RefID" type="MDEntryRefID_t" use="optional"/>
<xs:attribute name="FinclStat" type="FinancialStatus_t" use="optional"/>
<xs:attribute name="CorpActn" type="CorporateAction_t" use="optional"/>
<xs:attribute name="Px" type="MDEntryPx_t" use="optional"/>
<xs:attribute name="Ccy" type="Currency_t" use="optional"/>
<xs:attribute name="Sz" type="MDEntrySize_t" use="optional"/>
<xs:attribute name="Dt" type="MDEntryDate_t" use="optional"/>
<xs:attribute name="Tm" type="MDEntryTime_t" use="optional"/>
<xs:attribute name="TickDirctn" type="TickDirection_t" use="optional"/>
<xs:attribute name="Mkt" type="MDMkt_t" use="optional"/>
<xs:attribute name="SesID" type="TradingSessionID_t" use="optional"/>
<xs:attribute name="SesSub" type="TradingSessionSubID_t" use="optional"/>
<xs:attribute name="QCond" type="QuoteCondition_t" use="optional"/>
<xs:attribute name="TrdCond" type="TradeCondition_t" use="optional"/>
<xs:attribute name="Orig" type="MDEntryOriginator_t" use="optional"/>
<xs:attribute name="LctnID" type="LocationID_t" use="optional"/>
<xs:attribute name="DeskID" type="DeskID_t" use="optional"/>
<xs:attribute name="OpenClsSettlFlag" type="OpenCloseSettlFlag_t" use="optional"/>
<xs:attribute name="TmInForce" type="TimeInForce_t" use="optional"/>
<xs:attribute name="ExpireDt" type="ExpireDate_t" use="optional"/>
<xs:attribute name="ExpireTm" type="ExpireTime_t" use="optional"/>
<xs:attribute name="MinQty" type="MinQty_t" use="optional"/>
<xs:attribute name="ExecInst" type="ExecInst_t" use="optional"/>
<xs:attribute name="SellerDays" type="SellerDays_t" use="optional"/>
<xs:attribute name="OrdID" type="OrderID_t" use="optional"/>
<xs:attribute name="EntryID" type="QuoteEntryID_t" use="optional"/>
<xs:attribute name="Buyer" type="MDEntryBuyer_t" use="optional"/>
<xs:attribute name="Seller" type="MDEntrySeller_t" use="optional"/>
<xs:attribute name="NumOfOrds" type="NumberOfOrders_t" use="optional"/>
<xs:attribute name="PosNo" type="MDEntryPositionNo_t" use="optional"/>
<xs:attribute name="Scope" type="Scope_t" use="optional"/>
<xs:attribute name="PxDelta" type="PriceDelta_t" use="optional"/>
<xs:attribute name="NetChgPrevDay" type="NetChgPrevDay_t" use="optional"/>
<xs:attribute name="Txt" type="Text_t" use="optional"/>
<xs:attribute name="EncTxtLen" type="EncodedTextLen_t" use="optional"/>
<xs:attribute name="EncTxt" type="EncodedText_t" use="optional"/>
</xs:attributeGroup>
<xs:complexType name="MDIncGrp_Block_t" final="#all">
<xs:annotation>
<xs:documentation xml:lang="en">MDIncGrp is a component
</xs:documentation>
<xs:appinfo xmlns:x="http://www.fixprotocol.org/fixml/metadata.xsd">
<xs:Xref Protocol="FIX" name="MDIncGrp" ComponentType="ImplicitBlockRepeating"/>
<xs:Xref Protocol="ISO_15022_XML"/>
</xs:appinfo>
</xs:annotation>
<xs:sequence>
<xs:group ref="MDIncGrpElements"/>
</xs:sequence>
<xs:attributeGroup ref="MDIncGrpAttributes"/>
</xs:complexType>
<xs:group name="MDReqGrpElements">
<xs:sequence/>
</xs:group>
<xs:attributeGroup name="MDReqGrpAttributes">
<xs:attribute name="Typ" type="MDEntryType_t" use="required"/>
</xs:attributeGroup>
<xs:complexType name="MDReqGrp_Block_t" final="#all">
<xs:annotation>
<xs:documentation xml:lang="en">MDReqGrp is a component
</xs:documentation>
<xs:appinfo xmlns:x="http://www.fixprotocol.org/fixml/metadata.xsd">
<xs:Xref Protocol="FIX" name="MDReqGrp" ComponentType="ImplicitBlockRepeating"/>
<xs:Xref Protocol="ISO_15022_XML"/>
</xs:appinfo>
</xs:annotation>
<xs:sequence>
<xs:group ref="MDReqGrpElements"/>
</xs:sequence>
<xs:attributeGroup ref="MDReqGrpAttributes"/>
</xs:complexType>
<xs:group name="MDRjctGrpElements">
<xs:sequence/>
</xs:group>
<xs:attributeGroup name="MDRjctGrpAttributes">
<xs:attribute name="AltMDSrcID" type="AltMDSourceID_t" use="optional"/>
</xs:attributeGroup>
<xs:complexType name="MDRjctGrp_Block_t" final="#all">
<xs:annotation>
<xs:documentation xml:lang="en">MDRjctGrp is a component
</xs:documentation>
<xs:appinfo xmlns:x="http://www.fixprotocol.org/fixml/metadata.xsd">
<xs:Xref Protocol="FIX" name="MDRjctGrp" ComponentType="ImplicitBlockRepeating"/>
<xs:Xref Protocol="ISO_15022_XML"/>
</xs:appinfo>
</xs:annotation>
<xs:sequence>
<xs:group ref="MDRjctGrpElements"/>
</xs:sequence>
<xs:attributeGroup ref="MDRjctGrpAttributes"/>
</xs:complexType>
</xs:schema>
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XSD Schema Code: