<!--
Revision: FIXML 4.4 Schema Version - 2003,20041218
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="ExecutionReportElements">
<xs:sequence>
<xs:element name="Pty" type="Parties_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="Contra" type="ContraGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="Instrmt" type="Instrument_Block_t" />
<xs:element name="FinDetls" type="FinancingDetails_Block_t" minOccurs="0" />
<xs:element name="Undly" type="UndInstrmtGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="Stip" type="Stipulations_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="OrdQty" type="OrderQtyData_Block_t" minOccurs="0" />
<xs:element name="PegInstr" type="PegInstructions_Block_t" minOccurs="0" />
<xs:element name="DiscInstr" type="DiscretionInstructions_Block_t" minOccurs="0" />
<xs:element name="Comm" type="CommissionData_Block_t" minOccurs="0" />
<xs:element name="SprdBnchmkCurve" type="SpreadOrBenchmarkCurveData_Block_t" minOccurs="0" />
<xs:element name="Yield" type="YieldData_Block_t" minOccurs="0" />
<xs:element name="ContAmt" type="ContAmtGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="Exec" type="InstrmtLegExecGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="MiscFees" type="MiscFeesGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
</xs:sequence>
</xs:group>
<xs:attributeGroup name="ExecutionReportAttributes">
<xs:attribute name="OrdID" type="OrderID_t" use="required"/>
<xs:attribute name="OrdID2" type="SecondaryOrderID_t" use="optional"/>
<xs:attribute name="ID2" type="SecondaryClOrdID_t" use="optional"/>
<xs:attribute name="ExecID2" type="SecondaryExecID_t" use="optional"/>
<xs:attribute name="ID" type="ClOrdID_t" use="optional"/>
<xs:attribute name="OrigID" type="OrigClOrdID_t" use="optional"/>
<xs:attribute name="LnkID" type="ClOrdLinkID_t" use="optional"/>
<xs:attribute name="RspID" type="QuoteRespID_t" use="optional"/>
<xs:attribute name="StatReqID" type="OrdStatusReqID_t" use="optional"/>
<xs:attribute name="ReqID" type="MassStatusReqID_t" use="optional"/>
<xs:attribute name="TotNumRpts" type="TotNumReports_t" use="optional"/>
<xs:attribute name="LastRptReqed" type="LastRptRequested_t" use="optional"/>
<xs:attribute name="OrignDt" type="TradeOriginationDate_t" use="optional"/>
<xs:attribute name="ListID" type="ListID_t" use="optional"/>
<xs:attribute name="CrssID" type="CrossID_t" use="optional"/>
<xs:attribute name="OrigCrssID" type="OrigCrossID_t" use="optional"/>
<xs:attribute name="CrssTyp" type="CrossType_t" use="optional"/>
<xs:attribute name="ExecID" type="ExecID_t" use="required"/>
<xs:attribute name="ExecRefID" type="ExecRefID_t" use="optional"/>
<xs:attribute name="ExecTyp" type="ExecType_t" use="required"/>
<xs:attribute name="Stat" type="OrdStatus_t" use="required"/>
<xs:attribute name="WorkingInd" type="WorkingIndicator_t" use="optional"/>
<xs:attribute name="RejRsn" type="OrdRejReason_t" use="optional"/>
<xs:attribute name="ExecRstmtRsn" type="ExecRestatementReason_t" use="optional"/>
<xs:attribute name="Acct" type="Account_t" use="optional"/>
<xs:attribute name="AcctIDSrc" type="AcctIDSource_t" use="optional"/>
<xs:attribute name="AcctTyp" type="AccountType_t" use="optional"/>
<xs:attribute name="DayBkngInst" type="DayBookingInst_t" use="optional"/>
<xs:attribute name="BkngUnit" type="BookingUnit_t" use="optional"/>
<xs:attribute name="PreallocMeth" type="PreallocMethod_t" use="optional"/>
<xs:attribute name="SettlTyp" type="SettlType_t" use="optional"/>
<xs:attribute name="SettlDt" type="SettlDate_t" use="optional"/>
<xs:attribute name="CshMgn" type="CashMargin_t" use="optional"/>
<xs:attribute name="ClrFeeInd" type="ClearingFeeIndicator_t" use="optional"/>
<xs:attribute name="Side" type="Side_t" use="required"/>
<xs:attribute name="QtyTyp" type="QtyType_t" use="optional"/>
<xs:attribute name="Typ" type="OrdType_t" use="optional"/>
<xs:attribute name="PxTyp" type="PriceType_t" use="optional"/>
<xs:attribute name="Px" type="Price_t" use="optional"/>
<xs:attribute name="StopPx" type="StopPx_t" use="optional"/>
<xs:attribute name="PeggedPx" type="PeggedPrice_t" use="optional"/>
<xs:attribute name="DsctnPx" type="DiscretionPrice_t" use="optional"/>
<xs:attribute name="TgtStrategy" type="TargetStrategy_t" use="optional"/>
<xs:attribute name="TgtStrategyParameters" type="TargetStrategyParameters_t" use="optional"/>
<xs:attribute name="ParticipationRt" type="ParticipationRate_t" use="optional"/>
<xs:attribute name="TgtStrategyPerformance" type="TargetStrategyPerformance_t" use="optional"/>
<xs:attribute name="Ccy" type="Currency_t" use="optional"/>
<xs:attribute name="ComplianceID" type="ComplianceID_t" use="optional"/>
<xs:attribute name="SolFlag" type="SolicitedFlag_t" use="optional"/>
<xs:attribute name="TmInForce" type="TimeInForce_t" use="optional"/>
<xs:attribute name="EfctvTm" type="EffectiveTime_t" use="optional"/>
<xs:attribute name="ExpireDt" type="ExpireDate_t" use="optional"/>
<xs:attribute name="ExpireTm" type="ExpireTime_t" use="optional"/>
<xs:attribute name="ExecInst" type="ExecInst_t" use="optional"/>
<xs:attribute name="Cpcty" type="OrderCapacity_t" use="optional"/>
<xs:attribute name="Rstctions" type="OrderRestrictions_t" use="optional"/>
<xs:attribute name="CustCpcty" type="CustOrderCapacity_t" use="optional"/>
<xs:attribute name="LastQty" type="LastQty_t" use="optional"/>
<xs:attribute name="UndLastQty" type="UnderlyingLastQty_t" use="optional"/>
<xs:attribute name="LastPx" type="LastPx_t" use="optional"/>
<xs:attribute name="UndLastPx" type="UnderlyingLastPx_t" use="optional"/>
<xs:attribute name="LastParPx" type="LastParPx_t" use="optional"/>
<xs:attribute name="LastSpotRt" type="LastSpotRate_t" use="optional"/>
<xs:attribute name="LastFwdPnts" type="LastForwardPoints_t" use="optional"/>
<xs:attribute name="LastMkt" type="LastMkt_t" use="optional"/>
<xs:attribute name="SesID" type="TradingSessionID_t" use="optional"/>
<xs:attribute name="SesSub" type="TradingSessionSubID_t" use="optional"/>
<xs:attribute name="TmBkt" type="TimeBracket_t" use="optional"/>
<xs:attribute name="LastCpcty" type="LastCapacity_t" use="optional"/>
<xs:attribute name="LeavesQty" type="LeavesQty_t" use="required"/>
<xs:attribute name="CumQty" type="CumQty_t" use="required"/>
<xs:attribute name="AvgPx" type="AvgPx_t" use="required"/>
<xs:attribute name="DayOrdQty" type="DayOrderQty_t" use="optional"/>
<xs:attribute name="DayCumQty" type="DayCumQty_t" use="optional"/>
<xs:attribute name="DayAvgPx" type="DayAvgPx_t" use="optional"/>
<xs:attribute name="GTBkngInst" type="GTBookingInst_t" use="optional"/>
<xs:attribute name="TrdDt" type="TradeDate_t" use="optional"/>
<xs:attribute name="TxnTm" type="TransactTime_t" use="optional"/>
<xs:attribute name="RptToExch" type="ReportToExch_t" use="optional"/>
<xs:attribute name="GrossTrdAmt" type="GrossTradeAmt_t" use="optional"/>
<xs:attribute name="NumDaysInt" type="NumDaysInterest_t" use="optional"/>
<xs:attribute name="ExDt" type="ExDate_t" use="optional"/>
<xs:attribute name="AcrdIntRt" type="AccruedInterestRate_t" use="optional"/>
<xs:attribute name="AcrdIntAmt" type="AccruedInterestAmt_t" use="optional"/>
<xs:attribute name="IntAtMat" type="InterestAtMaturity_t" use="optional"/>
<xs:attribute name="EndAcrdIntAmt" type="EndAccruedInterestAmt_t" use="optional"/>
<xs:attribute name="StartCsh" type="StartCash_t" use="optional"/>
<xs:attribute name="EndCsh" type="EndCash_t" use="optional"/>
<xs:attribute name="TrddFlatSwitch" type="TradedFlatSwitch_t" use="optional"/>
<xs:attribute name="BasisFeatureDt" type="BasisFeatureDate_t" use="optional"/>
<xs:attribute name="BasisFeaturePx" type="BasisFeaturePrice_t" use="optional"/>
<xs:attribute name="Concession" type="Concession_t" use="optional"/>
<xs:attribute name="TotTakedown" type="TotalTakedown_t" use="optional"/>
<xs:attribute name="NetMny" type="NetMoney_t" use="optional"/>
<xs:attribute name="SettlCurrAmt" type="SettlCurrAmt_t" use="optional"/>
<xs:attribute name="SettlCcy" type="SettlCurrency_t" use="optional"/>
<xs:attribute name="SettlCurrFxRt" type="SettlCurrFxRate_t" use="optional"/>
<xs:attribute name="SettlCurrFxRtCalc" type="SettlCurrFxRateCalc_t" use="optional"/>
<xs:attribute name="HandlInst" type="HandlInst_t" use="optional"/>
<xs:attribute name="MinQty" type="MinQty_t" use="optional"/>
<xs:attribute name="MaxFloor" type="MaxFloor_t" use="optional"/>
<xs:attribute name="PosEfct" type="PositionEffect_t" use="optional"/>
<xs:attribute name="MaxShow" type="MaxShow_t" use="optional"/>
<xs:attribute name="BkngTyp" type="BookingType_t" use="optional"/>
<xs:attribute name="Txt" type="Text_t" use="optional"/>
<xs:attribute name="EncTxtLen" type="EncodedTextLen_t" use="optional"/>
<xs:attribute name="EncTxt" type="EncodedText_t" use="optional"/>
<xs:attribute name="SettlDt2" type="SettlDate2_t" use="optional"/>
<xs:attribute name="Qty2" type="OrderQty2_t" use="optional"/>
<xs:attribute name="LastFwdPnts2" type="LastForwardPoints2_t" use="optional"/>
<xs:attribute name="MLEGRptTyp" type="MultiLegReportingType_t" use="optional"/>
<xs:attribute name="CxllationRights" type="CancellationRights_t" use="optional"/>
<xs:attribute name="MnyLaunderingStat" type="MoneyLaunderingStatus_t" use="optional"/>
<xs:attribute name="RegistID" type="RegistID_t" use="optional"/>
<xs:attribute name="Designation" type="Designation_t" use="optional"/>
<xs:attribute name="TransBkdTm" type="TransBkdTime_t" use="optional"/>
<xs:attribute name="ExecValuationPoint" type="ExecValuationPoint_t" use="optional"/>
<xs:attribute name="ExecPxTyp" type="ExecPriceType_t" use="optional"/>
<xs:attribute name="ExecPxAdjment" type="ExecPriceAdjustment_t" use="optional"/>
<xs:attribute name="PriInd" type="PriorityIndicator_t" use="optional"/>
<xs:attribute name="PxImprvmnt" type="PriceImprovement_t" use="optional"/>
<xs:attribute name="LastLqdtyInd" type="LastLiquidityInd_t" use="optional"/>
<xs:attribute name="CopyMsgInd" type="CopyMsgIndicator_t" use="optional"/>
</xs:attributeGroup>
<xs:complexType name="ExecutionReport_message_t" final="#all">
<xs:annotation>
<xs:documentation xml:lang="en">ExecutionReport can be found in Volume4 of the specification
</xs:documentation>
<xs:appinfo xmlns:x="http://www.fixprotocol.org/fixml/metadata.xsd">
<xs:Xref Protocol="FIX" name="ExecutionReport" 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="ExecutionReportElements"/>
</xs:sequence>
<xs:attributeGroup ref="ExecutionReportAttributes"/>
</xs:extension>
</xs:complexContent>
</xs:complexType>
<xs:element name="ExecRpt" type="ExecutionReport_message_t" substitutionGroup="Message" final="#all"/>
<xs:group name="OrderCancelRejectElements">
<xs:sequence/>
</xs:group>
<xs:attributeGroup name="OrderCancelRejectAttributes">
<xs:attribute name="OrdID" type="OrderID_t" use="required"/>
<xs:attribute name="OrdID2" type="SecondaryOrderID_t" use="optional"/>
<xs:attribute name="ID2" type="SecondaryClOrdID_t" use="optional"/>
<xs:attribute name="ID" type="ClOrdID_t" use="required"/>
<xs:attribute name="LnkID" type="ClOrdLinkID_t" use="optional"/>
<xs:attribute name="OrigID" type="OrigClOrdID_t" use="required"/>
<xs:attribute name="Stat" type="OrdStatus_t" use="required"/>
<xs:attribute name="WorkingInd" type="WorkingIndicator_t" use="optional"/>
<xs:attribute name="OrigOrdModTm" type="OrigOrdModTime_t" use="optional"/>
<xs:attribute name="ListID" type="ListID_t" use="optional"/>
<xs:attribute name="Acct" type="Account_t" use="optional"/>
<xs:attribute name="AcctIDSrc" type="AcctIDSource_t" use="optional"/>
<xs:attribute name="AcctTyp" type="AccountType_t" use="optional"/>
<xs:attribute name="OrignDt" type="TradeOriginationDate_t" use="optional"/>
<xs:attribute name="TrdDt" type="TradeDate_t" use="optional"/>
<xs:attribute name="TxnTm" type="TransactTime_t" use="optional"/>
<xs:attribute name="CxlRejRspTo" type="CxlRejResponseTo_t" use="required"/>
<xs:attribute name="CxlRejRsn" type="CxlRejReason_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="OrderCancelReject_message_t" final="#all">
<xs:annotation>
<xs:documentation xml:lang="en">OrderCancelReject can be found in Volume4 of the specification
</xs:documentation>
<xs:appinfo xmlns:x="http://www.fixprotocol.org/fixml/metadata.xsd">
<xs:Xref Protocol="FIX" name="OrderCancelReject" 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="OrderCancelRejectElements"/>
</xs:sequence>
<xs:attributeGroup ref="OrderCancelRejectAttributes"/>
</xs:extension>
</xs:complexContent>
</xs:complexType>
<xs:element name="OrdCxlRej" type="OrderCancelReject_message_t" substitutionGroup="Message" final="#all"/>
<xs:group name="NewOrderSingleElements">
<xs:sequence>
<xs:element name="Pty" type="Parties_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="PreAll" type="PreAllocGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="TrdSes" type="TrdgSesGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="Instrmt" type="Instrument_Block_t" />
<xs:element name="FinDetls" type="FinancingDetails_Block_t" minOccurs="0" />
<xs:element name="Undly" type="UndInstrmtGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="Stip" type="Stipulations_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="OrdQty" type="OrderQtyData_Block_t" />
<xs:element name="SprdBnchmkCurve" type="SpreadOrBenchmarkCurveData_Block_t" minOccurs="0" />
<xs:element name="Yield" type="YieldData_Block_t" minOccurs="0" />
<xs:element name="Comm" type="CommissionData_Block_t" minOccurs="0" />
<xs:element name="PegInstr" type="PegInstructions_Block_t" minOccurs="0" />
<xs:element name="DiscInstr" type="DiscretionInstructions_Block_t" minOccurs="0" />
</xs:sequence>
</xs:group>
<xs:attributeGroup name="NewOrderSingleAttributes">
<xs:attribute name="ID" type="ClOrdID_t" use="required"/>
<xs:attribute name="ID2" type="SecondaryClOrdID_t" use="optional"/>
<xs:attribute name="LnkID" type="ClOrdLinkID_t" use="optional"/>
<xs:attribute name="OrignDt" type="TradeOriginationDate_t" use="optional"/>
<xs:attribute name="TrdDt" type="TradeDate_t" use="optional"/>
<xs:attribute name="Acct" type="Account_t" use="optional"/>
<xs:attribute name="AcctIDSrc" type="AcctIDSource_t" use="optional"/>
<xs:attribute name="AcctTyp" type="AccountType_t" use="optional"/>
<xs:attribute name="DayBkngInst" type="DayBookingInst_t" use="optional"/>
<xs:attribute name="BkngUnit" type="BookingUnit_t" use="optional"/>
<xs:attribute name="PreallocMeth" type="PreallocMethod_t" use="optional"/>
<xs:attribute name="AllocID" type="AllocID_t" use="optional"/>
<xs:attribute name="SettlTyp" type="SettlType_t" use="optional"/>
<xs:attribute name="SettlDt" type="SettlDate_t" use="optional"/>
<xs:attribute name="CshMgn" type="CashMargin_t" use="optional"/>
<xs:attribute name="ClrFeeInd" type="ClearingFeeIndicator_t" use="optional"/>
<xs:attribute name="HandlInst" type="HandlInst_t" use="optional"/>
<xs:attribute name="ExecInst" type="ExecInst_t" use="optional"/>
<xs:attribute name="MinQty" type="MinQty_t" use="optional"/>
<xs:attribute name="MaxFloor" type="MaxFloor_t" use="optional"/>
<xs:attribute name="ExDest" type="ExDestination_t" use="optional"/>
<xs:attribute name="ProcCode" type="ProcessCode_t" use="optional"/>
<xs:attribute name="PrevClsPx" type="PrevClosePx_t" use="optional"/>
<xs:attribute name="Side" type="Side_t" use="required"/>
<xs:attribute name="LocReqd" type="LocateReqd_t" use="optional"/>
<xs:attribute name="TxnTm" type="TransactTime_t" use="required"/>
<xs:attribute name="QtyTyp" type="QtyType_t" use="optional"/>
<xs:attribute name="Typ" type="OrdType_t" use="required"/>
<xs:attribute name="PxTyp" type="PriceType_t" use="optional"/>
<xs:attribute name="Px" type="Price_t" use="optional"/>
<xs:attribute name="StopPx" type="StopPx_t" use="optional"/>
<xs:attribute name="Ccy" type="Currency_t" use="optional"/>
<xs:attribute name="ComplianceID" type="ComplianceID_t" use="optional"/>
<xs:attribute name="SolFlag" type="SolicitedFlag_t" use="optional"/>
<xs:attribute name="IOIID" type="IOIID_t" use="optional"/>
<xs:attribute name="QID" type="QuoteID_t" use="optional"/>
<xs:attribute name="TmInForce" type="TimeInForce_t" use="optional"/>
<xs:attribute name="EfctvTm" type="EffectiveTime_t" use="optional"/>
<xs:attribute name="ExpireDt" type="ExpireDate_t" use="optional"/>
<xs:attribute name="ExpireTm" type="ExpireTime_t" use="optional"/>
<xs:attribute name="GTBkngInst" type="GTBookingInst_t" use="optional"/>
<xs:attribute name="Cpcty" type="OrderCapacity_t" use="optional"/>
<xs:attribute name="Rstctions" type="OrderRestrictions_t" use="optional"/>
<xs:attribute name="CustCpcty" type="CustOrderCapacity_t" use="optional"/>
<xs:attribute name="ForexReq" type="ForexReq_t" use="optional"/>
<xs:attribute name="SettlCcy" type="SettlCurrency_t" use="optional"/>
<xs:attribute name="BkngTyp" type="BookingType_t" use="optional"/>
<xs:attribute name="Txt" type="Text_t" use="optional"/>
<xs:attribute name="EncTxtLen" type="EncodedTextLen_t" use="optional"/>
<xs:attribute name="EncTxt" type="EncodedText_t" use="optional"/>
<xs:attribute name="SettlDt2" type="SettlDate2_t" use="optional"/>
<xs:attribute name="Qty2" type="OrderQty2_t" use="optional"/>
<xs:attribute name="Px2" type="Price2_t" use="optional"/>
<xs:attribute name="PosEfct" type="PositionEffect_t" use="optional"/>
<xs:attribute name="Covered" type="CoveredOrUncovered_t" use="optional"/>
<xs:attribute name="MaxShow" type="MaxShow_t" use="optional"/>
<xs:attribute name="TgtStrategy" type="TargetStrategy_t" use="optional"/>
<xs:attribute name="TgtStrategyParameters" type="TargetStrategyParameters_t" use="optional"/>
<xs:attribute name="ParticipationRt" type="ParticipationRate_t" use="optional"/>
<xs:attribute name="CxllationRights" type="CancellationRights_t" use="optional"/>
<xs:attribute name="MnyLaunderingStat" type="MoneyLaunderingStatus_t" use="optional"/>
<xs:attribute name="RegistID" type="RegistID_t" use="optional"/>
<xs:attribute name="Designation" type="Designation_t" use="optional"/>
</xs:attributeGroup>
<xs:complexType name="NewOrderSingle_message_t" final="#all">
<xs:annotation>
<xs:documentation xml:lang="en">NewOrderSingle can be found in Volume4 of the specification
</xs:documentation>
<xs:appinfo xmlns:x="http://www.fixprotocol.org/fixml/metadata.xsd">
<xs:Xref Protocol="FIX" name="NewOrderSingle" 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="NewOrderSingleElements"/>
</xs:sequence>
<xs:attributeGroup ref="NewOrderSingleAttributes"/>
</xs:extension>
</xs:complexContent>
</xs:complexType>
<xs:element name="Order" type="NewOrderSingle_message_t" substitutionGroup="Message" final="#all"/>
<xs:group name="OrderCancelRequestElements">
<xs:sequence>
<xs:element name="Pty" type="Parties_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="Instrmt" type="Instrument_Block_t" />
<xs:element name="FinDetls" type="FinancingDetails_Block_t" minOccurs="0" />
<xs:element name="Undly" type="UndInstrmtGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="OrdQty" type="OrderQtyData_Block_t" />
</xs:sequence>
</xs:group>
<xs:attributeGroup name="OrderCancelRequestAttributes">
<xs:attribute name="OrigID" type="OrigClOrdID_t" use="required"/>
<xs:attribute name="OrdID" type="OrderID_t" use="optional"/>
<xs:attribute name="ID" type="ClOrdID_t" use="required"/>
<xs:attribute name="ID2" type="SecondaryClOrdID_t" use="optional"/>
<xs:attribute name="LnkID" type="ClOrdLinkID_t" use="optional"/>
<xs:attribute name="ListID" type="ListID_t" use="optional"/>
<xs:attribute name="OrigOrdModTm" type="OrigOrdModTime_t" use="optional"/>
<xs:attribute name="Acct" type="Account_t" use="optional"/>
<xs:attribute name="AcctIDSrc" type="AcctIDSource_t" use="optional"/>
<xs:attribute name="AcctTyp" type="AccountType_t" use="optional"/>
<xs:attribute name="Side" type="Side_t" use="required"/>
<xs:attribute name="TxnTm" type="TransactTime_t" use="required"/>
<xs:attribute name="ComplianceID" type="ComplianceID_t" use="optional"/>
<xs:attribute name="Txt" type="Text_t" use="optional"/>
<xs:attribute name="EncTxtLen" type="EncodedTextLen_t" use="optional"/>
<xs:attribute name="EncTxt" type="EncodedText_t" use="optional"/>
</xs:attributeGroup>
<xs:complexType name="OrderCancelRequest_message_t" final="#all">
<xs:annotation>
<xs:documentation xml:lang="en">OrderCancelRequest can be found in Volume4 of the specification
</xs:documentation>
<xs:appinfo xmlns:x="http://www.fixprotocol.org/fixml/metadata.xsd">
<xs:Xref Protocol="FIX" name="OrderCancelRequest" 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="OrderCancelRequestElements"/>
</xs:sequence>
<xs:attributeGroup ref="OrderCancelRequestAttributes"/>
</xs:extension>
</xs:complexContent>
</xs:complexType>
<xs:element name="OrdCxlReq" type="OrderCancelRequest_message_t" substitutionGroup="Message" final="#all"/>
<xs:group name="OrderCancelReplaceRequestElements">
<xs:sequence>
<xs:element name="Pty" type="Parties_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="PreAll" type="PreAllocGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="TrdSes" type="TrdgSesGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="Instrmt" type="Instrument_Block_t" />
<xs:element name="FinDetls" type="FinancingDetails_Block_t" minOccurs="0" />
<xs:element name="Undly" type="UndInstrmtGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="OrdQty" type="OrderQtyData_Block_t" />
<xs:element name="SprdBnchmkCurve" type="SpreadOrBenchmarkCurveData_Block_t" minOccurs="0" />
<xs:element name="Yield" type="YieldData_Block_t" minOccurs="0" />
<xs:element name="PegInstr" type="PegInstructions_Block_t" minOccurs="0" />
<xs:element name="DiscInstr" type="DiscretionInstructions_Block_t" minOccurs="0" />
<xs:element name="Comm" type="CommissionData_Block_t" minOccurs="0" />
</xs:sequence>
</xs:group>
<xs:attributeGroup name="OrderCancelReplaceRequestAttributes">
<xs:attribute name="OrdID" type="OrderID_t" use="optional"/>
<xs:attribute name="OrignDt" type="TradeOriginationDate_t" use="optional"/>
<xs:attribute name="TrdDt" type="TradeDate_t" use="optional"/>
<xs:attribute name="OrigID" type="OrigClOrdID_t" use="required"/>
<xs:attribute name="ID" type="ClOrdID_t" use="required"/>
<xs:attribute name="ID2" type="SecondaryClOrdID_t" use="optional"/>
<xs:attribute name="LnkID" type="ClOrdLinkID_t" use="optional"/>
<xs:attribute name="ListID" type="ListID_t" use="optional"/>
<xs:attribute name="OrigOrdModTm" type="OrigOrdModTime_t" use="optional"/>
<xs:attribute name="Acct" type="Account_t" use="optional"/>
<xs:attribute name="AcctIDSrc" type="AcctIDSource_t" use="optional"/>
<xs:attribute name="AcctTyp" type="AccountType_t" use="optional"/>
<xs:attribute name="DayBkngInst" type="DayBookingInst_t" use="optional"/>
<xs:attribute name="BkngUnit" type="BookingUnit_t" use="optional"/>
<xs:attribute name="PreallocMeth" type="PreallocMethod_t" use="optional"/>
<xs:attribute name="AllocID" type="AllocID_t" use="optional"/>
<xs:attribute name="SettlTyp" type="SettlType_t" use="optional"/>
<xs:attribute name="SettlDt" type="SettlDate_t" use="optional"/>
<xs:attribute name="CshMgn" type="CashMargin_t" use="optional"/>
<xs:attribute name="ClrFeeInd" type="ClearingFeeIndicator_t" use="optional"/>
<xs:attribute name="HandlInst" type="HandlInst_t" use="optional"/>
<xs:attribute name="ExecInst" type="ExecInst_t" use="optional"/>
<xs:attribute name="MinQty" type="MinQty_t" use="optional"/>
<xs:attribute name="MaxFloor" type="MaxFloor_t" use="optional"/>
<xs:attribute name="ExDest" type="ExDestination_t" use="optional"/>
<xs:attribute name="Side" type="Side_t" use="required"/>
<xs:attribute name="TxnTm" type="TransactTime_t" use="required"/>
<xs:attribute name="QtyTyp" type="QtyType_t" use="optional"/>
<xs:attribute name="Typ" type="OrdType_t" use="required"/>
<xs:attribute name="PxTyp" type="PriceType_t" use="optional"/>
<xs:attribute name="Px" type="Price_t" use="optional"/>
<xs:attribute name="StopPx" type="StopPx_t" use="optional"/>
<xs:attribute name="TgtStrategy" type="TargetStrategy_t" use="optional"/>
<xs:attribute name="TgtStrategyParameters" type="TargetStrategyParameters_t" use="optional"/>
<xs:attribute name="ParticipationRt" type="ParticipationRate_t" use="optional"/>
<xs:attribute name="ComplianceID" type="ComplianceID_t" use="optional"/>
<xs:attribute name="SolFlag" type="SolicitedFlag_t" use="optional"/>
<xs:attribute name="Ccy" type="Currency_t" use="optional"/>
<xs:attribute name="TmInForce" type="TimeInForce_t" use="optional"/>
<xs:attribute name="EfctvTm" type="EffectiveTime_t" use="optional"/>
<xs:attribute name="ExpireDt" type="ExpireDate_t" use="optional"/>
<xs:attribute name="ExpireTm" type="ExpireTime_t" use="optional"/>
<xs:attribute name="GTBkngInst" type="GTBookingInst_t" use="optional"/>
<xs:attribute name="Cpcty" type="OrderCapacity_t" use="optional"/>
<xs:attribute name="Rstctions" type="OrderRestrictions_t" use="optional"/>
<xs:attribute name="CustCpcty" type="CustOrderCapacity_t" use="optional"/>
<xs:attribute name="ForexReq" type="ForexReq_t" use="optional"/>
<xs:attribute name="SettlCcy" type="SettlCurrency_t" use="optional"/>
<xs:attribute name="BkngTyp" type="BookingType_t" use="optional"/>
<xs:attribute name="Txt" type="Text_t" use="optional"/>
<xs:attribute name="EncTxtLen" type="EncodedTextLen_t" use="optional"/>
<xs:attribute name="EncTxt" type="EncodedText_t" use="optional"/>
<xs:attribute name="SettlDt2" type="SettlDate2_t" use="optional"/>
<xs:attribute name="Qty2" type="OrderQty2_t" use="optional"/>
<xs:attribute name="Px2" type="Price2_t" use="optional"/>
<xs:attribute name="PosEfct" type="PositionEffect_t" use="optional"/>
<xs:attribute name="Covered" type="CoveredOrUncovered_t" use="optional"/>
<xs:attribute name="MaxShow" type="MaxShow_t" use="optional"/>
<xs:attribute name="LocReqd" type="LocateReqd_t" use="optional"/>
<xs:attribute name="CxllationRights" type="CancellationRights_t" use="optional"/>
<xs:attribute name="MnyLaunderingStat" type="MoneyLaunderingStatus_t" use="optional"/>
<xs:attribute name="RegistID" type="RegistID_t" use="optional"/>
<xs:attribute name="Designation" type="Designation_t" use="optional"/>
</xs:attributeGroup>
<xs:complexType name="OrderCancelReplaceRequest_message_t" final="#all">
<xs:annotation>
<xs:documentation xml:lang="en">OrderCancelReplaceRequest can be found in Volume4 of the specification
</xs:documentation>
<xs:appinfo xmlns:x="http://www.fixprotocol.org/fixml/metadata.xsd">
<xs:Xref Protocol="FIX" name="OrderCancelReplaceRequest" 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="OrderCancelReplaceRequestElements"/>
</xs:sequence>
<xs:attributeGroup ref="OrderCancelReplaceRequestAttributes"/>
</xs:extension>
</xs:complexContent>
</xs:complexType>
<xs:element name="OrdCxlRplcReq" type="OrderCancelReplaceRequest_message_t" substitutionGroup="Message" final="#all"/>
<xs:group name="OrderStatusRequestElements">
<xs:sequence>
<xs:element name="Pty" type="Parties_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="Instrmt" type="Instrument_Block_t" />
<xs:element name="FinDetls" type="FinancingDetails_Block_t" minOccurs="0" />
<xs:element name="Undly" type="UndInstrmtGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
</xs:sequence>
</xs:group>
<xs:attributeGroup name="OrderStatusRequestAttributes">
<xs:attribute name="OrdID" type="OrderID_t" use="optional"/>
<xs:attribute name="ID" type="ClOrdID_t" use="required"/>
<xs:attribute name="ID2" type="SecondaryClOrdID_t" use="optional"/>
<xs:attribute name="LnkID" type="ClOrdLinkID_t" use="optional"/>
<xs:attribute name="StatReqID" type="OrdStatusReqID_t" use="optional"/>
<xs:attribute name="Acct" type="Account_t" use="optional"/>
<xs:attribute name="AcctIDSrc" type="AcctIDSource_t" use="optional"/>
<xs:attribute name="Side" type="Side_t" use="required"/>
</xs:attributeGroup>
<xs:complexType name="OrderStatusRequest_message_t" final="#all">
<xs:annotation>
<xs:documentation xml:lang="en">OrderStatusRequest can be found in Volume4 of the specification
</xs:documentation>
<xs:appinfo xmlns:x="http://www.fixprotocol.org/fixml/metadata.xsd">
<xs:Xref Protocol="FIX" name="OrderStatusRequest" 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="OrderStatusRequestElements"/>
</xs:sequence>
<xs:attributeGroup ref="OrderStatusRequestAttributes"/>
</xs:extension>
</xs:complexContent>
</xs:complexType>
<xs:element name="OrdStatReq" type="OrderStatusRequest_message_t" substitutionGroup="Message" final="#all"/>
<xs:group name="DontKnowTradeDKElements">
<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="OrdQty" type="OrderQtyData_Block_t" />
</xs:sequence>
</xs:group>
<xs:attributeGroup name="DontKnowTradeDKAttributes">
<xs:attribute name="OrdID" type="OrderID_t" use="required"/>
<xs:attribute name="OrdID2" type="SecondaryOrderID_t" use="optional"/>
<xs:attribute name="ExecID" type="ExecID_t" use="required"/>
<xs:attribute name="DkRsn" type="DKReason_t" use="required"/>
<xs:attribute name="Side" type="Side_t" use="required"/>
<xs:attribute name="LastQty" type="LastQty_t" use="optional"/>
<xs:attribute name="LastPx" type="LastPx_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="DontKnowTradeDK_message_t" final="#all">
<xs:annotation>
<xs:documentation xml:lang="en">DontKnowTradeDK can be found in Volume4 of the specification
</xs:documentation>
<xs:appinfo xmlns:x="http://www.fixprotocol.org/fixml/metadata.xsd">
<xs:Xref Protocol="FIX" name="DontKnowTradeDK" 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="DontKnowTradeDKElements"/>
</xs:sequence>
<xs:attributeGroup ref="DontKnowTradeDKAttributes"/>
</xs:extension>
</xs:complexContent>
</xs:complexType>
<xs:element name="DkTrd" type="DontKnowTradeDK_message_t" substitutionGroup="Message" final="#all"/>
<xs:group name="OrderMassCancelRequestElements">
<xs:sequence>
<xs:element name="Instrmt" type="Instrument_Block_t" minOccurs="0" />
<xs:element name="Undly" type="UnderlyingInstrument_Block_t" minOccurs="0" />
</xs:sequence>
</xs:group>
<xs:attributeGroup name="OrderMassCancelRequestAttributes">
<xs:attribute name="ID" type="ClOrdID_t" use="required"/>
<xs:attribute name="ID2" type="SecondaryClOrdID_t" use="optional"/>
<xs:attribute name="ReqTyp" type="MassCancelRequestType_t" use="required"/>
<xs:attribute name="SesID" type="TradingSessionID_t" use="optional"/>
<xs:attribute name="SesSub" type="TradingSessionSubID_t" use="optional"/>
<xs:attribute name="Side" type="Side_t" use="optional"/>
<xs:attribute name="TxnTm" type="TransactTime_t" use="required"/>
<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="OrderMassCancelRequest_message_t" final="#all">
<xs:annotation>
<xs:documentation xml:lang="en">OrderMassCancelRequest can be found in Volume4 of the specification
</xs:documentation>
<xs:appinfo xmlns:x="http://www.fixprotocol.org/fixml/metadata.xsd">
<xs:Xref Protocol="FIX" name="OrderMassCancelRequest" 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="OrderMassCancelRequestElements"/>
</xs:sequence>
<xs:attributeGroup ref="OrderMassCancelRequestAttributes"/>
</xs:extension>
</xs:complexContent>
</xs:complexType>
<xs:element name="OrdMassCxlReq" type="OrderMassCancelRequest_message_t" substitutionGroup="Message" final="#all"/>
<xs:group name="OrderMassCancelReportElements">
<xs:sequence>
<xs:element name="AffectOrd" type="AffectedOrdGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="Instrmt" type="Instrument_Block_t" minOccurs="0" />
<xs:element name="Undly" type="UnderlyingInstrument_Block_t" minOccurs="0" />
</xs:sequence>
</xs:group>
<xs:attributeGroup name="OrderMassCancelReportAttributes">
<xs:attribute name="ID" type="ClOrdID_t" use="optional"/>
<xs:attribute name="ID2" type="SecondaryClOrdID_t" use="optional"/>
<xs:attribute name="OrdID" type="OrderID_t" use="required"/>
<xs:attribute name="OrdID2" type="SecondaryOrderID_t" use="optional"/>
<xs:attribute name="ReqTyp" type="MassCancelRequestType_t" use="required"/>
<xs:attribute name="Rsp" type="MassCancelResponse_t" use="required"/>
<xs:attribute name="RejRsn" type="MassCancelRejectReason_t" use="optional"/>
<xs:attribute name="TotAffctdOrds" type="TotalAffectedOrders_t" use="optional"/>
<xs:attribute name="SesID" type="TradingSessionID_t" use="optional"/>
<xs:attribute name="SesSub" type="TradingSessionSubID_t" use="optional"/>
<xs:attribute name="Side" type="Side_t" use="optional"/>
<xs:attribute name="TxnTm" type="TransactTime_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="OrderMassCancelReport_message_t" final="#all">
<xs:annotation>
<xs:documentation xml:lang="en">OrderMassCancelReport can be found in Volume4 of the specification
</xs:documentation>
<xs:appinfo xmlns:x="http://www.fixprotocol.org/fixml/metadata.xsd">
<xs:Xref Protocol="FIX" name="OrderMassCancelReport" 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="OrderMassCancelReportElements"/>
</xs:sequence>
<xs:attributeGroup ref="OrderMassCancelReportAttributes"/>
</xs:extension>
</xs:complexContent>
</xs:complexType>
<xs:element name="OrdMassCxlRpt" type="OrderMassCancelReport_message_t" substitutionGroup="Message" final="#all"/>
<xs:group name="OrderMassStatusRequestElements">
<xs:sequence>
<xs:element name="Pty" type="Parties_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="Instrmt" type="Instrument_Block_t" minOccurs="0" />
<xs:element name="Undly" type="UnderlyingInstrument_Block_t" minOccurs="0" />
</xs:sequence>
</xs:group>
<xs:attributeGroup name="OrderMassStatusRequestAttributes">
<xs:attribute name="ReqID" type="MassStatusReqID_t" use="required"/>
<xs:attribute name="ReqTyp" type="MassStatusReqType_t" use="required"/>
<xs:attribute name="Acct" type="Account_t" use="optional"/>
<xs:attribute name="AcctIDSrc" type="AcctIDSource_t" use="optional"/>
<xs:attribute name="SesID" type="TradingSessionID_t" use="optional"/>
<xs:attribute name="SesSub" type="TradingSessionSubID_t" use="optional"/>
<xs:attribute name="Side" type="Side_t" use="optional"/>
</xs:attributeGroup>
<xs:complexType name="OrderMassStatusRequest_message_t" final="#all">
<xs:annotation>
<xs:documentation xml:lang="en">OrderMassStatusRequest can be found in Volume4 of the specification
</xs:documentation>
<xs:appinfo xmlns:x="http://www.fixprotocol.org/fixml/metadata.xsd">
<xs:Xref Protocol="FIX" name="OrderMassStatusRequest" 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="OrderMassStatusRequestElements"/>
</xs:sequence>
<xs:attributeGroup ref="OrderMassStatusRequestAttributes"/>
</xs:extension>
</xs:complexContent>
</xs:complexType>
<xs:element name="OrdMassStatReq" type="OrderMassStatusRequest_message_t" substitutionGroup="Message" final="#all"/>
<xs:group name="AffectedOrdGrpElements">
<xs:sequence/>
</xs:group>
<xs:attributeGroup name="AffectedOrdGrpAttributes">
<xs:attribute name="OrigID" type="OrigClOrdID_t" use="optional"/>
<xs:attribute name="AffctdOrdID" type="AffectedOrderID_t" use="optional"/>
<xs:attribute name="AffctdScndOrdID" type="AffectedSecondaryOrderID_t" use="optional"/>
</xs:attributeGroup>
<xs:complexType name="AffectedOrdGrp_Block_t" final="#all">
<xs:annotation>
<xs:documentation xml:lang="en">AffectedOrdGrp is a component
</xs:documentation>
<xs:appinfo xmlns:x="http://www.fixprotocol.org/fixml/metadata.xsd">
<xs:Xref Protocol="FIX" name="AffectedOrdGrp" ComponentType="ImplicitBlockRepeating"/>
<xs:Xref Protocol="ISO_15022_XML"/>
</xs:appinfo>
</xs:annotation>
<xs:sequence>
<xs:group ref="AffectedOrdGrpElements"/>
</xs:sequence>
<xs:attributeGroup ref="AffectedOrdGrpAttributes"/>
</xs:complexType>
</xs:schema>
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XSD Schema Code: