FIX 5.0 XML Files - Market Data Gateway

Both FIX50SP2.xml and FIXT11.xml files are available below:

FIX50SP2.xml

<fix major='5' type='FIX' servicepack='2' minor='0'>
 <header />
  <!-- CONFIDENTIAL TECHNICAL INFORMATION - NOT FOR DISTRIBUTION -->
 <!-- Copyright 2024 Connamara Technologies, Inc. -->
 <!-- All Rights Reserved -->
 <messages>
  <message name='MarketDataRequest' msgcat='app' msgtype='V'>
   <field name='MDReqID' required='Y' />
   <field name='SubscriptionRequestType' required='Y' />
   <field name='MarketDepth' required='Y' />
   <component name='MDReqGrp' required='N'/>
   <!-- InstrmtMDReqGrp component, but only the parts we want -->
   <group name='NoRelatedSym' required='Y'>
       <component name='Instrument' required='Y' />
   </group>
  </message>
  <message name='MarketDataSnapshotFullRefresh' msgcat='app' msgtype='W'>
   <field name='MDReqID' required='N' />
   <component name='Instrument' required='Y' />
   <component name='MDFullGrp' required='Y' />
  </message>
  <message name='MarketDataIncrementalRefresh' msgcat='app' msgtype='X'>
   <field name='MDReqID' required='N' />
   <component name='MDIncGrp' required='Y' />
  </message>
  <message name='BusinessMessageReject' msgcat='app' msgtype='j'>
   <field name='RefSeqNum' required='N'/>
   <field name='RefMsgType' required='Y' />
   <field name='BusinessRejectRefID' required='N' />
   <field name='BusinessRejectReason' required='Y' />
   <field name='Text' required='N' />
  </message>
  <message name='SecurityListRequest' msgcat='app' msgtype='x'>
   <field name='SecurityReqID' required='Y' />
   <field name='SecurityListRequestType' required='Y' />
   <component name='Instrument' required='N' />
   <field name='TradingSessionID' required='N' />
   <field name='Text' required='N' />
  </message>
  <message name='SecurityList' msgcat='app' msgtype='y'>
   <field name='SecurityReqID' required='Y' />
   <field name='SecurityResponseID' required='Y' />
   <field name='SecurityRequestResult' required='Y' />
   <component name='SecListGrp' required='N' />
  </message>
 </messages>
 <trailer />
 <components>
  <component name='MDReqGrp'>
   <group name='NoMDEntryTypes' required='Y'>
    <field name='MDEntryType' required='Y' />
   </group>
  </component>
  <component name='Instrument'>
   <field name='Symbol' required='N' />
   <field name='SecurityID' required='N' />
   <field name='SecurityIDSource' required='N' />
   <field name='Product' required='N' />
   <field name='SecurityType' required='N' />
   <field name='SecuritySubType' required='N' />
   <field name='MaturityDate' required='N' />
   <field name='StrikePrice' required='N' />
   <field name='ContractMultiplier' required='N' />
   <component name='EvntGrp' required='N' />
   <field name='MinPriceIncrement' required='N' />
   <field name='SecurityGroup' required='N' />
   <field name='PutOrCall' required='N' />
   <field name='CorporateAction' required='N' />
  </component>
  <component name='InstrumentLeg'>
   <field name='LegSymbol' required='N' />
   <field name='LegSecurityID' required='N' />
   <field name='LegSecurityIDSource' required='N' />
   <field name='LegSecurityType' required='N' />
   <field name='LegSecuritySubType' required='N' />
   <field name='LegRatioQty' required='N' />
   <field name='LegMaturityDate' required='N' />
   <field name='LegStrikePrice' required='N' />
   <field name='LegSide' required='N' />
   <field name='LegPutOrCall' required='N' />
  </component>
  <component name='MDFullGrp'>
   <group name='NoMDEntries' required='Y'>
    <field name='MDEntryType' required='Y' />
    <field name='MDEntryPx' required='N' />
    <field name='Currency' required='N' />
    <field name='MDEntrySize' required='N' />
    <field name='MDEntryDate' required='N' />
    <field name='MDEntryTime' required='N' />
    <field name='TradingSessionID' required='N' />
    <field name='LocationID' required='N' />
    <field name='OpenCloseSettlFlag' required='N' />
    <field name='TimeInForce' required='N' />
    <field name='ExpireTime' required='N' />
    <field name='MinQty' required='N' />
    <field name='ExecInst' required='N' />    
    <field name='OrderID' required='N' />
    <field name='Text' required='N' />    
    <field name='HighPx' required='N' />
    <field name='LowPx' required='N' />
    <field name='MDEntryID' required='N' />
    <field name='SecuritySubType' required='N' />
    <component name='Parties' required='N' />    
    <field name='OrdType' required='N' />    
    <field name='TrdType' required='N' />
    <field name='LastPx' required='N' />
    <field name='MDQuoteType' required='N' />
   </group>
  </component>
  <component name='MDIncGrp'>
   <group name='NoMDEntries' required='Y'>
    <field name='MDUpdateAction' required='Y' />
    <field name='MDEntryType' required='N' />
    <field name='MDEntryID' required='N' />
    <component name='Instrument' required='N' />
    <field name='MDEntryPx' required='N' />
    <field name='Currency' required='N' />
    <field name='MDEntrySize' required='N' />
    <field name='MDEntryDate' required='N' />
    <field name='MDEntryTime' required='N' />
    <field name='TradingSessionID' required='N' />
    <field name='LocationID' required='N' />
    <field name='OpenCloseSettlFlag' required='N' />
    <field name='TimeInForce' required='N' />
    <field name='ExpireTime' required='N' />
    <field name='MinQty' required='N' />
    <field name='ExecInst' required='N' />    
    <field name='OrderID' required='N' />    
    <field name='Text' required='N' />    
    <field name='HighPx' required='N' />
    <field name='LowPx' required='N' />
    <component name='Parties' required='N' />    
    <field name='OrdType' required='N' />    
    <field name='TrdType' required='N' />
    <field name='TradeID' required='N' />
    <field name='TransactTime' required='N' />
    <field name='LastPx' required='N' />
    <field name='AggressorSide' required='N' />
    <field name='MDQuoteType' required='N' />
   </group>
  </component>
   <component name='Parties'>
   <group name='NoPartyIDs' required='N'>
    <field name='PartyID' required='N' />
    <field name='PartyIDSource' required='N' />
   </group>
  </component>
  <component name='SecListGrp'>
   <group name='NoRelatedSym' required='N'>
    <component name='Instrument' required='N' />
    <component name='InstrmtLegSecListGrp' required='N' />
    <component name='SecurityTradingRules' required='N' />
    <field name='Currency' required='N' />
    <field name='Text' required='N' />
   </group>
  </component>
  <component name='SecurityTradingRules'>
   <component name='BaseTradingRules' required='N' />
  </component>
  <component name='BaseTradingRules'>
   <field name='MinTradeVol' required='N' />
   <component name='PriceLimits' required='N' />
  </component>
  <component name='PriceLimits'>
   <field name='PriceLimitType' required='N' />
   <field name='LowLimitPrice' required='N' />
   <field name='HighLimitPrice' required='N' />
   <field name='TradingReferencePrice' required='N' />
   <field name='SettlPriceType' required='N' />
  </component>
  <component name='EvntGrp'>
   <group name='NoEvents' required='N'>
    <field name='EventType' required='N' />
    <field name='EventDate' required='N' />
    <field name='EventText' required='N' />
    <field name='EventTime' required='N' />
   </group>
  </component>
  <component name='InstrmtLegSecListGrp'>
   <group name='NoLegs' required='N'>
    <component name='InstrumentLeg' required='N' />
   </group>
  </component>
 </components>
 <fields>
  <field number='7' name='BeginSeqNo' type='SEQNUM' />
  <field number='8' name='BeginString' type='STRING' />
  <field number='9' name='BodyLength' type='LENGTH' />
  <field number='10' name='CheckSum' type='STRING' />
  <field number='15' name='Currency' type='CURRENCY' />
  <field number='16' name='EndSeqNo' type='SEQNUM' />
  <field number='18' name='ExecInst' type='MULTIPLECHARVALUE'>
   <value enum='6' description='PARTICIPATE_DONT_INITIATE' />
   <value enum='b' description='STRICT_LIMIT' />
   <value enum='c' description='IGNORE_PRICE_VALIDITY_CHECKS' />
   <value enum='G' description='ALL_OR_NONE' />
   <value enum='R' description='BEST_LIMIT' />
   <value enum='S' description='SUSPEND' />
   <value enum='T' description='IMMEDIATELY_EXECUTABLE_LIMIT' />
   <value enum='j' description='SINGLE_EXECUTION_REQUESTED_FOR_BLOCK_TRADE' />
  </field>
  <field number='22' name='SecurityIDSource' type='STRING'>
   <value enum='8' description='EXCHANGE_SYMBOL' />
  </field>
  <field number='31' name='LastPx' type='PRICE' />
  <field number='34' name='MsgSeqNum' type='SEQNUM' />
  <field number='35' name='MsgType' type='STRING'>
   <value enum='0' description='HEARTBEAT' />
   <value enum='1' description='TESTREQUEST' />
   <value enum='2' description='RESENDREQUEST' />
   <value enum='3' description='REJECT' />
   <value enum='4' description='SEQUENCERESET' />
   <value enum='5' description='LOGOUT' />
   <value enum='6' description='IOI' />
   <value enum='7' description='ADVERTISEMENT' />
   <value enum='8' description='EXECUTIONREPORT' />
   <value enum='9' description='ORDERCANCELREJECT' />
   <value enum='A' description='LOGON' />
   <value enum='D' description='NEWORDERSINGLE' />
   <value enum='E' description='NEWORDERLIST' />
   <value enum='F' description='ORDERCANCELREQUEST' />
   <value enum='G' description='ORDERCANCELREPLACEREQUEST' />
   <value enum='H' description='ORDERSTATUSREQUEST' />
   <value enum='J' description='ALLOCATIONINSTRUCTION' />
   <value enum='K' description='LISTCANCELREQUEST' />
   <value enum='L' description='LISTEXECUTE' />
   <value enum='M' description='LISTSTATUSREQUEST' />
   <value enum='N' description='LISTSTATUS' />
   <value enum='P' description='ALLOCATIONINSTRUCTIONACK' />
   <value enum='Q' description='DONTKNOWTRADEDK' />
   <value enum='R' description='QUOTEREQUEST' />
   <value enum='S' description='QUOTE' />
   <value enum='T' description='SETTLEMENTINSTRUCTIONS' />
   <value enum='V' description='MARKETDATAREQUEST' />
   <value enum='W' description='MARKETDATASNAPSHOTFULLREFRESH' />
   <value enum='X' description='MARKETDATAINCREMENTALREFRESH' />
   <value enum='Y' description='MARKETDATAREQUESTREJECT' />
   <value enum='Z' description='QUOTECANCEL' />
   <value enum='a' description='QUOTESTATUSREQUEST' />
   <value enum='b' description='MASSQUOTEACKNOWLEDGEMENT' />
   <value enum='c' description='SECURITYDEFINITIONREQUEST' />
   <value enum='d' description='SECURITYDEFINITION' />
   <value enum='e' description='SECURITYSTATUSREQUEST' />
   <value enum='f' description='SECURITYSTATUS' />
   <value enum='g' description='TRADINGSESSIONSTATUSREQUEST' />
   <value enum='h' description='TRADINGSESSIONSTATUS' />
   <value enum='i' description='MASSQUOTE' />
   <value enum='j' description='BUSINESSMESSAGEREJECT' />
   <value enum='k' description='BIDREQUEST' />
   <value enum='l' description='BIDRESPONSE' />
   <value enum='m' description='LISTSTRIKEPRICE' />
   <value enum='n' description='XML_NON_FIX' />
   <value enum='o' description='REGISTRATIONINSTRUCTIONS' />
   <value enum='p' description='REGISTRATIONINSTRUCTIONSRESPONSE' />
   <value enum='q' description='ORDERMASSCANCELREQUEST' />
   <value enum='r' description='ORDERMASSCANCELREPORT' />
   <value enum='s' description='NEWORDERCROSS' />
   <value enum='t' description='CROSSORDERCANCELREPLACEREQUEST' />
   <value enum='u' description='CROSSORDERCANCELREQUEST' />
   <value enum='v' description='SECURITYTYPEREQUEST' />
   <value enum='w' description='SECURITYTYPES' />
   <value enum='x' description='SECURITYLISTREQUEST' />
   <value enum='y' description='SECURITYLIST' />
   <value enum='z' description='DERIVATIVESECURITYLISTREQUEST' />
  </field>
  <field number='36' name='NewSeqNo' type='SEQNUM' />
  <field number='37' name='OrderID' type='STRING' />
  <field number='40' name='OrdType' type='CHAR'>
   <value enum='2' description='LIMIT' />
   <value enum='3' description='STOP' />
   <value enum='4' description='STOP_LIMIT' />
   <value enum='K' description='MARKET_WITH_LEFT_OVER_AS_LIMIT' />
  </field>
  <field name='PossDupFlag' number='43' type='BOOLEAN'/>
  <field name='RefSeqNum' number='45' type='SEQNUM'/>
  <field number='48' name='SecurityID' type='STRING' />
  <field number='49' name='SenderCompID' type='STRING' />
  <field number='50' name='SenderSubID' type='STRING' />
  <field number='54' name='Side' type='CHAR'>
   <value enum='B' description='AS_DEFINED' />
   <value enum='C' description='OPPOSITE' />
  </field>
  <field number='55' name='Symbol' type='STRING' />
  <field number='56' name='TargetCompID' type='STRING' />
  <field number='57' name='TargetSubID' type='STRING' />
  <field number='58' name='Text' type='STRING' />
  <field number='59' name='TimeInForce' type='CHAR'>
   <value enum='0' description='DAY' />
   <value enum='1' description='GOOD_TILL_CANCEL' />
   <value enum='2' description='AT_THE_OPENING' />
   <value enum='3' description='IMMEDIATE_OR_CANCEL' />
   <value enum='4' description='FILL_OR_KILL' />
   <value enum='5' description='GOOD_TILL_CROSSING' />
   <value enum='6' description='GOOD_TILL_DATE' />
   <value enum='7' description='AT_THE_CLOSE' />
   <value enum='8' description='GOOD_THROUGH_CROSSING' />
   <value enum='9' description='AT_CROSSING' />
  </field>
  <field number='60' name='TransactTime' type='UTCTIMESTAMP' />
  <field number='108' name='HeartBtInt' type='INT' />
  <field number='110' name='MinQty' type='QTY' />
  <field number='126' name='ExpireTime' type='UTCTIMESTAMP' />
  <field number='141' name='ResetSeqNumFlag' type='BOOLEAN'>
   <value enum='N' description='NO' />
   <value enum='Y' description='YES' />
  </field>
  <field number='142' name='SenderLocationID' type='STRING' />
  <field number='143' name='TargetLocationID' type='STRING' />
  <field number='144' name='OnBehalfOfLocationID' type='STRING' />
  <field number='145' name='DeliverToLocationID' type='STRING' />
  <field number='146' name='NoRelatedSym' type='NUMINGROUP' />
  <field number='167' name='SecurityType' type='STRING'>
   <value enum='ABS' description='ASSET_BACKED_SECURITIES' />
   <value enum='AMENDED' description='AMENDED_RESTATED' />
   <value enum='AN' description='OTHER_ANTICIPATION_NOTES' />
   <value enum='BA' description='BANKERS_ACCEPTANCE' />
   <value enum='BASIS' description='BASIS_SWAP' />
   <value enum='BN' description='BANK_NOTES' />
   <value enum='BOX' description='BILL_OF_EXCHANGES' />
   <value enum='BRADY' description='BRADY_BOND' />
   <value enum='BRIDGE' description='BRIDGE_LOAN' />
   <value enum='BUYSELL' description='BUY_SELLBACK' />
   <value enum='CB' description='CONVERTIBLE_BOND' />
   <value enum='CD' description='CERTIFICATE_OF_DEPOSIT' />
   <value enum='CL' description='CALL_LOANS' />
   <value enum='CMBS' description='CORP_MORTGAGE_BACKED_SECURITIES' />
   <value enum='CMO' description='COLLATERALIZED_MORTGAGE_OBLIGATION' />
   <value enum='COFO' description='CERTIFICATE_OF_OBLIGATION' />
   <value enum='COFP' description='CERTIFICATE_OF_PARTICIPATION' />
   <value enum='CORP' description='CORPORATE_BOND' />
   <value enum='CP' description='COMMERCIAL_PAPER' />
   <value enum='CPP' description='CORPORATE_PRIVATE_PLACEMENT' />
   <value enum='CS' description='COMMON_STOCK' />
   <value enum='DEFLTED' description='DEFAULTED' />
   <value enum='DINP' description='DEBTOR_IN_POSSESSION' />
   <value enum='DN' description='DEPOSIT_NOTES' />
   <value enum='DUAL' description='DUAL_CURRENCY' />
   <value enum='EUCD' description='EURO_CERTIFICATE_OF_DEPOSIT' />
   <value enum='EUCORP' description='EURO_CORPORATE_BOND' />
   <value enum='EUCP' description='EURO_COMMERCIAL_PAPER' />
   <value enum='EUSOV' description='EURO_SOVEREIGNS' />
   <value enum='EUSUPRA' description='EURO_SUPRANATIONAL_COUPONS' />
   <value enum='EVENT' description='EVENT' />
   <value enum='FAC' description='FEDERAL_AGENCY_COUPON' />
   <value enum='FADN' description='FEDERAL_AGENCY_DISCOUNT_NOTE' />
   <value enum='FOR' description='FOREIGN_EXCHANGE_CONTRACT' />
   <value enum='FORWARD' description='FORWARD' />
   <value enum='FRA' description='FORWARD_RATE_AGREEMENT' />
   <value enum='FSIRS' description='FORWARD_STARTING_INTEREST_RATE_SWAP' />
   <value enum='FUT' description='FUTURE' />
   <value enum='GO' description='GENERAL_OBLIGATION_BONDS' />
   <value enum='IET' description='IOETTE_MORTGAGE' />
   <value enum='IRS' description='INTEREST_RATE_SWAP' />
   <value enum='LOFC' description='LETTER_OF_CREDIT' />
   <value enum='LQN' description='LIQUIDITY_NOTE' />
   <value enum='MATURED' description='MATURED' />
   <value enum='MBS' description='MORTGAGE_BACKED_SECURITIES' />
   <value enum='MF' description='MUTUAL_FUND' />
   <value enum='MIO' description='MORTGAGE_INTEREST_ONLY' />
   <value enum='MLEG' description='MULTILEG_INSTRUMENT' />
   <value enum='MPO' description='MORTGAGE_PRINCIPAL_ONLY' />
   <value enum='MPP' description='MORTGAGE_PRIVATE_PLACEMENT' />
   <value enum='MPT' description='MISCELLANEOUS_PASS_THROUGH' />
   <value enum='MT' description='MANDATORY_TENDER' />
   <value enum='MTN' description='MEDIUM_TERM_NOTES' />
   <value enum='NONE' description='NO_SECURITY_TYPE' />
   <value enum='ONITE' description='OVERNIGHT' />
   <value enum='OPT' description='OPTION' />
   <value enum='OOF' description='OPTIONS_ON_FUTURES' />
   <value enum='FXSPOT' description='FX_SPOT' />
   <value enum='FXSWAP' description='FX_SWAP' />
   <value enum='INDEX' description='BASED_ON_INDEX' /> <!-- custom -->
   <value enum='CDS_INDEX' description='CREDIT_DEFAULT_SWAP_INDEX' /> <!-- custom -->
  </field>
  <field number='201' name='PutOrCall' type='INT'>
   <value enum='0' description='PUT' />
   <value enum='1' description='CALL' />
  </field>
  <field number='202' name='StrikePrice' type='PRICE' />
  <field number='231' name='ContractMultiplier' type='FLOAT' />
  <field number='262' name='MDReqID' type='STRING' />
  <field number='263' name='SubscriptionRequestType' type='CHAR'>
   <value enum='0' description='SNAPSHOT' />
   <value enum='1' description='SNAPSHOT_PLUS_UPDATES' />
   <value enum='2' description='DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST' />
  </field>
  <field number='264' name='MarketDepth' type='INT' />
  <field number='267' name='NoMDEntryTypes' type='NUMINGROUP' />
  <field number='268' name='NoMDEntries' type='NUMINGROUP' />
  <field number='269' name='MDEntryType' type='CHAR'>
   <value enum='0' description='BID' />
   <value enum='1' description='OFFER' />
   <value enum='2' description='TRADE' />
   <value enum='4' description='OPENING_PRICE' />
   <value enum='5' description='CLOSING_PRICE' />
   <value enum='6' description='SETTLEMENT_PRICE' />
   <value enum='7' description='TRADING_SESSION_HIGH_PRICE' />
   <value enum='8' description='TRADING_SESSION_LOW_PRICE' />
   <value enum='B' description='TRADE_VOLUME' />
   <value enum='C' description='OPEN_INTEREST' />
  </field>
  <field number='270' name='MDEntryPx' type='PRICE' />
  <field number='271' name='MDEntrySize' type='QTY' />
  <field number='272' name='MDEntryDate' type='UTCDATEONLY' />
  <field number='273' name='MDEntryTime' type='UTCTIMEONLY' />
  <field number='278' name='MDEntryID' type='STRING' />
  <field number='279' name='MDUpdateAction' type='CHAR'>
   <value enum='0' description='NEW' />
   <value enum='1' description='CHANGE' />
   <value enum='2' description='DELETE' />
   <value enum='3' description='DELETE_THRU' />
   <value enum='4' description='DELETE_FROM' />
   <value enum='5' description='OVERLAY' />
  </field>
  <field number='283' name='LocationID' type='STRING' />
  <field number='286' name='OpenCloseSettlFlag' type='MULTIPLECHARVALUE'>
   <value enum='0' description='DAILY_OPEN' />
   <value enum='1' description='SESSION_OPEN' />
   <value enum='2' description='DELIVERY_SETTLEMENT_ENTRY' />
   <value enum='3' description='EXPECTED_ENTRY' />
   <value enum='4' description='ENTRY_FROM_PREVIOUS_BUSINESS_DAY' />
   <value enum='5' description='THEORETICAL_PRICE_VALUE' />
  </field>
  <field number='292' name='CorporateAction' type='MULTIPLECHARVALUE'>
   <value enum='A' description='EX_DIVIDEND' />
   <value enum='B' description='EX_DISTRIBUTION' />
   <value enum='C' description='EX_RIGHTS' />
   <value enum='D' description='NEW' />
   <value enum='E' description='EX_INTEREST' />
   <value enum='F' description='CASH_DIVIDEND' />
   <value enum='G' description='STOCK_DIVIDEND' />
   <value enum='H' description='NON_INTEGER_STOCK_SPLIT' />
   <value enum='I' description='REVERSE_STOCK_SPLIT' />
   <value enum='J' description='STANDARD_INTEGER_STOCK_SPLIT' />
   <value enum='K' description='POSITION_CONSOLIDATION' />
   <value enum='L' description='LIQUIDATION_REORGANIZATION' />
   <value enum='M' description='MERGER_REORGANIZATION' />
   <value enum='N' description='RIGHTS_OFFERING' />
   <value enum='O' description='SHAREHOLDER_MEETING' />
   <value enum='P' description='SPINOFF' />
   <value enum='Q' description='TENDER_OFFER' />
   <value enum='R' description='WARRANT' />
   <value enum='S' description='SPECIAL_ACTION' />
   <value enum='T' description='SYMBOL_CONVERSION' />
   <value enum='U' description='CUSIP_OR_NAME_CHANGE' />
   <value enum='V' description='LEAP_ROLLOVER' />
   <value enum='W' description='SUCCESSION_EVENT' />
  </field>
  <field number='320' name='SecurityReqID' type='STRING' />
  <field number='322' name='SecurityResponseID' type='STRING' />
  <field number='332' name='HighPx' type='PRICE' />
  <field number='333' name='LowPx' type='PRICE' />
  <field number='336' name='TradingSessionID' type='STRING' />
  <field number='372' name='RefMsgType' type='STRING' />
  <field number='379' name='BusinessRejectRefID' type='STRING' />
  <field number='380' name='BusinessRejectReason' type='INT'>
   <value enum='0' description='OTHER' />
   <value enum='1' description='UNKNOWN_ID' />
   <value enum='2' description='UNKNOWN_SECURITY' />
   <value enum='3' description='UNSUPPORTED_MESSAGE_TYPE' />
   <value enum='4' description='APPLICATION_NOT_AVAILABLE' />
   <value enum='5' description='CONDITIONALLY_REQUIRED_FIELD_MISSING' />
   <value enum='6' description='NOT_AUTHORIZED' />
   <value enum='7' description='DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME' />
   <value enum='18' description='INVALID_PRICE_INCREMENT' />
  </field>
  <field number='447' name='PartyIDSource' type='CHAR'>
   <value enum='1' description='KOREAN_INVESTOR_ID' />
   <value enum='2' description='TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID' />
   <value enum='3' description='TAIWANESE_TRADING_ACCT' />
   <value enum='4' description='MALAYSIAN_CENTRAL_DEPOSITORY' />
   <value enum='5' description='CHINESE_INVESTOR_ID' />
   <value enum='6' description='UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER' />
   <value enum='7' description='US_SOCIAL_SECURITY_NUMBER' />
   <value enum='8' description='US_EMPLOYER_OR_TAX_ID_NUMBER' />
   <value enum='9' description='AUSTRALIAN_BUSINESS_NUMBER' />
   <value enum='A' description='AUSTRALIAN_TAX_FILE_NUMBER' />
   <value enum='B' description='BIC' />
   <value enum='C' description='GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER' />
   <value enum='D' description='PROPRIETARY' />
   <value enum='E' description='ISO_COUNTRY_CODE' />
   <value enum='F' description='SETTLEMENT_ENTITY_LOCATION' />
   <value enum='G' description='MIC' />
   <value enum='H' description='CSD_PARTICIPANT_MEMBER_CODE' />
   <value enum='I' description='DIRECTED_BROKER_THREE_CHARACTER_ACRONYM_AS_DEFINED_IN_ISITC_ETC_BEST_PRACTICE_GUIDELINES_DOCUMENT' />
  </field>
  <field number='448' name='PartyID' type='STRING' />
  <field number='453' name='NoPartyIDs' type='NUMINGROUP' />
  <field number='460' name='Product' type='INT'>
   <value enum='1' description='AGENCY' />
   <value enum='2' description='COMMODITY' />
   <value enum='3' description='CORPORATE' />
   <value enum='4' description='CURRENCY' />
   <value enum='5' description='EQUITY' />
   <value enum='6' description='GOVERNMENT' />
   <value enum='7' description='INDEX' />
   <value enum='8' description='LOAN' />
   <value enum='9' description='MONEYMARKET' />
   <value enum='10' description='MORTGAGE' />
   <value enum='11' description='MUNICIPAL' />
   <value enum='12' description='OTHER' />
   <value enum='13' description='FINANCING' />
   <value enum='14' description='ENERGY' />
  </field>
  <field number='541' name='MaturityDate' type='LOCALMKTDATE' />
  <field number='555' name='NoLegs' type='NUMINGROUP' />
  <field number='559' name='SecurityListRequestType' type='INT'>
   <value enum='0' description='SYMBOL' />
   <value enum='1' description='SECURITYTYPE_AND_OR_CFICODE' />
   <value enum='2' description='PRODUCT' />
   <value enum='3' description='TRADINGSESSIONID' />
   <value enum='4' description='ALL_SECURITIES' />
   <value enum='5' description='MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID' />
  </field>
  <field number='560' name='SecurityRequestResult' type='INT'>
   <value enum='0' description='VALID_REQUEST' />
   <value enum='1' description='INVALID_OR_UNSUPPORTED_REQUEST' />
   <value enum='2' description='NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA' />
   <value enum='3' description='NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA' />
   <value enum='4' description='INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE' />
   <value enum='5' description='REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED' />
  </field>
  <field number='562' name='MinTradeVol' type='QTY' />
  <field number='600' name='LegSymbol' type='STRING' />
  <field number='602' name='LegSecurityID' type='STRING' />
  <field number='603' name='LegSecurityIDSource' type='STRING' />
  <field number='609' name='LegSecurityType' type='STRING' />
  <field number='611' name='LegMaturityDate' type='LOCALMKTDATE' />
  <field number='612' name='LegStrikePrice' type='PRICE' />
  <field number='623' name='LegRatioQty' type='FLOAT' />
  <field number='624' name='LegSide' type='CHAR' />
  <field number='731' name='SettlPriceType' type='INT'>
   <value enum='1' description='FINAL' />
   <value enum='2' description='THEORETICAL' />
  </field>
  <field number='762' name='SecuritySubType' type='STRING' />
  <field number='764' name='LegSecuritySubType' type='STRING' />
  <field number='828' name='TrdType' type='INT'>
   <value enum='0' description='REGULAR_TRADE' />
   <value enum='1' description='BLOCK_TRADE_1' />
   <value enum='16' description='ALL_OR_NONE' />
   <value enum='99' description='RFQ_TRADES' />
  </field>
  <field number='864' name='NoEvents' type='NUMINGROUP' />
  <field number='865' name='EventType' type='INT'>
   <value enum='5' description='ACTIVATION' />
   <value enum='6' description='INACTIVIATION' />
   <value enum='7' description='LAST_ELIGIBLE_TRADE_DATE' />
  </field>
  <field number='866' name='EventDate' type='LOCALMKTDATE' />
  <field number='868' name='EventText' type='STRING' />
  <field number='969' name='MinPriceIncrement' type='FLOAT' />
  <field number='1003' name='TradeID' type='STRING' />
  <field number='1070' name='MDQuoteType' type='INT'>
   <value enum='0' description='INDICATIVE' />
   <value enum='1' description='TRADEABLE' />
   <value enum='2' description='RESTRICTED_TRADEABLE' />
   <value enum='3' description='COUNTER' />
   <value enum='4' description='INDICATIVE_AND_TRADEABLE' />
  </field>
  <field number='1145' name='EventTime' type='UTCTIMESTAMP' />
  <field number='1148' name='LowLimitPrice' type='PRICE' />
  <field number='1149' name='HighLimitPrice' type='PRICE' />
  <field number='1150' name='TradingReferencePrice' type='PRICE' />
  <field number='1151' name='SecurityGroup' type='STRING' />
  <field number='1306' name='PriceLimitType' type='INT'>
   <value enum='0' description='PRICE' />
   <value enum='1' description='TICKS' />
   <value enum='2' description='PERCENTAGE' />
  </field>
  <field number='1358' name='LegPutOrCall' type='INT' />
  <field number='2446' name='AggressorSide' type='CHAR' >
   <value enum='1' description='BUY' />
   <value enum='2' description='SELL' />
  </field>
 </fields>
</fix>

FIXT11.xml

<?xml version='1.0' encoding='UTF-8'?>
<fix type='FIXT' major='1' minor='1' servicepack='0'>
  <header>
    <field name='BeginString' required='Y'/>
    <field name='BodyLength' required='Y'/>
    <field name='MsgType' required='Y'/>
    <field name='SenderCompID' required='Y'/>
    <field name='TargetCompID' required='Y'/>
    <field name='OnBehalfOfCompID' required='N'/>
    <field name='DeliverToCompID' required='N'/>
    <field name='SecureDataLen' required='N'/>
    <field name='SecureData' required='N'/>
    <field name='MsgSeqNum' required='Y'/>
    <field name='SenderSubID' required='N'/>
    <field name='SenderLocationID' required='N'/>
    <field name='TargetSubID' required='N'/>
    <field name='TargetLocationID' required='N'/>
    <field name='OnBehalfOfSubID' required='N'/>
    <field name='OnBehalfOfLocationID' required='N'/>
    <field name='DeliverToSubID' required='N'/>
    <field name='DeliverToLocationID' required='N'/>
    <field name='PossDupFlag' required='N'/>
    <field name='PossResend' required='N'/>
    <field name='SendingTime' required='Y'/>
    <field name='OrigSendingTime' required='N'/>
    <field name='XmlDataLen' required='N'/>
    <field name='XmlData' required='N'/>
    <field name='MessageEncoding' required='N'/>
    <field name='LastMsgSeqNumProcessed' required='N'/>
    <field name='ApplVerID' required='N'/>
    <field name='CstmApplVerID' required='N'/>
  </header>
  <trailer>
    <field name='SignatureLength' required='N'/>
    <field name='Signature' required='N'/>
    <field name='CheckSum' required='Y'/>
  </trailer>
  <messages>
    <message msgcat='admin' msgtype='0' name='Heartbeat'>
      <field name='TestReqID' required='N'/>
    </message>
    <message msgcat='admin' msgtype='1' name='TestRequest'>
      <field name='TestReqID' required='Y'/>
    </message>
    <message msgcat='admin' msgtype='2' name='ResendRequest'>
      <field name='BeginSeqNo' required='Y'/>
      <field name='EndSeqNo' required='Y'/>
    </message>
    <message msgcat='admin' msgtype='3' name='Reject'>
      <field name='RefSeqNum' required='Y'/>
      <field name='RefTagID' required='N'/>
      <field name='SessionRejectReason' required='N'/>
      <field name='Text' required='N'/>
    </message>
    <message msgcat='admin' msgtype='4' name='SequenceReset'>
      <field name='GapFillFlag' required='N'/>
      <field name='NewSeqNo' required='Y'/>
    </message>
    <message msgcat='admin' msgtype='5' name='Logout'>
      <field name='Text' required='N'/>
    </message>
    <message msgcat='admin' msgtype='A' name='Logon'>
      <field name='EncryptMethod' required='Y'/>
      <field name='HeartBtInt' required='Y'/>
      <field name='RawDataLength' required='N'/>
      <field name='RawData' required='N'/>
      <field name='ResetSeqNumFlag' required='N'/>
      <field name='Username' required='N'/>
      <field name='Password' required='N'/>
      <field name='DefaultApplVerID' required='Y'/>
    </message>
  </messages>
  <components>
  </components>
  <fields>
    <field name='BeginSeqNo' number='7' type='SEQNUM'/>
    <field name='BeginString' number='8' type='STRING'/>
    <field name='BodyLength' number='9' type='LENGTH'/>
    <field name='CheckSum' number='10' type='STRING'/>
    <field name='EndSeqNo' number='16' type='SEQNUM'/>
    <field name='MsgSeqNum' number='34' type='SEQNUM'/>
    <field number='35' name='MsgType' type='STRING'>
      <value enum='0' description='HEARTBEAT'/>
      <value enum='1' description='TEST_REQUEST'/>
      <value enum='2' description='RESEND_REQUEST'/>
      <value enum='3' description='REJECT'/>
      <value enum='4' description='SEQUENCE_RESET'/>
      <value enum='5' description='LOGOUT'/>
      <value enum='6' description='INDICATION_OF_INTEREST'/>
      <value enum='7' description='ADVERTISEMENT'/>
      <value enum='8' description='EXECUTION_REPORT'/>
      <value enum='9' description='ORDER_CANCEL_REJECT'/>
      <value enum='A' description='LOGON'/>
      <value enum='B' description='NEWS'/>
      <value enum='C' description='EMAIL'/>
      <value enum='D' description='ORDER_SINGLE'/>
      <value enum='E' description='ORDER_LIST'/>
      <value enum='F' description='ORDER_CANCEL_REQUEST'/>
      <value enum='G' description='ORDER_CANCEL_REPLACE_REQUEST'/>
      <value enum='H' description='ORDER_STATUS_REQUEST'/>
      <value enum='J' description='ALLOCATION_INSTRUCTION'/>
      <value enum='K' description='LIST_CANCEL_REQUEST'/>
      <value enum='L' description='LIST_EXECUTE'/>
      <value enum='M' description='LIST_STATUS_REQUEST'/>
      <value enum='N' description='LIST_STATUS'/>
      <value enum='P' description='ALLOCATION_INSTRUCTION_ACK'/>
      <value enum='Q' description='DONT_KNOW_TRADE'/>
      <value enum='R' description='QUOTE_REQUEST'/>
      <value enum='S' description='QUOTE'/>
      <value enum='T' description='SETTLEMENT_INSTRUCTIONS'/>
      <value enum='V' description='MARKET_DATA_REQUEST'/>
      <value enum='W' description='MARKET_DATA_SNAPSHOT_FULL_REFRESH'/>
      <value enum='X' description='MARKET_DATA_INCREMENTAL_REFRESH'/>
      <value enum='Y' description='MARKET_DATA_REQUEST_REJECT'/>
      <value enum='Z' description='QUOTE_CANCEL'/>
      <value enum='a' description='QUOTE_STATUS_REQUEST'/>
      <value enum='b' description='MASS_QUOTE_ACKNOWLEDGEMENT'/>
      <value enum='c' description='SECURITY_DEFINITION_REQUEST'/>
      <value enum='d' description='SECURITY_DEFINITION'/>
      <value enum='e' description='SECURITY_STATUS_REQUEST'/>
      <value enum='f' description='SECURITY_STATUS'/>
      <value enum='g' description='TRADING_SESSION_STATUS_REQUEST'/>
      <value enum='h' description='TRADING_SESSION_STATUS'/>
      <value enum='i' description='MASS_QUOTE'/>
      <value enum='j' description='BUSINESS_MESSAGE_REJECT'/>
      <value enum='k' description='BID_REQUEST'/>
      <value enum='l' description='BID_RESPONSE'/>
      <value enum='m' description='LIST_STRIKE_PRICE'/>
      <value enum='n' description='XML_MESSAGE'/>
      <value enum='o' description='REGISTRATION_INSTRUCTIONS'/>
      <value enum='p' description='REGISTRATION_INSTRUCTIONS_RESPONSE'/>
      <value enum='q' description='ORDER_MASS_CANCEL_REQUEST'/>
      <value enum='r' description='ORDER_MASS_CANCEL_REPORT'/>
      <value enum='s' description='NEW_ORDER_CROSS'/>
      <value enum='t' description='CROSS_ORDER_CANCEL_REPLACE_REQUEST'/>
      <value enum='u' description='CROSS_ORDER_CANCEL_REQUEST'/>
      <value enum='v' description='SECURITY_TYPE_REQUEST'/>
      <value enum='w' description='SECURITY_TYPES'/>
      <value enum='x' description='SECURITY_LIST_REQUEST'/>
      <value enum='y' description='SECURITY_LIST'/>
      <value enum='z' description='DERIVATIVE_SECURITY_LIST_REQUEST'/>
      <value enum='AA' description='DERIVATIVE_SECURITY_LIST'/>
      <value enum='AB' description='NEW_ORDER_MULTILEG'/>
      <value enum='AC' description='MULTILEG_ORDER_CANCEL_REPLACE'/>
      <value enum='AD' description='TRADE_CAPTURE_REPORT_REQUEST'/>
      <value enum='AE' description='TRADE_CAPTURE_REPORT'/>
      <value enum='AF' description='ORDER_MASS_STATUS_REQUEST'/>
      <value enum='AG' description='QUOTE_REQUEST_REJECT'/>
      <value enum='AH' description='RFQ_REQUEST'/>
      <value enum='AI' description='QUOTE_STATUS_REPORT'/>
      <value enum='AJ' description='QUOTE_RESPONSE'/>
      <value enum='AK' description='CONFIRMATION'/>
      <value enum='AL' description='POSITION_MAINTENANCE_REQUEST'/>
      <value enum='AM' description='POSITION_MAINTENANCE_REPORT'/>
      <value enum='AN' description='REQUEST_FOR_POSITIONS'/>
      <value enum='AO' description='REQUEST_FOR_POSITIONS_ACK'/>
      <value enum='AP' description='POSITION_REPORT'/>
      <value enum='AQ' description='TRADE_CAPTURE_REPORT_REQUEST_ACK'/>
      <value enum='AR' description='TRADE_CAPTURE_REPORT_ACK'/>
      <value enum='AS' description='ALLOCATION_REPORT'/>
      <value enum='AT' description='ALLOCATION_REPORT_ACK'/>
      <value enum='AU' description='CONFIRMATION_ACK'/>
      <value enum='AV' description='SETTLEMENT_INSTRUCTION_REQUEST'/>
      <value enum='AW' description='ASSIGNMENT_REPORT'/>
      <value enum='AX' description='COLLATERAL_REQUEST'/>
      <value enum='AY' description='COLLATERAL_ASSIGNMENT'/>
      <value enum='AZ' description='COLLATERAL_RESPONSE'/>
      <value enum='BA' description='COLLATERAL_REPORT'/>
      <value enum='BB' description='COLLATERAL_INQUIRY'/>
      <value enum='BC' description='NETWORK_STATUS_REQUEST'/>
      <value enum='BD' description='NETWORK_STATUS_RESPONSE'/>
      <value enum='BE' description='USER_REQUEST'/>
      <value enum='BF' description='USER_RESPONSE'/>
      <value enum='BG' description='COLLATERAL_INQUIRY_ACK'/>
      <value enum='BH' description='CONFIRMATION_REQUEST'/>
      <value enum='BI' description='TRADING_SESSION_LIST_REQUEST'/>
      <value enum='BJ' description='TRADING_SESSION_LIST'/>
      <value enum='BK' description='SECURITY_LIST_UPDATE_REPORT'/>
      <value enum='BL' description='ADJUSTED_POSITION_REPORT'/>
      <value enum='BM' description='ALLOCATION_INSTRUCTION_ALERT'/>
      <value enum='BN' description='EXECUTION_ACKNOWLEDGEMENT'/>
      <value enum='BO' description='CONTRARY_INTENTION_REPORT'/>
      <value enum='BP' description='SECURITY_DEFINITION_UPDATE_REPORT'/>
    </field>
    <field name='NewSeqNo' number='36' type='SEQNUM'/>
    <field name='PossDupFlag' number='43' type='BOOLEAN'/>
    <field name='RefSeqNum' number='45' type='SEQNUM'/>
    <field name='SenderCompID' number='49' type='STRING'/>
    <field name='SenderSubID' number='50' type='STRING'/>
    <field name='SendingTime' number='52' type='UTCTIMESTAMP'/>
    <field name='TargetCompID' number='56' type='STRING'/>
    <field name='TargetSubID' number='57' type='STRING'/>
    <field name='Text' number='58' type='STRING'/>
    <field name='Signature' number='89' type='DATA'/>
    <field name='SecureDataLen' number='90' type='LENGTH'/>
    <field name='SecureData' number='91' type='DATA'/>
    <field name='SignatureLength' number='93' type='LENGTH'/>
    <field name='RawDataLength' number='95' type='LENGTH'/>
    <field name='RawData' number='96' type='DATA'/>
    <field name='PossResend' number='97' type='BOOLEAN'/>
    <field name='EncryptMethod' number='98' type='INT'>
      <value description='NONE_OTHER' enum='0'/>
      <value description='PKCS' enum='1'/>
      <value description='DES' enum='2'/>
      <value description='PKCS_DES' enum='3'/>
      <value description='PGP_DES' enum='4'/>
      <value description='PGP_DES_MD5' enum='5'/>
      <value description='PEM_DES_MD5' enum='6'/>
    </field>
    <field name='HeartBtInt' number='108' type='INT'/>
    <field name='TestReqID' number='112' type='STRING'/>
    <field name='OnBehalfOfCompID' number='115' type='STRING'/>
    <field name='OnBehalfOfSubID' number='116' type='STRING'/>
    <field name='OrigSendingTime' number='122' type='UTCTIMESTAMP'/>
    <field name='GapFillFlag' number='123' type='BOOLEAN'/>
    <field name='DeliverToCompID' number='128' type='STRING'/>
    <field name='DeliverToSubID' number='129' type='STRING'/>
    <field name='ResetSeqNumFlag' number='141' type='BOOLEAN'/>
    <field name='SenderLocationID' number='142' type='STRING'/>
    <field name='TargetLocationID' number='143' type='STRING'/>
    <field name='OnBehalfOfLocationID' number='144' type='STRING'/>
    <field name='DeliverToLocationID' number='145' type='STRING'/>
    <field name='XmlDataLen' number='212' type='LENGTH'/>
    <field name='XmlData' number='213' type='DATA'/>
    <field number='347' name='MessageEncoding' type='STRING'>
      <value enum='ISO-2022-JP' description='ISO_2022_JP'/>
      <value enum='EUC-JP' description='EUC_JP'/>
      <value enum='SHIFT_JIS' description='SHIFT_JIS'/>
      <value enum='UTF-8' description='UTF_8'/>
    </field>
    <field name='LastMsgSeqNumProcessed' number='369' type='SEQNUM'/>
    <field name='RefTagID' number='371' type='INT'/>
    <field name='SessionRejectReason' number='373' type='INT'>
      <value description='INVALID_TAG_NUMBER' enum='0'/>
      <value description='REQUIRED_TAG_MISSING' enum='1'/>
      <value description='SENDINGTIME_ACCURACY_PROBLEM' enum='10'/>
      <value description='INVALID_MSGTYPE' enum='11'/>
      <value description='XML_VALIDATION_ERROR' enum='12'/>
      <value description='TAG_APPEARS_MORE_THAN_ONCE' enum='13'/>
      <value description='TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER' enum='14'/>
      <value description='REPEATING_GROUP_FIELDS_OUT_OF_ORDER' enum='15'/>
      <value description='INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP' enum='16'/>
      <value description='NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER' enum='17'/>
      <value description='TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE' enum='2'/>
      <value description='UNDEFINED_TAG' enum='3'/>
      <value description='TAG_SPECIFIED_WITHOUT_A_VALUE' enum='4'/>
      <value description='VALUE_IS_INCORRECT' enum='5'/>
      <value description='INCORRECT_DATA_FORMAT_FOR_VALUE' enum='6'/>
      <value description='DECRYPTION_PROBLEM' enum='7'/>
      <value description='SIGNATURE_PROBLEM' enum='8'/>
      <value description='COMPID_PROBLEM' enum='9'/>
      <value description='OTHER' enum='99'/>
    </field>
    <field name='Username' number='553' type='STRING'/>
    <field name='Password' number='554' type='STRING'/>
    <field name='ApplVerID' number='1128' type='STRING'>
      <value description='FIX27' enum='0'/>
      <value description='FIX30' enum='1'/>
      <value description='FIX40' enum='2'/>
      <value description='FIX41' enum='3'/>
      <value description='FIX42' enum='4'/>
      <value description='FIX43' enum='5'/>
      <value description='FIX44' enum='6'/>
      <value description='FIX50' enum='7'/>
      <value description='FIX50SP1' enum='8'/>
      <value description='FIX50SP2' enum='9'/>
    </field>
    <field name='CstmApplVerID' number='1129' type='STRING'/>
    <field name='DefaultApplVerID' number='1137' type='STRING'/>
  </fields>
</fix>