From 4f57b853ae9fb13abb26afbe1acf67c5b7f14dab Mon Sep 17 00:00:00 2001 From: Richard Shriver Date: Tue, 6 Sep 2022 17:48:33 -0400 Subject: [PATCH 1/2] RPOS-458 --- FIX Standard/OrchestraFIX44.xml | 1004 ++++++++++++++++--------------- 1 file changed, 534 insertions(+), 470 deletions(-) diff --git a/FIX Standard/OrchestraFIX44.xml b/FIX Standard/OrchestraFIX44.xml index 14f7fd1..e3ae707 100644 --- a/FIX Standard/OrchestraFIX44.xml +++ b/FIX Standard/OrchestraFIX44.xml @@ -22864,22 +22864,23 @@ - + Optional field used to indicate the number of order identifiers for orders affected by the Order Mass Cancel Request. Must be followed with OrigClOrdID as the next field - + Required if NoAffectedOrders > 0 +Indicates the client order id of an order affected by the Order Mass Cancel Request. - + Contains the OrderID assigned by the counterparty of an affected order. Not required as part of the repeating group. - + Contains the SecondaryOrderID assigned by the counterparty of an affected order. Not required as part of the repeating group. @@ -22890,12 +22891,13 @@ - + This repeating group is optionally used for messages with AllocStatus = 2 (account level reject), AllocStatus = 0 (accepted), to provide details of the individual accounts that were accepted or rejected. In the case of a reject, the reasons for the rejection should be specified. This group should not be populated where AllocStatus has any other value. +Indicates number of allocation groups to follow. - + Required if NoAllocs > 0. Must be first field in repeating group. @@ -22905,7 +22907,7 @@ - + Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount plus AllocPrice form a unique Allocs entry. Used in lieu of AllocAvgPx. @@ -22915,22 +22917,22 @@ - + Required if NoAllocs > 0. - + Free format text field related to this AllocAccount (can be used here to hold text relating to the rejection of this AllocAccount). - + Must be set if EncodedAllocText field is specified and must immediately precede it. - + Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field. @@ -22941,12 +22943,13 @@ - + Conditionally required except when AllocTransType = Cancel, or when AllocType = Ready-to-book or Warehouse instruction. - + May be the same value as BrokerOfCredit if ProcessCode is step-out or soft-dollar step-out and Institution does not wish to disclose individual account breakdowns to the ExecBroker. Required if NoAllocs > 0. Must be first field in repeating group. +Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction". @@ -22961,12 +22964,12 @@ - + Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount plus AllocPrice form a unique Allocs entry. Used in lieu of AllocAvgPx. - + Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction". @@ -22981,7 +22984,9 @@ - + Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" +Used for NestedPartyRole=BrokerOfCredit, ClientID, Settlement location (PSET), etc. +Note: this field can be used for settlement location (PSET) information. @@ -22996,72 +23001,75 @@ - + Free format text field related to this AllocAccount - + Must be set if EncodedAllocText field is specified and must immediately precede it. - + Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field. - + Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages". - + AvgPx for this AllocAccount. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points) for this allocation. For Fixed Income always express value as "percent of par". - + NetMoney for this AllocAccount +((AllocQty * AllocAvgPx) - Commission - sum of MiscFeeAmt + AccruedInterestAmt) if a Sell +((AllocQty * AllocAvgPx) + Commission + sum of MiscFeeAmt + AccruedInterestAmt) if a Buy - + Replaced by AllocSettlCurrAmt. - + AllocNetMoney in AllocSettlCurrency for this AllocAccount if AllocSettlCurrency is different from "overall" Currency. - + Replaced by AllocSettlCurrency +SettlCurrency for this AllocAccount if different from "overall" Currency. Required if SettlCurrAmt is specified. - + AllocSettlCurrency for this AllocAccount if different from "overall" Currency. Required if AllocSettlCurrAmt is specified. - + Foreign exchange rate used to compute AllocSettlCurrAmt from Currency to AllocSettlCurrency. - + Specifies whether the SettlCurrFxRate should be multiplied or divided. - + Applicable for Convertible Bonds and fixed income. - + Applicable for securities that pay interest in lump-sum at maturity. @@ -23076,12 +23084,14 @@ - + Used to indicate whether settlement instructions are provided on this message, and if not, how they are to be derived. +Absence of this field implies use of default instructions. - + Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" +Used to communicate settlement instructions for this AllocAccount detail. Required if AllocSettlInstType = 2 or 3. @@ -23092,22 +23102,22 @@ - + Used if BidType="Disclosed". - + Required if NoBidComponents > 0. Must be first field in repeating group. - + When used in request for a "Disclosed" bid indicates that bid is required on assumption that SideValue1 is Buy or Sell. SideValue2 can be derived by inference. - + Indicates off-exchange type activities for Detail. @@ -23117,7 +23127,7 @@ - + Indicates Net or Gross for selling Detail. @@ -23127,7 +23137,7 @@ - + Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. @@ -23148,12 +23158,13 @@ - + Number of bid repeating groups. - + Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" +First element of price. Required if NoBidComponents > 0. @@ -23163,17 +23174,17 @@ - + ISO Country Code - + When used in response to a "Disclosed" request indicates whether SideValue1 is Buy or Sell. SideValue2 can be derived by inference. - + Second element of price. @@ -23183,12 +23194,12 @@ - + The difference between the value of a future and the value of the underlying equities after allowing for the discounted cash flows associated with the underlying stocks (E.g. Dividends etc). - + Net/Gross @@ -23198,7 +23209,7 @@ - + Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. @@ -23218,12 +23229,12 @@ - + Must be set if EncodedText field is specified and must immediately precede it. - + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. @@ -23234,12 +23245,12 @@ - + Used if BidType="Non Disclosed". - + Required if NoBidDescriptors > 0. Must be first field in repeating group. @@ -23249,47 +23260,47 @@ - + Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. - + Value between LiquidityPctLow and LiquidityPctHigh in Currency. - + Number of Securites between LiquidityPctLow and LiquidityPctHigh in Currency. - + Liquidity indicator or lower limit if LiquidityNumSecurities > 1 - + Upper liquidity indicator if LiquidityNumSecurities > 1 - + Eg Used in EFP (Exchange For Physical) trades 12% - + Used in EFP trades. - + Used in EFP trades, - + Used in EFP trades. @@ -23300,12 +23311,12 @@ - + ** Nested Repeating Group follows ** - + Required if NoClearingInstructions > 0. @@ -23316,12 +23327,13 @@ - + Number of qualifiers to inquiry. - + Required if NoCollInquiryQualifier > 0 +Type of collateral inquiry. @@ -23332,27 +23344,28 @@ - + Used to restrict updates/request to a list of specific CompID/SubID/LocationID/DeskID combinations. +If not present request applies to all applicable available counterparties. EG Unless one sell side broker was a customer of another you would not expect to see information about other brokers, similarly one fund manager etc. - + Used to restrict updates/request to specific CompID. - + Used to restrict updates/request to specific SubID. - + Used to restrict updates/request to specific LocationID. - + Used to restrict updates/request to specific DeskID. @@ -23363,27 +23376,27 @@ - + Specifies the number of repeating CompId’s. - + CompID that status is being report for. Required if NoCompIDs > 0. - + SubID that status is being report for. - + LocationID that status is being report for. - + DeskID that status is being report for. @@ -23393,7 +23406,7 @@ - + Additional Information, i.e. "National Holiday". @@ -23430,12 +23443,12 @@ - + Number of ContraBrokers repeating group instances. - + First field in repeating group. Required if NoContraBrokers > 0. @@ -23466,12 +23479,13 @@ - + Indicates number of repeating entries. +** Nested Repeating Group follows ** - + Specifies the capacity of the firm executing the order(s). @@ -23481,7 +23495,7 @@ - + The quantity that was executed under this capacity (e.g. quantity executed as agent, as principal etc.). Sum of OrderCapacityQty values must equal this message’s AllocQty. @@ -23492,12 +23506,12 @@ - + Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs. - + Amount of quantity (e.g. number of shares) in individual execution. Required if NoExecs > 0. @@ -23512,17 +23526,17 @@ - + Price of individual execution. Required if NoExecs > 0. - + Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type. - + Used to identify whether the trade was executed on an agency or principal basis. @@ -23533,12 +23547,12 @@ - + Executions for which collateral is required. - + Required if NoExecs > 0. @@ -23565,12 +23579,12 @@ - + Specifies the number of repeating symbols (instruments) specified. - + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". @@ -23581,12 +23595,13 @@ - + Number of legs +Identifies a Multi-leg Execution if present and non-zero. - + Must be provided if Number of legs > 0. @@ -23596,7 +23611,7 @@ - + Instead of LegQty – requests that the sellside calculate LegQty based on opposite Leg. @@ -23606,27 +23621,28 @@ - + Provide if the PositionEffect for the leg is different from that specified for the overall multileg security. - + Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security. - + Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages". +Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type. - + Used to identify a specific leg. - + Provide only if a Price is required for a specific leg. Used for anchoring the overall multileg security price to a specific leg Price. @@ -23636,12 +23652,12 @@ - + Takes precedence over LegSettlType value and conditionally required/omitted for specific LegSettlType values. - + Used to report the execution price assigned to the leg of the multileg instrument. @@ -23652,12 +23668,13 @@ - + Number of legs +Identifies a Multi-leg Execution if present and non-zero. - + Must be provided if Number of legs > 0. @@ -23668,17 +23685,18 @@ - + Required for multileg IOIs. - + Required for multileg IOIs. +For Swaps one leg is Buy and other leg is Sell. - + Required for multileg IOIs and for each leg. @@ -23694,12 +23712,13 @@ - + Number of legs that make up the Security. - + Insert here the set of "Instrument Legs" (leg symbology) fields defined in "Common Components of Application Messages" +Required if NoLegs > 0. @@ -23714,12 +23733,14 @@ - + Insert here the set of "LegStipulations" (leg symbology) fields defined in "Common Components of Application Messages" +Required if NoLegs > 0. - + Insert here the set of "LegBenchmarkCurveData" (leg symbology) fields defined in "Common Components of Application Messages" +Required if NoLegs > 0. @@ -23730,12 +23751,12 @@ - + Number of symbols (instruments) requested. - + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". @@ -23756,12 +23777,13 @@ - + Number of strike price entries. - + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" +Required if NoStrikes > 0. Must be first field in repeating group. @@ -23772,12 +23794,12 @@ - + Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers. - + equired if NoIOIQualifiers > 0. @@ -23788,12 +23810,13 @@ - + Number of legs +Can be zero (e.g. standardized multileg instrument such as an Option strategy) – must be provided even if zero. - + Must be provided if Number of legs > 0. @@ -23818,37 +23841,38 @@ - + Provide if the PositionEffect for the leg is different from that specified for the overall multileg security. - + Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security. - + Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages". +Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type. - + Used to identify a specific leg. - + Provide only if a price is required for a specific leg. Used for anchoring the overall multileg security price to a specific leg price. - + Refer to values for SettlType (63). - + Refer to values for SettlDate (64). @@ -23874,7 +23898,7 @@ - + Insert here the set of "Nested Parties #2" (firm identification "second instance of nesting" within additional repeating group) fields defined in "Common Components of Application Messages". @@ -23900,12 +23924,13 @@ - + Required for multileg quotes. - + Required for multileg quotes. +For Swaps one leg is Buy and other leg is Sell. @@ -23940,7 +23965,7 @@ - + Code to represent type of price presented in LegBidPx and LegOfferPx. Required if LegBidPx or PegOfferPx is present. @@ -23966,12 +23991,13 @@ - + Required for multileg quote status reports. - + Required for multileg quote status reports. +For Swaps one leg is Buy and other leg is Sell. @@ -24012,22 +24038,22 @@ - + Specifies the number of repeating lines of text specified. - + Repeating field, number of instances defined in LinesOfText. - + Must be set if EncodedText field is specified and must immediately precede it. - + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. @@ -24038,12 +24064,12 @@ - + Number of orders in this message (number of repeating groups to follow). - + Must be the first field in the repeating group. @@ -24053,7 +24079,7 @@ - + Order number within the list. @@ -24068,7 +24094,7 @@ - + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages". @@ -24108,7 +24134,7 @@ - + Use to assign an ID to the block of individual preallocations. @@ -24128,7 +24154,7 @@ - + Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. @@ -24148,7 +24174,7 @@ - + Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. @@ -24178,7 +24204,7 @@ - + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". @@ -24188,22 +24214,22 @@ - + Useful for verifying security identification. - + Note: to indicate the side of SideValue1 or SideValue2, specify Side=Undisclosed and SideValueInd=either the SideValue1 or SideValue2 indicator. - + Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. - + Required for short sell orders. @@ -24213,7 +24239,7 @@ - + Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages". @@ -24223,7 +24249,7 @@ - + Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages". @@ -24248,12 +24274,12 @@ - + Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages". - + Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages". @@ -24273,12 +24299,12 @@ - + Required for Previously Indicated Orders (OrdType=E). - + Required for Previously Quoted Orders (OrdType=D). @@ -24293,22 +24319,22 @@ - + Conditionally required if TimeInForce = GTD and ExpireTime is not specified. - + Conditionally required if TimeInForce = GTD and ExpireDate is not specified. - + States whether executions are booked out or accumulated on a partially filled GT order. - + Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages". @@ -24338,7 +24364,7 @@ - + Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. @@ -24348,27 +24374,27 @@ - + Must be set if EncodedText field is specified and must immediately precede it. - + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - + Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. - + Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. - + Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). @@ -24388,32 +24414,33 @@ - + Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages". - + Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages". - + The target strategy of the order. - + For further specification of the TargetStrategy. - + Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. +For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume). - + Supplementary registration information for this Order within the List. @@ -24424,27 +24451,28 @@ - + Number of entries following. - + Must be the first field in this repeating group. - + Conditionally required if MDEntryType is not Imbalance(A) ), Trade Volume (B), or Open Interest(C); Conditionally required when MDEntryType = "auction clearing price". - + Can be used to specify the currency of the quoted price. - + Conditionally required if MDEntryType = Bid(0), Offer(1), Trade(2) ), Trade Volume (B), or Open Interest(C). +Conditionally required when MDEntryType = "auction clearing price". @@ -24464,7 +24492,8 @@ - + Market posting quote / trade. +Valid values: See Volume 6: Appendix 6-C. @@ -24479,12 +24508,12 @@ - + Space-delimited list of conditions describing a quote. - + Space-delimited list of conditions describing a trade. @@ -24504,32 +24533,32 @@ - + >Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6). - + For optional use when this Bid or Offer represents an order. - + For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. - + For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. - + For optional use when this Bid or Offer represents an order. - + Can contain multiple instructions, space delimited. @@ -24539,32 +24568,32 @@ - + For optional use when this Bid, Offer, or Trade represents an order. - + For optional use when this Bid, Offer, or Trade represents a quote. - + For optional use in reporting Trades. - + For optional use in reporting Trades. - + In an Aggregated Book, used to show how many individual orders make up an MDEntry. - + Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1. @@ -24579,17 +24608,17 @@ - + Text to describe the Market Data Entry. Part of repeating group. - + Must be set if EncodedText field is specified and must immediately precede it. - + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. @@ -24600,37 +24629,38 @@ - + Number of entries following. - + Must be first field in this repeating group. - + If MDUpdateAction = Delete(2), can be used to specify a reason for the deletion. - + Conditionally required if MDUpdateAction = New(0). Cannot be changed. - + If specified, must be unique among currently active entries if MDUpdateAction = New (0), must be the same as a previous MDEntryID if MDUpdateAction = Delete (2), and must be the same as a previous MDEntryID if MDUpdateAction = Change (1) and MDEntryRefID is not specified, or must be unique among currently active entries if MDUpdateAction = Change(1) and MDEntryRefID is specified. - + If MDUpdateAction = New(0), for the first Market Data Entry in a message, either this field or a Symbol must be specified. If MDUpdateAction = Change(1), this must refer to a previous MDEntryID. - + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" +Either Symbol (the instrument component block) or MDEntryRefID must be specified if MDUpdateAction = New(0) for the first Market Data Entry in a message. For subsequent Market Data Entries where MDUpdateAction = New(0), the default is the instrument used in the previous Market Data Entry if neither Symbol nor MDEntryRefID are specified, or in the case of options and futures, the previous instrument with changes specified in MaturityMonthYear, MaturityDay, StrikePrice, OptAttribute, and SecurityExchange. May not be changed. @@ -24655,17 +24685,19 @@ - + Conditionally required when MDUpdateAction = New(0) and MDEntryType is not Imbalance(A) ), Trade Volume (B), or Open Interest (C). +Conditionally required when MDEntryType = "auction clearing price". - + Can be used to specify the currency of the quoted price. - + Conditionally required when MDUpdateAction = New(0) andMDEntryType = Bid(0), Offer(1), Trade(2) ), Trade Volume(B), or Open Interest(C). +Conditionally required when MDEntryType = "auction clearing price". @@ -24685,7 +24717,8 @@ - + Market posting quote / trade. +Valid values: See Volume 6: Appendix 6-C @@ -24700,12 +24733,12 @@ - + Space-delimited list of conditions describing a quote. - + Space-delimited list of conditions describing a trade. @@ -24725,32 +24758,32 @@ - + Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6). - + For optional use when this Bid or Offer represents an order. - + For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. - + For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. - + For optional use when this Bid or Offer represents an order. - + Can contain multiple instructions, space delimited. @@ -24760,32 +24793,32 @@ - + For optional use when this Bid, Offer, or Trade represents an order. - + For optional use when this Bid, Offer, or Trade represents a quote. - + For optional use in reporting Trades. - + For optional use in reporting Trades. - + In an Aggregated Book, used to show how many individual orders make up an MDEntry. - + Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1. @@ -24805,17 +24838,17 @@ - + Text to describe the Market Data Entry. Part of repeating group. - + Must be set if EncodedText field is specified and must immediately precede it. - + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. @@ -24826,12 +24859,12 @@ - + Number of MDEntryType fields requested. - + Must be the first field in this repeating group. This is a list of all the types of Market Data Entries that the firm requesting the Market Data is interested in receiving. @@ -24847,7 +24880,7 @@ - + Alternative Market Data Source @@ -24858,12 +24891,13 @@ - + Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. +** Nested Repeating Group follows ** - + Required if NoMiscFees > 0. @@ -24873,7 +24907,7 @@ - + Required if NoMiscFees > 0. @@ -24889,12 +24923,13 @@ - + Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1. - + Order ID assigned by client if order(s) were electronically delivered and executed. If order(s) were manually delivered this field should contain string "MANUAL".Note where an order has undergone one or more cancel/replaces, this should be the ClOrdID of the most recent version of the order +Required when NoOrders > 0 and must be the first repeating field in the group. @@ -24904,7 +24939,7 @@ - + Can be used to provide order id used by exchange or executing system. @@ -24914,12 +24949,13 @@ - + Required for List Orders. - + Insert here the set of "NestedParties2" fields defined in "Common Components of Application Messages" +This is used to identify the executing broker for step in/give in trades. @@ -24929,12 +24965,13 @@ - + Average price for this order. - + Quantity of this order that is being booked out by this message (will be equal to or less than this order's OrderQty) +Note that the sum of the OrderBookingQty values in this repeating group must equal the total quantity being allocated (in Quantity (53) field). @@ -24945,7 +24982,7 @@ - + Number of orders statused in this message, i.e. number of repeating groups to follow. @@ -24970,12 +25007,12 @@ - + For optional use with OrdStatus = 0 (New). - + Quantity open for further execution. LeavesQty = OrderQty - CumQty. @@ -24990,7 +25027,7 @@ - + Used if the order is rejected. @@ -25000,12 +25037,12 @@ - + Must be set if EncodedText field is specified and must immediately precede it. - + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. @@ -25021,7 +25058,8 @@ - + Insert here the set of "Underlying Instrument" (underlying symbology) fields defined in "Common Components of Application Messages" +Required if NoUnderlyings > 0. @@ -25031,7 +25069,7 @@ - + Values = Final, Theoretical @@ -25042,12 +25080,12 @@ - + Number of repeating groups for pre-trade allocation. - + Required if NoAllocs > 0. Must be first field in repeating group. @@ -25067,7 +25105,8 @@ - + Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages". +Used for NestedPartyRole=Clearing Firm. @@ -25083,12 +25122,12 @@ - + Number of repeating groups for pre-trade allocation. - + Required if NoAllocs > 0. Must be first field in repeating group. @@ -25108,7 +25147,7 @@ - + Insert here the set of "NestedParties3" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages". @@ -25124,17 +25163,18 @@ - + The number of securities (instruments) whose quotes are to be canceled +Not required when cancelling all quotes. - + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". - + Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages". @@ -25155,17 +25195,18 @@ - + The number of quotes for this Symbol (QuoteSet) that follow in this message. - + Uniquely identifies the quote as part of a QuoteSet. +First field in repeating group. Required if NoQuoteEntries > 0. - + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". @@ -25175,12 +25216,12 @@ - + If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. - + If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. @@ -25200,22 +25241,22 @@ - + May be applicable for F/X quotes. - + May be applicable for F/X quotes. - + May be applicable for F/X quotes. - + May be applicable for F/X quotes. @@ -25255,42 +25296,42 @@ - + Can be used with forex quotes to specify a specific "value date". - + Can be used to specify the type of order the quote is for. - + Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. - + Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. - + Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. - + Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. - + Can be used to specify the currency of the quoted price. - + Reason Quote Entry was rejected. @@ -25301,17 +25342,19 @@ - + The number of quotes for this Symbol (instrument) (QuoteSet) that follow in this message. +** Nested Repeating Group follows ** - + Uniquely identifies the quote as part of a QuoteSet. +Must be used if NoQuoteEntries(295) is used. - + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". @@ -25321,12 +25364,12 @@ - + If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. - + If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. @@ -25346,22 +25389,22 @@ - + May be applicable for F/X quotes. - + May be applicable for F/X quotes. - + May be applicable for F/X quotes. - + May be applicable for F/X quotes. @@ -25401,37 +25444,37 @@ - + Can be used with forex quotes to specify a specific "value date". - + Can be used to specify the type of order the quote is for. - + Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. - + Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. - + Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. - + Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. - + Can be used to specify the currency of the quoted price. @@ -25447,7 +25490,7 @@ - + Required if NoQuoteQualifiers > 1. @@ -25458,17 +25501,17 @@ - + Number of related symbols (instruments) in Request. - + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". - + Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages". @@ -25478,17 +25521,17 @@ - + Useful for verifying security identification. - + Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. - + Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) Valid values used by FX in the request: 0 = Indicative, 1 = Tradeable; Absence implies a request for an indicative quote. @@ -25508,17 +25551,20 @@ - + If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. +For single instrument use. FX values, 1 = Buy, 2 = Sell; This is from the perspective of the Initiator. If absent then a two-sided quote is being requested for spot or forward. - + Type of quantity specified in a quantity field. +For FX, if used, should be "0". - + Required for single instrument quoting. +Required for Fixed Income if QuoteType is Tradeable. @@ -25528,27 +25574,27 @@ - + Can be used (e.g. with forex quotes) to specify the desired "value date". - + Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. - + Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. - + Can be used to specify the desired currency of the quoted price. May differ from the ‘normal’ trading currency of the instrument being quote requested. - + Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages". @@ -25578,32 +25624,32 @@ - + Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted. - + Can be used to specify the type of order the quote request is for. - + Used by the quote initiator to indicate the period of time the resulting Quote must be valid until. - + The time when Quote Request will expire. - + Time transaction was entered. - + Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages". @@ -25618,12 +25664,12 @@ - + Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap. - + Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages". @@ -25639,12 +25685,13 @@ - + Required for multileg quotes. - + Required for multileg quotes. +For Swaps one leg is Buy and other leg is Sell. @@ -25690,17 +25737,17 @@ - + Number of related symbols (instruments) in Request. - + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". - + Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages". @@ -25710,17 +25757,17 @@ - + Useful for verifying security identification. - + Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. - + Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable). @@ -25740,7 +25787,8 @@ - + If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. +Required if specified in Quote Request message. @@ -25750,7 +25798,8 @@ - + Insert here the set of "OrderQytData" fields defined in "Common Components of Application Messages" +Required if component is specified in Quote Request message. @@ -25760,27 +25809,27 @@ - + Can be used (e.g. with forex quotes) to specify the desired "value date". - + Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. - + Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. - + Can be used to specify the desired currency of the quoted price. May differ from the ‘normal’ trading currency of the instrument being quote requested. - + Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages". @@ -25810,27 +25859,27 @@ - + Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted. - + Can be used to specify the type of order the quote request is for. - + The time when Quote Request will expire. - + Time transaction was entered. - + Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages". @@ -25840,22 +25889,22 @@ - + Quoted or target price. - + Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap. - + Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages". - + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages". @@ -25866,27 +25915,29 @@ - + The number of sets of quotes in the message. - + First field in repeating group. Required if NoQuoteSets > 0. - + Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" +Required if NoQuoteSets > 0. - + Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. +Required if NoQuoteEntries > 0. - + Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. @@ -25902,17 +25953,18 @@ - + The number of sets of quotes in the message - + Sequential number for the Quote Set. For a given QuoteID – assumed to start at 1. +Must be the first field in the repeating group. - + Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages". @@ -25922,12 +25974,12 @@ - + Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. - + Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. @@ -25943,12 +25995,13 @@ - + Specifies the number of repeating symbols (instruments). - + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" +of the requested Security. @@ -25963,7 +26016,7 @@ - + Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages". @@ -25983,17 +26036,17 @@ - + Comment, instructions, or other identifying information. - + Must be set if EncodedText field is specified and must immediately precede it. - + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. @@ -26055,12 +26108,12 @@ - + Number of Distribution instructions in this message (number of repeating groups to follow). - + Must be first field in the repeating group if NoDistribInsts > 0. @@ -26106,12 +26159,12 @@ - + Number of registration details in this message (number of repeating groups to follow). - + Must be first field in the repeating group/ @@ -26131,7 +26184,8 @@ - + Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages". +Used for NestedPartyRole=InvestorID. @@ -26157,17 +26211,17 @@ - + Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. - + Indicates type of RoutingID. Required if NoRoutingIDs is > 0. - + Identifies routing destination. Required if NoRoutingIDs is > 0. @@ -26178,22 +26232,23 @@ - + Specifies the number of repeating symbols (instruments). - + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" +of the requested Security. - + Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages". - + Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages". @@ -26208,7 +26263,7 @@ - + Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages". @@ -26218,12 +26273,12 @@ - + Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages". - + Insert here the set of "YieldData" fields defined in "Common Components of Application Messages". @@ -26253,17 +26308,17 @@ - + Comment, instructions, or other identifying information. - + Must be set if EncodedText field is specified and must immediately precede it. - + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. @@ -26279,7 +26334,7 @@ - + Required if NoSecurityTypes > 0. @@ -26305,112 +26360,118 @@ - + Required except where SettlInstMode is 5=Reject SSI request. - + Unique ID for this settlement instruction. +Required except where SettlInstMode is 5=Reject SSI request. - + New, Replace, Cancel or Restate +Required except where SettlInstMode is 5=Reject SSI request. - + Required where SettlInstTransType is Cancel or Replace. - + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages". +Used here for settlement location. +Also used for executing broker for CIV settlement instructions. - + Can be used for SettleInstMode 1 if SSIs are being provided for a particular side. - + Can be used for SettleInstMode 1 if SSIs are being provided for a particular product. - + >Can be used for SettleInstMode 1 if SSIs are being provided for a particular security type (as alternative to CFICode). - + Can be used for SettleInstMode 1 if SSIs are being provided for a particular security type (as identified by CFI code). - + Effective (start) date/time for this settlement instruction. +Required except where SettlInstMode is 5=Reject SSI request. - + ermination date/time for this settlement instruction. - + Date/time this settlement instruction was last updated (or created if not updated since creation). +Required except where SettlInstMode is 5=Reject SSI request. - + Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages". - + For use with CIV settlement instructions. - + For use with CIV settlement instructions. - + For use with CIV settlement instructions. - + For use with CIV settlement instructions. - + For use with CIV settlement instructions. - + For use with CIV settlement instructions. - + For use with CIV settlement instructions. - + For use with CIV settlement instructions. - + For use with CIV settlement instructions. @@ -26421,7 +26482,7 @@ - + Must be 1 or 2. @@ -26436,7 +26497,7 @@ - + Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. @@ -26456,7 +26517,7 @@ - + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages". @@ -26471,7 +26532,7 @@ - + Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages". @@ -26486,12 +26547,12 @@ - + Must be set if EncodedText field is specified and must immediately precede it. - + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. @@ -26502,7 +26563,9 @@ - + Must be 1 or 2. +1 or 2 if CrossType=1. +2 otherwise. @@ -26512,7 +26575,7 @@ - + Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. @@ -26525,14 +26588,9 @@ - - - - - - + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages". @@ -26577,7 +26635,7 @@ - + Use to assign an identifier to the block of preallocations. @@ -26592,12 +26650,12 @@ - + Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages". - + Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages". @@ -26617,7 +26675,7 @@ - + Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. @@ -26627,7 +26685,7 @@ - + Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. @@ -26637,22 +26695,22 @@ - + Must be set if EncodedText field is specified and must immediately precede it. - + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - + For use in derivatives omnibus accounting. - + For use with derivatives, such as options. @@ -26683,12 +26741,12 @@ - + Number of repeating groups for trade allocation. - + Required if NoAllocs > 0. Must be first field in repeating group. @@ -26708,7 +26766,7 @@ - + Insert here the set of "NestedParties2" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages". @@ -26724,7 +26782,7 @@ - + Number of sides. @@ -26734,22 +26792,22 @@ - + OrderID should be conditionally required when Trade Capture Report is used for back office processing. - + Can be used to provide order id used by exchange or executing system. - + Required for executions against electronically submitted orders which were assigned an ID by the institution or intermediary. Not required for orders manually entered by the broker or fund manager (for CIV orders). - + Can be used to provide secondary client order identifiers associated with this trade. @@ -26759,12 +26817,12 @@ - + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages". - + Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary. @@ -26774,12 +26832,12 @@ - + Specifies type of account. - + Used to specify Step-out trades. @@ -26829,32 +26887,32 @@ - + The capacity of the participant for this trade ( principal or agent for example). - + Restrictions associated with the participant and their capacity for this trade. - + he customer capacity for this trade. - + Order type from the order associated with the trade. - + Execution Instruction from the order associated with the trade - + A date and time stamp to indicate when this order was booked. For Equities, this is the time at which an order was received by an Exchange or Marketplace. For CIV, this is the time that a Fund Manager booked an order for execution at the next valuation point. @@ -26874,7 +26932,8 @@ - + Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" +Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Monetary commission values are expressed in the currency reflected by the Currency field. @@ -26909,17 +26968,17 @@ - + For repurchase agreements the accrued interest on termination. - + For repurchase agreements the start (dirty) cash consideration. - + For repurchase agreements the end (dirty) cash consideration. @@ -26934,52 +26993,53 @@ - + Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency field. - + Used to report results of forex accommodation trade. - + Used to report results of forex accommodation trade. - + Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency. - + Specifies whether the SettlCurrFxRate should be multiplied or divided. - + For use in derivatives omnibus accounting. - + May be used by the executing market to record any execution Details that are particular to that market. - + Must be set if EncodedText field is specified and must immediately precede it. - + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - + Default is a single security if not specified. +Provided to support the scenario where a single leg instrument trades against an individual leg of a multileg instrument. @@ -26999,12 +27059,12 @@ - + Used to report any exchange rules that apply to this trade. - + Identifies if the trade is to be allocated. @@ -27014,7 +27074,7 @@ - + Used to assign an ID to the block of preallocations. @@ -27030,12 +27090,12 @@ - + Trades for which collateral is required. - + Required if NoTrades > 0. @@ -27051,12 +27111,13 @@ - + Number of legs. +Identifies a Multi-leg Execution if present and non-zero. - + Must be provided if Number of legs > 0. @@ -27066,7 +27127,7 @@ - + Instead of LegQty – requests that the sellside calculate LegQty based on opposite Leg. @@ -27076,27 +27137,28 @@ - + Provide if the PositionEffect for the leg is different from that specified for the overall multileg security. - + Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security. - + Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages". +Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type. - + Used to identify a specific leg. - + Provide only if a Price is required for a specific leg. Used for anchoring the overall multileg security price to a specific leg Price. @@ -27106,12 +27168,12 @@ - + Takes precedence over LegSettlmntTyp value and conditionally required/omitted for specific LegSettlType values. - + Used to report the execution price assigned to the leg of the multileg instrument. @@ -27122,12 +27184,12 @@ - + Specifies the number of repeating TradingSessionIDs. - + Required if NoTradingSessions is > 0. @@ -27143,17 +27205,18 @@ - + Number of legs that make up the Security. - + Insert here the set of "Underlying Instrument" fields defined in "Common Components of Application Messages". +Required if NoUnderlyings > 0. - + Required if NoUnderlyings > 0. @@ -27164,12 +27227,12 @@ - + Number of underlyings. - + Must be provided if Number of underlyings > 0. @@ -27180,22 +27243,22 @@ - + Number of underlyings. - + Must be provided if Number of underlyings > 0. - + Useful for verifying security identification. - + Can use client order identifier or the symbol and side to uniquely identify the stock in the list. @@ -27225,12 +27288,12 @@ - + Must be set if EncodedText field is specified and must immediately precede it. - + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. @@ -27241,17 +27304,18 @@ - + Number of date ranges provided (must be 1 or 2 if specified). - + Used when reporting other than current day trades. +Conditionally required if NoDates > 0. - + To request trades for a specific time. From 21d532abacfbbcc84282ecff078f371e56e5ef75 Mon Sep 17 00:00:00 2001 From: Richard Shriver Date: Tue, 13 Sep 2022 09:16:51 -0400 Subject: [PATCH 2/2] RPOS-458 --- FIX Standard/OrchestraFIX44.xml | 37 ++++++++++++++++----------------- 1 file changed, 18 insertions(+), 19 deletions(-) diff --git a/FIX Standard/OrchestraFIX44.xml b/FIX Standard/OrchestraFIX44.xml index e3ae707..477e0fc 100644 --- a/FIX Standard/OrchestraFIX44.xml +++ b/FIX Standard/OrchestraFIX44.xml @@ -22891,8 +22891,7 @@ Indicates the client order id of an order affected by the Order Mass Cancel Requ - This repeating group is optionally used for messages with AllocStatus = 2 (account level reject), AllocStatus = 0 (accepted), to provide details of the individual accounts that were accepted or rejected. In the case of a reject, the reasons for the rejection should be specified. This group should not be populated where AllocStatus has any other value. -Indicates number of allocation groups to follow. + Indicates number of allocation groups to follow. @@ -22936,7 +22935,7 @@ Indicates number of allocation groups to follow. - + This repeating group is optionally used for messages with AllocStatus = 2 (account level reject), AllocStatus = 0 (accepted), to provide details of the individual accounts that were accepted or rejected. In the case of a reject, the reasons for the rejection should be specified. This group should not be populated where AllocStatus has any other value. @@ -23417,12 +23416,12 @@ If not present request applies to all applicable available counterparties. EG Un - + Number of contract details in this message (number of repeating groups to follow). - + Must be first field in the repeating group. @@ -23668,7 +23667,7 @@ Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type. - Number of legs + Number of legs. Identifies a Multi-leg Execution if present and non-zero. @@ -23799,7 +23798,7 @@ Required if NoStrikes > 0. Must be first field in repeating group. - equired if NoIOIQualifiers > 0. + Required if NoIOIQualifiers > 0. @@ -23810,7 +23809,7 @@ Required if NoStrikes > 0. Must be first field in repeating group. - Number of legs + Number of legs. Can be zero (e.g. standardized multileg instrument such as an Option strategy) – must be provided even if zero. @@ -24038,7 +24037,7 @@ For Swaps one leg is Buy and other leg is Sell. - Specifies the number of repeating lines of text specified. + Specifies the number of repeating lines of text. @@ -25058,7 +25057,7 @@ Note that the sum of the OrderBookingQty values in this repeating group must equ - Insert here the set of "Underlying Instrument" (underlying symbology) fields defined in "Common Components of Application Messages" + Insert here the set of "Underlying Instrument" (underlying symbology) fields defined in "Common Components of Application Messages". Required if NoUnderlyings > 0. @@ -25659,7 +25658,7 @@ Required for Fixed Income if QuoteType is Tradeable. - + Quoted or target price. @@ -26057,12 +26056,12 @@ of the requested Security. - + Number of related symbols (instruments) in Request. - + nsert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". @@ -26077,17 +26076,17 @@ of the requested Security. - + Useful for verifying security identification. - + Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. - + Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable). @@ -26415,7 +26414,7 @@ Required except where SettlInstMode is 5=Reject SSI request. - ermination date/time for this settlement instruction. + Termination date/time for this settlement instruction. @@ -26680,7 +26679,7 @@ Required except where SettlInstMode is 5=Reject SSI request. - + Required if ForexReq = Y. @@ -26897,7 +26896,7 @@ Required except where SettlInstMode is 5=Reject SSI request. - he customer capacity for this trade. + The customer capacity for this trade.