#[repr(u16)]
pub enum FieldTag {
Show 1452 variants
Account,
AdvId,
AdvRefId,
AdvSide,
AdvTransType,
AvgPx,
BeginSeqNo,
BeginString,
BodyLength,
CheckSum,
ClOrdId,
Commission,
CommType,
CumQty,
Currency,
EndSeqNo,
ExecId,
ExecInst,
ExecRefId,
HandlInst,
SecurityIdSource,
Ioiid,
IoiQltyInd,
IoiRefId,
IoiQty,
IoiTransType,
LastCapacity,
LastMkt,
LastPx,
LastQty,
NoLinesOfText,
MsgSeqNum,
MsgType,
NewSeqNo,
OrderId,
OrderQty,
OrdStatus,
OrdType,
OrigClOrdId,
OrigTime,
PossDupFlag,
Price,
RefSeqNum,
SecurityId,
SenderCompId,
SenderSubId,
SendingTime,
Quantity,
Side,
Symbol,
TargetCompId,
TargetSubId,
Text,
TimeInForce,
TransactTime,
Urgency,
ValidUntilTime,
SettlType,
SettlDate,
SymbolSfx,
ListId,
ListSeqNo,
TotNoOrders,
ListExecInst,
AllocId,
AllocTransType,
RefAllocId,
NoOrders,
AvgPxPrecision,
TradeDate,
PositionEffect,
NoAllocs,
AllocAccount,
AllocQty,
ProcessCode,
NoRpts,
RptSeq,
CxlQty,
NoDlvyInst,
AllocStatus,
AllocRejCode,
Signature,
SecureDataLen,
SecureData,
SignatureLength,
EmailType,
RawDataLength,
RawData,
PossResend,
EncryptMethod,
StopPx,
ExDestination,
CxlRejReason,
OrdRejReason,
IoiQualifier,
Issuer,
SecurityDesc,
HeartBtInt,
MinQty,
MaxFloor,
TestReqId,
ReportToExch,
LocateReqd,
OnBehalfOfCompId,
OnBehalfOfSubId,
QuoteId,
NetMoney,
SettlCurrAmt,
SettlCurrency,
ForexReq,
OrigSendingTime,
GapFillFlag,
NoExecs,
ExpireTime,
DkReason,
DeliverToCompId,
DeliverToSubId,
IoiNaturalFlag,
QuoteReqId,
BidPx,
OfferPx,
BidSize,
OfferSize,
NoMiscFees,
MiscFeeAmt,
MiscFeeCurr,
MiscFeeType,
PrevClosePx,
ResetSeqNumFlag,
SenderLocationId,
TargetLocationId,
OnBehalfOfLocationId,
DeliverToLocationId,
NoRelatedSym,
Subject,
Headline,
UrlLink,
ExecType,
LeavesQty,
CashOrderQty,
AllocAvgPx,
AllocNetMoney,
SettlCurrFxRate,
SettlCurrFxRateCalc,
NumDaysInterest,
AccruedInterestRate,
AccruedInterestAmt,
SettlInstMode,
AllocText,
SettlInstId,
SettlInstTransType,
EmailThreadId,
SettlInstSource,
SecurityType,
EffectiveTime,
StandInstDbType,
StandInstDbName,
StandInstDbId,
SettlDeliveryType,
BidSpotRate,
BidForwardPoints,
OfferSpotRate,
OfferForwardPoints,
OrderQty2,
SettlDate2,
LastSpotRate,
LastForwardPoints,
AllocLinkId,
AllocLinkType,
SecondaryOrderId,
NoIoiQualifiers,
MaturityMonthYear,
PutOrCall,
StrikePrice,
CoveredOrUncovered,
OptAttribute,
SecurityExchange,
NotifyBrokerOfCredit,
AllocHandlInst,
MaxShow,
PegOffsetValue,
XmlDataLen,
XmlData,
SettlInstRefId,
NoRoutingIDs,
RoutingType,
RoutingId,
Spread,
BenchmarkCurveCurrency,
BenchmarkCurveName,
BenchmarkCurvePoint,
CouponRate,
CouponPaymentDate,
IssueDate,
RepurchaseTerm,
RepurchaseRate,
Factor,
TradeOriginationDate,
ExDate,
ContractMultiplier,
NoStipulations,
StipulationType,
StipulationValue,
YieldType,
Yield,
TotalTakedown,
Concession,
RepoCollateralSecurityType,
RedemptionDate,
UnderlyingCouponPaymentDate,
UnderlyingIssueDate,
UnderlyingRepoCollateralSecurityType,
UnderlyingRepurchaseTerm,
UnderlyingRepurchaseRate,
UnderlyingFactor,
UnderlyingRedemptionDate,
LegCouponPaymentDate,
LegIssueDate,
LegRepoCollateralSecurityType,
LegRepurchaseTerm,
LegRepurchaseRate,
LegFactor,
LegRedemptionDate,
CreditRating,
UnderlyingCreditRating,
LegCreditRating,
TradedFlatSwitch,
BasisFeatureDate,
BasisFeaturePrice,
MdReqId,
SubscriptionRequestType,
MarketDepth,
MdUpdateType,
AggregatedBook,
NoMdEntryTypes,
NoMdEntries,
MdEntryType,
MdEntryPx,
MdEntrySize,
MdEntryDate,
MdEntryTime,
TickDirection,
MdMkt,
QuoteCondition,
TradeCondition,
MdEntryId,
MdUpdateAction,
MdEntryRefId,
MdReqRejReason,
MdEntryOriginator,
LocationId,
DeskId,
DeleteReason,
OpenCloseSettlFlag,
SellerDays,
MdEntryBuyer,
MdEntrySeller,
MdEntryPositionNo,
FinancialStatus,
CorporateAction,
DefBidSize,
DefOfferSize,
NoQuoteEntries,
NoQuoteSets,
QuoteStatus,
QuoteCancelType,
QuoteEntryId,
QuoteRejectReason,
QuoteResponseLevel,
QuoteSetId,
QuoteRequestType,
TotNoQuoteEntries,
UnderlyingSecurityIdSource,
UnderlyingIssuer,
UnderlyingSecurityDesc,
UnderlyingSecurityExchange,
UnderlyingSecurityId,
UnderlyingSecurityType,
UnderlyingSymbol,
UnderlyingSymbolSfx,
UnderlyingMaturityMonthYear,
UnderlyingPutOrCall,
UnderlyingStrikePrice,
UnderlyingOptAttribute,
UnderlyingCurrency,
SecurityReqId,
SecurityRequestType,
SecurityResponseId,
SecurityResponseType,
SecurityStatusReqId,
UnsolicitedIndicator,
SecurityTradingStatus,
HaltReasonInt,
InViewOfCommon,
DueToRelated,
BuyVolume,
SellVolume,
HighPx,
LowPx,
Adjustment,
TradSesReqId,
TradingSessionId,
ContraTrader,
TradSesMethod,
TradSesMode,
TradSesStatus,
TradSesStartTime,
TradSesOpenTime,
TradSesPreCloseTime,
TradSesCloseTime,
TradSesEndTime,
NumberOfOrders,
MessageEncoding,
EncodedIssuerLen,
EncodedIssuer,
EncodedSecurityDescLen,
EncodedSecurityDesc,
EncodedListExecInstLen,
EncodedListExecInst,
EncodedTextLen,
EncodedText,
EncodedSubjectLen,
EncodedSubject,
EncodedHeadlineLen,
EncodedHeadline,
EncodedAllocTextLen,
EncodedAllocText,
EncodedUnderlyingIssuerLen,
EncodedUnderlyingIssuer,
EncodedUnderlyingSecurityDescLen,
EncodedUnderlyingSecurityDesc,
AllocPrice,
QuoteSetValidUntilTime,
QuoteEntryRejectReason,
LastMsgSeqNumProcessed,
RefTagId,
RefMsgType,
SessionRejectReason,
BidRequestTransType,
ContraBroker,
ComplianceId,
SolicitedFlag,
ExecRestatementReason,
BusinessRejectRefId,
BusinessRejectReason,
GrossTradeAmt,
NoContraBrokers,
MaxMessageSize,
NoMsgTypes,
MsgDirection,
NoTradingSessions,
TotalVolumeTraded,
DiscretionInst,
DiscretionOffsetValue,
BidId,
ClientBidId,
ListName,
TotNoRelatedSym,
BidType,
NumTickets,
SideValue1,
SideValue2,
NoBidDescriptors,
BidDescriptorType,
BidDescriptor,
SideValueInd,
LiquidityPctLow,
LiquidityPctHigh,
LiquidityValue,
EfpTrackingError,
FairValue,
OutsideIndexPct,
ValueOfFutures,
LiquidityIndType,
WtAverageLiquidity,
ExchangeForPhysical,
OutMainCntryUIndex,
CrossPercent,
ProgRptReqs,
ProgPeriodInterval,
IncTaxInd,
NumBidders,
BidTradeType,
BasisPxType,
NoBidComponents,
Country,
TotNoStrikes,
PriceType,
DayOrderQty,
DayCumQty,
DayAvgPx,
GtBookingInst,
NoStrikes,
ListStatusType,
NetGrossInd,
ListOrderStatus,
ExpireDate,
ListExecInstType,
CxlRejResponseTo,
UnderlyingCouponRate,
UnderlyingContractMultiplier,
ContraTradeQty,
ContraTradeTime,
LiquidityNumSecurities,
MultiLegReportingType,
StrikeTime,
ListStatusText,
EncodedListStatusTextLen,
EncodedListStatusText,
PartyIdSource,
PartyId,
NetChgPrevDay,
PartyRole,
NoPartyIDs,
NoSecurityAltId,
SecurityAltId,
SecurityAltIdSource,
NoUnderlyingSecurityAltId,
UnderlyingSecurityAltId,
UnderlyingSecurityAltIdSource,
Product,
CfiCode,
UnderlyingProduct,
UnderlyingCfiCode,
TestMessageIndicator,
BookingRefId,
IndividualAllocId,
RoundingDirection,
RoundingModulus,
CountryOfIssue,
StateOrProvinceOfIssue,
LocaleOfIssue,
NoRegistDtls,
MailingDtls,
InvestorCountryOfResidence,
PaymentRef,
DistribPaymentMethod,
CashDistribCurr,
CommCurrency,
CancellationRights,
MoneyLaunderingStatus,
MailingInst,
TransBkdTime,
ExecPriceType,
ExecPriceAdjustment,
DateOfBirth,
TradeReportTransType,
CardHolderName,
CardNumber,
CardExpDate,
CardIssNum,
PaymentMethod,
RegistAcctType,
Designation,
TaxAdvantageType,
RegistRejReasonText,
FundRenewWaiv,
CashDistribAgentName,
CashDistribAgentCode,
CashDistribAgentAcctNumber,
CashDistribPayRef,
CashDistribAgentAcctName,
CardStartDate,
PaymentDate,
PaymentRemitterId,
RegistStatus,
RegistRejReasonCode,
RegistRefId,
RegistDtls,
NoDistribInsts,
RegistEmail,
DistribPercentage,
RegistId,
RegistTransType,
ExecValuationPoint,
OrderPercent,
OwnershipType,
NoContAmts,
ContAmtType,
ContAmtValue,
ContAmtCurr,
OwnerType,
PartySubId,
NestedPartyId,
NestedPartyIdSource,
SecondaryClOrdId,
SecondaryExecId,
OrderCapacity,
OrderRestrictions,
MassCancelRequestType,
MassCancelResponse,
MassCancelRejectReason,
TotalAffectedOrders,
NoAffectedOrders,
AffectedOrderId,
AffectedSecondaryOrderId,
QuoteType,
NestedPartyRole,
NoNestedPartyIDs,
TotalAccruedInterestAmt,
MaturityDate,
UnderlyingMaturityDate,
InstrRegistry,
CashMargin,
NestedPartySubId,
Scope,
MdImplicitDelete,
CrossId,
CrossType,
CrossPrioritization,
OrigCrossId,
NoSides,
Username,
Password,
NoLegs,
LegCurrency,
TotNoSecurityTypes,
NoSecurityTypes,
SecurityListRequestType,
SecurityRequestResult,
RoundLot,
MinTradeVol,
MultiLegRptTypeReq,
LegPositionEffect,
LegCoveredOrUncovered,
LegPrice,
TradSesStatusRejReason,
TradeRequestId,
TradeRequestType,
PreviouslyReported,
TradeReportId,
TradeReportRefId,
MatchStatus,
MatchType,
OddLot,
NoClearingInstructions,
ClearingInstruction,
TradeInputSource,
TradeInputDevice,
NoDates,
AccountType,
CustOrderCapacity,
ClOrdLinkId,
MassStatusReqId,
MassStatusReqType,
OrigOrdModTime,
LegSettlType,
LegSettlDate,
DayBookingInst,
BookingUnit,
PreallocMethod,
UnderlyingCountryOfIssue,
UnderlyingStateOrProvinceOfIssue,
UnderlyingLocaleOfIssue,
UnderlyingInstrRegistry,
LegCountryOfIssue,
LegStateOrProvinceOfIssue,
LegLocaleOfIssue,
LegInstrRegistry,
LegSymbol,
LegSymbolSfx,
LegSecurityId,
LegSecurityIdSource,
NoLegSecurityAltId,
LegSecurityAltId,
LegSecurityAltIdSource,
LegProduct,
LegCfiCode,
LegSecurityType,
LegMaturityMonthYear,
LegMaturityDate,
LegStrikePrice,
LegOptAttribute,
LegContractMultiplier,
LegCouponRate,
LegSecurityExchange,
LegIssuer,
EncodedLegIssuerLen,
EncodedLegIssuer,
LegSecurityDesc,
EncodedLegSecurityDescLen,
EncodedLegSecurityDesc,
LegRatioQty,
LegSide,
TradingSessionSubId,
AllocType,
NoHops,
HopCompId,
HopSendingTime,
HopRefId,
MidPx,
BidYield,
MidYield,
OfferYield,
ClearingFeeIndicator,
WorkingIndicator,
LegLastPx,
PriorityIndicator,
PriceImprovement,
Price2,
LastForwardPoints2,
BidForwardPoints2,
OfferForwardPoints2,
RfqReqId,
MktBidPx,
MktOfferPx,
MinBidSize,
MinOfferSize,
QuoteStatusReqId,
LegalConfirm,
UnderlyingLastPx,
UnderlyingLastQty,
LegRefId,
ContraLegRefId,
SettlCurrBidFxRate,
SettlCurrOfferFxRate,
QuoteRequestRejectReason,
SideComplianceId,
AcctIdSource,
AllocAcctIdSource,
BenchmarkPrice,
BenchmarkPriceType,
ConfirmId,
ConfirmStatus,
ConfirmTransType,
ContractSettlMonth,
DeliveryForm,
LastParPx,
NoLegAllocs,
LegAllocAccount,
LegIndividualAllocId,
LegAllocQty,
LegAllocAcctIdSource,
LegSettlCurrency,
LegBenchmarkCurveCurrency,
LegBenchmarkCurveName,
LegBenchmarkCurvePoint,
LegBenchmarkPrice,
LegBenchmarkPriceType,
LegBidPx,
LegIoiQty,
NoLegStipulations,
LegOfferPx,
LegOrderQty,
LegPriceType,
LegQty,
LegStipulationType,
LegStipulationValue,
LegSwapType,
Pool,
QuotePriceType,
QuoteRespId,
QuoteRespType,
QuoteQualifier,
YieldRedemptionDate,
YieldRedemptionPrice,
YieldRedemptionPriceType,
BenchmarkSecurityId,
ReversalIndicator,
YieldCalcDate,
NoPositions,
PosType,
LongQty,
ShortQty,
PosQtyStatus,
PosAmtType,
PosAmt,
PosTransType,
PosReqId,
NoUnderlyings,
PosMaintAction,
OrigPosReqRefId,
PosMaintRptRefId,
ClearingBusinessDate,
SettlSessId,
SettlSessSubId,
AdjustmentType,
ContraryInstructionIndicator,
PriorSpreadIndicator,
PosMaintRptId,
PosMaintStatus,
PosMaintResult,
PosReqType,
ResponseTransportType,
ResponseDestination,
TotalNumPosReports,
PosReqResult,
PosReqStatus,
SettlPrice,
SettlPriceType,
UnderlyingSettlPrice,
UnderlyingSettlPriceType,
PriorSettlPrice,
NoQuoteQualifiers,
AllocSettlCurrency,
AllocSettlCurrAmt,
InterestAtMaturity,
LegDatedDate,
LegPool,
AllocInterestAtMaturity,
AllocAccruedInterestAmt,
DeliveryDate,
AssignmentMethod,
AssignmentUnit,
OpenInterest,
ExerciseMethod,
TotNumTradeReports,
TradeRequestResult,
TradeRequestStatus,
TradeReportRejectReason,
SideMultiLegReportingType,
NoPosAmt,
AutoAcceptIndicator,
AllocReportId,
NoNested2PartyIDs,
Nested2PartyId,
Nested2PartyIdSource,
Nested2PartyRole,
Nested2PartySubId,
BenchmarkSecurityIdSource,
SecuritySubType,
UnderlyingSecuritySubType,
LegSecuritySubType,
AllowableOneSidednessPct,
AllowableOneSidednessValue,
AllowableOneSidednessCurr,
NoTrdRegTimestamps,
TrdRegTimestamp,
TrdRegTimestampType,
TrdRegTimestampOrigin,
ConfirmRefId,
ConfirmType,
ConfirmRejReason,
BookingType,
IndividualAllocRejCode,
SettlInstMsgId,
NoSettlInst,
LastUpdateTime,
AllocSettlInstType,
NoSettlPartyIDs,
SettlPartyId,
SettlPartyIdSource,
SettlPartyRole,
SettlPartySubId,
SettlPartySubIdType,
DlvyInstType,
TerminationType,
NextExpectedMsgSeqNum,
OrdStatusReqId,
SettlInstReqId,
SettlInstReqRejCode,
SecondaryAllocId,
AllocReportType,
AllocReportRefId,
AllocCancReplaceReason,
CopyMsgIndicator,
AllocAccountType,
OrderAvgPx,
OrderBookingQty,
NoSettlPartySubIDs,
NoPartySubIDs,
PartySubIdType,
NoNestedPartySubIDs,
NestedPartySubIdType,
NoNested2PartySubIDs,
Nested2PartySubIdType,
AllocIntermedReqType,
NoUsernames,
UnderlyingPx,
PriceDelta,
ApplQueueMax,
ApplQueueDepth,
ApplQueueResolution,
ApplQueueAction,
NoAltMdSource,
AltMdSourceId,
SecondaryTradeReportId,
AvgPxIndicator,
TradeLinkId,
OrderInputDevice,
UnderlyingTradingSessionId,
UnderlyingTradingSessionSubId,
TradeLegRefId,
ExchangeRule,
TradeAllocIndicator,
ExpirationCycle,
TrdType,
TrdSubType,
TransferReason,
TotNumAssignmentReports,
AsgnRptId,
ThresholdAmount,
PegMoveType,
PegOffsetType,
PegLimitType,
PegRoundDirection,
PeggedPrice,
PegScope,
DiscretionMoveType,
DiscretionOffsetType,
DiscretionLimitType,
DiscretionRoundDirection,
DiscretionPrice,
DiscretionScope,
TargetStrategy,
TargetStrategyParameters,
ParticipationRate,
TargetStrategyPerformance,
LastLiquidityInd,
PublishTrdIndicator,
ShortSaleReason,
QtyType,
SecondaryTrdType,
TradeReportType,
AllocNoOrdersType,
SharedCommission,
ConfirmReqId,
AvgParPx,
ReportedPx,
NoCapacities,
OrderCapacityQty,
NoEvents,
EventType,
EventDate,
EventPx,
EventText,
PctAtRisk,
NoInstrAttrib,
InstrAttribType,
InstrAttribValue,
DatedDate,
InterestAccrualDate,
CpProgram,
CpRegType,
UnderlyingCpProgram,
UnderlyingCpRegType,
UnderlyingQty,
TrdMatchId,
SecondaryTradeReportRefId,
UnderlyingDirtyPrice,
UnderlyingEndPrice,
UnderlyingStartValue,
UnderlyingCurrentValue,
UnderlyingEndValue,
NoUnderlyingStips,
UnderlyingStipType,
UnderlyingStipValue,
MaturityNetMoney,
MiscFeeBasis,
TotNoAllocs,
LastFragment,
CollReqId,
CollAsgnReason,
CollInquiryQualifier,
NoTrades,
MarginRatio,
MarginExcess,
TotalNetValue,
CashOutstanding,
CollAsgnId,
CollAsgnTransType,
CollRespId,
CollAsgnRespType,
CollAsgnRejectReason,
CollAsgnRefId,
CollRptId,
CollInquiryId,
CollStatus,
TotNumReports,
LastRptRequested,
AgreementDesc,
AgreementId,
AgreementDate,
StartDate,
EndDate,
AgreementCurrency,
DeliveryType,
EndAccruedInterestAmt,
StartCash,
EndCash,
UserRequestId,
UserRequestType,
NewPassword,
UserStatus,
UserStatusText,
StatusValue,
StatusText,
RefCompId,
RefSubId,
NetworkResponseId,
NetworkRequestId,
LastNetworkResponseId,
NetworkRequestType,
NoCompIDs,
NetworkStatusResponseType,
NoCollInquiryQualifier,
TrdRptStatus,
AffirmStatus,
UnderlyingStrikeCurrency,
LegStrikeCurrency,
TimeBracket,
CollAction,
CollInquiryStatus,
CollInquiryResult,
StrikeCurrency,
NoNested3PartyIDs,
Nested3PartyId,
Nested3PartyIdSource,
Nested3PartyRole,
NoNested3PartySubIDs,
Nested3PartySubId,
Nested3PartySubIdType,
LegContractSettlMonth,
LegInterestAccrualDate,
NoStrategyParameters,
StrategyParameterName,
StrategyParameterType,
StrategyParameterValue,
HostCrossId,
SideTimeInForce,
MdReportId,
SecurityReportId,
SecurityStatus,
SettleOnOpenFlag,
StrikeMultiplier,
StrikeValue,
MinPriceIncrement,
PositionLimit,
NtPositionLimit,
UnderlyingAllocationPercent,
UnderlyingCashAmount,
UnderlyingCashType,
UnderlyingSettlementType,
QuantityDate,
ContIntRptId,
LateIndicator,
InputSource,
SecurityUpdateAction,
NoExpiration,
ExpirationQtyType,
ExpQty,
NoUnderlyingAmounts,
UnderlyingPayAmount,
UnderlyingCollectAmount,
UnderlyingSettlementDate,
UnderlyingSettlementStatus,
SecondaryIndividualAllocId,
LegReportId,
RndPx,
IndividualAllocType,
AllocCustomerCapacity,
TierCode,
UnitOfMeasure,
TimeUnit,
UnderlyingUnitOfMeasure,
LegUnitOfMeasure,
UnderlyingTimeUnit,
LegTimeUnit,
AllocMethod,
TradeId,
SideTradeReportId,
SideFillStationCd,
SideReasonCd,
SideTrdSubTyp,
SideLastQty,
MessageEventSource,
SideTrdRegTimestamp,
SideTrdRegTimestampType,
SideTrdRegTimestampSrc,
AsOfIndicator,
NoSideTrdRegTs,
LegOptionRatio,
NoInstrumentParties,
InstrumentPartyId,
TradeVolume,
MdBookType,
MdFeedType,
MdPriceLevel,
MdOriginType,
FirstPx,
MdEntrySpotRate,
MdEntryForwardPoints,
ManualOrderIndicator,
CustDirectedOrder,
ReceivedDeptId,
CustOrderHandlingInst,
OrderHandlingInstSource,
DeskType,
DeskTypeSource,
DeskOrderHandlingInst,
ExecAckStatus,
UnderlyingDeliveryAmount,
UnderlyingCapValue,
UnderlyingSettlMethod,
SecondaryTradeId,
FirmTradeId,
SecondaryFirmTradeId,
CollApplType,
UnderlyingAdjustedQuantity,
UnderlyingFxRate,
UnderlyingFxRateCalc,
AllocPositionEffect,
DealingCapacity,
InstrmtAssignmentMethod,
InstrumentPartyIdSource,
InstrumentPartyRole,
NoInstrumentPartySubIDs,
InstrumentPartySubId,
InstrumentPartySubIdType,
PositionCurrency,
CalculatedCcyLastQty,
AggressorIndicator,
NoUndlyInstrumentParties,
UnderlyingInstrumentPartyId,
UnderlyingInstrumentPartyIdSource,
UnderlyingInstrumentPartyRole,
NoUndlyInstrumentPartySubIDs,
UnderlyingInstrumentPartySubId,
UnderlyingInstrumentPartySubIdType,
BidSwapPoints,
OfferSwapPoints,
LegBidForwardPoints,
LegOfferForwardPoints,
SwapPoints,
MdQuoteType,
LastSwapPoints,
SideGrossTradeAmt,
LegLastForwardPoints,
LegCalculatedCcyLastQty,
LegGrossTradeAmt,
MaturityTime,
RefOrderId,
RefOrderIdSource,
SecondaryDisplayQty,
DisplayWhen,
DisplayMethod,
DisplayLowQty,
DisplayHighQty,
DisplayMinIncr,
RefreshQty,
MatchIncrement,
MaxPriceLevels,
PreTradeAnonymity,
PriceProtectionScope,
LotType,
PegPriceType,
PeggedRefPrice,
PegSecurityIdSource,
PegSecurityId,
PegSymbol,
PegSecurityDesc,
TriggerType,
TriggerAction,
TriggerPrice,
TriggerSymbol,
TriggerSecurityId,
TriggerSecurityIdSource,
TriggerSecurityDesc,
TriggerPriceType,
TriggerPriceTypeScope,
TriggerPriceDirection,
TriggerNewPrice,
TriggerOrderType,
TriggerNewQty,
TriggerTradingSessionId,
TriggerTradingSessionSubId,
OrderCategory,
NoRootPartyIDs,
RootPartyId,
RootPartyIdSource,
RootPartyRole,
NoRootPartySubIDs,
RootPartySubId,
RootPartySubIdType,
TradeHandlingInstr,
OrigTradeHandlingInstr,
OrigTradeDate,
OrigTradeId,
OrigSecondaryTradeId,
ApplVerId,
CstmApplVerId,
RefApplVerId,
RefCstmApplVerId,
TzTransactTime,
ExDestinationIdSource,
ReportedPxDiff,
RptSys,
AllocClearingFeeIndicator,
DefaultApplVerId,
DisplayQty,
ExchangeSpecialInstructions,
MaxTradeVol,
NoMdFeedTypes,
MatchAlgorithm,
MaxPriceVariation,
ImpliedMarketIndicator,
EventTime,
MinPriceIncrementAmount,
UnitOfMeasureQty,
LowLimitPrice,
HighLimitPrice,
TradingReferencePrice,
SecurityGroup,
LegNumber,
SettlementCycleNo,
SideCurrency,
SideSettlCurrency,
ApplExtId,
CcyAmt,
NoSettlDetails,
SettlObligMode,
SettlObligMsgId,
SettlObligId,
SettlObligTransType,
SettlObligRefId,
SettlObligSource,
NoSettlOblig,
QuoteMsgId,
QuoteEntryStatus,
TotNoCxldQuotes,
TotNoAccQuotes,
TotNoRejQuotes,
PrivateQuote,
RespondentType,
MdSubBookType,
SecurityTradingEvent,
NoStatsIndicators,
StatsType,
NoOfSecSizes,
MdSecSizeType,
MdSecSize,
ApplId,
ApplSeqNum,
ApplBegSeqNum,
ApplEndSeqNum,
SecurityXmlLen,
SecurityXml,
SecurityXmlSchema,
RefreshIndicator,
Volatility,
TimeToExpiration,
RiskFreeRate,
PriceUnitOfMeasure,
PriceUnitOfMeasureQty,
SettlMethod,
ExerciseStyle,
OptPayoutAmount,
PriceQuoteMethod,
ValuationMethod,
ListMethod,
CapPrice,
FloorPrice,
NoStrikeRules,
StartStrikePxRange,
EndStrikePxRange,
StrikeIncrement,
NoTickRules,
StartTickPriceRange,
EndTickPriceRange,
TickIncrement,
TickRuleType,
NestedInstrAttribType,
NestedInstrAttribValue,
LegMaturityTime,
UnderlyingMaturityTime,
DerivativeSymbol,
DerivativeSymbolSfx,
DerivativeSecurityId,
DerivativeSecurityIdSource,
NoDerivativeSecurityAltId,
DerivativeSecurityAltId,
DerivativeSecurityAltIdSource,
SecondaryLowLimitPrice,
MaturityRuleId,
StrikeRuleId,
LegUnitOfMeasureQty,
DerivativeOptPayAmount,
EndMaturityMonthYear,
ProductComplex,
DerivativeProductComplex,
MaturityMonthYearIncrement,
SecondaryHighLimitPrice,
MinLotSize,
NoExecInstRules,
NoLotTypeRules,
NoMatchRules,
NoMaturityRules,
NoOrdTypeRules,
NoTimeInForceRules,
SecondaryTradingReferencePrice,
StartMaturityMonthYear,
FlexProductEligibilityIndicator,
DerivFlexProductEligibilityIndicator,
FlexibleIndicator,
TradingCurrency,
DerivativeProduct,
DerivativeSecurityGroup,
DerivativeCfiCode,
DerivativeSecurityType,
DerivativeSecuritySubType,
DerivativeMaturityMonthYear,
DerivativeMaturityDate,
DerivativeMaturityTime,
DerivativeSettleOnOpenFlag,
DerivativeInstrmtAssignmentMethod,
DerivativeSecurityStatus,
DerivativeInstrRegistry,
DerivativeCountryOfIssue,
DerivativeStateOrProvinceOfIssue,
DerivativeLocaleOfIssue,
DerivativeStrikePrice,
DerivativeStrikeCurrency,
DerivativeStrikeMultiplier,
DerivativeStrikeValue,
DerivativeOptAttribute,
DerivativeContractMultiplier,
DerivativeMinPriceIncrement,
DerivativeMinPriceIncrementAmount,
DerivativeUnitOfMeasure,
DerivativeUnitOfMeasureQty,
DerivativeTimeUnit,
DerivativeSecurityExchange,
DerivativePositionLimit,
DerivativeNtPositionLimit,
DerivativeIssuer,
DerivativeIssueDate,
DerivativeEncodedIssuerLen,
DerivativeEncodedIssuer,
DerivativeSecurityDesc,
DerivativeEncodedSecurityDescLen,
DerivativeEncodedSecurityDesc,
DerivativeSecurityXmlLen,
DerivativeSecurityXml,
DerivativeSecurityXmlSchema,
DerivativeContractSettlMonth,
NoDerivativeEvents,
DerivativeEventType,
DerivativeEventDate,
DerivativeEventTime,
DerivativeEventPx,
DerivativeEventText,
NoDerivativeInstrumentParties,
DerivativeInstrumentPartyId,
DerivativeInstrumentPartyIdSource,
DerivativeInstrumentPartyRole,
NoDerivativeInstrumentPartySubIDs,
DerivativeInstrumentPartySubId,
DerivativeInstrumentPartySubIdType,
DerivativeExerciseStyle,
MarketSegmentId,
MarketId,
MaturityMonthYearIncrementUnits,
MaturityMonthYearFormat,
StrikeExerciseStyle,
SecondaryPriceLimitType,
PriceLimitType,
ExecInstValue,
NoTradingSessionRules,
NoMarketSegments,
NoDerivativeInstrAttrib,
NoNestedInstrAttrib,
DerivativeInstrAttribType,
DerivativeInstrAttribValue,
DerivativePriceUnitOfMeasure,
DerivativePriceUnitOfMeasureQty,
DerivativeSettlMethod,
DerivativePriceQuoteMethod,
DerivativeValuationMethod,
DerivativeListMethod,
DerivativeCapPrice,
DerivativeFloorPrice,
DerivativePutOrCall,
ListUpdateAction,
ParentMktSegmId,
TradingSessionDesc,
TradSesUpdateAction,
RejectText,
FeeMultiplier,
UnderlyingLegSymbol,
UnderlyingLegSymbolSfx,
UnderlyingLegSecurityId,
UnderlyingLegSecurityIdSource,
NoUnderlyingLegSecurityAltId,
UnderlyingLegSecurityAltId,
UnderlyingLegSecurityAltIdSource,
UnderlyingLegSecurityType,
UnderlyingLegSecuritySubType,
UnderlyingLegMaturityMonthYear,
UnderlyingLegStrikePrice,
UnderlyingLegSecurityExchange,
NoOfLegUnderlyings,
UnderlyingLegPutOrCall,
UnderlyingLegCfiCode,
UnderlyingLegMaturityDate,
ApplReqId,
ApplReqType,
ApplResponseType,
ApplTotalMessageCount,
ApplLastSeqNum,
NoApplIDs,
ApplResendFlag,
ApplResponseId,
ApplResponseError,
RefApplId,
ApplReportId,
RefApplLastSeqNum,
LegPutOrCall,
TotNoFills,
NoFills,
FillExecId,
FillPx,
FillQty,
LegAllocId,
LegAllocSettlCurrency,
TradSesEvent,
MassActionReportId,
NoNotAffectedOrders,
NotAffectedOrderId,
NotAffOrigClOrdId,
MassActionType,
MassActionScope,
MassActionResponse,
MassActionRejectReason,
MultilegModel,
MultilegPriceMethod,
LegVolatility,
DividendYield,
LegDividendYield,
CurrencyRatio,
LegCurrencyRatio,
LegExecInst,
ContingencyType,
ListRejectReason,
NoTrdRepIndicators,
TrdRepPartyRole,
TrdRepIndicator,
TradePublishIndicator,
UnderlyingLegOptAttribute,
UnderlyingLegSecurityDesc,
MarketReqId,
MarketReportId,
MarketUpdateAction,
MarketSegmentDesc,
EncodedMktSegmDescLen,
EncodedMktSegmDesc,
ApplNewSeqNum,
EncryptedPasswordMethod,
EncryptedPasswordLen,
EncryptedPassword,
EncryptedNewPasswordLen,
EncryptedNewPassword,
UnderlyingLegMaturityTime,
RefApplExtId,
DefaultApplExtId,
DefaultCstmApplVerId,
SessionStatus,
DefaultVerIndicator,
Nested4PartySubIdType,
Nested4PartySubId,
NoNested4PartySubIDs,
NoNested4PartyIDs,
Nested4PartyId,
Nested4PartyIdSource,
Nested4PartyRole,
LegLastQty,
UnderlyingExerciseStyle,
LegExerciseStyle,
LegPriceUnitOfMeasure,
LegPriceUnitOfMeasureQty,
UnderlyingUnitOfMeasureQty,
UnderlyingPriceUnitOfMeasure,
UnderlyingPriceUnitOfMeasureQty,
ApplReportType,
SideExecId,
OrderDelay,
OrderDelayUnit,
VenueType,
RefOrdIdReason,
OrigCustOrderCapacity,
RefApplReqId,
ModelType,
ContractMultiplierUnit,
LegContractMultiplierUnit,
UnderlyingContractMultiplierUnit,
DerivativeContractMultiplierUnit,
FlowScheduleType,
LegFlowScheduleType,
UnderlyingFlowScheduleType,
DerivativeFlowScheduleType,
FillLiquidityInd,
SideLiquidityInd,
NoRateSources,
RateSource,
RateSourceType,
ReferencePage,
RestructuringType,
Seniority,
NotionalPercentageOutstanding,
OriginalNotionalPercentageOutstanding,
UnderlyingRestructuringType,
UnderlyingSeniority,
UnderlyingNotionalPercentageOutstanding,
UnderlyingOriginalNotionalPercentageOutstanding,
AttachmentPoint,
DetachmentPoint,
UnderlyingAttachmentPoint,
UnderlyingDetachmentPoint,
NoTargetPartyIDs,
TargetPartyId,
TargetPartyIdSource,
TargetPartyRole,
SecurityListId,
SecurityListRefId,
SecurityListDesc,
EncodedSecurityListDescLen,
EncodedSecurityListDesc,
SecurityListType,
SecurityListTypeSource,
NewsId,
NewsCategory,
LanguageCode,
NoNewsRefIDs,
NewsRefId,
NewsRefType,
StrikePriceDeterminationMethod,
StrikePriceBoundaryMethod,
StrikePriceBoundaryPrecision,
UnderlyingPriceDeterminationMethod,
OptPayoutType,
NoComplexEvents,
ComplexEventType,
ComplexOptPayoutAmount,
ComplexEventPrice,
ComplexEventPriceBoundaryMethod,
ComplexEventPriceBoundaryPrecision,
ComplexEventPriceTimeType,
ComplexEventCondition,
NoComplexEventDates,
ComplexEventStartDate,
ComplexEventEndDate,
NoComplexEventTimes,
ComplexEventStartTime,
ComplexEventEndTime,
StreamAsgnReqId,
StreamAsgnReqType,
NoAsgnReqs,
MdStreamId,
StreamAsgnRptId,
StreamAsgnRejReason,
StreamAsgnAckType,
RelSymTransactTime,
StreamAsgnType,
}