Enum easyfix_messages::messages::FieldTag

source ·
#[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,
}