Enum easyfix::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,
}

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`

Auto Trait Implementations

impl RefUnwindSafe for FieldTag

impl Send for FieldTag

impl Sync for FieldTag

impl Unpin for FieldTag

impl UnwindSafe for FieldTag

Blanket Implementations

source

impl<T> Any for T where
T: 'static + ?Sized,

source

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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impl<T> Borrow<T> for T where
T: ?Sized,

const: unstable · source

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

source

impl<T> BorrowMut<T> for T where
T: ?Sized,

const: unstable · source

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

source

impl<T> From<T> for T

const: unstable · source

fn from(t: T) -> T

Returns the argument unchanged.

source

impl<T, U> Into for T where
U: From<T>,

const: unstable · source

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T, U> TryFrom for T where
U: Into<T>,

type Error = Infallible

The type returned in the event of a conversion error.

const: unstable · source

fn try_from(value: U) -> Result<T, <T as TryFrom>::Error>

Performs the conversion.

source

impl<T, U> TryInto for T where
U: TryFrom<T>,

type Error = >::Error

The type returned in the event of a conversion error.

const: unstable · source

fn try_into(self) -> Result<U, >::Error>

Performs the conversion.