#ifndef FIX_FIELDS_H #define FIX_FIELDS_H #include "Field.h" #undef Yield namespace FIX { DEFINE_SEQNUM(BeginSeqNo); DEFINE_STRING(BeginString); DEFINE_LENGTH(BodyLength); DEFINE_CHECKSUM(CheckSum); DEFINE_SEQNUM(EndSeqNo); DEFINE_SEQNUM(MsgSeqNum); DEFINE_STRING(MsgType); DEFINE_SEQNUM(NewSeqNo); DEFINE_BOOLEAN(PossDupFlag); DEFINE_SEQNUM(RefSeqNum); DEFINE_STRING(SenderCompID); DEFINE_STRING(SenderSubID); DEFINE_UTCTIMESTAMP(SendingTime); DEFINE_STRING(TargetCompID); DEFINE_STRING(TargetSubID); DEFINE_STRING(Text); DEFINE_DATA(Signature); DEFINE_LENGTH(SecureDataLen); DEFINE_DATA(SecureData); DEFINE_LENGTH(SignatureLength); DEFINE_LENGTH(RawDataLength); DEFINE_DATA(RawData); DEFINE_BOOLEAN(PossResend); DEFINE_INT(EncryptMethod); DEFINE_INT(HeartBtInt); DEFINE_STRING(TestReqID); DEFINE_STRING(OnBehalfOfCompID); DEFINE_STRING(OnBehalfOfSubID); DEFINE_UTCTIMESTAMP(OrigSendingTime); DEFINE_BOOLEAN(GapFillFlag); DEFINE_STRING(DeliverToCompID); DEFINE_STRING(DeliverToSubID); DEFINE_BOOLEAN(ResetSeqNumFlag); DEFINE_STRING(SenderLocationID); DEFINE_STRING(TargetLocationID); DEFINE_STRING(OnBehalfOfLocationID); DEFINE_STRING(DeliverToLocationID); DEFINE_LENGTH(XmlDataLen); DEFINE_DATA(XmlData); DEFINE_STRING(MessageEncoding); DEFINE_LENGTH(EncodedTextLen); DEFINE_DATA(EncodedText); DEFINE_SEQNUM(LastMsgSeqNumProcessed); DEFINE_INT(RefTagID); DEFINE_STRING(RefMsgType); DEFINE_INT(SessionRejectReason); DEFINE_LENGTH(MaxMessageSize); DEFINE_NUMINGROUP(NoMsgTypes); DEFINE_CHAR(MsgDirection); DEFINE_BOOLEAN(TestMessageIndicator); DEFINE_STRING(Username); DEFINE_STRING(Password); DEFINE_NUMINGROUP(NoHops); DEFINE_STRING(HopCompID); DEFINE_UTCTIMESTAMP(HopSendingTime); DEFINE_SEQNUM(HopRefID); DEFINE_SEQNUM(NextExpectedMsgSeqNum); DEFINE_STRING(ApplVerID); DEFINE_STRING(CstmApplVerID); DEFINE_STRING(RefApplVerID); DEFINE_STRING(RefCstmApplVerID); DEFINE_STRING(DefaultApplVerID); DEFINE_STRING(Account); DEFINE_STRING(AdvId); DEFINE_STRING(AdvRefID); DEFINE_CHAR(AdvSide); DEFINE_STRING(AdvTransType); DEFINE_PRICE(AvgPx); DEFINE_STRING(ClOrdID); DEFINE_AMT(Commission); DEFINE_CHAR(CommType); DEFINE_QTY(CumQty); DEFINE_CURRENCY(Currency); DEFINE_STRING(ExecID); DEFINE_MULTIPLECHARVALUE(ExecInst); DEFINE_STRING(ExecRefID); DEFINE_CHAR(ExecTransType); DEFINE_CHAR(HandlInst); DEFINE_STRING(IDSource); DEFINE_STRING(IOIid); DEFINE_CHAR(IOIOthSvc); DEFINE_CHAR(IOIQltyInd); DEFINE_STRING(IOIRefID); DEFINE_STRING(IOIShares); DEFINE_CHAR(IOITransType); DEFINE_CHAR(LastCapacity); DEFINE_EXCHANGE(LastMkt); DEFINE_PRICE(LastPx); DEFINE_QTY(LastShares); DEFINE_NUMINGROUP(LinesOfText); DEFINE_STRING(OrderID); DEFINE_QTY(OrderQty); DEFINE_CHAR(OrdStatus); DEFINE_CHAR(OrdType); DEFINE_STRING(OrigClOrdID); DEFINE_UTCTIMESTAMP(OrigTime); DEFINE_PRICE(Price); DEFINE_STRING(RelatdSym); DEFINE_CHAR(Rule80A); DEFINE_STRING(SecurityID); DEFINE_QTY(Shares); DEFINE_CHAR(Side); DEFINE_STRING(Symbol); DEFINE_CHAR(TimeInForce); DEFINE_UTCTIMESTAMP(TransactTime); DEFINE_CHAR(Urgency); DEFINE_UTCTIMESTAMP(ValidUntilTime); DEFINE_CHAR(SettlmntTyp); DEFINE_LOCALMKTDATE(FutSettDate); DEFINE_STRING(SymbolSfx); DEFINE_STRING(ListID); DEFINE_INT(ListSeqNo); DEFINE_INT(ListNoOrds); DEFINE_STRING(ListExecInst); DEFINE_STRING(AllocID); DEFINE_CHAR(AllocTransType); DEFINE_STRING(RefAllocID); DEFINE_NUMINGROUP(NoOrders); DEFINE_INT(AvgPrxPrecision); DEFINE_LOCALMKTDATE(TradeDate); DEFINE_STRING(ExecBroker); DEFINE_CHAR(OpenClose); DEFINE_NUMINGROUP(NoAllocs); DEFINE_STRING(AllocAccount); DEFINE_QTY(AllocShares); DEFINE_CHAR(ProcessCode); DEFINE_INT(NoRpts); DEFINE_INT(RptSeq); DEFINE_QTY(CxlQty); DEFINE_NUMINGROUP(NoDlvyInst); DEFINE_STRING(DlvyInst); DEFINE_INT(AllocStatus); DEFINE_INT(AllocRejCode); DEFINE_STRING(BrokerOfCredit); DEFINE_CHAR(EmailType); DEFINE_PRICE(StopPx); DEFINE_EXCHANGE(ExDestination); DEFINE_INT(CxlRejReason); DEFINE_INT(OrdRejReason); DEFINE_CHAR(IOIQualifier); DEFINE_STRING(WaveNo); DEFINE_STRING(Issuer); DEFINE_STRING(SecurityDesc); DEFINE_STRING(ClientID); DEFINE_QTY(MinQty); DEFINE_QTY(MaxFloor); DEFINE_BOOLEAN(ReportToExch); DEFINE_BOOLEAN(LocateReqd); DEFINE_STRING(QuoteID); DEFINE_AMT(NetMoney); DEFINE_AMT(SettlCurrAmt); DEFINE_CURRENCY(SettlCurrency); DEFINE_BOOLEAN(ForexReq); DEFINE_NUMINGROUP(NoExecs); DEFINE_CHAR(CxlType); DEFINE_UTCTIMESTAMP(ExpireTime); DEFINE_CHAR(DKReason); DEFINE_BOOLEAN(IOINaturalFlag); DEFINE_STRING(QuoteReqID); DEFINE_PRICE(BidPx); DEFINE_PRICE(OfferPx); DEFINE_QTY(BidSize); DEFINE_QTY(OfferSize); DEFINE_NUMINGROUP(NoMiscFees); DEFINE_AMT(MiscFeeAmt); DEFINE_CURRENCY(MiscFeeCurr); DEFINE_STRING(MiscFeeType); DEFINE_PRICE(PrevClosePx); DEFINE_NUMINGROUP(NoRelatedSym); DEFINE_STRING(Subject); DEFINE_STRING(Headline); DEFINE_STRING(URLLink); DEFINE_CHAR(ExecType); DEFINE_QTY(LeavesQty); DEFINE_QTY(CashOrderQty); DEFINE_PRICE(AllocAvgPx); DEFINE_AMT(AllocNetMoney); DEFINE_FLOAT(SettlCurrFxRate); DEFINE_CHAR(SettlCurrFxRateCalc); DEFINE_INT(NumDaysInterest); DEFINE_PERCENTAGE(AccruedInterestRate); DEFINE_AMT(AccruedInterestAmt); DEFINE_CHAR(SettlInstMode); DEFINE_STRING(AllocText); DEFINE_STRING(SettlInstID); DEFINE_CHAR(SettlInstTransType); DEFINE_STRING(EmailThreadID); DEFINE_CHAR(SettlInstSource); DEFINE_STRING(SettlLocation); DEFINE_STRING(SecurityType); DEFINE_UTCTIMESTAMP(EffectiveTime); DEFINE_INT(StandInstDbType); DEFINE_STRING(StandInstDbName); DEFINE_STRING(StandInstDbID); DEFINE_INT(SettlDeliveryType); DEFINE_STRING(SettlDepositoryCode); DEFINE_STRING(SettlBrkrCode); DEFINE_STRING(SettlInstCode); DEFINE_STRING(SecuritySettlAgentName); DEFINE_STRING(SecuritySettlAgentCode); DEFINE_STRING(SecuritySettlAgentAcctNum); DEFINE_STRING(SecuritySettlAgentAcctName); DEFINE_STRING(SecuritySettlAgentContactName); DEFINE_STRING(SecuritySettlAgentContactPhone); DEFINE_STRING(CashSettlAgentName); DEFINE_STRING(CashSettlAgentCode); DEFINE_STRING(CashSettlAgentAcctNum); DEFINE_STRING(CashSettlAgentAcctName); DEFINE_STRING(CashSettlAgentContactName); DEFINE_STRING(CashSettlAgentContactPhone); DEFINE_PRICE(BidSpotRate); DEFINE_PRICEOFFSET(BidForwardPoints); DEFINE_PRICE(OfferSpotRate); DEFINE_PRICEOFFSET(OfferForwardPoints); DEFINE_QTY(OrderQty2); DEFINE_LOCALMKTDATE(FutSettDate2); DEFINE_PRICE(LastSpotRate); DEFINE_PRICEOFFSET(LastForwardPoints); DEFINE_STRING(AllocLinkID); DEFINE_INT(AllocLinkType); DEFINE_STRING(SecondaryOrderID); DEFINE_NUMINGROUP(NoIOIQualifiers); DEFINE_MONTHYEAR(MaturityMonthYear); DEFINE_INT(PutOrCall); DEFINE_PRICE(StrikePrice); DEFINE_INT(CoveredOrUncovered); DEFINE_INT(CustomerOrFirm); DEFINE_DAYOFMONTH(MaturityDay); DEFINE_CHAR(OptAttribute); DEFINE_EXCHANGE(SecurityExchange); DEFINE_BOOLEAN(NotifyBrokerOfCredit); DEFINE_INT(AllocHandlInst); DEFINE_QTY(MaxShow); DEFINE_PRICEOFFSET(PegDifference); DEFINE_LOCALMKTDATE(SendingDate); DEFINE_INT(TotNoOrders); DEFINE_STRING(SettlInstRefID); DEFINE_NUMINGROUP(NoRoutingIDs); DEFINE_INT(RoutingType); DEFINE_STRING(RoutingID); DEFINE_PRICEOFFSET(SpreadToBenchmark); DEFINE_CHAR(Benchmark); DEFINE_PERCENTAGE(CouponRate); DEFINE_FLOAT(ContractMultiplier); DEFINE_STRING(MDReqID); DEFINE_CHAR(SubscriptionRequestType); DEFINE_INT(MarketDepth); DEFINE_INT(MDUpdateType); DEFINE_BOOLEAN(AggregatedBook); DEFINE_NUMINGROUP(NoMDEntryTypes); DEFINE_NUMINGROUP(NoMDEntries); DEFINE_CHAR(MDEntryType); DEFINE_PRICE(MDEntryPx); DEFINE_QTY(MDEntrySize); DEFINE_UTCDATEONLY(MDEntryDate); DEFINE_UTCTIMEONLY(MDEntryTime); DEFINE_CHAR(TickDirection); DEFINE_EXCHANGE(MDMkt); DEFINE_MULTIPLESTRINGVALUE(QuoteCondition); DEFINE_MULTIPLESTRINGVALUE(TradeCondition); DEFINE_STRING(MDEntryID); DEFINE_CHAR(MDUpdateAction); DEFINE_STRING(MDEntryRefID); DEFINE_CHAR(MDReqRejReason); DEFINE_STRING(MDEntryOriginator); DEFINE_STRING(LocationID); DEFINE_STRING(DeskID); DEFINE_CHAR(DeleteReason); DEFINE_MULTIPLEVALUESTRING(OpenCloseSettleFlag); DEFINE_INT(SellerDays); DEFINE_STRING(MDEntryBuyer); DEFINE_STRING(MDEntrySeller); DEFINE_INT(MDEntryPositionNo); DEFINE_MULTIPLECHARVALUE(FinancialStatus); DEFINE_MULTIPLECHARVALUE(CorporateAction); DEFINE_QTY(DefBidSize); DEFINE_QTY(DefOfferSize); DEFINE_NUMINGROUP(NoQuoteEntries); DEFINE_NUMINGROUP(NoQuoteSets); DEFINE_INT(QuoteAckStatus); DEFINE_INT(QuoteCancelType); DEFINE_STRING(QuoteEntryID); DEFINE_INT(QuoteRejectReason); DEFINE_INT(QuoteResponseLevel); DEFINE_STRING(QuoteSetID); DEFINE_INT(QuoteRequestType); DEFINE_INT(TotQuoteEntries); DEFINE_STRING(UnderlyingIDSource); DEFINE_STRING(UnderlyingIssuer); DEFINE_STRING(UnderlyingSecurityDesc); DEFINE_EXCHANGE(UnderlyingSecurityExchange); DEFINE_STRING(UnderlyingSecurityID); DEFINE_STRING(UnderlyingSecurityType); DEFINE_STRING(UnderlyingSymbol); DEFINE_STRING(UnderlyingSymbolSfx); DEFINE_MONTHYEAR(UnderlyingMaturityMonthYear); DEFINE_DAYOFMONTH(UnderlyingMaturityDay); DEFINE_INT(UnderlyingPutOrCall); DEFINE_PRICE(UnderlyingStrikePrice); DEFINE_CHAR(UnderlyingOptAttribute); DEFINE_CURRENCY(UnderlyingCurrency); DEFINE_QTY(RatioQty); DEFINE_STRING(SecurityReqID); DEFINE_INT(SecurityRequestType); DEFINE_STRING(SecurityResponseID); DEFINE_INT(SecurityResponseType); DEFINE_STRING(SecurityStatusReqID); DEFINE_BOOLEAN(UnsolicitedIndicator); DEFINE_INT(SecurityTradingStatus); DEFINE_CHAR(HaltReasonChar); DEFINE_BOOLEAN(InViewOfCommon); DEFINE_BOOLEAN(DueToRelated); DEFINE_QTY(BuyVolume); DEFINE_QTY(SellVolume); DEFINE_PRICE(HighPx); DEFINE_PRICE(LowPx); DEFINE_INT(Adjustment); DEFINE_STRING(TradSesReqID); DEFINE_STRING(TradingSessionID); DEFINE_STRING(ContraTrader); DEFINE_INT(TradSesMethod); DEFINE_INT(TradSesMode); DEFINE_INT(TradSesStatus); DEFINE_UTCTIMESTAMP(TradSesStartTime); DEFINE_UTCTIMESTAMP(TradSesOpenTime); DEFINE_UTCTIMESTAMP(TradSesPreCloseTime); DEFINE_UTCTIMESTAMP(TradSesCloseTime); DEFINE_UTCTIMESTAMP(TradSesEndTime); DEFINE_INT(NumberOfOrders); DEFINE_LENGTH(EncodedIssuerLen); DEFINE_DATA(EncodedIssuer); DEFINE_LENGTH(EncodedSecurityDescLen); DEFINE_DATA(EncodedSecurityDesc); DEFINE_LENGTH(EncodedListExecInstLen); DEFINE_DATA(EncodedListExecInst); DEFINE_LENGTH(EncodedSubjectLen); DEFINE_DATA(EncodedSubject); DEFINE_LENGTH(EncodedHeadlineLen); DEFINE_DATA(EncodedHeadline); DEFINE_LENGTH(EncodedAllocTextLen); DEFINE_DATA(EncodedAllocText); DEFINE_LENGTH(EncodedUnderlyingIssuerLen); DEFINE_DATA(EncodedUnderlyingIssuer); DEFINE_LENGTH(EncodedUnderlyingSecurityDescLen); DEFINE_DATA(EncodedUnderlyingSecurityDesc); DEFINE_PRICE(AllocPrice); DEFINE_UTCTIMESTAMP(QuoteSetValidUntilTime); DEFINE_INT(QuoteEntryRejectReason); DEFINE_UTCTIMESTAMP(OnBehalfOfSendingTime); DEFINE_CHAR(BidRequestTransType); DEFINE_STRING(ContraBroker); DEFINE_STRING(ComplianceID); DEFINE_BOOLEAN(SolicitedFlag); DEFINE_INT(ExecRestatementReason); DEFINE_STRING(BusinessRejectRefID); DEFINE_INT(BusinessRejectReason); DEFINE_AMT(GrossTradeAmt); DEFINE_NUMINGROUP(NoContraBrokers); DEFINE_NUMINGROUP(NoTradingSessions); DEFINE_QTY(TotalVolumeTraded); DEFINE_CHAR(DiscretionInst); DEFINE_PRICEOFFSET(DiscretionOffset); DEFINE_STRING(BidID); DEFINE_STRING(ClientBidID); DEFINE_STRING(ListName); DEFINE_INT(TotalNumSecurities); DEFINE_INT(BidType); DEFINE_INT(NumTickets); DEFINE_AMT(SideValue1); DEFINE_AMT(SideValue2); DEFINE_NUMINGROUP(NoBidDescriptors); DEFINE_INT(BidDescriptorType); DEFINE_STRING(BidDescriptor); DEFINE_INT(SideValueInd); DEFINE_PERCENTAGE(LiquidityPctLow); DEFINE_PERCENTAGE(LiquidityPctHigh); DEFINE_AMT(LiquidityValue); DEFINE_PERCENTAGE(EFPTrackingError); DEFINE_AMT(FairValue); DEFINE_PERCENTAGE(OutsideIndexPct); DEFINE_AMT(ValueOfFutures); DEFINE_INT(LiquidityIndType); DEFINE_PERCENTAGE(WtAverageLiquidity); DEFINE_BOOLEAN(ExchangeForPhysical); DEFINE_AMT(OutMainCntryUIndex); DEFINE_PERCENTAGE(CrossPercent); DEFINE_INT(ProgRptReqs); DEFINE_INT(ProgPeriodInterval); DEFINE_INT(IncTaxInd); DEFINE_INT(NumBidders); DEFINE_CHAR(TradeType); DEFINE_CHAR(BasisPxType); DEFINE_NUMINGROUP(NoBidComponents); DEFINE_COUNTRY(Country); DEFINE_INT(TotNoStrikes); DEFINE_INT(PriceType); DEFINE_QTY(DayOrderQty); DEFINE_QTY(DayCumQty); DEFINE_PRICE(DayAvgPx); DEFINE_INT(GTBookingInst); DEFINE_NUMINGROUP(NoStrikes); DEFINE_INT(ListStatusType); DEFINE_INT(NetGrossInd); DEFINE_INT(ListOrderStatus); DEFINE_LOCALMKTDATE(ExpireDate); DEFINE_CHAR(ListExecInstType); DEFINE_CHAR(CxlRejResponseTo); DEFINE_PERCENTAGE(UnderlyingCouponRate); DEFINE_FLOAT(UnderlyingContractMultiplier); DEFINE_QTY(ContraTradeQty); DEFINE_UTCTIMESTAMP(ContraTradeTime); DEFINE_STRING(ClearingFirm); DEFINE_STRING(ClearingAccount); DEFINE_INT(LiquidityNumSecurities); DEFINE_CHAR(MultiLegReportingType); DEFINE_UTCTIMESTAMP(StrikeTime); DEFINE_STRING(ListStatusText); DEFINE_LENGTH(EncodedListStatusTextLen); DEFINE_DATA(EncodedListStatusText); DEFINE_STRING(SecurityIDSource); DEFINE_STRING(IOIQty); DEFINE_QTY(LastQty); DEFINE_QTY(Quantity); DEFINE_CHAR(PositionEffect); DEFINE_QTY(AllocQty); DEFINE_PRICEOFFSET(Spread); DEFINE_CURRENCY(BenchmarkCurveCurrency); DEFINE_STRING(BenchmarkCurveName); DEFINE_STRING(BenchmarkCurvePoint); DEFINE_LOCALMKTDATE(CouponPaymentDate); DEFINE_LOCALMKTDATE(IssueDate); DEFINE_INT(RepurchaseTerm); DEFINE_PERCENTAGE(RepurchaseRate); DEFINE_FLOAT(Factor); DEFINE_LOCALMKTDATE(TradeOriginationDate); DEFINE_LOCALMKTDATE(ExDate); DEFINE_NUMINGROUP(NoStipulations); DEFINE_STRING(StipulationType); DEFINE_STRING(StipulationValue); DEFINE_STRING(YieldType); DEFINE_PERCENTAGE(Yield); DEFINE_AMT(TotalTakedown); DEFINE_AMT(Concession); DEFINE_STRING(RepoCollateralSecurityType); DEFINE_LOCALMKTDATE(RedemptionDate); DEFINE_LOCALMKTDATE(UnderlyingCouponPaymentDate); DEFINE_LOCALMKTDATE(UnderlyingIssueDate); DEFINE_STRING(UnderlyingRepoCollateralSecurityType); DEFINE_INT(UnderlyingRepurchaseTerm); DEFINE_PERCENTAGE(UnderlyingRepurchaseRate); DEFINE_FLOAT(UnderlyingFactor); DEFINE_LOCALMKTDATE(UnderlyingRedemptionDate); DEFINE_LOCALMKTDATE(LegCouponPaymentDate); DEFINE_LOCALMKTDATE(LegIssueDate); DEFINE_STRING(LegRepoCollateralSecurityType); DEFINE_INT(LegRepurchaseTerm); DEFINE_PERCENTAGE(LegRepurchaseRate); DEFINE_FLOAT(LegFactor); DEFINE_LOCALMKTDATE(LegRedemptionDate); DEFINE_STRING(CreditRating); DEFINE_STRING(UnderlyingCreditRating); DEFINE_STRING(LegCreditRating); DEFINE_BOOLEAN(TradedFlatSwitch); DEFINE_LOCALMKTDATE(BasisFeatureDate); DEFINE_PRICE(BasisFeaturePrice); DEFINE_INT(QuoteStatus); DEFINE_STRING(UnderlyingSecurityIDSource); DEFINE_CHAR(PartyIDSource); DEFINE_STRING(PartyID); DEFINE_UTCDATE(TotalVolumeTradedDate); DEFINE_UTCTIMEONLY(TotalVolumeTradedTime); DEFINE_PRICEOFFSET(NetChgPrevDay); DEFINE_INT(PartyRole); DEFINE_NUMINGROUP(NoPartyIDs); DEFINE_NUMINGROUP(NoSecurityAltID); DEFINE_STRING(SecurityAltID); DEFINE_STRING(SecurityAltIDSource); DEFINE_NUMINGROUP(NoUnderlyingSecurityAltID); DEFINE_STRING(UnderlyingSecurityAltID); DEFINE_STRING(UnderlyingSecurityAltIDSource); DEFINE_INT(Product); DEFINE_STRING(CFICode); DEFINE_INT(UnderlyingProduct); DEFINE_STRING(UnderlyingCFICode); DEFINE_INT(QuantityType); DEFINE_STRING(BookingRefID); DEFINE_STRING(IndividualAllocID); DEFINE_CHAR(RoundingDirection); DEFINE_FLOAT(RoundingModulus); DEFINE_COUNTRY(CountryOfIssue); DEFINE_STRING(StateOrProvinceOfIssue); DEFINE_STRING(LocaleOfIssue); DEFINE_NUMINGROUP(NoRegistDtls); DEFINE_STRING(MailingDtls); DEFINE_COUNTRY(InvestorCountryOfResidence); DEFINE_STRING(PaymentRef); DEFINE_INT(DistribPaymentMethod); DEFINE_CURRENCY(CashDistribCurr); DEFINE_CURRENCY(CommCurrency); DEFINE_CHAR(CancellationRights); DEFINE_CHAR(MoneyLaunderingStatus); DEFINE_STRING(MailingInst); DEFINE_UTCTIMESTAMP(TransBkdTime); DEFINE_CHAR(ExecPriceType); DEFINE_FLOAT(ExecPriceAdjustment); DEFINE_LOCALMKTDATE(DateOfBirth); DEFINE_INT(TradeReportTransType); DEFINE_STRING(CardHolderName); DEFINE_STRING(CardNumber); DEFINE_LOCALMKTDATE(CardExpDate); DEFINE_STRING(CardIssNo); DEFINE_INT(PaymentMethod); DEFINE_STRING(RegistAcctType); DEFINE_STRING(Designation); DEFINE_INT(TaxAdvantageType); DEFINE_STRING(RegistRejReasonText); DEFINE_CHAR(FundRenewWaiv); DEFINE_STRING(CashDistribAgentName); DEFINE_STRING(CashDistribAgentCode); DEFINE_STRING(CashDistribAgentAcctNumber); DEFINE_STRING(CashDistribPayRef); DEFINE_LOCALMKTDATE(CardStartDate); DEFINE_LOCALMKTDATE(PaymentDate); DEFINE_STRING(PaymentRemitterID); DEFINE_CHAR(RegistStatus); DEFINE_INT(RegistRejReasonCode); DEFINE_STRING(RegistRefID); DEFINE_STRING(RegistDetls); DEFINE_NUMINGROUP(NoDistribInsts); DEFINE_STRING(RegistEmail); DEFINE_PERCENTAGE(DistribPercentage); DEFINE_STRING(RegistID); DEFINE_CHAR(RegistTransType); DEFINE_UTCTIMESTAMP(ExecValuationPoint); DEFINE_PERCENTAGE(OrderPercent); DEFINE_CHAR(OwnershipType); DEFINE_NUMINGROUP(NoContAmts); DEFINE_INT(ContAmtType); DEFINE_FLOAT(ContAmtValue); DEFINE_CURRENCY(ContAmtCurr); DEFINE_INT(OwnerType); DEFINE_STRING(PartySubID); DEFINE_STRING(NestedPartyID); DEFINE_CHAR(NestedPartyIDSource); DEFINE_STRING(SecondaryClOrdID); DEFINE_STRING(SecondaryExecID); DEFINE_CHAR(OrderCapacity); DEFINE_MULTIPLECHARVALUE(OrderRestrictions); DEFINE_CHAR(MassCancelRequestType); DEFINE_CHAR(MassCancelResponse); DEFINE_INT(MassCancelRejectReason); DEFINE_INT(TotalAffectedOrders); DEFINE_NUMINGROUP(NoAffectedOrders); DEFINE_STRING(AffectedOrderID); DEFINE_STRING(AffectedSecondaryOrderID); DEFINE_INT(QuoteType); DEFINE_INT(NestedPartyRole); DEFINE_NUMINGROUP(NoNestedPartyIDs); DEFINE_AMT(TotalAccruedInterestAmt); DEFINE_LOCALMKTDATE(MaturityDate); DEFINE_LOCALMKTDATE(UnderlyingMaturityDate); DEFINE_STRING(InstrRegistry); DEFINE_CHAR(CashMargin); DEFINE_STRING(NestedPartySubID); DEFINE_MULTIPLECHARVALUE(Scope); DEFINE_BOOLEAN(MDImplicitDelete); DEFINE_STRING(CrossID); DEFINE_INT(CrossType); DEFINE_INT(CrossPrioritization); DEFINE_STRING(OrigCrossID); DEFINE_NUMINGROUP(NoSides); DEFINE_NUMINGROUP(NoLegs); DEFINE_CURRENCY(LegCurrency); DEFINE_INT(TotalNumSecurityTypes); DEFINE_NUMINGROUP(NoSecurityTypes); DEFINE_INT(SecurityListRequestType); DEFINE_INT(SecurityRequestResult); DEFINE_QTY(RoundLot); DEFINE_QTY(MinTradeVol); DEFINE_INT(MultiLegRptTypeReq); DEFINE_CHAR(LegPositionEffect); DEFINE_INT(LegCoveredOrUncovered); DEFINE_PRICE(LegPrice); DEFINE_INT(TradSesStatusRejReason); DEFINE_STRING(TradeRequestID); DEFINE_INT(TradeRequestType); DEFINE_BOOLEAN(PreviouslyReported); DEFINE_STRING(TradeReportID); DEFINE_STRING(TradeReportRefID); DEFINE_CHAR(MatchStatus); DEFINE_STRING(MatchType); DEFINE_BOOLEAN(OddLot); DEFINE_NUMINGROUP(NoClearingInstructions); DEFINE_INT(ClearingInstruction); DEFINE_STRING(TradeInputSource); DEFINE_STRING(TradeInputDevice); DEFINE_NUMINGROUP(NoDates); DEFINE_INT(AccountType); DEFINE_INT(CustOrderCapacity); DEFINE_STRING(ClOrdLinkID); DEFINE_STRING(MassStatusReqID); DEFINE_INT(MassStatusReqType); DEFINE_UTCTIMESTAMP(OrigOrdModTime); DEFINE_CHAR(LegSettlmntTyp); DEFINE_LOCALMKTDATE(LegFutSettDate); DEFINE_CHAR(DayBookingInst); DEFINE_CHAR(BookingUnit); DEFINE_CHAR(PreallocMethod); DEFINE_COUNTRY(UnderlyingCountryOfIssue); DEFINE_STRING(UnderlyingStateOrProvinceOfIssue); DEFINE_STRING(UnderlyingLocaleOfIssue); DEFINE_STRING(UnderlyingInstrRegistry); DEFINE_COUNTRY(LegCountryOfIssue); DEFINE_STRING(LegStateOrProvinceOfIssue); DEFINE_STRING(LegLocaleOfIssue); DEFINE_STRING(LegInstrRegistry); DEFINE_STRING(LegSymbol); DEFINE_STRING(LegSymbolSfx); DEFINE_STRING(LegSecurityID); DEFINE_STRING(LegSecurityIDSource); DEFINE_NUMINGROUP(NoLegSecurityAltID); DEFINE_STRING(LegSecurityAltID); DEFINE_STRING(LegSecurityAltIDSource); DEFINE_INT(LegProduct); DEFINE_STRING(LegCFICode); DEFINE_STRING(LegSecurityType); DEFINE_MONTHYEAR(LegMaturityMonthYear); DEFINE_LOCALMKTDATE(LegMaturityDate); DEFINE_PRICE(LegStrikePrice); DEFINE_CHAR(LegOptAttribute); DEFINE_FLOAT(LegContractMultiplier); DEFINE_PERCENTAGE(LegCouponRate); DEFINE_EXCHANGE(LegSecurityExchange); DEFINE_STRING(LegIssuer); DEFINE_LENGTH(EncodedLegIssuerLen); DEFINE_DATA(EncodedLegIssuer); DEFINE_STRING(LegSecurityDesc); DEFINE_LENGTH(EncodedLegSecurityDescLen); DEFINE_DATA(EncodedLegSecurityDesc); DEFINE_FLOAT(LegRatioQty); DEFINE_CHAR(LegSide); DEFINE_STRING(TradingSessionSubID); DEFINE_INT(AllocType); DEFINE_PRICE(MidPx); DEFINE_PERCENTAGE(BidYield); DEFINE_PERCENTAGE(MidYield); DEFINE_PERCENTAGE(OfferYield); DEFINE_STRING(ClearingFeeIndicator); DEFINE_BOOLEAN(WorkingIndicator); DEFINE_PRICE(LegLastPx); DEFINE_INT(PriorityIndicator); DEFINE_PRICEOFFSET(PriceImprovement); DEFINE_PRICE(Price2); DEFINE_PRICEOFFSET(LastForwardPoints2); DEFINE_PRICEOFFSET(BidForwardPoints2); DEFINE_PRICEOFFSET(OfferForwardPoints2); DEFINE_STRING(RFQReqID); DEFINE_PRICE(MktBidPx); DEFINE_PRICE(MktOfferPx); DEFINE_QTY(MinBidSize); DEFINE_QTY(MinOfferSize); DEFINE_STRING(QuoteStatusReqID); DEFINE_BOOLEAN(LegalConfirm); DEFINE_PRICE(UnderlyingLastPx); DEFINE_QTY(UnderlyingLastQty); DEFINE_STRING(LegRefID); DEFINE_STRING(ContraLegRefID); DEFINE_FLOAT(SettlCurrBidFxRate); DEFINE_FLOAT(SettlCurrOfferFxRate); DEFINE_INT(QuoteRequestRejectReason); DEFINE_STRING(SideComplianceID); DEFINE_STRING(IOIID); DEFINE_NUMINGROUP(NoLinesOfText); DEFINE_STRING(SettlType); DEFINE_LOCALMKTDATE(SettlDate); DEFINE_INT(AvgPxPrecision); DEFINE_LOCALMKTDATE(SettlDate2); DEFINE_FLOAT(PegOffsetValue); DEFINE_MULTIPLECHARVALUE(OpenCloseSettlFlag); DEFINE_INT(TotNoQuoteEntries); DEFINE_FLOAT(DiscretionOffsetValue); DEFINE_INT(TotNoRelatedSym); DEFINE_CHAR(BidTradeType); DEFINE_STRING(CardIssNum); DEFINE_STRING(CashDistribAgentAcctName); DEFINE_STRING(RegistDtls); DEFINE_INT(TotNoSecurityTypes); DEFINE_CHAR(LegSettlType); DEFINE_LOCALMKTDATE(LegSettlDate); DEFINE_INT(AcctIDSource); DEFINE_INT(AllocAcctIDSource); DEFINE_PRICE(BenchmarkPrice); DEFINE_INT(BenchmarkPriceType); DEFINE_STRING(ConfirmID); DEFINE_INT(ConfirmStatus); DEFINE_INT(ConfirmTransType); DEFINE_MONTHYEAR(ContractSettlMonth); DEFINE_INT(DeliveryForm); DEFINE_PRICE(LastParPx); DEFINE_NUMINGROUP(NoLegAllocs); DEFINE_STRING(LegAllocAccount); DEFINE_STRING(LegIndividualAllocID); DEFINE_QTY(LegAllocQty); DEFINE_STRING(LegAllocAcctIDSource); DEFINE_CURRENCY(LegSettlCurrency); DEFINE_CURRENCY(LegBenchmarkCurveCurrency); DEFINE_STRING(LegBenchmarkCurveName); DEFINE_STRING(LegBenchmarkCurvePoint); DEFINE_PRICE(LegBenchmarkPrice); DEFINE_INT(LegBenchmarkPriceType); DEFINE_PRICE(LegBidPx); DEFINE_STRING(LegIOIQty); DEFINE_NUMINGROUP(NoLegStipulations); DEFINE_PRICE(LegOfferPx); DEFINE_INT(LegPriceType); DEFINE_QTY(LegQty); DEFINE_STRING(LegStipulationType); DEFINE_STRING(LegStipulationValue); DEFINE_INT(LegSwapType); DEFINE_STRING(Pool); DEFINE_INT(QuotePriceType); DEFINE_STRING(QuoteRespID); DEFINE_INT(QuoteRespType); DEFINE_CHAR(QuoteQualifier); DEFINE_LOCALMKTDATE(YieldRedemptionDate); DEFINE_PRICE(YieldRedemptionPrice); DEFINE_INT(YieldRedemptionPriceType); DEFINE_STRING(BenchmarkSecurityID); DEFINE_BOOLEAN(ReversalIndicator); DEFINE_LOCALMKTDATE(YieldCalcDate); DEFINE_NUMINGROUP(NoPositions); DEFINE_STRING(PosType); DEFINE_QTY(LongQty); DEFINE_QTY(ShortQty); DEFINE_INT(PosQtyStatus); DEFINE_STRING(PosAmtType); DEFINE_AMT(PosAmt); DEFINE_INT(PosTransType); DEFINE_STRING(PosReqID); DEFINE_NUMINGROUP(NoUnderlyings); DEFINE_INT(PosMaintAction); DEFINE_STRING(OrigPosReqRefID); DEFINE_STRING(PosMaintRptRefID); DEFINE_LOCALMKTDATE(ClearingBusinessDate); DEFINE_STRING(SettlSessID); DEFINE_STRING(SettlSessSubID); DEFINE_INT(AdjustmentType); DEFINE_BOOLEAN(ContraryInstructionIndicator); DEFINE_BOOLEAN(PriorSpreadIndicator); DEFINE_STRING(PosMaintRptID); DEFINE_INT(PosMaintStatus); DEFINE_INT(PosMaintResult); DEFINE_INT(PosReqType); DEFINE_INT(ResponseTransportType); DEFINE_STRING(ResponseDestination); DEFINE_INT(TotalNumPosReports); DEFINE_INT(PosReqResult); DEFINE_INT(PosReqStatus); DEFINE_PRICE(SettlPrice); DEFINE_INT(SettlPriceType); DEFINE_PRICE(UnderlyingSettlPrice); DEFINE_INT(UnderlyingSettlPriceType); DEFINE_PRICE(PriorSettlPrice); DEFINE_NUMINGROUP(NoQuoteQualifiers); DEFINE_CURRENCY(AllocSettlCurrency); DEFINE_AMT(AllocSettlCurrAmt); DEFINE_AMT(InterestAtMaturity); DEFINE_LOCALMKTDATE(LegDatedDate); DEFINE_STRING(LegPool); DEFINE_AMT(AllocInterestAtMaturity); DEFINE_AMT(AllocAccruedInterestAmt); DEFINE_LOCALMKTDATE(DeliveryDate); DEFINE_CHAR(AssignmentMethod); DEFINE_QTY(AssignmentUnit); DEFINE_AMT(OpenInterest); DEFINE_CHAR(ExerciseMethod); DEFINE_INT(TotNumTradeReports); DEFINE_INT(TradeRequestResult); DEFINE_INT(TradeRequestStatus); DEFINE_INT(TradeReportRejectReason); DEFINE_INT(SideMultiLegReportingType); DEFINE_NUMINGROUP(NoPosAmt); DEFINE_BOOLEAN(AutoAcceptIndicator); DEFINE_STRING(AllocReportID); DEFINE_NUMINGROUP(NoNested2PartyIDs); DEFINE_STRING(Nested2PartyID); DEFINE_CHAR(Nested2PartyIDSource); DEFINE_INT(Nested2PartyRole); DEFINE_STRING(Nested2PartySubID); DEFINE_STRING(BenchmarkSecurityIDSource); DEFINE_STRING(SecuritySubType); DEFINE_STRING(UnderlyingSecuritySubType); DEFINE_STRING(LegSecuritySubType); DEFINE_PERCENTAGE(AllowableOneSidednessPct); DEFINE_AMT(AllowableOneSidednessValue); DEFINE_CURRENCY(AllowableOneSidednessCurr); DEFINE_NUMINGROUP(NoTrdRegTimestamps); DEFINE_UTCTIMESTAMP(TrdRegTimestamp); DEFINE_INT(TrdRegTimestampType); DEFINE_STRING(TrdRegTimestampOrigin); DEFINE_STRING(ConfirmRefID); DEFINE_INT(ConfirmType); DEFINE_INT(ConfirmRejReason); DEFINE_INT(BookingType); DEFINE_INT(IndividualAllocRejCode); DEFINE_STRING(SettlInstMsgID); DEFINE_NUMINGROUP(NoSettlInst); DEFINE_UTCTIMESTAMP(LastUpdateTime); DEFINE_INT(AllocSettlInstType); DEFINE_NUMINGROUP(NoSettlPartyIDs); DEFINE_STRING(SettlPartyID); DEFINE_CHAR(SettlPartyIDSource); DEFINE_INT(SettlPartyRole); DEFINE_STRING(SettlPartySubID); DEFINE_INT(SettlPartySubIDType); DEFINE_CHAR(DlvyInstType); DEFINE_INT(TerminationType); DEFINE_STRING(OrdStatusReqID); DEFINE_STRING(SettlInstReqID); DEFINE_INT(SettlInstReqRejCode); DEFINE_STRING(SecondaryAllocID); DEFINE_INT(AllocReportType); DEFINE_STRING(AllocReportRefID); DEFINE_INT(AllocCancReplaceReason); DEFINE_BOOLEAN(CopyMsgIndicator); DEFINE_INT(AllocAccountType); DEFINE_PRICE(OrderAvgPx); DEFINE_QTY(OrderBookingQty); DEFINE_NUMINGROUP(NoSettlPartySubIDs); DEFINE_NUMINGROUP(NoPartySubIDs); DEFINE_INT(PartySubIDType); DEFINE_NUMINGROUP(NoNestedPartySubIDs); DEFINE_INT(NestedPartySubIDType); DEFINE_NUMINGROUP(NoNested2PartySubIDs); DEFINE_INT(Nested2PartySubIDType); DEFINE_INT(AllocIntermedReqType); DEFINE_PRICE(UnderlyingPx); DEFINE_FLOAT(PriceDelta); DEFINE_INT(ApplQueueMax); DEFINE_INT(ApplQueueDepth); DEFINE_INT(ApplQueueResolution); DEFINE_INT(ApplQueueAction); DEFINE_NUMINGROUP(NoAltMDSource); DEFINE_STRING(AltMDSourceID); DEFINE_STRING(SecondaryTradeReportID); DEFINE_INT(AvgPxIndicator); DEFINE_STRING(TradeLinkID); DEFINE_STRING(OrderInputDevice); DEFINE_STRING(UnderlyingTradingSessionID); DEFINE_STRING(UnderlyingTradingSessionSubID); DEFINE_STRING(TradeLegRefID); DEFINE_STRING(ExchangeRule); DEFINE_INT(TradeAllocIndicator); DEFINE_INT(ExpirationCycle); DEFINE_INT(TrdType); DEFINE_INT(TrdSubType); DEFINE_STRING(TransferReason); DEFINE_INT(TotNumAssignmentReports); DEFINE_STRING(AsgnRptID); DEFINE_PRICEOFFSET(ThresholdAmount); DEFINE_INT(PegMoveType); DEFINE_INT(PegOffsetType); DEFINE_INT(PegLimitType); DEFINE_INT(PegRoundDirection); DEFINE_PRICE(PeggedPrice); DEFINE_INT(PegScope); DEFINE_INT(DiscretionMoveType); DEFINE_INT(DiscretionOffsetType); DEFINE_INT(DiscretionLimitType); DEFINE_INT(DiscretionRoundDirection); DEFINE_PRICE(DiscretionPrice); DEFINE_INT(DiscretionScope); DEFINE_INT(TargetStrategy); DEFINE_STRING(TargetStrategyParameters); DEFINE_PERCENTAGE(ParticipationRate); DEFINE_FLOAT(TargetStrategyPerformance); DEFINE_INT(LastLiquidityInd); DEFINE_BOOLEAN(PublishTrdIndicator); DEFINE_INT(ShortSaleReason); DEFINE_INT(QtyType); DEFINE_INT(SecondaryTrdType); DEFINE_INT(TradeReportType); DEFINE_INT(AllocNoOrdersType); DEFINE_AMT(SharedCommission); DEFINE_STRING(ConfirmReqID); DEFINE_PRICE(AvgParPx); DEFINE_PRICE(ReportedPx); DEFINE_NUMINGROUP(NoCapacities); DEFINE_QTY(OrderCapacityQty); DEFINE_NUMINGROUP(NoEvents); DEFINE_INT(EventType); DEFINE_LOCALMKTDATE(EventDate); DEFINE_PRICE(EventPx); DEFINE_STRING(EventText); DEFINE_PERCENTAGE(PctAtRisk); DEFINE_NUMINGROUP(NoInstrAttrib); DEFINE_INT(InstrAttribType); DEFINE_STRING(InstrAttribValue); DEFINE_LOCALMKTDATE(DatedDate); DEFINE_LOCALMKTDATE(InterestAccrualDate); DEFINE_INT(CPProgram); DEFINE_STRING(CPRegType); DEFINE_STRING(UnderlyingCPProgram); DEFINE_STRING(UnderlyingCPRegType); DEFINE_QTY(UnderlyingQty); DEFINE_STRING(TrdMatchID); DEFINE_STRING(SecondaryTradeReportRefID); DEFINE_PRICE(UnderlyingDirtyPrice); DEFINE_PRICE(UnderlyingEndPrice); DEFINE_AMT(UnderlyingStartValue); DEFINE_AMT(UnderlyingCurrentValue); DEFINE_AMT(UnderlyingEndValue); DEFINE_NUMINGROUP(NoUnderlyingStips); DEFINE_STRING(UnderlyingStipType); DEFINE_STRING(UnderlyingStipValue); DEFINE_AMT(MaturityNetMoney); DEFINE_INT(MiscFeeBasis); DEFINE_INT(TotNoAllocs); DEFINE_BOOLEAN(LastFragment); DEFINE_STRING(CollReqID); DEFINE_INT(CollAsgnReason); DEFINE_INT(CollInquiryQualifier); DEFINE_NUMINGROUP(NoTrades); DEFINE_PERCENTAGE(MarginRatio); DEFINE_AMT(MarginExcess); DEFINE_AMT(TotalNetValue); DEFINE_AMT(CashOutstanding); DEFINE_STRING(CollAsgnID); DEFINE_INT(CollAsgnTransType); DEFINE_STRING(CollRespID); DEFINE_INT(CollAsgnRespType); DEFINE_INT(CollAsgnRejectReason); DEFINE_STRING(CollAsgnRefID); DEFINE_STRING(CollRptID); DEFINE_STRING(CollInquiryID); DEFINE_INT(CollStatus); DEFINE_INT(TotNumReports); DEFINE_BOOLEAN(LastRptRequested); DEFINE_STRING(AgreementDesc); DEFINE_STRING(AgreementID); DEFINE_LOCALMKTDATE(AgreementDate); DEFINE_LOCALMKTDATE(StartDate); DEFINE_LOCALMKTDATE(EndDate); DEFINE_CURRENCY(AgreementCurrency); DEFINE_INT(DeliveryType); DEFINE_AMT(EndAccruedInterestAmt); DEFINE_AMT(StartCash); DEFINE_AMT(EndCash); DEFINE_STRING(UserRequestID); DEFINE_INT(UserRequestType); DEFINE_STRING(NewPassword); DEFINE_INT(UserStatus); DEFINE_STRING(UserStatusText); DEFINE_INT(StatusValue); DEFINE_STRING(StatusText); DEFINE_STRING(RefCompID); DEFINE_STRING(RefSubID); DEFINE_STRING(NetworkResponseID); DEFINE_STRING(NetworkRequestID); DEFINE_STRING(LastNetworkResponseID); DEFINE_INT(NetworkRequestType); DEFINE_NUMINGROUP(NoCompIDs); DEFINE_INT(NetworkStatusResponseType); DEFINE_NUMINGROUP(NoCollInquiryQualifier); DEFINE_INT(TrdRptStatus); DEFINE_INT(AffirmStatus); DEFINE_CURRENCY(UnderlyingStrikeCurrency); DEFINE_CURRENCY(LegStrikeCurrency); DEFINE_STRING(TimeBracket); DEFINE_INT(CollAction); DEFINE_INT(CollInquiryStatus); DEFINE_INT(CollInquiryResult); DEFINE_CURRENCY(StrikeCurrency); DEFINE_NUMINGROUP(NoNested3PartyIDs); DEFINE_STRING(Nested3PartyID); DEFINE_CHAR(Nested3PartyIDSource); DEFINE_INT(Nested3PartyRole); DEFINE_NUMINGROUP(NoNested3PartySubIDs); DEFINE_STRING(Nested3PartySubID); DEFINE_INT(Nested3PartySubIDType); DEFINE_MONTHYEAR(LegContractSettlMonth); DEFINE_LOCALMKTDATE(LegInterestAccrualDate); DEFINE_QTY(LegOrderQty); DEFINE_NUMINGROUP(NoStrategyParameters); DEFINE_STRING(StrategyParameterName); DEFINE_INT(StrategyParameterType); DEFINE_STRING(StrategyParameterValue); DEFINE_STRING(HostCrossID); DEFINE_UTCTIMESTAMP(SideTimeInForce); DEFINE_INT(MDReportID); DEFINE_INT(SecurityReportID); DEFINE_STRING(SecurityStatus); DEFINE_STRING(SettleOnOpenFlag); DEFINE_FLOAT(StrikeMultiplier); DEFINE_FLOAT(StrikeValue); DEFINE_FLOAT(MinPriceIncrement); DEFINE_INT(PositionLimit); DEFINE_INT(NTPositionLimit); DEFINE_PERCENTAGE(UnderlyingAllocationPercent); DEFINE_AMT(UnderlyingCashAmount); DEFINE_STRING(UnderlyingCashType); DEFINE_INT(UnderlyingSettlementType); DEFINE_LOCALMKTDATE(QuantityDate); DEFINE_STRING(ContIntRptID); DEFINE_BOOLEAN(LateIndicator); DEFINE_STRING(InputSource); DEFINE_CHAR(SecurityUpdateAction); DEFINE_NUMINGROUP(NoExpiration); DEFINE_INT(ExpType); DEFINE_QTY(ExpQty); DEFINE_NUMINGROUP(NoUnderlyingAmounts); DEFINE_AMT(UnderlyingPayAmount); DEFINE_AMT(UnderlyingCollectAmount); DEFINE_LOCALMKTDATE(UnderlyingSettlementDate); DEFINE_STRING(UnderlyingSettlementStatus); DEFINE_STRING(SecondaryIndividualAllocID); DEFINE_STRING(LegReportID); DEFINE_PRICE(RndPx); DEFINE_INT(IndividualAllocType); DEFINE_STRING(AllocCustomerCapacity); DEFINE_STRING(TierCode); DEFINE_STRING(UnitOfMeasure); DEFINE_STRING(TimeUnit); DEFINE_STRING(UnderlyingUnitOfMeasure); DEFINE_STRING(LegUnitOfMeasure); DEFINE_STRING(UnderlyingTimeUnit); DEFINE_STRING(LegTimeUnit); DEFINE_INT(AllocMethod); DEFINE_STRING(TradeID); DEFINE_STRING(SideTradeReportID); DEFINE_STRING(SideFillStationCd); DEFINE_STRING(SideReasonCd); DEFINE_INT(SideTrdSubTyp); DEFINE_INT(SideQty); DEFINE_STRING(MessageEventSource); DEFINE_UTCTIMESTAMP(SideTrdRegTimestamp); DEFINE_INT(SideTrdRegTimestampType); DEFINE_STRING(SideTrdRegTimestampSrc); DEFINE_CHAR(AsOfIndicator); DEFINE_NUMINGROUP(NoSideTrdRegTS); DEFINE_FLOAT(LegOptionRatio); DEFINE_NUMINGROUP(NoInstrumentParties); DEFINE_STRING(InstrumentPartyID); DEFINE_QTY(TradeVolume); DEFINE_INT(MDBookType); DEFINE_STRING(MDFeedType); DEFINE_INT(MDPriceLevel); DEFINE_INT(MDOriginType); DEFINE_PRICE(FirstPx); DEFINE_FLOAT(MDEntrySpotRate); DEFINE_PRICEOFFSET(MDEntryForwardPoints); DEFINE_BOOLEAN(ManualOrderIndicator); DEFINE_BOOLEAN(CustDirectedOrder); DEFINE_STRING(ReceivedDeptID); DEFINE_MULTIPLESTRINGVALUE(CustOrderHandlingInst); DEFINE_INT(OrderHandlingInstSource); DEFINE_STRING(DeskType); DEFINE_INT(DeskTypeSource); DEFINE_MULTIPLESTRINGVALUE(DeskOrderHandlingInst); DEFINE_CHAR(ExecAckStatus); DEFINE_AMT(UnderlyingDeliveryAmount); DEFINE_AMT(UnderlyingCapValue); DEFINE_STRING(UnderlyingSettlMethod); DEFINE_STRING(SecondaryTradeID); DEFINE_STRING(FirmTradeID); DEFINE_STRING(SecondaryFirmTradeID); DEFINE_INT(CollApplType); DEFINE_QTY(UnderlyingAdjustedQuantity); DEFINE_FLOAT(UnderlyingFXRate); DEFINE_CHAR(UnderlyingFXRateCalc); DEFINE_CHAR(AllocPositionEffect); DEFINE_CHAR(DealingCapacity); DEFINE_CHAR(InstrmtAssignmentMethod); DEFINE_CHAR(InstrumentPartyIDSource); DEFINE_INT(InstrumentPartyRole); DEFINE_NUMINGROUP(NoInstrumentPartySubIDs); DEFINE_STRING(InstrumentPartySubID); DEFINE_INT(InstrumentPartySubIDType); DEFINE_STRING(PositionCurrency); DEFINE_QTY(CalculatedCcyLastQty); DEFINE_BOOLEAN(AggressorIndicator); DEFINE_NUMINGROUP(NoUndlyInstrumentParties); DEFINE_STRING(UndlyInstrumentPartyID); DEFINE_CHAR(UndlyInstrumentPartyIDSource); DEFINE_INT(UndlyInstrumentPartyRole); DEFINE_NUMINGROUP(NoUndlyInstrumentPartySubIDs); DEFINE_STRING(UndlyInstrumentPartySubID); DEFINE_INT(UndlyInstrumentPartySubIDType); DEFINE_PRICEOFFSET(BidSwapPoints); DEFINE_PRICEOFFSET(OfferSwapPoints); DEFINE_PRICEOFFSET(LegBidForwardPoints); DEFINE_PRICEOFFSET(LegOfferForwardPoints); DEFINE_PRICEOFFSET(SwapPoints); DEFINE_INT(MDQuoteType); DEFINE_PRICEOFFSET(LastSwapPoints); DEFINE_AMT(SideGrossTradeAmt); DEFINE_PRICEOFFSET(LegLastForwardPoints); DEFINE_QTY(LegCalculatedCcyLastQty); DEFINE_AMT(LegGrossTradeAmt); DEFINE_TZTIMEONLY(MaturityTime); DEFINE_STRING(RefOrderID); DEFINE_CHAR(RefOrderIDSource); DEFINE_QTY(SecondaryDisplayQty); DEFINE_CHAR(DisplayWhen); DEFINE_CHAR(DisplayMethod); DEFINE_QTY(DisplayLowQty); DEFINE_QTY(DisplayHighQty); DEFINE_QTY(DisplayMinIncr); DEFINE_QTY(RefreshQty); DEFINE_QTY(MatchIncrement); DEFINE_INT(MaxPriceLevels); DEFINE_BOOLEAN(PreTradeAnonymity); DEFINE_CHAR(PriceProtectionScope); DEFINE_CHAR(LotType); DEFINE_INT(PegPriceType); DEFINE_PRICE(PeggedRefPrice); DEFINE_STRING(PegSecurityIDSource); DEFINE_STRING(PegSecurityID); DEFINE_STRING(PegSymbol); DEFINE_STRING(PegSecurityDesc); DEFINE_CHAR(TriggerType); DEFINE_CHAR(TriggerAction); DEFINE_PRICE(TriggerPrice); DEFINE_STRING(TriggerSymbol); DEFINE_STRING(TriggerSecurityID); DEFINE_STRING(TriggerSecurityIDSource); DEFINE_STRING(TriggerSecurityDesc); DEFINE_CHAR(TriggerPriceType); DEFINE_CHAR(TriggerPriceTypeScope); DEFINE_CHAR(TriggerPriceDirection); DEFINE_PRICE(TriggerNewPrice); DEFINE_CHAR(TriggerOrderType); DEFINE_QTY(TriggerNewQty); DEFINE_STRING(TriggerTradingSessionID); DEFINE_STRING(TriggerTradingSessionSubID); DEFINE_CHAR(OrderCategory); DEFINE_NUMINGROUP(NoRootPartyIDs); DEFINE_STRING(RootPartyID); DEFINE_CHAR(RootPartyIDSource); DEFINE_INT(RootPartyRole); DEFINE_NUMINGROUP(NoRootPartySubIDs); DEFINE_STRING(RootPartySubID); DEFINE_INT(RootPartySubIDType); DEFINE_CHAR(TradeHandlingInstr); DEFINE_CHAR(OrigTradeHandlingInstr); DEFINE_LOCALMKTDATE(OrigTradeDate); DEFINE_STRING(OrigTradeID); DEFINE_STRING(OrigSecondaryTradeID); DEFINE_TZTIMESTAMP(TZTransactTime); DEFINE_CHAR(ExDestinationIDSource); DEFINE_BOOLEAN(ReportedPxDiff); DEFINE_STRING(RptSys); DEFINE_STRING(AllocClearingFeeIndicator); DEFINE_QTY(DisplayQty); DEFINE_STRING(ExchangeSpecialInstructions); DEFINE_NUMINGROUP(NoUsernames); DEFINE_INT(ExpirationQtyType); DEFINE_QTY(MaxTradeVol); DEFINE_NUMINGROUP(NoMDFeedTypes); DEFINE_STRING(MatchAlgorithm); DEFINE_FLOAT(MaxPriceVariation); DEFINE_INT(ImpliedMarketIndicator); DEFINE_UTCTIMESTAMP(EventTime); DEFINE_AMT(MinPriceIncrementAmount); DEFINE_QTY(UnitOfMeasureQty); DEFINE_PRICE(LowLimitPrice); DEFINE_PRICE(HighLimitPrice); DEFINE_PRICE(TradingReferencePrice); DEFINE_STRING(SecurityGroup); DEFINE_INT(LegNumber); DEFINE_INT(SettlementCycleNo); DEFINE_CURRENCY(SideCurrency); DEFINE_CURRENCY(SideSettlCurrency); DEFINE_INT(ApplExtID); DEFINE_AMT(CcyAmt); DEFINE_NUMINGROUP(NoSettlDetails); DEFINE_INT(SettlObligMode); DEFINE_STRING(SettlObligMsgID); DEFINE_STRING(SettlObligID); DEFINE_CHAR(SettlObligTransType); DEFINE_STRING(SettlObligRefID); DEFINE_CHAR(SettlObligSource); DEFINE_NUMINGROUP(NoSettlOblig); DEFINE_STRING(QuoteMsgID); DEFINE_INT(QuoteEntryStatus); DEFINE_INT(TotNoCxldQuotes); DEFINE_INT(TotNoAccQuotes); DEFINE_INT(TotNoRejQuotes); DEFINE_BOOLEAN(PrivateQuote); DEFINE_INT(RespondentType); DEFINE_INT(MDSubBookType); DEFINE_INT(SecurityTradingEvent); DEFINE_NUMINGROUP(NoStatsIndicators); DEFINE_INT(StatsType); DEFINE_NUMINGROUP(NoOfSecSizes); DEFINE_INT(MDSecSizeType); DEFINE_QTY(MDSecSize); DEFINE_STRING(ApplID); DEFINE_SEQNUM(ApplSeqNum); DEFINE_SEQNUM(ApplBegSeqNum); DEFINE_SEQNUM(ApplEndSeqNum); DEFINE_LENGTH(SecurityXMLLen); DEFINE_XMLDATA(SecurityXML); DEFINE_STRING(SecurityXMLSchema); DEFINE_BOOLEAN(RefreshIndicator); DEFINE_FLOAT(Volatility); DEFINE_FLOAT(TimeToExpiration); DEFINE_FLOAT(RiskFreeRate); DEFINE_STRING(PriceUnitOfMeasure); DEFINE_QTY(PriceUnitOfMeasureQty); DEFINE_CHAR(SettlMethod); DEFINE_INT(ExerciseStyle); DEFINE_AMT(OptPayAmount); DEFINE_STRING(PriceQuoteMethod); DEFINE_STRING(FuturesValuationMethod); DEFINE_INT(ListMethod); DEFINE_PRICE(CapPrice); DEFINE_PRICE(FloorPrice); DEFINE_NUMINGROUP(NoStrikeRules); DEFINE_PRICE(StartStrikePxRange); DEFINE_PRICE(EndStrikePxRange); DEFINE_FLOAT(StrikeIncrement); DEFINE_NUMINGROUP(NoTickRules); DEFINE_PRICE(StartTickPriceRange); DEFINE_PRICE(EndTickPriceRange); DEFINE_PRICE(TickIncrement); DEFINE_INT(TickRuleType); DEFINE_INT(NestedInstrAttribType); DEFINE_STRING(NestedInstrAttribValue); DEFINE_TZTIMEONLY(LegMaturityTime); DEFINE_TZTIMEONLY(UnderlyingMaturityTime); DEFINE_STRING(DerivativeSymbol); DEFINE_STRING(DerivativeSymbolSfx); DEFINE_STRING(DerivativeSecurityID); DEFINE_STRING(DerivativeSecurityIDSource); DEFINE_NUMINGROUP(NoDerivativeSecurityAltID); DEFINE_STRING(DerivativeSecurityAltID); DEFINE_STRING(DerivativeSecurityAltIDSource); DEFINE_PRICE(SecondaryLowLimitPrice); DEFINE_STRING(MaturityRuleID); DEFINE_STRING(StrikeRuleID); DEFINE_QTY(LegUnitOfMeasureQty); DEFINE_AMT(DerivativeOptPayAmount); DEFINE_MONTHYEAR(EndMaturityMonthYear); DEFINE_STRING(ProductComplex); DEFINE_STRING(DerivativeProductComplex); DEFINE_INT(MaturityMonthYearIncrement); DEFINE_PRICE(SecondaryHighLimitPrice); DEFINE_QTY(MinLotSize); DEFINE_NUMINGROUP(NoExecInstRules); DEFINE_NUMINGROUP(NoLotTypeRules); DEFINE_NUMINGROUP(NoMatchRules); DEFINE_NUMINGROUP(NoMaturityRules); DEFINE_NUMINGROUP(NoOrdTypeRules); DEFINE_NUMINGROUP(NoTimeInForceRules); DEFINE_PRICE(SecondaryTradingReferencePrice); DEFINE_MONTHYEAR(StartMaturityMonthYear); DEFINE_BOOLEAN(FlexProductEligibilityIndicator); DEFINE_BOOLEAN(DerivFlexProductEligibilityIndicator); DEFINE_BOOLEAN(FlexibleIndicator); DEFINE_CURRENCY(TradingCurrency); DEFINE_INT(DerivativeProduct); DEFINE_STRING(DerivativeSecurityGroup); DEFINE_STRING(DerivativeCFICode); DEFINE_STRING(DerivativeSecurityType); DEFINE_STRING(DerivativeSecuritySubType); DEFINE_MONTHYEAR(DerivativeMaturityMonthYear); DEFINE_LOCALMKTDATE(DerivativeMaturityDate); DEFINE_TZTIMEONLY(DerivativeMaturityTime); DEFINE_STRING(DerivativeSettleOnOpenFlag); DEFINE_CHAR(DerivativeInstrmtAssignmentMethod); DEFINE_STRING(DerivativeSecurityStatus); DEFINE_STRING(DerivativeInstrRegistry); DEFINE_COUNTRY(DerivativeCountryOfIssue); DEFINE_STRING(DerivativeStateOrProvinceOfIssue); DEFINE_STRING(DerivativeLocaleOfIssue); DEFINE_PRICE(DerivativeStrikePrice); DEFINE_CURRENCY(DerivativeStrikeCurrency); DEFINE_FLOAT(DerivativeStrikeMultiplier); DEFINE_FLOAT(DerivativeStrikeValue); DEFINE_CHAR(DerivativeOptAttribute); DEFINE_FLOAT(DerivativeContractMultiplier); DEFINE_FLOAT(DerivativeMinPriceIncrement); DEFINE_AMT(DerivativeMinPriceIncrementAmount); DEFINE_STRING(DerivativeUnitOfMeasure); DEFINE_QTY(DerivativeUnitOfMeasureQty); DEFINE_STRING(DerivativeTimeUnit); DEFINE_EXCHANGE(DerivativeSecurityExchange); DEFINE_INT(DerivativePositionLimit); DEFINE_INT(DerivativeNTPositionLimit); DEFINE_STRING(DerivativeIssuer); DEFINE_LOCALMKTDATE(DerivativeIssueDate); DEFINE_LENGTH(DerivativeEncodedIssuerLen); DEFINE_DATA(DerivativeEncodedIssuer); DEFINE_STRING(DerivativeSecurityDesc); DEFINE_LENGTH(DerivativeEncodedSecurityDescLen); DEFINE_DATA(DerivativeEncodedSecurityDesc); DEFINE_LENGTH(DerivativeSecurityXMLLen); DEFINE_DATA(DerivativeSecurityXML); DEFINE_STRING(DerivativeSecurityXMLSchema); DEFINE_MONTHYEAR(DerivativeContractSettlMonth); DEFINE_NUMINGROUP(NoDerivativeEvents); DEFINE_INT(DerivativeEventType); DEFINE_LOCALMKTDATE(DerivativeEventDate); DEFINE_UTCTIMESTAMP(DerivativeEventTime); DEFINE_PRICE(DerivativeEventPx); DEFINE_STRING(DerivativeEventText); DEFINE_NUMINGROUP(NoDerivativeInstrumentParties); DEFINE_STRING(DerivativeInstrumentPartyID); DEFINE_STRING(DerivativeInstrumentPartyIDSource); DEFINE_INT(DerivativeInstrumentPartyRole); DEFINE_NUMINGROUP(NoDerivativeInstrumentPartySubIDs); DEFINE_STRING(DerivativeInstrumentPartySubID); DEFINE_INT(DerivativeInstrumentPartySubIDType); DEFINE_CHAR(DerivativeExerciseStyle); DEFINE_STRING(MarketSegmentID); DEFINE_EXCHANGE(MarketID); DEFINE_INT(MaturityMonthYearIncrementUnits); DEFINE_INT(MaturityMonthYearFormat); DEFINE_INT(StrikeExerciseStyle); DEFINE_INT(SecondaryPriceLimitType); DEFINE_INT(PriceLimitType); DEFINE_CHAR(ExecInstValue); DEFINE_NUMINGROUP(NoTradingSessionRules); DEFINE_NUMINGROUP(NoMarketSegments); DEFINE_NUMINGROUP(NoDerivativeInstrAttrib); DEFINE_NUMINGROUP(NoNestedInstrAttrib); DEFINE_INT(DerivativeInstrAttribType); DEFINE_STRING(DerivativeInstrAttribValue); DEFINE_STRING(DerivativePriceUnitOfMeasure); DEFINE_QTY(DerivativePriceUnitOfMeasureQty); DEFINE_CHAR(DerivativeSettlMethod); DEFINE_STRING(DerivativePriceQuoteMethod); DEFINE_STRING(DerivativeFuturesValuationMethod); DEFINE_INT(DerivativeListMethod); DEFINE_PRICE(DerivativeCapPrice); DEFINE_PRICE(DerivativeFloorPrice); DEFINE_INT(DerivativePutOrCall); DEFINE_CHAR(ListUpdateAction); DEFINE_STRING(ParentMktSegmID); DEFINE_STRING(TradingSessionDesc); DEFINE_CHAR(TradSesUpdateAction); DEFINE_STRING(RejectText); DEFINE_FLOAT(FeeMultiplier); DEFINE_STRING(UnderlyingLegSymbol); DEFINE_STRING(UnderlyingLegSymbolSfx); DEFINE_STRING(UnderlyingLegSecurityID); DEFINE_STRING(UnderlyingLegSecurityIDSource); DEFINE_NUMINGROUP(NoUnderlyingLegSecurityAltID); DEFINE_STRING(UnderlyingLegSecurityAltID); DEFINE_STRING(UnderlyingLegSecurityAltIDSource); DEFINE_STRING(UnderlyingLegSecurityType); DEFINE_STRING(UnderlyingLegSecuritySubType); DEFINE_MONTHYEAR(UnderlyingLegMaturityMonthYear); DEFINE_PRICE(UnderlyingLegStrikePrice); DEFINE_STRING(UnderlyingLegSecurityExchange); DEFINE_NUMINGROUP(NoOfLegUnderlyings); DEFINE_INT(UnderlyingLegPutOrCall); DEFINE_STRING(UnderlyingLegCFICode); DEFINE_LOCALMKTDATE(UnderlyingLegMaturityDate); DEFINE_STRING(ApplReqID); DEFINE_INT(ApplReqType); DEFINE_INT(ApplResponseType); DEFINE_INT(ApplTotalMessageCount); DEFINE_SEQNUM(ApplLastSeqNum); DEFINE_NUMINGROUP(NoApplIDs); DEFINE_BOOLEAN(ApplResendFlag); DEFINE_STRING(ApplResponseID); DEFINE_INT(ApplResponseError); DEFINE_STRING(RefApplID); DEFINE_STRING(ApplReportID); DEFINE_SEQNUM(RefApplLastSeqNum); DEFINE_INT(LegPutOrCall); DEFINE_INT(TotNoFills); DEFINE_NUMINGROUP(NoFills); DEFINE_STRING(FillExecID); DEFINE_PRICE(FillPx); DEFINE_QTY(FillQty); DEFINE_STRING(LegAllocID); DEFINE_CURRENCY(LegAllocSettlCurrency); DEFINE_INT(TradSesEvent); DEFINE_STRING(MassActionReportID); DEFINE_NUMINGROUP(NoNotAffectedOrders); DEFINE_STRING(NotAffectedOrderID); DEFINE_STRING(NotAffOrigClOrdID); DEFINE_INT(MassActionType); DEFINE_INT(MassActionScope); DEFINE_INT(MassActionResponse); DEFINE_INT(MassActionRejectReason); DEFINE_INT(MultilegModel); DEFINE_INT(MultilegPriceMethod); DEFINE_FLOAT(LegVolatility); DEFINE_PERCENTAGE(DividendYield); DEFINE_PERCENTAGE(LegDividendYield); DEFINE_FLOAT(CurrencyRatio); DEFINE_FLOAT(LegCurrencyRatio); DEFINE_MULTIPLECHARVALUE(LegExecInst); DEFINE_INT(ContingencyType); DEFINE_INT(ListRejectReason); DEFINE_NUMINGROUP(NoTrdRepIndicators); DEFINE_INT(TrdRepPartyRole); DEFINE_BOOLEAN(TrdRepIndicator); DEFINE_INT(TradePublishIndicator); DEFINE_CHAR(UnderlyingLegOptAttribute); DEFINE_STRING(UnderlyingLegSecurityDesc); DEFINE_STRING(MarketReqID); DEFINE_STRING(MarketReportID); DEFINE_CHAR(MarketUpdateAction); DEFINE_STRING(MarketSegmentDesc); DEFINE_LENGTH(EncodedMktSegmDescLen); DEFINE_DATA(EncodedMktSegmDesc); DEFINE_SEQNUM(ApplNewSeqNum); DEFINE_INT(EncryptedPasswordMethod); DEFINE_LENGTH(EncryptedPasswordLen); DEFINE_DATA(EncryptedPassword); DEFINE_LENGTH(EncryptedNewPasswordLen); DEFINE_DATA(EncryptedNewPassword); DEFINE_TZTIMEONLY(UnderlyingLegMaturityTime); DEFINE_INT(RefApplExtID); DEFINE_INT(DefaultApplExtID); DEFINE_STRING(DefaultCstmApplVerID); DEFINE_INT(SessionStatus); DEFINE_BOOLEAN(DefaultVerIndicator); DEFINE_INT(Nested4PartySubIDType); DEFINE_STRING(Nested4PartySubID); DEFINE_NUMINGROUP(NoNested4PartySubIDs); DEFINE_NUMINGROUP(NoNested4PartyIDs); DEFINE_STRING(Nested4PartyID); DEFINE_CHAR(Nested4PartyIDSource); DEFINE_INT(Nested4PartyRole); DEFINE_QTY(LegLastQty); DEFINE_INT(UnderlyingExerciseStyle); DEFINE_INT(LegExerciseStyle); DEFINE_STRING(LegPriceUnitOfMeasure); DEFINE_QTY(LegPriceUnitOfMeasureQty); DEFINE_QTY(UnderlyingUnitOfMeasureQty); DEFINE_STRING(UnderlyingPriceUnitOfMeasure); DEFINE_QTY(UnderlyingPriceUnitOfMeasureQty); DEFINE_INT(ApplReportType); DEFINE_INT(HaltReasonInt); DEFINE_INT(SideLastQty); DEFINE_STRING(UnderlyingInstrumentPartyID); DEFINE_CHAR(UnderlyingInstrumentPartyIDSource); DEFINE_INT(UnderlyingInstrumentPartyRole); DEFINE_STRING(UnderlyingInstrumentPartySubID); DEFINE_INT(UnderlyingInstrumentPartySubIDType); DEFINE_AMT(OptPayoutAmount); DEFINE_STRING(ValuationMethod); DEFINE_STRING(DerivativeValuationMethod); DEFINE_STRING(SideExecID); DEFINE_INT(OrderDelay); DEFINE_INT(OrderDelayUnit); DEFINE_CHAR(VenueType); DEFINE_INT(RefOrdIDReason); DEFINE_INT(OrigCustOrderCapacity); DEFINE_STRING(RefApplReqID); DEFINE_INT(ModelType); DEFINE_INT(ContractMultiplierUnit); DEFINE_INT(LegContractMultiplierUnit); DEFINE_INT(UnderlyingContractMultiplierUnit); DEFINE_INT(DerivativeContractMultiplierUnit); DEFINE_INT(FlowScheduleType); DEFINE_INT(LegFlowScheduleType); DEFINE_INT(UnderlyingFlowScheduleType); DEFINE_INT(DerivativeFlowScheduleType); DEFINE_INT(FillLiquidityInd); DEFINE_INT(SideLiquidityInd); DEFINE_NUMINGROUP(NoRateSources); DEFINE_INT(RateSource); DEFINE_INT(RateSourceType); DEFINE_STRING(ReferencePage); DEFINE_STRING(RestructuringType); DEFINE_STRING(Seniority); DEFINE_PERCENTAGE(NotionalPercentageOutstanding); DEFINE_PERCENTAGE(OriginalNotionalPercentageOutstanding); DEFINE_STRING(UnderlyingRestructuringType); DEFINE_STRING(UnderlyingSeniority); DEFINE_PERCENTAGE(UnderlyingNotionalPercentageOutstanding); DEFINE_PERCENTAGE(UnderlyingOriginalNotionalPercentageOutstanding); DEFINE_PERCENTAGE(AttachmentPoint); DEFINE_PERCENTAGE(DetachmentPoint); DEFINE_PERCENTAGE(UnderlyingAttachmentPoint); DEFINE_PERCENTAGE(UnderlyingDetachmentPoint); DEFINE_NUMINGROUP(NoTargetPartyIDs); DEFINE_STRING(TargetPartyID); DEFINE_CHAR(TargetPartyIDSource); DEFINE_INT(TargetPartyRole); DEFINE_STRING(SecurityListID); DEFINE_STRING(SecurityListRefID); DEFINE_STRING(SecurityListDesc); DEFINE_LENGTH(EncodedSecurityListDescLen); DEFINE_DATA(EncodedSecurityListDesc); DEFINE_INT(SecurityListType); DEFINE_INT(SecurityListTypeSource); DEFINE_STRING(NewsID); DEFINE_INT(NewsCategory); DEFINE_LANGUAGE(LanguageCode); DEFINE_NUMINGROUP(NoNewsRefIDs); DEFINE_STRING(NewsRefID); DEFINE_INT(NewsRefType); DEFINE_INT(StrikePriceDeterminationMethod); DEFINE_INT(StrikePriceBoundaryMethod); DEFINE_PERCENTAGE(StrikePriceBoundaryPrecision); DEFINE_INT(UnderlyingPriceDeterminationMethod); DEFINE_INT(OptPayoutType); DEFINE_NUMINGROUP(NoComplexEvents); DEFINE_INT(ComplexEventType); DEFINE_AMT(ComplexOptPayoutAmount); DEFINE_PRICE(ComplexEventPrice); DEFINE_INT(ComplexEventPriceBoundaryMethod); DEFINE_PERCENTAGE(ComplexEventPriceBoundaryPrecision); DEFINE_INT(ComplexEventPriceTimeType); DEFINE_INT(ComplexEventCondition); DEFINE_NUMINGROUP(NoComplexEventDates); DEFINE_UTCTIMESTAMP(ComplexEventStartDate); DEFINE_UTCTIMESTAMP(ComplexEventEndDate); DEFINE_NUMINGROUP(NoComplexEventTimes); DEFINE_UTCTIMEONLY(ComplexEventStartTime); DEFINE_UTCTIMEONLY(ComplexEventEndTime); DEFINE_STRING(StreamAsgnReqID); DEFINE_INT(StreamAsgnReqType); DEFINE_NUMINGROUP(NoAsgnReqs); DEFINE_STRING(MDStreamID); DEFINE_STRING(StreamAsgnRptID); DEFINE_INT(StreamAsgnRejReason); DEFINE_INT(StreamAsgnAckType); DEFINE_UTCTIMESTAMP(RelSymTransactTime); DEFINE_INT(StreamAsgnType); } #endif //FIX_FIELDS_H