Module: Quickfix

Defined in:

lib/quickfix_ruby.rb,
lib/quickfix_fields.rb

Defined Under Namespace

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