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proof_atdl_prod.xml
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proof_atdl_prod.xml
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<?xml version="1.0" encoding="utf-8"?>
<!--
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Proof FIX ATDL definitions.
(C) 2020-2021 Proof Services LLC
All rights reserved.
https://prooftrading.com
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-->
<!--suppress XmlUnusedNamespaceDeclaration, XmlDefaultAttributeValue -->
<Strategies xmlns="http://www.fixprotocol.org/FIXatdl-1-1/Core" xmlns:val="http://www.fixprotocol.org/FIXatdl-1-1/Validation" xmlns:lay="http://www.fixprotocol.org/FIXatdl-1-1/Layout" xmlns:flow="http://www.fixprotocol.org/FIXatdl-1-1/Flow"
xmlns:tz="http://www.fixprotocol.org/FIXatdl-1-1/Timezones" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.fixprotocol.org/FIXatdl-1-1/Core fixatdl-core-1-1.xsd" strategyIdentifierTag="847"
versionIdentifierTag="9682">
<!-- ******* VWAP ******** -->
<Strategy name="VWAP" uiRep="VWAP" wireValue="1001" version="1" fixMsgType="D" providerID="PROOF">
<Regions>
<Region name="TheAmericas" inclusion="Include">
<Country CountryCode="US" inclusion="Include"/>
</Region>
</Regions>
<!-- Parameter Section -->
<Parameter name="EffectiveTime" xsi:type="UTCTimestamp_t" fixTag="168" mutableOnCxlRpl="true">
<Description>Target Start Time</Description>
</Parameter>
<Parameter name="ExpireTime" xsi:type="UTCTimestamp_t" fixTag="126" maxValue="16:00:00" localMktTz="America/New_York" mutableOnCxlRpl="true">
<Description>Target End Time</Description>
</Parameter>
<Parameter name="MustComplete" xsi:type="Boolean_t" fixTag="20001" use="required" mutableOnCxlRpl="true"/>
<Parameter name="LowCost" xsi:type="Boolean_t" fixTag="20002" use="required" mutableOnCxlRpl="true"/>
<Parameter name="Custom" xsi:type="String_t" fixTag="20004" maxLength="128" mutableOnCxlRpl="true"/>
<!-- Layout Section -->
<lay:StrategyLayout>
<lay:StrategyPanel orientation="VERTICAL" collapsible="false">
<lay:StrategyPanel orientation="HORIZONTAL" collapsible="false">
<lay:Control xsi:type="lay:Clock_t" ID="EffectiveTimeClock" label="Start Time" parameterRef="EffectiveTime" initValue="09:30:00" localMktTz="America/New_York"/>
<lay:Control xsi:type="lay:Clock_t" ID="ExpireTimeClock" label="End Time" parameterRef="ExpireTime" initValue="16:00:00" initValueMode="1" localMktTz="America/New_York"/>
</lay:StrategyPanel>
<lay:StrategyPanel orientation="HORIZONTAL" collapsible="false">
<lay:Control xsi:type="lay:CheckBox_t" ID="MustCompleteEntry" label="Must Complete" parameterRef="MustComplete"/>
<lay:Control xsi:type="lay:CheckBox_t" ID="LowCostEntry" label="Low Cost" parameterRef="LowCost"/>
<lay:Control xsi:type="lay:TextField_t" ID="CustomEntry" label="Custom" parameterRef="Custom"/>
</lay:StrategyPanel>
</lay:StrategyPanel>
</lay:StrategyLayout>
<!-- Validation Section -->
<val:StrategyEdit errorMessage="End Time should be later than Start Time">
<val:Edit logicOperator="OR">
<val:Edit field="EffectiveTime" operator="NX"/>
<val:Edit field="ExpireTime" operator="NX"/>
<val:Edit field="ExpireTime" operator="GT" field2="EffectiveTime"/>
</val:Edit>
</val:StrategyEdit>
</Strategy>
<!-- ******* PROOF ******** -->
<Strategy name="PROOF" uiRep="PROOF" wireValue="1002" version="1" fixMsgType="D" providerID="PROOF">
<Regions>
<Region name="TheAmericas" inclusion="Include">
<Country CountryCode="US" inclusion="Include"/>
</Region>
</Regions>
<!-- Parameter Section -->
<Parameter name="EffectiveTime" xsi:type="UTCTimestamp_t" fixTag="168" mutableOnCxlRpl="true">
<Description>Target Start Time</Description>
</Parameter>
<Parameter name="ExpireTime" xsi:type="UTCTimestamp_t" fixTag="126" maxValue="16:00:00" localMktTz="America/New_York" mutableOnCxlRpl="true">
<Description>Target End Time</Description>
</Parameter>
<Parameter name="MustComplete" xsi:type="Boolean_t" fixTag="20001" use="required" mutableOnCxlRpl="true"/>
<Parameter name="LowCost" xsi:type="Boolean_t" fixTag="20002" use="required" mutableOnCxlRpl="true"/>
<Parameter name="Custom" xsi:type="String_t" fixTag="20004" maxLength="128" mutableOnCxlRpl="true"/>
<!-- Layout Section -->
<lay:StrategyLayout>
<lay:StrategyPanel orientation="VERTICAL" collapsible="false">
<lay:StrategyPanel orientation="HORIZONTAL" collapsible="false">
<lay:Control xsi:type="lay:Clock_t" ID="EffectiveTimeClock" label="Start Time" parameterRef="EffectiveTime" initValue="09:30:00" localMktTz="America/New_York"/>
<lay:Control xsi:type="lay:Clock_t" ID="ExpireTimeClock" label="End Time" parameterRef="ExpireTime" initValue="16:00:00" initValueMode="1" localMktTz="America/New_York"/>
</lay:StrategyPanel>
<lay:StrategyPanel orientation="HORIZONTAL" collapsible="false">
<lay:Control xsi:type="lay:CheckBox_t" ID="MustCompleteEntry" label="Must Complete" parameterRef="MustComplete"/>
<lay:Control xsi:type="lay:CheckBox_t" ID="LowCostEntry" label="Low Cost" parameterRef="LowCost"/>
<lay:Control xsi:type="lay:TextField_t" ID="CustomEntry" label="Custom" parameterRef="Custom"/>
</lay:StrategyPanel>
</lay:StrategyPanel>
</lay:StrategyLayout>
<!-- Validation Section -->
<val:StrategyEdit errorMessage="End Time should be later than Start Time">
<val:Edit logicOperator="OR">
<val:Edit field="EffectiveTime" operator="NX"/>
<val:Edit field="ExpireTime" operator="NX"/>
<val:Edit field="ExpireTime" operator="GT" field2="EffectiveTime"/>
</val:Edit>
</val:StrategyEdit>
</Strategy>
<!-- ******* CUSTOM ******** -->
<Strategy name="CUSTOM" uiRep="CUSTOM" wireValue="1003" version="1" fixMsgType="D" providerID="PROOF">
<Regions>
<Region name="TheAmericas" inclusion="Include">
<Country CountryCode="US" inclusion="Include"/>
</Region>
</Regions>
<!-- Parameter Section -->
<Parameter name="EffectiveTime" xsi:type="UTCTimestamp_t" fixTag="168" mutableOnCxlRpl="true">
<Description>Target Start Time</Description>
</Parameter>
<Parameter name="ExpireTime" xsi:type="UTCTimestamp_t" fixTag="126" maxValue="16:00:00" localMktTz="America/New_York" mutableOnCxlRpl="true">
<Description>Target End Time</Description>
</Parameter>
<Parameter name="MustComplete" xsi:type="Boolean_t" fixTag="20001" use="required" mutableOnCxlRpl="true"/>
<Parameter name="LowCost" xsi:type="Boolean_t" fixTag="20002" use="required" mutableOnCxlRpl="true"/>
<Parameter name="Custom" xsi:type="String_t" fixTag="20004" maxLength="128" mutableOnCxlRpl="true"/>
<!-- Layout Section -->
<lay:StrategyLayout>
<lay:StrategyPanel orientation="VERTICAL" collapsible="false">
<lay:StrategyPanel orientation="HORIZONTAL" collapsible="false">
<lay:Control xsi:type="lay:Clock_t" ID="EffectiveTimeClock" label="Start Time" parameterRef="EffectiveTime" initValue="09:30:00" localMktTz="America/New_York"/>
<lay:Control xsi:type="lay:Clock_t" ID="ExpireTimeClock" label="End Time" parameterRef="ExpireTime" initValue="16:00:00" initValueMode="1" localMktTz="America/New_York"/>
</lay:StrategyPanel>
<lay:StrategyPanel orientation="HORIZONTAL" collapsible="false">
<lay:Control xsi:type="lay:CheckBox_t" ID="MustCompleteEntry" label="Must Complete" parameterRef="MustComplete"/>
<lay:Control xsi:type="lay:CheckBox_t" ID="LowCostEntry" label="Low Cost" parameterRef="LowCost"/>
<lay:Control xsi:type="lay:TextField_t" ID="CustomEntry" label="Custom" parameterRef="Custom"/>
</lay:StrategyPanel>
</lay:StrategyPanel>
</lay:StrategyLayout>
<!-- Validation Section -->
<val:StrategyEdit errorMessage="End Time should be later than Start Time">
<val:Edit logicOperator="OR">
<val:Edit field="EffectiveTime" operator="NX"/>
<val:Edit field="ExpireTime" operator="NX"/>
<val:Edit field="ExpireTime" operator="GT" field2="EffectiveTime"/>
</val:Edit>
</val:StrategyEdit>
</Strategy>
</Strategies>