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\ No newline at end of file diff --git a/FIX40/Messages/Advertisement.rst b/FIX40/Messages/Advertisement.rst new file mode 100644 index 0000000..0f4a250 --- /dev/null +++ b/FIX40/Messages/Advertisement.rst @@ -0,0 +1,266 @@ +================= +Advertisement (7) +================= + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| 7 | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `2 `_ + + - AdvId + + - * + + - INT + + - + + * - `3 `_ + + - AdvRefID + + - + + - INT + + - + + * - `4 `_ + + - AdvSide + + - * + + - CHAR + + - B = BUY + + * - + + - + + - + + - + + - S = SELL + + * - + + - + + - + + - + + - T = TRADE + + * - + + - + + - + + - + + - X = CROSS + + * - `5 `_ + + - AdvTransType + + - * + + - CHAR + + - C = CANCEL + + * - + + - + + - + + - + + - N = NEW + + * - + + - + + - + + - + + - R = REPLACE + + * - `15 `_ + + - Currency + + 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++---------+----------+ +| MsgType | Category | ++=========+==========+ +| J | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `70 `_ + + - AllocID + + - * + + - INT + + - + + * - `71 `_ + + - AllocTransType + + - * + + - CHAR + + - 0 = NEW + + * - + + - + + - + + - + + - 1 = REPLACE + + * - + + - + + - + + - + + - 2 = CANCEL + + * - `74 `_ + + - AvgPrxPrecision + + - + + - INT + + - + + * - `6 `_ + + - AvgPx + + - * + + - FLOAT + + - + + * - `15 `_ + + - Currency + + - + + - CHAR + + - + + * - `64 `_ + + - FutSettDate + + - + + - DATE + + - + + * - `22 `_ + + - IDSource + + - + + - CHAR + + - 1 = CUSIP + + * - + + - + + - + + - + + - 2 = SEDOL + + * - + + - + + - + + - + + - 3 = QUIK + + * - + + - + + - + + - + + - 4 = ISIN_NUMBER + + * - + + - + + - + + - + + - 5 = RIC_CODE + + * - `106 `_ + + - Issuer + + - + + - CHAR + + - + + * - `118 `_ + + - NetMoney + + - 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list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `70 `_ + + - AllocID + + - * + + - INT + + - + + * - `88 `_ + + - AllocRejCode + + - + + - INT + + - 0 = UNKNOWN_ACCOUNT + + * - + + - + + - + + - + + - 1 = INCORRECT_QUANTITY + + * - + + - + + - + + - + + - 2 = INCORRECT_AVERAGE_PRICE + + * - + + - + + - + + - + + - 3 = UNKNOWN_EXECUTING_BROKER_MNEMONIC + + * - + + - + + - + + - + + - 4 = COMMISSION_DIFFERENCE + + * - + + - + + - + + - + + - 5 = UNKNOWN_ORDERID + + * - + + - + + - + + - + + - 6 = UNKNOWN_LISTID + + * - + + - + + - + + - + + - 7 = OTHER + + * - `87 `_ + + - AllocStatus + + - * + + - INT + + - 0 = ACCEPTED + + * - + + - + + - + + - + + - 1 = REJECTED + + * - + + - + + - + + - + + - 2 = PARTIAL_ACCEPT + + * - + + - + + - + + - + + - 3 = RECEIVED + + * - `109 `_ + + - ClientID + + - + + - CHAR + + - + + * - `76 `_ + + - ExecBroker + + - + + - CHAR + + - + + * - `58 `_ + + - Text + + - + + - CHAR + + - + + * - `75 `_ + + - TradeDate + + - * + + - DATE + + - + + * - `60 `_ + + - TransactTime + + - + + - TIME + + - + diff --git a/FIX40/Messages/DontKnowTrade.rst b/FIX40/Messages/DontKnowTrade.rst new file mode 100644 index 0000000..ac9c972 --- /dev/null +++ b/FIX40/Messages/DontKnowTrade.rst @@ -0,0 +1,216 @@ +================= +DontKnowTrade (Q) +================= + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| Q | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `127 `_ + + - DKReason + + - * + + - CHAR + + - A = UNKNOWN_SYMBOL + + * - + + - + + - + + - + + - B = WRONG_SIDE + + * - + + - + + - + + - + + - C = QUANTITY_EXCEEDS_ORDER + + * - + + - + + - + + - + + - D = NO_MATCHING_ORDER + + * - + + - + + - + + - + + - E = PRICE_EXCEEDS_LIMIT + + * - + + - + + - + + - + + - Z = OTHER + + * - `17 `_ + + - ExecID + + - + + - INT + + - + + * - 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Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `11 `_ + + - ClOrdID + + - + + - CHAR + + - + + * - `94 `_ + + - EmailType + + - * + + - CHAR + + - 0 = NEW + + * - + + - + + - + + - + + - 1 = REPLY + + * - + + - + + - + + - + + - 2 = ADMIN_REPLY + + * - `33 `_ + + - LinesOfText + + - * + + - INT + + - + + * - `37 `_ + + - OrderID + + - + + - CHAR + + - + + * - `42 `_ + + - OrigTime + + - + + - TIME + + - + + * - `96 `_ + + - RawData + + - + + - DATA + + - + + * - `95 `_ + + - RawDataLength + + - + + - LENGTH + + - + + * - `46 `_ + + - RelatdSym + + - + + - CHAR + + - + + * - `58 `_ + + - Text + + - * + + - CHAR + + - + diff --git a/FIX40/Messages/ExecutionReport.rst b/FIX40/Messages/ExecutionReport.rst new file mode 100644 index 0000000..6f79e3f --- /dev/null +++ b/FIX40/Messages/ExecutionReport.rst @@ -0,0 +1,1536 @@ +=================== +ExecutionReport (8) +=================== + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| 8 | APP | 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FLOAT + + - + + * - `32 `_ + + - LastShares + + - * + + - INT + + - + + * - `66 `_ + + - ListID + + - + + - CHAR + + - + + * - `118 `_ + + - NetMoney + + - + + - FLOAT + + - + + * - + + - *NoMiscFees* + + - + + - + + - + + * - > `137 `_ + + - MiscFeeAmt + + - + + - FLOAT + + - + + * - > `138 `_ + + - MiscFeeCurr + + - + + - CHAR + + - + + * - > `139 `_ + + - MiscFeeType + + - + + - CHAR + + - 1 = REGULATORY + + * - > + + - + + - + + - + + - 2 = TAX + + * - > + + - + + - + + - + + - 3 = LOCAL_COMMISSION + + * - > + + - + + - + + - + + - 4 = EXCHANGE_FEES + + * - > + + - + + - + + - + + - 5 = STAMP + + * - > + + - + + - + + - + + - 6 = LEVY + + * - > + + - + + - + + - + + - 7 = OTHER + + * - `103 `_ + + - OrdRejReason + + - + + - INT + + - 0 = BROKER_OPTION + + * - + + - + + - + + - + + - 1 = UNKNOWN_SYMBOL + + * - + + - + + - + + - + + - 2 = EXCHANGE_CLOSED + + * - + + - + + - + + - + + - 3 = ORDER_EXCEEDS_LIMIT + + * - + + - + + - + + - + + - 4 = TOO_LATE_TO_ENTER + + * - `39 `_ + + - OrdStatus + + - * + + - CHAR + + - 0 = NEW + + * - + + - + + - + + - + + - 1 = PARTIALLY_FILLED + + * - + + - + + - + + - + + - 2 = FILLED + + * - + + - + + - + + - + + - 3 = DONE_FOR_DAY + + * - + + - + + - + + - + + - 4 = CANCELED + + * - + + - + + - + + - + + - 5 = REPLACED + + * - + + - + + - + + - + + - 6 = PENDING_CANCEL_REPLACE + + * - + + - + + - + + - + + - 7 = STOPPED + + * - + + - + + - + + - + + - 8 = REJECTED + + * - + + - + + - + + - + + - 9 = SUSPENDED + + * - + + - + + - + + - + + - A = PENDING_NEW + + * - + + - + + - + + - + + - B = CALCULATED + + * - + + - + + - + + - + + - C = EXPIRED + + * - `40 `_ + + - OrdType + + - + + - CHAR + + - 1 = MARKET + + * - + + - + + - + + - + + - 2 = LIMIT + + * - + + - + + - + + - + + - 3 = STOP + + * - + + - + + - + + - + + - 4 = STOP_LIMIT + + * - + + - + + - + + - + + - 5 = MARKET_ON_CLOSE + + * - + + - + + - + + - + + - 6 = WITH_OR_WITHOUT + + * - + + - + + - + + - + + - 7 = LIMIT_OR_BETTER + + * - + + - + + - + + - + + - 8 = LIMIT_WITH_OR_WITHOUT + + * - + + - + + - + + - + + - 9 = ON_BASIS + + * - + + - + + - + + - + + - A = ON_CLOSE + + * - + + - + + - + + - + + - B = LIMIT_ON_CLOSE + + * - + + - + + - + + - + + - C = FOREX + + * - + + - + + - + + - + + - D = PREVIOUSLY_QUOTED + + * - + + - + + - + + - + + - E = PREVIOUSLY_INDICATED + + * - + + - + + - + + - + + - P = PEGGED + + * - `37 `_ + + - OrderID + + - * + + - CHAR + + - + + * - `38 `_ + + - OrderQty + + - * + + - INT + + - + + * - `44 `_ + + - Price + + - + + - FLOAT + + - + + * - `113 `_ + + - ReportToExch + + - + + - CHAR + + - N = NO + + * - + + - + + - + + - + + - Y = YES + + * - `47 `_ + + - Rule80A + + - + + - CHAR + + - A = AGENCY_SINGLE_ORDER + + * - + + - + + - + + - + + - C = PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG + + * - + + - + + - + + - + + - D = PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG + + * - + + - + + - + + - + + - I = INDIVIDUAL_INVESTOR_SINGLE_ORDER + + * - + + - + + - + + - + + - J = PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER + + * - + + - + + - + + - + + - K = PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER + + * - + + - + + - + + - + + - M = PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER + + * - + + - + + - + + - + + - N = PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER + + * - + + - + + - + + - + + - U = PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY + + * - + + - + + - + + - + + - W = ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER + + * - + + - + + - + + - + + - Y = PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY + + * - `107 `_ + + - SecurityDesc + + - + + - CHAR + + - + + * - `48 `_ + + - SecurityID + + - + + - CHAR + + - + + * - `119 `_ + + - SettlCurrAmt + + - + + - FLOAT + + - + + * - `120 `_ + + - SettlCurrency + + - + + - CHAR + + - + + * - `63 `_ + + - SettlmntTyp + + - + + - CHAR + + - 0 = REGULAR + + * - + + - + + - + + - + + - 1 = CASH + + * - + + - + + - + + - + + - 2 = NEXT_DAY + + * - + + - + + - + + - + + - 3 = T_PLUS_2 + + * - + + - + + - + + - + + - 4 = T_PLUS_3 + + * - + + - + + - + + - + + - 5 = T_PLUS_4 + + * - + + - + + - + + - + + - 6 = FUTURE + + * - + + - + + - + + - + + - 7 = WHEN_ISSUED + + * - + + - + + - + + - + + - 8 = SELLERS_OPTION + + * - + + - + + - + + - + + - 9 = T_PLUS_5 + + * - `54 `_ + + - Side + + - * + + - CHAR + + - 1 = BUY + + * - + + - + + - + + - + + - 2 = SELL + + * - + + - + + - + + - + + - 3 = BUY_MINUS + + * - + + - + + - + + - + + - 4 = SELL_PLUS + + * - + + - + + - + + - + + - 5 = SELL_SHORT + + * - + + - + + - + + - + + - 6 = SELL_SHORT_EXEMPT + + * - `99 `_ + + - StopPx + + - + + - FLOAT + + - + + * - `55 `_ + + - Symbol + + - * + + - CHAR + + - + + * - `65 `_ + + - SymbolSfx + + - + + - CHAR + + - + + * - `58 `_ + + - Text + + - + + - CHAR + + - + + * - `59 `_ + + - TimeInForce + + - + + - CHAR + + - 0 = DAY + + * - + + - + + - + + - + + - 1 = GOOD_TILL_CANCEL + + * - + + - + + - + + - + + - 2 = AT_THE_OPENING + + * - + + - + + - + + - + + - 3 = IMMEDIATE_OR_CANCEL + + * - + + - + + - + + - + + - 4 = FILL_OR_KILL + + * - + + - + + - + + - + + - 5 = GOOD_TILL_CROSSING + + * - + + - + + - + + - + + - 6 = GOOD_TILL_DATE + + * - `75 `_ + + - TradeDate + + - + + - DATE + + - + + * - `60 `_ + + - TransactTime + + - + + - TIME + + - + diff --git a/FIX40/Messages/Heartbeat.rst b/FIX40/Messages/Heartbeat.rst new file mode 100644 index 0000000..b7b3d96 --- /dev/null +++ b/FIX40/Messages/Heartbeat.rst @@ -0,0 +1,36 @@ +============= +Heartbeat (0) +============= + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| 0 | ADMIN | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `112 `_ + + - TestReqID + + - + + - CHAR + + - + diff --git a/FIX40/Messages/IOI.rst b/FIX40/Messages/IOI.rst new file mode 100644 index 0000000..bde7213 --- /dev/null +++ b/FIX40/Messages/IOI.rst @@ -0,0 +1,506 @@ +======= +IOI (6) +======= + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| 6 | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `15 `_ + + - Currency + + - + + - CHAR + + - + + * - `22 `_ + + - IDSource + + - + + - CHAR + + - 1 = CUSIP + + * - + + - + + - + + - + + - 2 = SEDOL + + * - + + - + + - + + - + + - 3 = QUIK + + * - + + - + + - + + - + + - 4 = ISIN_NUMBER + + * - + + - + + - + + - + + - 5 = RIC_CODE + + * - `130 `_ + + - IOINaturalFlag + + - + + - CHAR + + - N = NO + + * - + + - + + - + + - + + - Y = YES + + * - `24 `_ + + - IOIOthSvc + + - + + - CHAR + + - A = AUTEX + + * - + + - + + - + + - + + - B = BRIDGE + + * - `25 `_ + + - IOIQltyInd + + - + + - CHAR + + - H = HIGH + + * - + + - + + - + + - + + - L = LOW + + * - + + - + + - + + - + + - M = MEDIUM + + * - `104 `_ + + - IOIQualifier + + - + + - CHAR + + - A = ALL_OR_NONE + + * - + + - + + - + + - + + - C = AT_THE_CLOSE + + * - + + - + + - + + - + + - I = IN_TOUCH_WITH + + * - + + - + + - + + - + + - L = LIMIT + + * - + + - + + - + + - + + - M = MORE_BEHIND + + * - + + - + + - + + - + + - O = AT_THE_OPEN + + * - + + - + + - + + - + + - P = TAKING_A_POSITION + + * - + + - + + - + + - + + - Q = CURRENT_QUOTE + + * - + + - + + - + + - + + - S = PORTFOLIO_SHOW_N + + * - + + - + + - + + - + + - T = THROUGH_THE_DAY + + * - + + - + + - + + - + + - V = VERSUS + + * - + + - + + - + + - + + - W = INDICATION + + * - + + - + + - + + - + + - X = CROSSING_OPPORTUNITY + + * - `26 `_ + + - IOIRefID + + - + + - INT + + - + + * - `27 `_ + + - IOIShares + + - * + + - CHAR + + - L = LARGE + + * - + + - + + - + + - + + - M = MEDIUM + + * - + + - + + - + + - + + - S = SMALL + + * - `28 `_ + + - IOITransType + + - * + + - CHAR + + - C = CANCEL + + * - + + - + + - + + - + + - N = NEW + + * - + + - + + - + + - + + - R = REPLACE + + * - `23 `_ + + - IOIid + + - * + + - INT + + - + + * - `106 `_ + + - Issuer + + - + + - CHAR + + - + + * - `44 `_ + + - Price + + - + + - FLOAT + + - + + * - `107 `_ + + - SecurityDesc + + - + + - CHAR + + - + + * - `48 `_ + + - SecurityID + + - + + - CHAR + + - + + * - `54 `_ + + - Side + + - * + + - CHAR + + - 1 = BUY + + * - + + - + + - + + - + + - 2 = SELL + + * - + + - + + - + + - + + - 3 = BUY_MINUS + + * - + + - + + - + + - + + - 4 = SELL_PLUS + + * - + + - + + - + + - + + - 5 = SELL_SHORT + + * - + + - + + - + + - + + - 6 = SELL_SHORT_EXEMPT + + * - `55 `_ + + - Symbol + + - * + + - CHAR + + - + + * - `65 `_ + + - SymbolSfx + + - + + - CHAR + + - + + * - `58 `_ + + - Text + + - + + - CHAR + + - + + * - `62 `_ + + - ValidUntilTime + + - + + - TIME + + - + diff --git a/FIX40/Messages/ListCancelRequest.rst b/FIX40/Messages/ListCancelRequest.rst new file mode 100644 index 0000000..3004699 --- /dev/null +++ b/FIX40/Messages/ListCancelRequest.rst @@ -0,0 +1,56 @@ +===================== +ListCancelRequest (K) +===================== + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| K | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `66 `_ + + - ListID + + - * + + - CHAR + + - + + * - `58 `_ + + - Text + + - + + - CHAR + + - + + * - `105 `_ + + - WaveNo + + - + + - CHAR + + - + diff --git a/FIX40/Messages/ListExecute.rst b/FIX40/Messages/ListExecute.rst new file mode 100644 index 0000000..ccb1ec1 --- /dev/null +++ b/FIX40/Messages/ListExecute.rst @@ -0,0 +1,56 @@ +=============== +ListExecute (L) +=============== + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| L | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `66 `_ + + - ListID + + - * + + - CHAR + + - + + * - `58 `_ + + - Text + + - + + - CHAR + + - + + * - `105 `_ + + - WaveNo + + - + + - CHAR + + - + diff --git a/FIX40/Messages/ListStatus.rst b/FIX40/Messages/ListStatus.rst new file mode 100644 index 0000000..e622579 --- /dev/null +++ b/FIX40/Messages/ListStatus.rst @@ -0,0 +1,116 @@ +============== +ListStatus (N) +============== + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| N | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `66 `_ + + - ListID + + - * + + - CHAR + + - + + * - + + - *NoOrders* + + - * + + - + + - + + * - > `6 `_ + + - AvgPx + + - * + + - FLOAT + + - + + * - > `11 `_ + + - ClOrdID + + - * + + - CHAR + + - + + * - > `14 `_ + + - CumQty + + - * + + - INT + + - + + * - > `84 `_ + + - CxlQty + + - * + + - INT + + - + + * - `82 `_ + + - NoRpts + + - * + + - INT + + - + + * - `83 `_ + + - RptSeq + + - * + + - INT + + - + + * - `105 `_ + + - WaveNo + + - + + - CHAR + + - + diff --git a/FIX40/Messages/ListStatusRequest.rst b/FIX40/Messages/ListStatusRequest.rst new file mode 100644 index 0000000..0a64238 --- /dev/null +++ b/FIX40/Messages/ListStatusRequest.rst @@ -0,0 +1,56 @@ +===================== +ListStatusRequest (M) +===================== + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| M | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `66 `_ + + - ListID + + - * + + - CHAR + + - + + * - `58 `_ + + - Text + + - + + - CHAR + + - + + * - `105 `_ + + - WaveNo + + - + + - CHAR + + - + diff --git a/FIX40/Messages/Logon.rst b/FIX40/Messages/Logon.rst new file mode 100644 index 0000000..cfc0900 --- /dev/null +++ b/FIX40/Messages/Logon.rst @@ -0,0 +1,126 @@ +========= +Logon (A) +========= + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| A | ADMIN | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `98 `_ + + - EncryptMethod + + - * + + - INT + + - 0 = NONE + + * - + + - + + - + + - + + - 1 = PKCS + + * - + + - + + - + + - + + - 2 = DES + + * - + + - + + - + + - + + - 3 = PKCS_DES + + * - + + - + + - + + - + + - 4 = PGP_DES + + * - + + - + + - + + - + + - 5 = PGP_DES_MD5 + + * - + + - + + - + + - + + - 6 = PEM_DES_MD5 + + * - `108 `_ + + - HeartBtInt + + - * + + - INT + + - + + * - `96 `_ + + - RawData + + - + + - DATA + + - + + * - `95 `_ + + - RawDataLength + + - + + - LENGTH + + - + diff --git a/FIX40/Messages/Logout.rst b/FIX40/Messages/Logout.rst new file mode 100644 index 0000000..e0aef3d --- /dev/null +++ b/FIX40/Messages/Logout.rst @@ -0,0 +1,36 @@ +========== +Logout (5) +========== + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| 5 | ADMIN | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `58 `_ + + - Text + + - + + - CHAR + + - + diff --git a/FIX40/Messages/NewOrderList.rst b/FIX40/Messages/NewOrderList.rst new file mode 100644 index 0000000..10254cd --- /dev/null +++ b/FIX40/Messages/NewOrderList.rst @@ -0,0 +1,1266 @@ +================ +NewOrderList (E) +================ + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| E | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `1 `_ + + - Account + + - + + - CHAR + + - + + * - `11 `_ + + - ClOrdID + + - * + + - CHAR + + - + + * - `109 `_ + + - ClientID + + - + + - CHAR + + - + + * - `13 `_ + + - CommType + + - + + - CHAR + + - 1 = PER_SHARE + + * - + + - + + - + + - + + - 2 = PERCENTAGE + + * - + + - + + - + + - + + - 3 = ABSOLUTE + + * - `12 `_ + + - Commission + + - + + - FLOAT + + - + + * - `15 `_ + + - Currency + + - + + - CHAR + + - + + * - `100 `_ + + - ExDestination + + - + + - CHAR + + - 0 = NONE + + * - + + - + + - + + - + + - 4 = POSIT + + * - `76 `_ + + - ExecBroker + + - + + - CHAR + + - + + * - `18 `_ + + - ExecInst + + - + + - CHAR + + - 0 = STAY_ON_OFFERSIDE + + * - + + - + + - + + - + + - 1 = NOT_HELD + + * - + + - + + - + + - + + - 2 = WORK + + * - + + - + + - + + - + + - 3 = GO_ALONG + + * - + + - + + - + + - + + - 4 = OVER_THE_DAY + + * - + + - + + - + + - + + - 5 = HELD + + * - + + - + + - + + - + + - 6 = PARTICIPATE_DONT_INITIATE + + * - + + - + + - + + - + + - 7 = STRICT_SCALE + + * - + + - + + - + + - + + - 8 = TRY_TO_SCALE + + * - + + - + + - + + - + + - 9 = STAY_ON_BIDSIDE + + * - + + - + + - + + - + + - A = NO_CROSS + + * - + + - + + - + + - + + - B = OK_TO_CROSS + + * - + + - + + - + + - + + - C = CALL_FIRST + + * - + + - + + - + + - + + - D = PERCENT_OF_VOLUME + + * - + + - + + - + + - + + - E = DO_NOT_INCREASE + + * - + + - + + - + + - + + - F = DO_NOT_REDUCE + + * - + + - + + - + + - + + - G = ALL_OR_NONE + + * - + + - + + - + + - + + - I = INSTITUTIONS_ONLY + + * - + + - + + - + + - + + - L = LAST_PEG + + * - + + - + + - + + - + + - M = MID_PRICE_PEG + + * - + + - + + - + + - + + - N = NON_NEGOTIABLE + + * - + + - + + - + + - + + - O = OPENING_PEG + + * - + + - + + - + + - + + - P = MARKET_PEG + + * - + + - + + - + + - + + - R = PRIMARY_PEG + + * - + + - + + - + + - + + - S = SUSPEND + + * - `126 `_ + + - ExpireTime + + - + + - TIME + + - + + * - `121 `_ + + - ForexReq + + - + + - CHAR + + - N = NO + + * - + + - + + - + + - + + - Y = YES + + * - `64 `_ + + - FutSettDate + + - + + - DATE + + - + + * - `21 `_ + + - HandlInst + + - * + + - CHAR + + - 1 = AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION + + * - + + - + + - + + - + + - 2 = AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK + + * - + + - + + - + + - + + - 3 = MANUAL_ORDER_BEST_EXECUTION + + * - `22 `_ + + - IDSource + + - + + - CHAR + + - 1 = CUSIP + + * - + + - + + - + + - + + - 2 = SEDOL + + * - + + - + + - + + - + + - 3 = QUIK + + * - + + - + + - + + - + + - 4 = ISIN_NUMBER + + * - + + - + + - + + - + + - 5 = RIC_CODE + + * - `106 `_ + + - Issuer + + - + + - CHAR + + - + + * - `69 `_ + + - ListExecInst + + - + + - CHAR + + - + + * - `66 `_ + + - ListID + + - * + + - CHAR + + - + + * - `68 `_ + + - ListNoOrds + + - * + + - INT + + - + + * - `67 `_ + + - ListSeqNo + + - * + + - INT + + - + + * - `114 `_ + + - LocateReqd + + - + + - CHAR + + - N = NO + + * - + + - + + - + + - + + - Y = YES + + * - `111 `_ + + - MaxFloor + + - + + - INT + + - + + * - `110 `_ + + - MinQty + + - + + - INT + + - + + * - `40 `_ + + - OrdType + + - * + + - CHAR + + - 1 = MARKET + + * - + + - + + - + + - + + - 2 = LIMIT + + * - + + - + + - + + - + + - 3 = STOP + + * - + + - + + - + + - + + - 4 = STOP_LIMIT + + * - + + - + + - + + - + + - 5 = MARKET_ON_CLOSE + + * - + + - + + - + + - + + - 6 = WITH_OR_WITHOUT + + * - + + - + + - + + - + + - 7 = LIMIT_OR_BETTER + + * - + + - + + - + + - + + - 8 = LIMIT_WITH_OR_WITHOUT + + * - + + - + + - + + - + + - 9 = ON_BASIS + + * - + + - + + - + + - + + - A = ON_CLOSE + + * - + + - + + - + + - + + - B = LIMIT_ON_CLOSE + + * - + + - + + - + + - + + - C = FOREX + + * - + + - + + - + + - + + - D = PREVIOUSLY_QUOTED + + * - + + - + + - + + - + + - E = PREVIOUSLY_INDICATED + + * - + + - + + - + + - + + - P = PEGGED + + * - `38 `_ + + - OrderQty + + - * + + - INT + + - + + * - `140 `_ + + - PrevClosePx + + - + + - FLOAT + + - + + * - `44 `_ + + - Price + + - + + - FLOAT + + - + + * - `81 `_ + + - ProcessCode + + - + + - CHAR + + - 0 = REGULAR + + * - + + - + + - + + - + + - 1 = SOFT_DOLLAR + + * - + + - + + - + + - + + - 2 = STEP_IN + + * - + + - + + - + + - + + - 3 = STEP_OUT + + * - + + - + + - + + - + + - 4 = SOFT_DOLLAR_STEP_IN + + * - + + - + + - + + - + + - 5 = SOFT_DOLLAR_STEP_OUT + + * - + + - + + - + + - + + - 6 = PLAN_SPONSOR + + * - `47 `_ + + - Rule80A + + - + + - CHAR + + - A = AGENCY_SINGLE_ORDER + + * - + + - + + - + + - + + - C = PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG + + * - + + - + + - + + - + + - D = PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG + + * - + + - + + - + + - + + - I = INDIVIDUAL_INVESTOR_SINGLE_ORDER + + * - + + - + + - + + - + + - J = PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER + + * - + + - + + - + + - + + - K = PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER + + * - + + - + + - + + - + + - M = PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER + + * - + + - + + - + + - + + - N = PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER + + * - + + - + + - + + - + + - U = PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY + + * - + + - + + - + + - + + - W = ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER + + * - + + - + + - + + - + + - Y = PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY + + * - `107 `_ + + - SecurityDesc + + - + + - CHAR + + - + + * - `48 `_ + + - SecurityID + + - + + - CHAR + + - + + * - `120 `_ + + - SettlCurrency + + - + + - CHAR + + - + + * - `63 `_ + + - SettlmntTyp + + - + + - CHAR + + - 0 = REGULAR + + * - + + - + + - + + - + + - 1 = CASH + + * - + + - + + - + + - + + - 2 = NEXT_DAY + + * - + + - + + - + + - + + - 3 = T_PLUS_2 + + * - + + - + + - + + - + + - 4 = T_PLUS_3 + + * - + + - + + - + + - + + - 5 = T_PLUS_4 + + * - + + - + + - + + - + + - 6 = FUTURE + + * - + + - + + - + + - + + - 7 = WHEN_ISSUED + + * - + + - + + - + + - + + - 8 = SELLERS_OPTION + + * - + + - + + - + + - + + - 9 = T_PLUS_5 + + * - `54 `_ + + - Side + + - * + + - CHAR + + - 1 = BUY + + * - + + - + + - + + - + + - 2 = SELL + + * - + + - + + - + + - + + - 3 = BUY_MINUS + + * - + + - + + - + + - + + - 4 = SELL_PLUS + + * - + + - + + - + + - + + - 5 = SELL_SHORT + + * - + + - + + - + + - + + - 6 = SELL_SHORT_EXEMPT + + * - `99 `_ + + - StopPx + + - + + - FLOAT + + - + + * - `55 `_ + + - Symbol + + - * + + - CHAR + + - + + * - `65 `_ + + - SymbolSfx + + - + + - CHAR + + - + + * - `58 `_ + + - Text + + - + + - CHAR + + - + + * - `59 `_ + + - TimeInForce + + - + + - CHAR + + - 0 = DAY + + * - + + - + + - + + - + + - 1 = GOOD_TILL_CANCEL + + * - + + - + + - + + - + + - 2 = AT_THE_OPENING + + * - + + - + + - + + - + + - 3 = IMMEDIATE_OR_CANCEL + + * - + + - + + - + + - + + - 4 = FILL_OR_KILL + + * - + + - + + - + + - + + - 5 = GOOD_TILL_CROSSING + + * - + + - + + - + + - + + - 6 = GOOD_TILL_DATE + + * - `105 `_ + + - WaveNo + + - + + - CHAR + + - + diff --git a/FIX40/Messages/NewOrderSingle.rst b/FIX40/Messages/NewOrderSingle.rst new file mode 100644 index 0000000..a84d23d --- /dev/null +++ b/FIX40/Messages/NewOrderSingle.rst @@ -0,0 +1,1236 @@ +================== +NewOrderSingle (D) +================== + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| D | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `1 `_ + + - Account + + - + + - CHAR + + - + + * - `11 `_ + + - ClOrdID + + - * + + - CHAR + + - + + * - `109 `_ + + - ClientID + + - + + - CHAR + + - + + * - `13 `_ + + - CommType + + - + + - CHAR + + - 1 = PER_SHARE + + * - + + - + + - + + - + + - 2 = PERCENTAGE + + * - + + - + + - + + - + + - 3 = ABSOLUTE + + * - `12 `_ + + - Commission + + - + + - FLOAT + + - + + * - `15 `_ + + - Currency + + - + + - CHAR + + - + + * - `100 `_ + + - ExDestination + + - + + - CHAR + + - 0 = NONE + + * - + + - + + - + + - + + - 4 = POSIT + + * - `76 `_ + + - ExecBroker + + - + + - CHAR + + - + + * - `18 `_ + + - ExecInst + + - + + - CHAR + + - 0 = STAY_ON_OFFERSIDE + + * - + + - + + - + + - + + - 1 = NOT_HELD + + * - + + - + + - + + - + + - 2 = WORK + + * - + + - + + - + + - + + - 3 = GO_ALONG + + * - + + - + + - + + - + + - 4 = OVER_THE_DAY + + * - + + - + + - + + - + + - 5 = HELD + + * - + + - + + - + + - + + - 6 = PARTICIPATE_DONT_INITIATE + + * - + + - + + - + + - + + - 7 = STRICT_SCALE + + * - + + - + + - + + - + + - 8 = TRY_TO_SCALE + + * - + + - + + - + + - + + - 9 = STAY_ON_BIDSIDE + + * - + + - + + - + + - + + - A = NO_CROSS + + * - + + - + + - + + - + + - B = OK_TO_CROSS + + * - + + - + + - + + - + + - C = CALL_FIRST + + * - + + - + + - + + - + + - D = PERCENT_OF_VOLUME + + * - + + - + + - + + - + + - E = DO_NOT_INCREASE + + * - + + - + + - + + - + + - F = DO_NOT_REDUCE + + * - + + - + + - + + - + + - G = ALL_OR_NONE + + * - + + - + + - + + - + + - I = INSTITUTIONS_ONLY + + * - + + - + + - + + - + + - L = LAST_PEG + + * - + + - + + - + + - + + - M = MID_PRICE_PEG + + * - + + - + + - + + - + + - N = NON_NEGOTIABLE + + * - + + - + + - + + - + + - O = OPENING_PEG + + * - + + - + + - + + - + + - P = MARKET_PEG + + * - + + - + + - + + - + + - R = PRIMARY_PEG + + * - + + - + + - + + - + + - S = SUSPEND + + * - `126 `_ + + - ExpireTime + + - + + - TIME + + - + + * - `121 `_ + + - ForexReq + + - + + - CHAR + + - N = NO + + * - + + - + + - + + - + + - Y = YES + + * - `64 `_ + + - FutSettDate + + - + + - DATE + + - + + * - `21 `_ + + - HandlInst + + - * + + - CHAR + + - 1 = AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION + + * - + + - + + - + + - + + - 2 = AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK + + * - + + - + + - + + - + + - 3 = MANUAL_ORDER_BEST_EXECUTION + + * - `22 `_ + + - IDSource + + - + + - CHAR + + - 1 = CUSIP + + * - + + - + + - + + - + + - 2 = SEDOL + + * - + + - + + - + + - + + - 3 = QUIK + + * - + + - + + - + + - + + - 4 = ISIN_NUMBER + + * - + + - + + - + + - + + - 5 = RIC_CODE + + * - `23 `_ + + - IOIid + + - + + - INT + + - + + * - `106 `_ + + - Issuer + + - + + - CHAR + + - + + * - `114 `_ + + - LocateReqd + + - + + - CHAR + + - N = NO + + * - + + - + + - + + - + + - Y = YES + + * - `111 `_ + + - MaxFloor + + - + + - INT + + - + + * - `110 `_ + + - MinQty + + - + + - INT + + - + + * - `40 `_ + + - OrdType + + - * + + - CHAR + + - 1 = MARKET + + * - + + - + + - + + - + + - 2 = LIMIT + + * - + + - + + - + + - + + - 3 = STOP + + * - + + - + + - + + - + + - 4 = STOP_LIMIT + + * - + + - + + - + + - + + - 5 = MARKET_ON_CLOSE + + * - + + - + + - + + - + + - 6 = WITH_OR_WITHOUT + + * - + + - + + - + + - + + - 7 = LIMIT_OR_BETTER + + * - + + - + + - + + - + + - 8 = LIMIT_WITH_OR_WITHOUT + + * - + + - + + - + + - + + - 9 = ON_BASIS + + * - + + - + + - + + - + + - A = ON_CLOSE + + * - + + - + + - + + - + + - B = LIMIT_ON_CLOSE + + * - + + - + + - + + - + + - C = FOREX + + * - + + - + + - + + - + + - D = PREVIOUSLY_QUOTED + + * - + + - + + - + + - + + - E = PREVIOUSLY_INDICATED + + * - + + - + + - + + - + + - P = PEGGED + + * - `38 `_ + + - OrderQty + + - * + + - INT + + - + + * - `140 `_ + + - PrevClosePx + + - + + - FLOAT + + - + + * - `44 `_ + + - Price + + - + + - FLOAT + + - + + * - `81 `_ + + - ProcessCode + + - + + - CHAR + + - 0 = REGULAR + + * - + + - + + - + + - + + - 1 = SOFT_DOLLAR + + * - + + - + + - + + - + + - 2 = STEP_IN + + * - + + - + + - + + - + + - 3 = STEP_OUT + + * - + + - + + - + + - + + - 4 = SOFT_DOLLAR_STEP_IN + + * - + + - + + - + + - + + - 5 = SOFT_DOLLAR_STEP_OUT + + * - + + - + + - + + - + + - 6 = PLAN_SPONSOR + + * - `117 `_ + + - QuoteID + + - + + - CHAR + + - + + * - `47 `_ + + - Rule80A + + - + + - CHAR + + - A = AGENCY_SINGLE_ORDER + + * - + + - + + - + + - + + - C = PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG + + * - + + - + + - + + - + + - D = PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG + + * - + + - + + - + + - + + - I = INDIVIDUAL_INVESTOR_SINGLE_ORDER + + * - + + - + + - + + - + + - J = PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER + + * - + + - + + - + + - + + - K = PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER + + * - + + - + + - + + - + + - M = PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER + + * - + + - + + - + + - + + - N = PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER + + * - + + - + + - + + - + + - U = PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY + + * - + + - + + - + + - + + - W = ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER + + * - + + - + + - + + - + + - Y = PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY + + * - `107 `_ + + - SecurityDesc + + - + + - CHAR + + - + + * - `48 `_ + + - SecurityID + + - + + - CHAR + + - + + * - `120 `_ + + - SettlCurrency + + - + + - CHAR + + - + + * - `63 `_ + + - SettlmntTyp + + - + + - CHAR + + - 0 = REGULAR + + * - + + - + + - + + - + + - 1 = CASH + + * - + + - + + - + + - + + - 2 = NEXT_DAY + + * - + + - + + - + + - + + - 3 = T_PLUS_2 + + * - + + - + + - + + - + + - 4 = T_PLUS_3 + + * - + + - + + - + + - + + - 5 = T_PLUS_4 + + * - + + - + + - + + - + + - 6 = FUTURE + + * - + + - + + - + + - + + - 7 = WHEN_ISSUED + + * - + + - + + - + + - + + - 8 = SELLERS_OPTION + + * - + + - + + - + + - + + - 9 = T_PLUS_5 + + * - `54 `_ + + - Side + + - * + + - CHAR + + - 1 = BUY + + * - + + - + + - + + - + + - 2 = SELL + + * - + + - + + - + + - + + - 3 = BUY_MINUS + + * - + + - + + - + + - + + - 4 = SELL_PLUS + + * - + + - + + - + + - + + - 5 = SELL_SHORT + + * - + + - + + - + + - + + - 6 = SELL_SHORT_EXEMPT + + * - `99 `_ + + - StopPx + + - + + - FLOAT + + - + + * - `55 `_ + + - Symbol + + - * + + - CHAR + + - + + * - `65 `_ + + - SymbolSfx + + - + + - CHAR + + - + + * - `58 `_ + + - Text + + - + + - CHAR + + - + + * - `59 `_ + + - TimeInForce + + - + + - CHAR + + - 0 = DAY + + * - + + - + + - + + - + + - 1 = GOOD_TILL_CANCEL + + * - + + - + + - + + - + + - 2 = AT_THE_OPENING + + * - + + - + + - + + - + + - 3 = IMMEDIATE_OR_CANCEL + + * - + + - + + - + + - + + - 4 = FILL_OR_KILL + + * - + + - + + - + + - + + - 5 = GOOD_TILL_CROSSING + + * - + + - + + - + + - + + - 6 = GOOD_TILL_DATE + diff --git a/FIX40/Messages/News.rst b/FIX40/Messages/News.rst new file mode 100644 index 0000000..d2bf97e --- /dev/null +++ b/FIX40/Messages/News.rst @@ -0,0 +1,116 @@ +======== +News (B) +======== + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| B | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `33 `_ + + - LinesOfText + + - * + + - INT + + - + + * - `42 `_ + + - OrigTime + + - + + - TIME + + - + + * - `96 `_ + + - RawData + + - + + - DATA + + - + + * - `95 `_ + + - RawDataLength + + - + + - LENGTH + + - + + * - `46 `_ + + - RelatdSym + + - + + - CHAR + + - + + * - `58 `_ + + - Text + + - * + + - CHAR + + - + + * - `61 `_ + + - Urgency + + - + + - CHAR + + - 0 = NORMAL + + * - + + - + + - + + - + + - 1 = FLASH + + * - + + - + + - + + - + + - 2 = BACKGROUND + diff --git a/FIX40/Messages/OrderCancelReject.rst b/FIX40/Messages/OrderCancelReject.rst new file mode 100644 index 0000000..c61f249 --- /dev/null +++ b/FIX40/Messages/OrderCancelReject.rst @@ -0,0 +1,106 @@ +===================== +OrderCancelReject (9) +===================== + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| 9 | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `11 `_ + + - ClOrdID + + - * + + - CHAR + + - + + * - `109 `_ + + - ClientID + + - + + - CHAR + + - + + * - `102 `_ + + - CxlRejReason + + - + + - INT + + - 0 = TOO_LATE_TO_CANCEL + + * - + + - + + - + + - + + - 1 = UNKNOWN_ORDER + + * - `76 `_ + + - ExecBroker + + - + + - CHAR + + - + + * - `66 `_ + + - ListID + + - + + - CHAR + + - + + * - `37 `_ + + - OrderID + + - * + + - CHAR + + - + + * - `58 `_ + + - Text + + - + + - CHAR + + - + diff --git a/FIX40/Messages/OrderCancelReplaceRequest.rst b/FIX40/Messages/OrderCancelReplaceRequest.rst new file mode 100644 index 0000000..fe83bfb --- /dev/null +++ b/FIX40/Messages/OrderCancelReplaceRequest.rst @@ -0,0 +1,1146 @@ +============================= +OrderCancelReplaceRequest (G) +============================= + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| G | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `1 `_ + + - Account + + - + + - CHAR + + - + + * - `11 `_ + + - ClOrdID + + - * + + - CHAR + + - + + * - `109 `_ + + - ClientID + + - + + - CHAR + + - + + * - `13 `_ + + - CommType + + - + + - CHAR + + - 1 = PER_SHARE + + * - + + - + + - + + - + + - 2 = PERCENTAGE + + * - + + - + + - + + - + + - 3 = ABSOLUTE + + * - `12 `_ + + - Commission + + - + + - FLOAT + + - + + * - `15 `_ + + - Currency + + - + + - CHAR + + - + + * - `100 `_ + + - ExDestination + + - + + - CHAR + + - 0 = NONE + + * - + + - + + - + + - + + - 4 = POSIT + + * - `76 `_ + + - ExecBroker + + - + + - CHAR + + - + + * - `18 `_ + + - ExecInst + + - + + - CHAR + + - 0 = STAY_ON_OFFERSIDE + + * - + + - + + - + + - + + - 1 = NOT_HELD + + * - + + - + + - + + - + + - 2 = WORK + + * - + + - + + - + + - + + - 3 = GO_ALONG + + * - + + - + + - + + - + + - 4 = OVER_THE_DAY + + * - + + - + + - + + - + + - 5 = HELD + + * - + + - + + - + + - + + - 6 = PARTICIPATE_DONT_INITIATE + + * - + + - + + - + + - + + - 7 = STRICT_SCALE + + * - + + - + + - + + - + + - 8 = TRY_TO_SCALE + + * - + + - + + - + + - + + - 9 = STAY_ON_BIDSIDE + + * - + + - + + - + + - + + - A = NO_CROSS + + * - + + - + + - + + - + + - B = OK_TO_CROSS + + * - + + - + + - + + - + + - C = CALL_FIRST + + * - + + - + + - + + - + + - D = PERCENT_OF_VOLUME + + * - + + - + + - + + - + + - E = DO_NOT_INCREASE + + * - + + - + + - + + - + + - F = DO_NOT_REDUCE + + * - + + - + + - + + - + + - G = ALL_OR_NONE + + * - + + - + + - + + - + + - I = INSTITUTIONS_ONLY + + * - + + - + + - + + - + + - L = LAST_PEG + + * - + + - + + - + + - + + - M = MID_PRICE_PEG + + * - + + - + + - + + - + + - N = NON_NEGOTIABLE + + * - + + - + + - + + - + + - O = OPENING_PEG + + * - + + - + + - + + - + + - P = MARKET_PEG + + * - + + - + + - + + - + + - R = PRIMARY_PEG + + * - + + - + + - + + - + + - S = SUSPEND + + * - `126 `_ + + - ExpireTime + + - + + - TIME + + - + + * - `121 `_ + + - ForexReq + + - + + - CHAR + + - N = NO + + * - + + - + + - + + - + + - Y = YES + + * - `64 `_ + + - FutSettDate + + - + + - DATE + + - + + * - `21 `_ + + - HandlInst + + - * + + - CHAR + + - 1 = AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION + + * - + + - + + - + + - + + - 2 = AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK + + * - + + - + + - + + - + + - 3 = MANUAL_ORDER_BEST_EXECUTION + + * - `22 `_ + + - IDSource + + - + + - CHAR + + - 1 = CUSIP + + * - + + - + + - + + - + + - 2 = SEDOL + + * - + + - + + - + + - + + - 3 = QUIK + + * - + + - + + - + + - + + - 4 = ISIN_NUMBER + + * - + + - + + - + + - + + - 5 = RIC_CODE + + * - `106 `_ + + - Issuer + + - + + - CHAR + + - + + * - `66 `_ + + - ListID + + - + + - CHAR + + - + + * - `111 `_ + + - MaxFloor + + - + + - INT + + - + + * - `110 `_ + + - MinQty + + - + + - INT + + - + + * - `40 `_ + + - OrdType + + - * + + - CHAR + + - 1 = MARKET + + * - + + - + + - + + - + + - 2 = LIMIT + + * - + + - + + - + + - + + - 3 = STOP + + * - + + - + + - + + - + + - 4 = STOP_LIMIT + + * - + + - + + - + + - + + - 5 = MARKET_ON_CLOSE + + * - + + - + + - + + - + + - 6 = WITH_OR_WITHOUT + + * - + + - + + - + + - + + - 7 = LIMIT_OR_BETTER + + * - + + - + + - + + - + + - 8 = LIMIT_WITH_OR_WITHOUT + + * - + + - + + - + + - + + - 9 = ON_BASIS + + * - + + - + + - + + - + + - A = ON_CLOSE + + * - + + - + + - + + - + + - B = LIMIT_ON_CLOSE + + * - + + - + + - + + - + + - C = FOREX + + * - + + - + + - + + - + + - D = PREVIOUSLY_QUOTED + + * - + + - + + - + + - + + - E = PREVIOUSLY_INDICATED + + * - + + - + + - + + - + + - P = PEGGED + + * - `37 `_ + + - OrderID + + - + + - CHAR + + - + + * - `38 `_ + + - OrderQty + + - * + + - INT + + - + + * - `41 `_ + + - OrigClOrdID + + - * + + - CHAR + + - + + * - `44 `_ + + - Price + + - + + - FLOAT + + - + + * - `47 `_ + + - Rule80A + + - + + - CHAR + + - A = AGENCY_SINGLE_ORDER + + * - + + - + + - + + - + + - C = PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG + + * - + + - + + - + + - + + - D = PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG + + * - + + - + + - + + - + + - I = INDIVIDUAL_INVESTOR_SINGLE_ORDER + + * - + + - + + - + + - + + - J = PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER + + * - + + - + + - + + - + + - K = PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER + + * - + + - + + - + + - + + - M = PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER + + * - + + - + + - + + - + + - N = PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER + + * - + + - + + - + + - + + - U = PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY + + * - + + - + + - + + - + + - W = ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER + + * - + + - + + - + + - + + - Y = PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY + + * - `107 `_ + + - SecurityDesc + + - + + - CHAR + + - + + * - `48 `_ + + - SecurityID + + - + + - CHAR + + - + + * - `120 `_ + + - SettlCurrency + + - + + - CHAR + + - + + * - `63 `_ + + - SettlmntTyp + + - + + - CHAR + + - 0 = REGULAR + + * - + + - + + - + + - + + - 1 = CASH + + * - + + - + + - + + - + + - 2 = NEXT_DAY + + * - + + - + + - + + - + + - 3 = T_PLUS_2 + + * - + + - + + - + + - + + - 4 = T_PLUS_3 + + * - + + - + + - + + - + + - 5 = T_PLUS_4 + + * - + + - + + - + + - + + - 6 = FUTURE + + * - + + - + + - + + - + + - 7 = WHEN_ISSUED + + * - + + - + + - + + - + + - 8 = SELLERS_OPTION + + * - + + - + + - + + - + + - 9 = T_PLUS_5 + + * - `54 `_ + + - Side + + - * + + - CHAR + + - 1 = BUY + + * - + + - + + - + + - + + - 2 = SELL + + * - + + - + + - + + - + + - 3 = BUY_MINUS + + * - + + - + + - + + - + + - 4 = SELL_PLUS + + * - + + - + + - + + - + + - 5 = SELL_SHORT + + * - + + - + + - + + - + + - 6 = SELL_SHORT_EXEMPT + + * - `99 `_ + + - StopPx + + - + + - FLOAT + + - + + * - `55 `_ + + - Symbol + + - * + + - CHAR + + - + + * - `65 `_ + + - SymbolSfx + + - + + - CHAR + + - + + * - `58 `_ + + - Text + + - + + - CHAR + + - + + * - `59 `_ + + - TimeInForce + + - + + - CHAR + + - 0 = DAY + + * - + + - + + - + + - + + - 1 = GOOD_TILL_CANCEL + + * - + + - + + - + + - + + - 2 = AT_THE_OPENING + + * - + + - + + - + + - + + - 3 = IMMEDIATE_OR_CANCEL + + * - + + - + + - + + - + + - 4 = FILL_OR_KILL + + * - + + - + + - + + - + + - 5 = GOOD_TILL_CROSSING + + * - + + - + + - + + - + + - 6 = GOOD_TILL_DATE + diff --git a/FIX40/Messages/OrderCancelRequest.rst b/FIX40/Messages/OrderCancelRequest.rst new file mode 100644 index 0000000..e6d4c6a --- /dev/null +++ b/FIX40/Messages/OrderCancelRequest.rst @@ -0,0 +1,286 @@ +====================== +OrderCancelRequest (F) +====================== + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| F | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `11 `_ + + - ClOrdID + + - * + + - CHAR + + - + + * - `109 `_ + + - ClientID + + - + + - CHAR + + - + + * - `125 `_ + + - CxlType + + - * + + - CHAR + + - F = FULL_REMAINING_QUANTITY + + * - + + - + + - + + - + + - P = PARTIAL_CANCEL + + * - `76 `_ + + - ExecBroker + + - + + - CHAR + + - + + * - `22 `_ + + - IDSource + + - + + - CHAR + + - 1 = CUSIP + + * - + + - + + - + + - + + - 2 = SEDOL + + * - + + - + + - + + - + + - 3 = QUIK + + * - + + - + + - + + - + + - 4 = ISIN_NUMBER + + * - + + - + + - + + - + + - 5 = RIC_CODE + + * - `106 `_ + + - Issuer + + - + + - CHAR + + - + + * - `66 `_ + + - ListID + + - + + - CHAR + + - + + * - `37 `_ + + - OrderID + + - + + - CHAR + + - + + * - `38 `_ + + - OrderQty + + - * + + - INT + + - + + * - `41 `_ + + - OrigClOrdID + + - * + + - CHAR + + - + + * - `107 `_ + + - SecurityDesc + + - + + - CHAR + + - + + * - `48 `_ + + - SecurityID + + - + + - CHAR + + - + + * - `54 `_ + + - Side + + - * + + - CHAR + + - 1 = BUY + + * - + + - + + - + + - + + - 2 = SELL + + * - + + - + + - + + - + + - 3 = BUY_MINUS + + * - + + - + + - + + - + + - 4 = SELL_PLUS + + * - + + - + + - + + - + + - 5 = SELL_SHORT + + * - + + - + + - + + - + + - 6 = SELL_SHORT_EXEMPT + + * - `55 `_ + + - Symbol + + - * + + - CHAR + + - + + * - `65 `_ + + - SymbolSfx + + - + + - CHAR + + - + + * - `58 `_ + + - Text + + - + + - CHAR + + - + diff --git a/FIX40/Messages/OrderStatusRequest.rst b/FIX40/Messages/OrderStatusRequest.rst new file mode 100644 index 0000000..0ada7a3 --- /dev/null +++ b/FIX40/Messages/OrderStatusRequest.rst @@ -0,0 +1,166 @@ +====================== +OrderStatusRequest (H) +====================== + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| H | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `11 `_ + + - ClOrdID + + - * + + - CHAR + + - + + * - `109 `_ + + - ClientID + + - + + - CHAR + + - + + * - `76 `_ + + - ExecBroker + + - + + - CHAR + + - + + * - `106 `_ + + - Issuer + + - + + - CHAR + + - + + * - `37 `_ + + - OrderID + + - + + - CHAR + + - + + * - `107 `_ + + - SecurityDesc + + - + + - CHAR + + - + + * - `54 `_ + + - Side + + - * + + - CHAR + + - 1 = BUY + + * - + + - + + - + + - + + - 2 = SELL + + * - + + - + + - + + - + + - 3 = BUY_MINUS + + * - + + - + + - + + - + + - 4 = SELL_PLUS + + * - + + - + + - + + - + + - 5 = SELL_SHORT + + * - + + - + + - + + - + + - 6 = SELL_SHORT_EXEMPT + + * - `55 `_ + + - Symbol + + - * + + - CHAR + + - + + * - `65 `_ + + - SymbolSfx + + - + + - CHAR + + - + diff --git a/FIX40/Messages/Quote.rst b/FIX40/Messages/Quote.rst new file mode 100644 index 0000000..052842b --- /dev/null +++ b/FIX40/Messages/Quote.rst @@ -0,0 +1,196 @@ +========= +Quote (S) +========= + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| S | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `132 `_ + + - BidPx + + - * + + - FLOAT + + - + + * - `134 `_ + + - BidSize + + - + + - INT + + - + + * - `22 `_ + + - IDSource + + - + + - CHAR + + - 1 = CUSIP + + * - + + - + + - + + - + + - 2 = SEDOL + + * - + + - + + - + + - + + - 3 = QUIK + + * - + + - + + - + + - + + - 4 = ISIN_NUMBER + + * - + + - + + - + + - + + - 5 = RIC_CODE + + * - `106 `_ + + - Issuer + + - + + - CHAR + + - + + * - `133 `_ + + - OfferPx + + - + + - FLOAT + + - + + * - `135 `_ + + - OfferSize + + - + + - INT + + - + + * - `117 `_ + + - QuoteID + + - * + + - CHAR + + - + + * - `131 `_ + + - QuoteReqID + + - + + - CHAR + + - + + * - `107 `_ + + - SecurityDesc + + - + + - CHAR + + - + + * - `48 `_ + + - SecurityID + + - + + - CHAR + + - + + * - `55 `_ + + - Symbol + + - * + + - CHAR + + - + + * - `65 `_ + + - SymbolSfx + + - + + - CHAR + + - + + * - `62 `_ + + - ValidUntilTime + + - + + - TIME + + - + diff --git a/FIX40/Messages/QuoteRequest.rst b/FIX40/Messages/QuoteRequest.rst new file mode 100644 index 0000000..da62a82 --- /dev/null +++ b/FIX40/Messages/QuoteRequest.rst @@ -0,0 +1,216 @@ +================ +QuoteRequest (R) +================ + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| R | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `22 `_ + + - IDSource + + - + + - CHAR + + - 1 = CUSIP + + * - + + - + + - + + - + + - 2 = SEDOL + + * - + + - + + - + + - + + - 3 = QUIK + + * - + + - + + - + + - + + - 4 = ISIN_NUMBER + + * - + + - + + - + + - + + - 5 = RIC_CODE + + * - `106 `_ + + - Issuer + + - + + - CHAR + + - + + * - `38 `_ + + - OrderQty + + - + + - INT + + - + + * - `140 `_ + + - PrevClosePx + + - + + - FLOAT + + - + + * - `131 `_ + + - QuoteReqID + + - * + + - CHAR + + - + + * - `107 `_ + + - SecurityDesc + + - + + - CHAR + + - + + * - `48 `_ + + - SecurityID + + - + + - CHAR + + - + + * - `54 `_ + + - Side + + - + + - CHAR + + - 1 = BUY + + * - + + - + + - + + - + + - 2 = SELL + + * - + + - + + - + + - + + - 3 = BUY_MINUS + + * - + + - + + - + + - + + - 4 = SELL_PLUS + + * - + + - + + - + + - + + - 5 = SELL_SHORT + + * - + + - + + - + + - + + - 6 = SELL_SHORT_EXEMPT + + * - `55 `_ + + - Symbol + + - * + + - CHAR + + - + + * - `65 `_ + + - SymbolSfx + + - + + - CHAR + + - + diff --git a/FIX40/Messages/Reject.rst b/FIX40/Messages/Reject.rst new file mode 100644 index 0000000..330e2b5 --- /dev/null +++ b/FIX40/Messages/Reject.rst @@ -0,0 +1,46 @@ +========== +Reject (3) +========== + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| 3 | ADMIN | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `45 `_ + + - RefSeqNum + + - * + + - INT + + - + + * - `58 `_ + + - Text + + - + + - CHAR + + - + diff --git a/FIX40/Messages/ResendRequest.rst b/FIX40/Messages/ResendRequest.rst new file mode 100644 index 0000000..47b557c --- /dev/null +++ b/FIX40/Messages/ResendRequest.rst @@ -0,0 +1,46 @@ +================= +ResendRequest (2) +================= + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| 2 | ADMIN | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `7 `_ + + - BeginSeqNo + + - * + + - INT + + - + + * - `16 `_ + + - EndSeqNo + + - * + + - INT + + - + diff --git a/FIX40/Messages/SequenceReset.rst b/FIX40/Messages/SequenceReset.rst new file mode 100644 index 0000000..05cfb32 --- /dev/null +++ b/FIX40/Messages/SequenceReset.rst @@ -0,0 +1,56 @@ +================= +SequenceReset (4) +================= + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| 4 | ADMIN | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `123 `_ + + - GapFillFlag + + - + + - CHAR + + - N = NO + + * - + + - + + - + + - + + - Y = YES + + * - `36 `_ + + - NewSeqNo + + - * + + - INT + + - + diff --git a/FIX40/Messages/Standard Message Header.rst b/FIX40/Messages/Standard Message Header.rst new file mode 100644 index 0000000..92a6042 --- /dev/null +++ b/FIX40/Messages/Standard Message Header.rst @@ -0,0 +1,476 @@ +================================ +Standard Message Header (HEADER) +================================ + ++---------+----------------+ +| MsgType | Category | ++=========+================+ +| HEADER | HEADER/TRAILER | ++---------+----------------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `8 `_ + + - BeginString + + - * + + - CHAR + + - + + * - `9 `_ + + - BodyLength + + - * + + - INT + + - + + * - `128 `_ + + - DeliverToCompID + + - + + - CHAR + + - + + * - `129 `_ + + - DeliverToSubID + + - + + - CHAR + + - + + * - `34 `_ + + - MsgSeqNum + + - * + + - INT + + - + + * - `35 `_ + + - MsgType + + - * + + - CHAR + + - 0 = HEARTBEAT + + * - + + - + + - + + - + + - 1 = TEST_REQUEST + + * - + + - + + - + + - + + - 2 = RESEND_REQUEST + + * - + + - + + - + + - + + - 3 = REJECT + + * - + + - + + - + + - + + - 4 = SEQUENCE_RESET + + * - + + - + + - + + - + + - 5 = LOGOUT + + * - + + - + + - + + - + + - 6 = INDICATION_OF_INTEREST + + * - + + - + + - + + - + + - 7 = ADVERTISEMENT + + * - + + - + + - + + - + + - 8 = EXECUTION_REPORT + + * - + + - + + - + + - + + - 9 = ORDER_CANCEL_REJECT + + * - + + - + + - + + - + + - A = LOGON + + * - + + - + + - + + - + + - B = NEWS + + * - + + - + + - + + - + + - C = EMAIL + + * - + + - + + - + + - + + - D = ORDER_D + + * - + + - + + - + + - + + - E = ORDER_E + + * - + + - + + - + + - + + - F = ORDER_CANCEL_REQUEST + + * - + + - + + - + + - + + - G = ORDER_CANCEL_REPLACE_REQUEST + + * - + + - + + - + + - + + - H = ORDER_STATUS_REQUEST + + * - + + - + + - + + - + + - J = ALLOCATION + + * - + + - + + - + + - + + - K = LIST_CANCEL_REQUEST + + * - + + - + + - + + - + + - L = LIST_EXECUTE + + * - + + - + + - + + - + + - M = LIST_STATUS_REQUEST + + * - + + - + + - + + - + + - N = LIST_STATUS + + * - + + - + + - + + - + + - P = ALLOCATION_ACK + + * - + + - + + - + + - + + - Q = DONT_KNOW_TRADE + + * - + + - + + - + + - + + - R = QUOTE_REQUEST + + * - + + - + + - + + - + + - S = QUOTE + + * - `115 `_ + + - OnBehalfOfCompID + + - + + - CHAR + + - + + * - `116 `_ + + - OnBehalfOfSubID + + - + + - CHAR + + - + + * - `122 `_ + + - OrigSendingTime + + - + + - TIME + + - + + * - `43 `_ + + - PossDupFlag + + - + + - CHAR + + - N = NO + + * - + + - + + - + + - + + - Y = YES + + * - `97 `_ + + - PossResend + + - + + - CHAR + + - + + * - `91 `_ + + - SecureData + + - + + - DATA + + - + + * - `90 `_ + + - SecureDataLen + + - + + - LENGTH + + - + + * - `49 `_ + + - SenderCompID + + - * + + - CHAR + + - + + * - `50 `_ + + - SenderSubID + + - + + - CHAR + + - + + * - `52 `_ + + - SendingTime + + - * + + - TIME + + - + + * - `56 `_ + + - TargetCompID + + - * + + - CHAR + + - + + * - `57 `_ + + - TargetSubID + + - + + - CHAR + + - + diff --git a/FIX40/Messages/Standard Message Trailer.rst b/FIX40/Messages/Standard Message Trailer.rst new file mode 100644 index 0000000..b2d27af --- /dev/null +++ b/FIX40/Messages/Standard Message Trailer.rst @@ -0,0 +1,56 @@ +================================== +Standard Message Trailer (TRAILER) +================================== + ++---------+----------------+ +| MsgType | Category | ++=========+================+ +| TRAILER | HEADER/TRAILER | ++---------+----------------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `10 `_ + + - CheckSum + + - * + + - CHAR + + - + + * - `89 `_ + + - Signature + + - + + - DATA + + - + + * - `93 `_ + + - SignatureLength + + - + + - LENGTH + + - + diff --git a/FIX40/Messages/TestRequest.rst b/FIX40/Messages/TestRequest.rst new file mode 100644 index 0000000..d6c293b --- /dev/null +++ b/FIX40/Messages/TestRequest.rst @@ -0,0 +1,36 @@ +=============== +TestRequest (1) +=============== + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| 1 | ADMIN | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `112 `_ + + - TestReqID + + - * + + - CHAR + + - + diff --git a/FIX40/conf.py b/FIX40/conf.py new file mode 100644 index 0000000..daa36cc --- /dev/null +++ b/FIX40/conf.py @@ -0,0 +1,8 @@ +project = 'FIX40.xml' +author = 'FIX.4.0' +source_suffix = '.rst' +master_doc = 'index' +language = None +html_theme = 'bizstyle' +exclude_patterns = ['Thumbs.db', '.DS_Store'] +pygments_style = None \ No newline at end of file diff --git a/FIX40/doctrees/Messages/Advertisement.doctree b/FIX40/doctrees/Messages/Advertisement.doctree new file mode 100644 index 0000000..c5c7f6e Binary files /dev/null and b/FIX40/doctrees/Messages/Advertisement.doctree differ diff --git a/FIX40/doctrees/Messages/Allocation.doctree b/FIX40/doctrees/Messages/Allocation.doctree new file mode 100644 index 0000000..9d6e8fb Binary files /dev/null and b/FIX40/doctrees/Messages/Allocation.doctree differ diff --git a/FIX40/doctrees/Messages/AllocationInstructionAck.doctree b/FIX40/doctrees/Messages/AllocationInstructionAck.doctree new file mode 100644 index 0000000..3ecf6ee Binary files /dev/null and b/FIX40/doctrees/Messages/AllocationInstructionAck.doctree differ diff --git a/FIX40/doctrees/Messages/DontKnowTrade.doctree b/FIX40/doctrees/Messages/DontKnowTrade.doctree new file mode 100644 index 0000000..1fabce7 Binary files /dev/null and b/FIX40/doctrees/Messages/DontKnowTrade.doctree differ diff --git a/FIX40/doctrees/Messages/Email.doctree b/FIX40/doctrees/Messages/Email.doctree new file mode 100644 index 0000000..3fe44b2 Binary files /dev/null and b/FIX40/doctrees/Messages/Email.doctree differ diff --git a/FIX40/doctrees/Messages/ExecutionReport.doctree b/FIX40/doctrees/Messages/ExecutionReport.doctree new file mode 100644 index 0000000..892531e Binary files /dev/null and b/FIX40/doctrees/Messages/ExecutionReport.doctree differ diff --git a/FIX40/doctrees/Messages/Heartbeat.doctree b/FIX40/doctrees/Messages/Heartbeat.doctree new file mode 100644 index 0000000..bc5b704 Binary files /dev/null and b/FIX40/doctrees/Messages/Heartbeat.doctree differ diff --git a/FIX40/doctrees/Messages/IOI.doctree b/FIX40/doctrees/Messages/IOI.doctree new file mode 100644 index 0000000..36095d5 Binary files /dev/null and b/FIX40/doctrees/Messages/IOI.doctree differ diff --git a/FIX40/doctrees/Messages/ListCancelRequest.doctree b/FIX40/doctrees/Messages/ListCancelRequest.doctree new file mode 100644 index 0000000..6de0f8d Binary files /dev/null and b/FIX40/doctrees/Messages/ListCancelRequest.doctree differ diff --git a/FIX40/doctrees/Messages/ListExecute.doctree b/FIX40/doctrees/Messages/ListExecute.doctree new file mode 100644 index 0000000..7254ef9 Binary files /dev/null and b/FIX40/doctrees/Messages/ListExecute.doctree differ diff --git a/FIX40/doctrees/Messages/ListStatus.doctree b/FIX40/doctrees/Messages/ListStatus.doctree new file mode 100644 index 0000000..ac82ae1 Binary files /dev/null and b/FIX40/doctrees/Messages/ListStatus.doctree differ diff --git a/FIX40/doctrees/Messages/ListStatusRequest.doctree b/FIX40/doctrees/Messages/ListStatusRequest.doctree new file mode 100644 index 0000000..13f9e2d Binary files /dev/null and b/FIX40/doctrees/Messages/ListStatusRequest.doctree differ diff --git a/FIX40/doctrees/Messages/Logon.doctree b/FIX40/doctrees/Messages/Logon.doctree new file mode 100644 index 0000000..aeeef7c Binary files /dev/null and b/FIX40/doctrees/Messages/Logon.doctree differ diff --git a/FIX40/doctrees/Messages/Logout.doctree b/FIX40/doctrees/Messages/Logout.doctree new file mode 100644 index 0000000..d4d5bc0 Binary files /dev/null and b/FIX40/doctrees/Messages/Logout.doctree differ diff --git a/FIX40/doctrees/Messages/NewOrderList.doctree b/FIX40/doctrees/Messages/NewOrderList.doctree new file mode 100644 index 0000000..84fc11a Binary files /dev/null and b/FIX40/doctrees/Messages/NewOrderList.doctree differ diff --git a/FIX40/doctrees/Messages/NewOrderSingle.doctree b/FIX40/doctrees/Messages/NewOrderSingle.doctree new file mode 100644 index 0000000..1fb3a10 Binary files /dev/null and b/FIX40/doctrees/Messages/NewOrderSingle.doctree differ diff --git a/FIX40/doctrees/Messages/News.doctree b/FIX40/doctrees/Messages/News.doctree new file mode 100644 index 0000000..7933a52 Binary files /dev/null and b/FIX40/doctrees/Messages/News.doctree differ diff --git a/FIX40/doctrees/Messages/OrderCancelReject.doctree b/FIX40/doctrees/Messages/OrderCancelReject.doctree new file mode 100644 index 0000000..b157c72 Binary files /dev/null and b/FIX40/doctrees/Messages/OrderCancelReject.doctree differ diff --git a/FIX40/doctrees/Messages/OrderCancelReplaceRequest.doctree b/FIX40/doctrees/Messages/OrderCancelReplaceRequest.doctree new file mode 100644 index 0000000..2672db7 Binary files /dev/null and b/FIX40/doctrees/Messages/OrderCancelReplaceRequest.doctree differ diff --git a/FIX40/doctrees/Messages/OrderCancelRequest.doctree b/FIX40/doctrees/Messages/OrderCancelRequest.doctree new file mode 100644 index 0000000..30c86e0 Binary files /dev/null and b/FIX40/doctrees/Messages/OrderCancelRequest.doctree differ diff --git a/FIX40/doctrees/Messages/OrderStatusRequest.doctree b/FIX40/doctrees/Messages/OrderStatusRequest.doctree new file mode 100644 index 0000000..ee300bf Binary files /dev/null and b/FIX40/doctrees/Messages/OrderStatusRequest.doctree differ diff --git a/FIX40/doctrees/Messages/Quote.doctree b/FIX40/doctrees/Messages/Quote.doctree new file mode 100644 index 0000000..fbcc2d8 Binary files /dev/null and b/FIX40/doctrees/Messages/Quote.doctree differ diff --git a/FIX40/doctrees/Messages/QuoteRequest.doctree b/FIX40/doctrees/Messages/QuoteRequest.doctree new file mode 100644 index 0000000..5b73300 Binary files /dev/null and b/FIX40/doctrees/Messages/QuoteRequest.doctree differ diff --git a/FIX40/doctrees/Messages/Reject.doctree b/FIX40/doctrees/Messages/Reject.doctree new file mode 100644 index 0000000..0cbd4b5 Binary files /dev/null and b/FIX40/doctrees/Messages/Reject.doctree differ diff --git a/FIX40/doctrees/Messages/ResendRequest.doctree b/FIX40/doctrees/Messages/ResendRequest.doctree new file mode 100644 index 0000000..69b4e8b Binary files /dev/null and b/FIX40/doctrees/Messages/ResendRequest.doctree differ diff --git a/FIX40/doctrees/Messages/SequenceReset.doctree b/FIX40/doctrees/Messages/SequenceReset.doctree new file mode 100644 index 0000000..177a3b7 Binary files /dev/null and b/FIX40/doctrees/Messages/SequenceReset.doctree differ diff --git a/FIX40/doctrees/Messages/Standard Message Header.doctree b/FIX40/doctrees/Messages/Standard Message Header.doctree new file mode 100644 index 0000000..e61d4e5 Binary files /dev/null and b/FIX40/doctrees/Messages/Standard Message Header.doctree differ diff --git a/FIX40/doctrees/Messages/Standard Message Trailer.doctree b/FIX40/doctrees/Messages/Standard Message Trailer.doctree new file mode 100644 index 0000000..967afc1 Binary files /dev/null and b/FIX40/doctrees/Messages/Standard Message Trailer.doctree differ diff --git a/FIX40/doctrees/Messages/TestRequest.doctree b/FIX40/doctrees/Messages/TestRequest.doctree new file mode 100644 index 0000000..d7c2c07 Binary files /dev/null and b/FIX40/doctrees/Messages/TestRequest.doctree differ diff --git a/FIX40/doctrees/environment.pickle b/FIX40/doctrees/environment.pickle new file mode 100644 index 0000000..03f0a95 Binary files /dev/null and b/FIX40/doctrees/environment.pickle differ diff --git a/FIX40/doctrees/index.doctree b/FIX40/doctrees/index.doctree new file mode 100644 index 0000000..e25bc14 Binary files /dev/null and b/FIX40/doctrees/index.doctree differ diff --git a/FIX40/html/.buildinfo b/FIX40/html/.buildinfo new file mode 100644 index 0000000..354e0b8 --- /dev/null +++ b/FIX40/html/.buildinfo @@ -0,0 +1,4 @@ +# Sphinx build info version 1 +# This file hashes the configuration used when building these files. When it is not found, a full rebuild will be done. +config: 97f9b30c815327d8bba6c9392b2a91c4 +tags: 645f666f9bcd5a90fca523b33c5a78b7 diff --git a/FIX40/html/Messages/Advertisement.html b/FIX40/html/Messages/Advertisement.html new file mode 100644 index 0000000..4a7713e --- /dev/null +++ b/FIX40/html/Messages/Advertisement.html @@ -0,0 +1,313 @@ + + + + + + + + + Advertisement (7) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
+
+
+
+ + + + +
+
+
+
+
+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/Allocation.html b/FIX40/html/Messages/Allocation.html new file mode 100644 index 0000000..1fa1961 --- /dev/null +++ b/FIX40/html/Messages/Allocation.html @@ -0,0 +1,682 @@ + + + + + + + + + Allocation (J) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
+
+
+
+ +
+

Allocation (J)

+ ++++ + + + + + + + + + + +
MsgTypeCategory
JAPP
+
+

Fields

+ +++++++ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
TagField NameReq’dData TypeAcceptable Enums
70AllocID
    +
  • +
+
INT 
71AllocTransType
    +
  • +
+
CHAR0 = NEW
    1 = REPLACE
    2 = CANCEL
74AvgPrxPrecision INT 
6AvgPx
    +
  • +
+
FLOAT 
15Currency CHAR 
64FutSettDate DATE 
22IDSource CHAR1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN_NUMBER
    5 = RIC_CODE
106Issuer CHAR 
118NetMoney FLOAT 
 NoAllocs
    +
  • +
+
  
> 79AllocAccount
    +
  • +
+
CHAR 
> 80AllocShares
    +
  • +
+
INT 
> 92BrokerOfCredit CHAR 
> 109ClientID CHAR 
> 13CommType CHAR1 = PER_SHARE
>   2 = PERCENTAGE
>   3 = ABSOLUTE
> 12Commission FLOAT 
> 86DlvyInst CHAR 
> 76ExecBroker CHAR 
> 85NoDlvyInst INT 
> 81ProcessCode CHAR0 = REGULAR
>   1 = SOFT_DOLLAR
>   2 = STEP_IN
>   3 = STEP_OUT
>   4 = SOFT_DOLLAR_STEP_IN
>   5 = SOFT_DOLLAR_STEP_OUT
>   6 = PLAN_SPONSOR
 NoExecs   
> 17ExecID INT 
> 30LastMkt CHAR 
> 31LastPx FLOAT 
> 32LastShares INT 
 NoMiscFees   
> 137MiscFeeAmt FLOAT 
> 138MiscFeeCurr CHAR 
> 139MiscFeeType CHAR1 = REGULATORY
>   2 = TAX
>   3 = LOCAL_COMMISSION
>   4 = EXCHANGE_FEES
>   5 = STAMP
>   6 = LEVY
>   7 = OTHER
 NoOrders
    +
  • +
+
  
> 11ClOrdID
    +
  • +
+
CHAR 
> 66ListID CHAR 
> 37OrderID CHAR 
> 105WaveNo CHAR 
77OpenClose CHAR 
72RefAllocID INT 
107SecurityDesc CHAR 
48SecurityID CHAR 
119SettlCurrAmt FLOAT 
120SettlCurrency CHAR 
63SettlmntTyp CHAR0 = REGULAR
    1 = CASH
    2 = NEXT_DAY
    3 = T_PLUS_2
    4 = T_PLUS_3
    5 = T_PLUS_4
    6 = FUTURE
    7 = WHEN_ISSUED
    8 = SELLERS_OPTION
    9 = T_PLUS_5
53Shares
    +
  • +
+
INT 
54Side
    +
  • +
+
CHAR1 = BUY
    2 = SELL
    3 = BUY_MINUS
    4 = SELL_PLUS
    5 = SELL_SHORT
    6 = SELL_SHORT_EXEMPT
55Symbol
    +
  • +
+
CHAR 
65SymbolSfx CHAR 
58Text CHAR 
75TradeDate
    +
  • +
+
DATE 
60TransactTime TIME 
+
+
+ + +
+
+
+
+
+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/AllocationInstructionAck.html b/FIX40/html/Messages/AllocationInstructionAck.html new file mode 100644 index 0000000..3912398 --- /dev/null +++ b/FIX40/html/Messages/AllocationInstructionAck.html @@ -0,0 +1,271 @@ + + + + + + + + + AllocationInstructionAck (P) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
+
+
+
+ +
+

AllocationInstructionAck (P)

+ ++++ + + + + + + + + + + +
MsgTypeCategory
PAPP
+
+

Fields

+ +++++++ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
TagField NameReq’dData TypeAcceptable Enums
70AllocID
    +
  • +
+
INT 
88AllocRejCode INT0 = UNKNOWN_ACCOUNT
    1 = INCORRECT_QUANTITY
    2 = INCORRECT_AVERAGE_PRICE
    3 = UNKNOWN_EXECUTING_BROKER_MNEMONIC
    4 = COMMISSION_DIFFERENCE
    5 = UNKNOWN_ORDERID
    6 = UNKNOWN_LISTID
    7 = OTHER
87AllocStatus
    +
  • +
+
INT0 = ACCEPTED
    1 = REJECTED
    2 = PARTIAL_ACCEPT
    3 = RECEIVED
109ClientID CHAR 
76ExecBroker CHAR 
58Text CHAR 
75TradeDate
    +
  • +
+
DATE 
60TransactTime TIME 
+
+
+ + +
+
+
+
+
+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/DontKnowTrade.html b/FIX40/html/Messages/DontKnowTrade.html new file mode 100644 index 0000000..0b89fd1 --- /dev/null +++ b/FIX40/html/Messages/DontKnowTrade.html @@ -0,0 +1,286 @@ + + + + + + + + + DontKnowTrade (Q) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
+
+
+
+ +
+

DontKnowTrade (Q)

+ ++++ + + + + + + + + + + +
MsgTypeCategory
QAPP
+
+

Fields

+ +++++++ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
TagField NameReq’dData TypeAcceptable Enums
127DKReason
    +
  • +
+
CHARA = UNKNOWN_SYMBOL
    B = WRONG_SIDE
    C = QUANTITY_EXCEEDS_ORDER
    D = NO_MATCHING_ORDER
    E = PRICE_EXCEEDS_LIMIT
    Z = OTHER
17ExecID INT 
31LastPx
    +
  • +
+
FLOAT 
32LastShares
    +
  • +
+
INT 
37OrderID CHAR 
38OrderQty
    +
  • +
+
INT 
54Side
    +
  • +
+
CHAR1 = BUY
    2 = SELL
    3 = BUY_MINUS
    4 = SELL_PLUS
    5 = SELL_SHORT
    6 = SELL_SHORT_EXEMPT
55Symbol
    +
  • +
+
CHAR 
58Text CHAR 
+
+
+ + +
+
+
+
+
+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/Email.html b/FIX40/html/Messages/Email.html new file mode 100644 index 0000000..97c951c --- /dev/null +++ b/FIX40/html/Messages/Email.html @@ -0,0 +1,229 @@ + + + + + + + + + Email (C) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
+
+
+
+ +
+

Email (C)

+ ++++ + + + + + + + + + + +
MsgTypeCategory
CAPP
+
+

Fields

+ +++++++ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
TagField NameReq’dData TypeAcceptable Enums
11ClOrdID CHAR 
94EmailType
    +
  • +
+
CHAR0 = NEW
    1 = REPLY
    2 = ADMIN_REPLY
33LinesOfText
    +
  • +
+
INT 
37OrderID CHAR 
42OrigTime TIME 
96RawData DATA 
95RawDataLength LENGTH 
46RelatdSym CHAR 
58Text
    +
  • +
+
CHAR 
+
+
+ + +
+
+
+
+
+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/ExecutionReport.html b/FIX40/html/Messages/ExecutionReport.html new file mode 100644 index 0000000..525d590 --- /dev/null +++ b/FIX40/html/Messages/ExecutionReport.html @@ -0,0 +1,1093 @@ + + + + + + + + + ExecutionReport (8) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
+
+
+
+ +
+

ExecutionReport (8)

+ ++++ + + + + + + + + + + +
MsgTypeCategory
8APP
+
+

Fields

+ +++++++ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
TagField NameReq’dData TypeAcceptable Enums
1Account CHAR 
6AvgPx
    +
  • +
+
FLOAT 
11ClOrdID CHAR 
109ClientID CHAR 
13CommType CHAR1 = PER_SHARE
    2 = PERCENTAGE
    3 = ABSOLUTE
12Commission FLOAT 
14CumQty
    +
  • +
+
INT 
15Currency CHAR 
76ExecBroker CHAR 
17ExecID
    +
  • +
+
INT 
18ExecInst CHAR0 = STAY_ON_OFFERSIDE
    1 = NOT_HELD
    2 = WORK
    3 = GO_ALONG
    4 = OVER_THE_DAY
    5 = HELD
    6 = PARTICIPATE_DONT_INITIATE
    7 = STRICT_SCALE
    8 = TRY_TO_SCALE
    9 = STAY_ON_BIDSIDE
    A = NO_CROSS
    B = OK_TO_CROSS
    C = CALL_FIRST
    D = PERCENT_OF_VOLUME
    E = DO_NOT_INCREASE
    F = DO_NOT_REDUCE
    G = ALL_OR_NONE
    I = INSTITUTIONS_ONLY
    L = LAST_PEG
    M = MID_PRICE_PEG
    N = NON_NEGOTIABLE
    O = OPENING_PEG
    P = MARKET_PEG
    R = PRIMARY_PEG
    S = SUSPEND
19ExecRefID INT 
20ExecTransType
    +
  • +
+
CHAR0 = NEW
    1 = CANCEL
    2 = CORRECT
    3 = STATUS
126ExpireTime TIME 
64FutSettDate DATE 
22IDSource CHAR1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN_NUMBER
    5 = RIC_CODE
106Issuer CHAR 
29LastCapacity CHAR1 = AGENT
    2 = CROSS_AS_AGENT
    3 = CROSS_AS_PRINCIPAL
    4 = PRINCIPAL
30LastMkt CHAR 
31LastPx
    +
  • +
+
FLOAT 
32LastShares
    +
  • +
+
INT 
66ListID CHAR 
118NetMoney FLOAT 
 NoMiscFees   
> 137MiscFeeAmt FLOAT 
> 138MiscFeeCurr CHAR 
> 139MiscFeeType CHAR1 = REGULATORY
>   2 = TAX
>   3 = LOCAL_COMMISSION
>   4 = EXCHANGE_FEES
>   5 = STAMP
>   6 = LEVY
>   7 = OTHER
103OrdRejReason INT0 = BROKER_OPTION
    1 = UNKNOWN_SYMBOL
    2 = EXCHANGE_CLOSED
    3 = ORDER_EXCEEDS_LIMIT
    4 = TOO_LATE_TO_ENTER
39OrdStatus
    +
  • +
+
CHAR0 = NEW
    1 = PARTIALLY_FILLED
    2 = FILLED
    3 = DONE_FOR_DAY
    4 = CANCELED
    5 = REPLACED
    6 = PENDING_CANCEL_REPLACE
    7 = STOPPED
    8 = REJECTED
    9 = SUSPENDED
    A = PENDING_NEW
    B = CALCULATED
    C = EXPIRED
40OrdType CHAR1 = MARKET
    2 = LIMIT
    3 = STOP
    4 = STOP_LIMIT
    5 = MARKET_ON_CLOSE
    6 = WITH_OR_WITHOUT
    7 = LIMIT_OR_BETTER
    8 = LIMIT_WITH_OR_WITHOUT
    9 = ON_BASIS
    A = ON_CLOSE
    B = LIMIT_ON_CLOSE
    C = FOREX
    D = PREVIOUSLY_QUOTED
    E = PREVIOUSLY_INDICATED
    P = PEGGED
37OrderID
    +
  • +
+
CHAR 
38OrderQty
    +
  • +
+
INT 
44Price FLOAT 
113ReportToExch CHARN = NO
    Y = YES
47Rule80A CHARA = AGENCY_SINGLE_ORDER
    C = PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG
    D = PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG
    I = INDIVIDUAL_INVESTOR_SINGLE_ORDER
    J = PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER
    K = PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER
    M = PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER
    N = PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER
    U = PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY
    W = ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER
    Y = PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY
107SecurityDesc CHAR 
48SecurityID CHAR 
119SettlCurrAmt FLOAT 
120SettlCurrency CHAR 
63SettlmntTyp CHAR0 = REGULAR
    1 = CASH
    2 = NEXT_DAY
    3 = T_PLUS_2
    4 = T_PLUS_3
    5 = T_PLUS_4
    6 = FUTURE
    7 = WHEN_ISSUED
    8 = SELLERS_OPTION
    9 = T_PLUS_5
54Side
    +
  • +
+
CHAR1 = BUY
    2 = SELL
    3 = BUY_MINUS
    4 = SELL_PLUS
    5 = SELL_SHORT
    6 = SELL_SHORT_EXEMPT
99StopPx FLOAT 
55Symbol
    +
  • +
+
CHAR 
65SymbolSfx CHAR 
58Text CHAR 
59TimeInForce CHAR0 = DAY
    1 = GOOD_TILL_CANCEL
    2 = AT_THE_OPENING
    3 = IMMEDIATE_OR_CANCEL
    4 = FILL_OR_KILL
    5 = GOOD_TILL_CROSSING
    6 = GOOD_TILL_DATE
75TradeDate DATE 
60TransactTime TIME 
+
+
+ + +
+
+
+
+
+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/Heartbeat.html b/FIX40/html/Messages/Heartbeat.html new file mode 100644 index 0000000..483bb79 --- /dev/null +++ b/FIX40/html/Messages/Heartbeat.html @@ -0,0 +1,160 @@ + + + + + + + + + Heartbeat (0) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
+
+
+
+ +
+

Heartbeat (0)

+ ++++ + + + + + + + + + + +
MsgTypeCategory
0ADMIN
+
+

Fields

+ +++++++ + + + + + + + + + + + + + + + + +
TagField NameReq’dData TypeAcceptable Enums
112TestReqID CHAR 
+
+
+ + +
+
+
+
+
+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/IOI.html b/FIX40/html/Messages/IOI.html new file mode 100644 index 0000000..33832d8 --- /dev/null +++ b/FIX40/html/Messages/IOI.html @@ -0,0 +1,457 @@ + + + + + + + + + IOI (6) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
+
+
+
+ +
+

IOI (6)

+ ++++ + + + + + + + + + + +
MsgTypeCategory
6APP
+
+

Fields

+ +++++++ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
TagField NameReq’dData TypeAcceptable Enums
15Currency CHAR 
22IDSource CHAR1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN_NUMBER
    5 = RIC_CODE
130IOINaturalFlag CHARN = NO
    Y = YES
24IOIOthSvc CHARA = AUTEX
    B = BRIDGE
25IOIQltyInd CHARH = HIGH
    L = LOW
    M = MEDIUM
104IOIQualifier CHARA = ALL_OR_NONE
    C = AT_THE_CLOSE
    I = IN_TOUCH_WITH
    L = LIMIT
    M = MORE_BEHIND
    O = AT_THE_OPEN
    P = TAKING_A_POSITION
    Q = CURRENT_QUOTE
    S = PORTFOLIO_SHOW_N
    T = THROUGH_THE_DAY
    V = VERSUS
    W = INDICATION
    X = CROSSING_OPPORTUNITY
26IOIRefID INT 
27IOIShares
    +
  • +
+
CHARL = LARGE
    M = MEDIUM
    S = SMALL
28IOITransType
    +
  • +
+
CHARC = CANCEL
    N = NEW
    R = REPLACE
23IOIid
    +
  • +
+
INT 
106Issuer CHAR 
44Price FLOAT 
107SecurityDesc CHAR 
48SecurityID CHAR 
54Side
    +
  • +
+
CHAR1 = BUY
    2 = SELL
    3 = BUY_MINUS
    4 = SELL_PLUS
    5 = SELL_SHORT
    6 = SELL_SHORT_EXEMPT
55Symbol
    +
  • +
+
CHAR 
65SymbolSfx CHAR 
58Text CHAR 
62ValidUntilTime TIME 
+
+
+ + +
+
+
+
+
+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/ListCancelRequest.html b/FIX40/html/Messages/ListCancelRequest.html new file mode 100644 index 0000000..a0d7115 --- /dev/null +++ b/FIX40/html/Messages/ListCancelRequest.html @@ -0,0 +1,175 @@ + + + + + + + + + ListCancelRequest (K) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
+
+
+
+ +
+

ListCancelRequest (K)

+ ++++ + + + + + + + + + + +
MsgTypeCategory
KAPP
+
+

Fields

+ +++++++ + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
TagField NameReq’dData TypeAcceptable Enums
66ListID
    +
  • +
+
CHAR 
58Text CHAR 
105WaveNo CHAR 
+
+
+ + +
+
+
+
+
+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/ListExecute.html b/FIX40/html/Messages/ListExecute.html new file mode 100644 index 0000000..ec3bdc4 --- /dev/null +++ b/FIX40/html/Messages/ListExecute.html @@ -0,0 +1,175 @@ + + + + + + + + + ListExecute (L) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
+
+
+
+ +
+

ListExecute (L)

+ ++++ + + + + + + + + + + +
MsgTypeCategory
LAPP
+
+

Fields

+ +++++++ + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
TagField NameReq’dData TypeAcceptable Enums
66ListID
    +
  • +
+
CHAR 
58Text CHAR 
105WaveNo CHAR 
+
+
+ + +
+
+
+
+
+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/ListStatus.html b/FIX40/html/Messages/ListStatus.html new file mode 100644 index 0000000..63f8aee --- /dev/null +++ b/FIX40/html/Messages/ListStatus.html @@ -0,0 +1,232 @@ + + + + + + + + + ListStatus (N) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
+
+
+
+ +
+

ListStatus (N)

+ ++++ + + + + + + + + + + +
MsgTypeCategory
NAPP
+
+

Fields

+ +++++++ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
TagField NameReq’dData TypeAcceptable Enums
66ListID
    +
  • +
+
CHAR 
 NoOrders
    +
  • +
+
  
> 6AvgPx
    +
  • +
+
FLOAT 
> 11ClOrdID
    +
  • +
+
CHAR 
> 14CumQty
    +
  • +
+
INT 
> 84CxlQty
    +
  • +
+
INT 
82NoRpts
    +
  • +
+
INT 
83RptSeq
    +
  • +
+
INT 
105WaveNo CHAR 
+
+
+ + +
+
+
+
+
+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/ListStatusRequest.html b/FIX40/html/Messages/ListStatusRequest.html new file mode 100644 index 0000000..db049e8 --- /dev/null +++ b/FIX40/html/Messages/ListStatusRequest.html @@ -0,0 +1,175 @@ + + + + + + + + + ListStatusRequest (M) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
+
+
+
+ +
+

ListStatusRequest (M)

+ ++++ + + + + + + + + + + +
MsgTypeCategory
MAPP
+
+

Fields

+ +++++++ + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
TagField NameReq’dData TypeAcceptable Enums
66ListID
    +
  • +
+
CHAR 
58Text CHAR 
105WaveNo CHAR 
+
+
+ + +
+
+
+
+
+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/Logon.html b/FIX40/html/Messages/Logon.html new file mode 100644 index 0000000..92d67ed --- /dev/null +++ b/FIX40/html/Messages/Logon.html @@ -0,0 +1,220 @@ + + + + + + + + + Logon (A) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
+
+
+
+ +
+

Logon (A)

+ ++++ + + + + + + + + + + +
MsgTypeCategory
AADMIN
+
+

Fields

+ +++++++ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
TagField NameReq’dData TypeAcceptable Enums
98EncryptMethod
    +
  • +
+
INT0 = NONE
    1 = PKCS
    2 = DES
    3 = PKCS_DES
    4 = PGP_DES
    5 = PGP_DES_MD5
    6 = PEM_DES_MD5
108HeartBtInt
    +
  • +
+
INT 
96RawData DATA 
95RawDataLength LENGTH 
+
+
+ + +
+
+
+
+
+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/Logout.html b/FIX40/html/Messages/Logout.html new file mode 100644 index 0000000..82fc354 --- /dev/null +++ b/FIX40/html/Messages/Logout.html @@ -0,0 +1,160 @@ + + + + + + + + + Logout (5) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
+
+
+
+ +
+

Logout (5)

+ ++++ + + + + + + + + + + +
MsgTypeCategory
5ADMIN
+
+

Fields

+ +++++++ + + + + + + + + + + + + + + + + +
TagField NameReq’dData TypeAcceptable Enums
58Text CHAR 
+
+
+ + +
+
+
+
+
+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/NewOrderList.html b/FIX40/html/Messages/NewOrderList.html new file mode 100644 index 0000000..4dd311b --- /dev/null +++ b/FIX40/html/Messages/NewOrderList.html @@ -0,0 +1,925 @@ + + + + + + + + + NewOrderList (E) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
+
+
+
+ +
+

NewOrderList (E)

+ ++++ + + + + + + + + + + +
MsgTypeCategory
EAPP
+
+

Fields

+ +++++++ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
TagField NameReq’dData TypeAcceptable Enums
1Account CHAR 
11ClOrdID
    +
  • +
+
CHAR 
109ClientID CHAR 
13CommType CHAR1 = PER_SHARE
    2 = PERCENTAGE
    3 = ABSOLUTE
12Commission FLOAT 
15Currency CHAR 
100ExDestination CHAR0 = NONE
    4 = POSIT
76ExecBroker CHAR 
18ExecInst CHAR0 = STAY_ON_OFFERSIDE
    1 = NOT_HELD
    2 = WORK
    3 = GO_ALONG
    4 = OVER_THE_DAY
    5 = HELD
    6 = PARTICIPATE_DONT_INITIATE
    7 = STRICT_SCALE
    8 = TRY_TO_SCALE
    9 = STAY_ON_BIDSIDE
    A = NO_CROSS
    B = OK_TO_CROSS
    C = CALL_FIRST
    D = PERCENT_OF_VOLUME
    E = DO_NOT_INCREASE
    F = DO_NOT_REDUCE
    G = ALL_OR_NONE
    I = INSTITUTIONS_ONLY
    L = LAST_PEG
    M = MID_PRICE_PEG
    N = NON_NEGOTIABLE
    O = OPENING_PEG
    P = MARKET_PEG
    R = PRIMARY_PEG
    S = SUSPEND
126ExpireTime TIME 
121ForexReq CHARN = NO
    Y = YES
64FutSettDate DATE 
21HandlInst
    +
  • +
+
CHAR1 = AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION
    2 = AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK
    3 = MANUAL_ORDER_BEST_EXECUTION
22IDSource CHAR1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN_NUMBER
    5 = RIC_CODE
106Issuer CHAR 
69ListExecInst CHAR 
66ListID
    +
  • +
+
CHAR 
68ListNoOrds
    +
  • +
+
INT 
67ListSeqNo
    +
  • +
+
INT 
114LocateReqd CHARN = NO
    Y = YES
111MaxFloor INT 
110MinQty INT 
40OrdType
    +
  • +
+
CHAR1 = MARKET
    2 = LIMIT
    3 = STOP
    4 = STOP_LIMIT
    5 = MARKET_ON_CLOSE
    6 = WITH_OR_WITHOUT
    7 = LIMIT_OR_BETTER
    8 = LIMIT_WITH_OR_WITHOUT
    9 = ON_BASIS
    A = ON_CLOSE
    B = LIMIT_ON_CLOSE
    C = FOREX
    D = PREVIOUSLY_QUOTED
    E = PREVIOUSLY_INDICATED
    P = PEGGED
38OrderQty
    +
  • +
+
INT 
140PrevClosePx FLOAT 
44Price FLOAT 
81ProcessCode CHAR0 = REGULAR
    1 = SOFT_DOLLAR
    2 = STEP_IN
    3 = STEP_OUT
    4 = SOFT_DOLLAR_STEP_IN
    5 = SOFT_DOLLAR_STEP_OUT
    6 = PLAN_SPONSOR
47Rule80A CHARA = AGENCY_SINGLE_ORDER
    C = PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG
    D = PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG
    I = INDIVIDUAL_INVESTOR_SINGLE_ORDER
    J = PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER
    K = PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER
    M = PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER
    N = PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER
    U = PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY
    W = ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER
    Y = PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY
107SecurityDesc CHAR 
48SecurityID CHAR 
120SettlCurrency CHAR 
63SettlmntTyp CHAR0 = REGULAR
    1 = CASH
    2 = NEXT_DAY
    3 = T_PLUS_2
    4 = T_PLUS_3
    5 = T_PLUS_4
    6 = FUTURE
    7 = WHEN_ISSUED
    8 = SELLERS_OPTION
    9 = T_PLUS_5
54Side
    +
  • +
+
CHAR1 = BUY
    2 = SELL
    3 = BUY_MINUS
    4 = SELL_PLUS
    5 = SELL_SHORT
    6 = SELL_SHORT_EXEMPT
99StopPx FLOAT 
55Symbol
    +
  • +
+
CHAR 
65SymbolSfx CHAR 
58Text CHAR 
59TimeInForce CHAR0 = DAY
    1 = GOOD_TILL_CANCEL
    2 = AT_THE_OPENING
    3 = IMMEDIATE_OR_CANCEL
    4 = FILL_OR_KILL
    5 = GOOD_TILL_CROSSING
    6 = GOOD_TILL_DATE
105WaveNo CHAR 
+
+
+ + +
+
+
+
+
+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/NewOrderSingle.html b/FIX40/html/Messages/NewOrderSingle.html new file mode 100644 index 0000000..b5ea09c --- /dev/null +++ b/FIX40/html/Messages/NewOrderSingle.html @@ -0,0 +1,898 @@ + + + + + + + + + NewOrderSingle (D) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
+
+
+
+ +
+

NewOrderSingle (D)

+ ++++ + + + + + + + + + + +
MsgTypeCategory
DAPP
+
+

Fields

+ +++++++ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
TagField NameReq’dData TypeAcceptable Enums
1Account CHAR 
11ClOrdID
    +
  • +
+
CHAR 
109ClientID CHAR 
13CommType CHAR1 = PER_SHARE
    2 = PERCENTAGE
    3 = ABSOLUTE
12Commission FLOAT 
15Currency CHAR 
100ExDestination CHAR0 = NONE
    4 = POSIT
76ExecBroker CHAR 
18ExecInst CHAR0 = STAY_ON_OFFERSIDE
    1 = NOT_HELD
    2 = WORK
    3 = GO_ALONG
    4 = OVER_THE_DAY
    5 = HELD
    6 = PARTICIPATE_DONT_INITIATE
    7 = STRICT_SCALE
    8 = TRY_TO_SCALE
    9 = STAY_ON_BIDSIDE
    A = NO_CROSS
    B = OK_TO_CROSS
    C = CALL_FIRST
    D = PERCENT_OF_VOLUME
    E = DO_NOT_INCREASE
    F = DO_NOT_REDUCE
    G = ALL_OR_NONE
    I = INSTITUTIONS_ONLY
    L = LAST_PEG
    M = MID_PRICE_PEG
    N = NON_NEGOTIABLE
    O = OPENING_PEG
    P = MARKET_PEG
    R = PRIMARY_PEG
    S = SUSPEND
126ExpireTime TIME 
121ForexReq CHARN = NO
    Y = YES
64FutSettDate DATE 
21HandlInst
    +
  • +
+
CHAR1 = AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION
    2 = AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK
    3 = MANUAL_ORDER_BEST_EXECUTION
22IDSource CHAR1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN_NUMBER
    5 = RIC_CODE
23IOIid INT 
106Issuer CHAR 
114LocateReqd CHARN = NO
    Y = YES
111MaxFloor INT 
110MinQty INT 
40OrdType
    +
  • +
+
CHAR1 = MARKET
    2 = LIMIT
    3 = STOP
    4 = STOP_LIMIT
    5 = MARKET_ON_CLOSE
    6 = WITH_OR_WITHOUT
    7 = LIMIT_OR_BETTER
    8 = LIMIT_WITH_OR_WITHOUT
    9 = ON_BASIS
    A = ON_CLOSE
    B = LIMIT_ON_CLOSE
    C = FOREX
    D = PREVIOUSLY_QUOTED
    E = PREVIOUSLY_INDICATED
    P = PEGGED
38OrderQty
    +
  • +
+
INT 
140PrevClosePx FLOAT 
44Price FLOAT 
81ProcessCode CHAR0 = REGULAR
    1 = SOFT_DOLLAR
    2 = STEP_IN
    3 = STEP_OUT
    4 = SOFT_DOLLAR_STEP_IN
    5 = SOFT_DOLLAR_STEP_OUT
    6 = PLAN_SPONSOR
117QuoteID CHAR 
47Rule80A CHARA = AGENCY_SINGLE_ORDER
    C = PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG
    D = PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG
    I = INDIVIDUAL_INVESTOR_SINGLE_ORDER
    J = PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER
    K = PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER
    M = PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER
    N = PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER
    U = PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY
    W = ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER
    Y = PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY
107SecurityDesc CHAR 
48SecurityID CHAR 
120SettlCurrency CHAR 
63SettlmntTyp CHAR0 = REGULAR
    1 = CASH
    2 = NEXT_DAY
    3 = T_PLUS_2
    4 = T_PLUS_3
    5 = T_PLUS_4
    6 = FUTURE
    7 = WHEN_ISSUED
    8 = SELLERS_OPTION
    9 = T_PLUS_5
54Side
    +
  • +
+
CHAR1 = BUY
    2 = SELL
    3 = BUY_MINUS
    4 = SELL_PLUS
    5 = SELL_SHORT
    6 = SELL_SHORT_EXEMPT
99StopPx FLOAT 
55Symbol
    +
  • +
+
CHAR 
65SymbolSfx CHAR 
58Text CHAR 
59TimeInForce CHAR0 = DAY
    1 = GOOD_TILL_CANCEL
    2 = AT_THE_OPENING
    3 = IMMEDIATE_OR_CANCEL
    4 = FILL_OR_KILL
    5 = GOOD_TILL_CROSSING
    6 = GOOD_TILL_DATE
+
+
+ + +
+
+
+
+
+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/News.html b/FIX40/html/Messages/News.html new file mode 100644 index 0000000..4379bec --- /dev/null +++ b/FIX40/html/Messages/News.html @@ -0,0 +1,214 @@ + + + + + + + + + News (B) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
+
+
+
+ +
+

News (B)

+ ++++ + + + + + + + + + + +
MsgTypeCategory
BAPP
+
+

Fields

+ +++++++ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
TagField NameReq’dData TypeAcceptable Enums
33LinesOfText
    +
  • +
+
INT 
42OrigTime TIME 
96RawData DATA 
95RawDataLength LENGTH 
46RelatdSym CHAR 
58Text
    +
  • +
+
CHAR 
61Urgency CHAR0 = NORMAL
    1 = FLASH
    2 = BACKGROUND
+
+
+ + +
+
+
+
+
+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/OrderCancelReject.html b/FIX40/html/Messages/OrderCancelReject.html new file mode 100644 index 0000000..ea7e606 --- /dev/null +++ b/FIX40/html/Messages/OrderCancelReject.html @@ -0,0 +1,208 @@ + + + + + + + + + OrderCancelReject (9) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
+
+
+
+ +
+

OrderCancelReject (9)

+ ++++ + + + + + + + + + + +
MsgTypeCategory
9APP
+
+

Fields

+ +++++++ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
TagField NameReq’dData TypeAcceptable Enums
11ClOrdID
    +
  • +
+
CHAR 
109ClientID CHAR 
102CxlRejReason INT0 = TOO_LATE_TO_CANCEL
    1 = UNKNOWN_ORDER
76ExecBroker CHAR 
66ListID CHAR 
37OrderID
    +
  • +
+
CHAR 
58Text CHAR 
+
+
+ + +
+
+
+
+
+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/OrderCancelReplaceRequest.html b/FIX40/html/Messages/OrderCancelReplaceRequest.html new file mode 100644 index 0000000..2023349 --- /dev/null +++ b/FIX40/html/Messages/OrderCancelReplaceRequest.html @@ -0,0 +1,847 @@ + + + + + + + + + OrderCancelReplaceRequest (G) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
+
+
+
+ +
+

OrderCancelReplaceRequest (G)

+ ++++ + + + + + + + + + + +
MsgTypeCategory
GAPP
+
+

Fields

+ +++++++ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
TagField NameReq’dData TypeAcceptable Enums
1Account CHAR 
11ClOrdID
    +
  • +
+
CHAR 
109ClientID CHAR 
13CommType CHAR1 = PER_SHARE
    2 = PERCENTAGE
    3 = ABSOLUTE
12Commission FLOAT 
15Currency CHAR 
100ExDestination CHAR0 = NONE
    4 = POSIT
76ExecBroker CHAR 
18ExecInst CHAR0 = STAY_ON_OFFERSIDE
    1 = NOT_HELD
    2 = WORK
    3 = GO_ALONG
    4 = OVER_THE_DAY
    5 = HELD
    6 = PARTICIPATE_DONT_INITIATE
    7 = STRICT_SCALE
    8 = TRY_TO_SCALE
    9 = STAY_ON_BIDSIDE
    A = NO_CROSS
    B = OK_TO_CROSS
    C = CALL_FIRST
    D = PERCENT_OF_VOLUME
    E = DO_NOT_INCREASE
    F = DO_NOT_REDUCE
    G = ALL_OR_NONE
    I = INSTITUTIONS_ONLY
    L = LAST_PEG
    M = MID_PRICE_PEG
    N = NON_NEGOTIABLE
    O = OPENING_PEG
    P = MARKET_PEG
    R = PRIMARY_PEG
    S = SUSPEND
126ExpireTime TIME 
121ForexReq CHARN = NO
    Y = YES
64FutSettDate DATE 
21HandlInst
    +
  • +
+
CHAR1 = AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION
    2 = AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK
    3 = MANUAL_ORDER_BEST_EXECUTION
22IDSource CHAR1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN_NUMBER
    5 = RIC_CODE
106Issuer CHAR 
66ListID CHAR 
111MaxFloor INT 
110MinQty INT 
40OrdType
    +
  • +
+
CHAR1 = MARKET
    2 = LIMIT
    3 = STOP
    4 = STOP_LIMIT
    5 = MARKET_ON_CLOSE
    6 = WITH_OR_WITHOUT
    7 = LIMIT_OR_BETTER
    8 = LIMIT_WITH_OR_WITHOUT
    9 = ON_BASIS
    A = ON_CLOSE
    B = LIMIT_ON_CLOSE
    C = FOREX
    D = PREVIOUSLY_QUOTED
    E = PREVIOUSLY_INDICATED
    P = PEGGED
37OrderID CHAR 
38OrderQty
    +
  • +
+
INT 
41OrigClOrdID
    +
  • +
+
CHAR 
44Price FLOAT 
47Rule80A CHARA = AGENCY_SINGLE_ORDER
    C = PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG
    D = PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG
    I = INDIVIDUAL_INVESTOR_SINGLE_ORDER
    J = PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER
    K = PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER
    M = PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER
    N = PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER
    U = PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY
    W = ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER
    Y = PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY
107SecurityDesc CHAR 
48SecurityID CHAR 
120SettlCurrency CHAR 
63SettlmntTyp CHAR0 = REGULAR
    1 = CASH
    2 = NEXT_DAY
    3 = T_PLUS_2
    4 = T_PLUS_3
    5 = T_PLUS_4
    6 = FUTURE
    7 = WHEN_ISSUED
    8 = SELLERS_OPTION
    9 = T_PLUS_5
54Side
    +
  • +
+
CHAR1 = BUY
    2 = SELL
    3 = BUY_MINUS
    4 = SELL_PLUS
    5 = SELL_SHORT
    6 = SELL_SHORT_EXEMPT
99StopPx FLOAT 
55Symbol
    +
  • +
+
CHAR 
65SymbolSfx CHAR 
58Text CHAR 
59TimeInForce CHAR0 = DAY
    1 = GOOD_TILL_CANCEL
    2 = AT_THE_OPENING
    3 = IMMEDIATE_OR_CANCEL
    4 = FILL_OR_KILL
    5 = GOOD_TILL_CROSSING
    6 = GOOD_TILL_DATE
+
+
+ + +
+
+
+
+
+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/OrderCancelRequest.html b/FIX40/html/Messages/OrderCancelRequest.html new file mode 100644 index 0000000..bc63907 --- /dev/null +++ b/FIX40/html/Messages/OrderCancelRequest.html @@ -0,0 +1,328 @@ + + + + + + + + + OrderCancelRequest (F) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
+
+
+
+ +
+

OrderCancelRequest (F)

+ ++++ + + + + + + + + + + +
MsgTypeCategory
FAPP
+
+

Fields

+ +++++++ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
TagField NameReq’dData TypeAcceptable Enums
11ClOrdID
    +
  • +
+
CHAR 
109ClientID CHAR 
125CxlType
    +
  • +
+
CHARF = FULL_REMAINING_QUANTITY
    P = PARTIAL_CANCEL
76ExecBroker CHAR 
22IDSource CHAR1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN_NUMBER
    5 = RIC_CODE
106Issuer CHAR 
66ListID CHAR 
37OrderID CHAR 
38OrderQty
    +
  • +
+
INT 
41OrigClOrdID
    +
  • +
+
CHAR 
107SecurityDesc CHAR 
48SecurityID CHAR 
54Side
    +
  • +
+
CHAR1 = BUY
    2 = SELL
    3 = BUY_MINUS
    4 = SELL_PLUS
    5 = SELL_SHORT
    6 = SELL_SHORT_EXEMPT
55Symbol
    +
  • +
+
CHAR 
65SymbolSfx CHAR 
58Text CHAR 
+
+
+ + +
+
+
+
+
+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/OrderStatusRequest.html b/FIX40/html/Messages/OrderStatusRequest.html new file mode 100644 index 0000000..02cd6ee --- /dev/null +++ b/FIX40/html/Messages/OrderStatusRequest.html @@ -0,0 +1,247 @@ + + + + + + + + + OrderStatusRequest (H) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
+
+
+
+ +
+

OrderStatusRequest (H)

+ ++++ + + + + + + + + + + +
MsgTypeCategory
HAPP
+
+

Fields

+ +++++++ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
TagField NameReq’dData TypeAcceptable Enums
11ClOrdID
    +
  • +
+
CHAR 
109ClientID CHAR 
76ExecBroker CHAR 
106Issuer CHAR 
37OrderID CHAR 
107SecurityDesc CHAR 
54Side
    +
  • +
+
CHAR1 = BUY
    2 = SELL
    3 = BUY_MINUS
    4 = SELL_PLUS
    5 = SELL_SHORT
    6 = SELL_SHORT_EXEMPT
55Symbol
    +
  • +
+
CHAR 
65SymbolSfx CHAR 
+
+
+ + +
+
+
+
+
+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/Quote.html b/FIX40/html/Messages/Quote.html new file mode 100644 index 0000000..5a1b238 --- /dev/null +++ b/FIX40/html/Messages/Quote.html @@ -0,0 +1,265 @@ + + + + + + + + + Quote (S) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
+
+
+
+ +
+

Quote (S)

+ ++++ + + + + + + + + + + +
MsgTypeCategory
SAPP
+
+

Fields

+ +++++++ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
TagField NameReq’dData TypeAcceptable Enums
132BidPx
    +
  • +
+
FLOAT 
134BidSize INT 
22IDSource CHAR1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN_NUMBER
    5 = RIC_CODE
106Issuer CHAR 
133OfferPx FLOAT 
135OfferSize INT 
117QuoteID
    +
  • +
+
CHAR 
131QuoteReqID CHAR 
107SecurityDesc CHAR 
48SecurityID CHAR 
55Symbol
    +
  • +
+
CHAR 
65SymbolSfx CHAR 
62ValidUntilTime TIME 
+
+
+ + +
+
+
+
+
+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/QuoteRequest.html b/FIX40/html/Messages/QuoteRequest.html new file mode 100644 index 0000000..f6fae33 --- /dev/null +++ b/FIX40/html/Messages/QuoteRequest.html @@ -0,0 +1,264 @@ + + + + + + + + + QuoteRequest (R) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + +
+
+
+
+ +
+

QuoteRequest (R)

+ ++++ + + + + + + + + + + +
MsgTypeCategory
RAPP
+
+

Fields

+ +++++++ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
TagField NameReq’dData TypeAcceptable Enums
22IDSource CHAR1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN_NUMBER
    5 = RIC_CODE
106Issuer CHAR 
38OrderQty INT 
140PrevClosePx FLOAT 
131QuoteReqID
    +
  • +
+
CHAR 
107SecurityDesc CHAR 
48SecurityID CHAR 
54Side CHAR1 = BUY
    2 = SELL
    3 = BUY_MINUS
    4 = SELL_PLUS
    5 = SELL_SHORT
    6 = SELL_SHORT_EXEMPT
55Symbol
    +
  • +
+
CHAR 
65SymbolSfx CHAR 
+
+
+ + +
+
+
+
+
+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/Reject.html b/FIX40/html/Messages/Reject.html new file mode 100644 index 0000000..2fa2781 --- /dev/null +++ b/FIX40/html/Messages/Reject.html @@ -0,0 +1,169 @@ + + + + + + + + + Reject (3) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
+
+
+
+ +
+

Reject (3)

+ ++++ + + + + + + + + + + +
MsgTypeCategory
3ADMIN
+
+

Fields

+ +++++++ + + + + + + + + + + + + + + + + + + + + + + +
TagField NameReq’dData TypeAcceptable Enums
45RefSeqNum
    +
  • +
+
INT 
58Text CHAR 
+
+
+ + +
+
+
+
+
+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/ResendRequest.html b/FIX40/html/Messages/ResendRequest.html new file mode 100644 index 0000000..d04b4b8 --- /dev/null +++ b/FIX40/html/Messages/ResendRequest.html @@ -0,0 +1,172 @@ + + + + + + + + + ResendRequest (2) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
+
+
+
+ +
+

ResendRequest (2)

+ ++++ + + + + + + + + + + +
MsgTypeCategory
2ADMIN
+
+

Fields

+ +++++++ + + + + + + + + + + + + + + + + + + + + + + +
TagField NameReq’dData TypeAcceptable Enums
7BeginSeqNo
    +
  • +
+
INT 
16EndSeqNo
    +
  • +
+
INT 
+
+
+ + +
+
+
+
+
+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/SequenceReset.html b/FIX40/html/Messages/SequenceReset.html new file mode 100644 index 0000000..412953d --- /dev/null +++ b/FIX40/html/Messages/SequenceReset.html @@ -0,0 +1,175 @@ + + + + + + + + + SequenceReset (4) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
+
+
+
+ +
+

SequenceReset (4)

+ ++++ + + + + + + + + + + +
MsgTypeCategory
4ADMIN
+
+

Fields

+ +++++++ + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
TagField NameReq’dData TypeAcceptable Enums
123GapFillFlag CHARN = NO
    Y = YES
36NewSeqNo
    +
  • +
+
INT 
+
+
+ + +
+
+
+
+
+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/Standard Message Header.html b/FIX40/html/Messages/Standard Message Header.html new file mode 100644 index 0000000..898298d --- /dev/null +++ b/FIX40/html/Messages/Standard Message Header.html @@ -0,0 +1,445 @@ + + + + + + + + + Standard Message Header (HEADER) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
+
+
+
+ +
+

Standard Message Header (HEADER)

+ ++++ + + + + + + + + + + +
MsgTypeCategory
HEADERHEADER/TRAILER
+
+

Fields

+ +++++++ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
TagField NameReq’dData TypeAcceptable Enums
8BeginString
    +
  • +
+
CHAR 
9BodyLength
    +
  • +
+
INT 
128DeliverToCompID CHAR 
129DeliverToSubID CHAR 
34MsgSeqNum
    +
  • +
+
INT 
35MsgType
    +
  • +
+
CHAR0 = HEARTBEAT
    1 = TEST_REQUEST
    2 = RESEND_REQUEST
    3 = REJECT
    4 = SEQUENCE_RESET
    5 = LOGOUT
    6 = INDICATION_OF_INTEREST
    7 = ADVERTISEMENT
    8 = EXECUTION_REPORT
    9 = ORDER_CANCEL_REJECT
    A = LOGON
    B = NEWS
    C = EMAIL
    D = ORDER_D
    E = ORDER_E
    F = ORDER_CANCEL_REQUEST
    G = ORDER_CANCEL_REPLACE_REQUEST
    H = ORDER_STATUS_REQUEST
    J = ALLOCATION
    K = LIST_CANCEL_REQUEST
    L = LIST_EXECUTE
    M = LIST_STATUS_REQUEST
    N = LIST_STATUS
    P = ALLOCATION_ACK
    Q = DONT_KNOW_TRADE
    R = QUOTE_REQUEST
    S = QUOTE
115OnBehalfOfCompID CHAR 
116OnBehalfOfSubID CHAR 
122OrigSendingTime TIME 
43PossDupFlag CHARN = NO
    Y = YES
97PossResend CHAR 
91SecureData DATA 
90SecureDataLen LENGTH 
49SenderCompID
    +
  • +
+
CHAR 
50SenderSubID CHAR 
52SendingTime
    +
  • +
+
TIME 
56TargetCompID
    +
  • +
+
CHAR 
57TargetSubID CHAR 
+
+
+ + +
+
+
+
+
+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/Standard Message Trailer.html b/FIX40/html/Messages/Standard Message Trailer.html new file mode 100644 index 0000000..b8189fa --- /dev/null +++ b/FIX40/html/Messages/Standard Message Trailer.html @@ -0,0 +1,175 @@ + + + + + + + + + Standard Message Trailer (TRAILER) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
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CHAR 
89Signature DATA 
93SignatureLength LENGTH 
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+ + + + \ No newline at end of file diff --git a/FIX40/html/Messages/TestRequest.html b/FIX40/html/Messages/TestRequest.html new file mode 100644 index 0000000..59fc19d --- /dev/null +++ b/FIX40/html/Messages/TestRequest.html @@ -0,0 +1,163 @@ + + + + + + + + + TestRequest (1) — FIX40.xml documentation + + + + + + + + + + + + + + + + + + + +
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TestRequest (1)

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MsgTypeCategory
1ADMIN
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Fields

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TagField NameReq’dData TypeAcceptable Enums
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CHAR 
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+ + + + \ No newline at end of file diff --git a/FIX40/html/_downloads/27ce5cea83206321bf2c04e0f13a4288/FIX40.xml b/FIX40/html/_downloads/27ce5cea83206321bf2c04e0f13a4288/FIX40.xml new file mode 100644 index 0000000..b53faf9 --- /dev/null +++ b/FIX40/html/_downloads/27ce5cea83206321bf2c04e0f13a4288/FIX40.xml @@ -0,0 +1,862 @@ + +
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\ No newline at end of file diff --git a/FIX40/html/_sources/Messages/Advertisement.rst.txt b/FIX40/html/_sources/Messages/Advertisement.rst.txt new file mode 100644 index 0000000..0f4a250 --- /dev/null +++ b/FIX40/html/_sources/Messages/Advertisement.rst.txt @@ -0,0 +1,266 @@ +================= +Advertisement (7) +================= + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| 7 | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `2 `_ + + - AdvId + + - * + + - INT + + - + + * - `3 `_ + + - AdvRefID + + - + + - INT + + - + + * - `4 `_ + + - AdvSide + + - * + + - CHAR + + - B = BUY + + * - + + - + + - + + - + + - S = SELL + + * - + + - + + - + + - + + - T = TRADE + + * - + + - + + - + + - + + - X = CROSS + + * - `5 `_ + + - AdvTransType + + - * + + - CHAR + + - C = CANCEL + + * - + + - + + - + + - + + - N = NEW + + * - + + - + + - + + - + + - R = REPLACE + + * - `15 `_ + + - Currency + + - + + - CHAR + + - + + * - `22 `_ + + - IDSource + + - + + - CHAR + + - 1 = CUSIP + + * - + + - + + - + + - + + - 2 = SEDOL + + * - + + - + + - + + - + + - 3 = QUIK + + * - + + - + + - + + - + + - 4 = ISIN_NUMBER + + * - + + - + + - + + - + + - 5 = RIC_CODE + + * - `106 `_ + + - Issuer + + - + + - CHAR + + - + + * - `44 `_ + + - Price + + - + + - FLOAT + + - + + * - `107 `_ + + - SecurityDesc + + - + + - CHAR + + - + + * - `48 `_ + + - SecurityID + + - + + - CHAR + + - + + * - `53 `_ + + - Shares + + - * + + - INT + + - + + * - `55 `_ + + - Symbol + + - * + + - CHAR + + - + + * - `65 `_ + + - SymbolSfx + + - + + - CHAR + + - + + * - `58 `_ + + - Text + + - + + - CHAR + + - + + * - `60 `_ + + - TransactTime + + - + + - TIME + + - + diff --git a/FIX40/html/_sources/Messages/Allocation.rst.txt b/FIX40/html/_sources/Messages/Allocation.rst.txt new file mode 100644 index 0000000..b5f462f --- /dev/null +++ b/FIX40/html/_sources/Messages/Allocation.rst.txt @@ -0,0 +1,846 @@ +============== +Allocation (J) +============== + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| J | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `70 `_ + + - AllocID + + - * + + - INT + + - + + * - `71 `_ + + - AllocTransType + + - * + + - CHAR + + - 0 = NEW + + * - + + - + + - + + - + + - 1 = REPLACE + + * - + + - + + - + + - + + - 2 = CANCEL + + * - `74 `_ + + - AvgPrxPrecision + + - + + - INT + + - + + * - `6 `_ + + - AvgPx + + - * + + - FLOAT + + - + + * - `15 `_ + + - Currency + + - + + - CHAR + + - + + * - `64 `_ + + - FutSettDate + + - + + - DATE + + - + + * - `22 `_ + + - IDSource + + - + + - CHAR + + - 1 = CUSIP + + * - + + - + + - + + - + + - 2 = SEDOL + + * - + + - + + - + + - + + - 3 = QUIK + + * - + + - + + - + + - + + - 4 = ISIN_NUMBER + + * - + + - + + - + + - + + - 5 = RIC_CODE + + * - `106 `_ + + - Issuer + + - + + - CHAR + + - + + * - `118 `_ + + - NetMoney + + - + + - FLOAT + + - + + * - + + - *NoAllocs* + + - * + + - + + - + + * - > `79 `_ + + - AllocAccount + + - * + + - CHAR + + - + + * - > `80 `_ + + - AllocShares + + - * + + - INT + + - + + * - > `92 `_ + + - BrokerOfCredit + + - + + - CHAR + + - + + * - > `109 `_ + + - ClientID + + - + + - CHAR + + - + + * - > `13 `_ + + - CommType + + - + + - CHAR + + - 1 = PER_SHARE + + * - > + + - + + - + + - + + - 2 = PERCENTAGE + + * - > + + - + + - + + - + + - 3 = ABSOLUTE + + * - > `12 `_ + + - Commission + + - + + - FLOAT + + - + + * - > `86 `_ + + - DlvyInst + + - + + - CHAR + + - + + * - > `76 `_ + + - ExecBroker + + - + + - CHAR + + - + + * - > `85 `_ + + - NoDlvyInst + + - + + - INT + + - + + * - > `81 `_ + + - ProcessCode + + - + + - CHAR + + - 0 = REGULAR + + * - > + + - + + - + + - + + - 1 = SOFT_DOLLAR + + * - > + + - + + - + + - + + - 2 = STEP_IN + + * - > + + - + + - + + - + + - 3 = STEP_OUT + + * - > + + - + + - + + - + + - 4 = SOFT_DOLLAR_STEP_IN + + * - > + + - + + - + + - + + - 5 = SOFT_DOLLAR_STEP_OUT + + * - > + + - + + - + + - + + - 6 = PLAN_SPONSOR + + * - + + - *NoExecs* + + - + + - + + - + + * - > `17 `_ + + - ExecID + + - + + - INT + + - + + * - > `30 `_ + + - LastMkt + + - + + - CHAR + + - + + * - > `31 `_ + + - LastPx + + - + + - FLOAT + + - + + * - > `32 `_ + + - LastShares + + - + + - INT + + - + + * - + + - *NoMiscFees* + + - + + - + + - + + * - > `137 `_ + + - MiscFeeAmt + + - + + - FLOAT + + - + + * - > `138 `_ + + - MiscFeeCurr + + - + + - CHAR + + - + + * - > `139 `_ + + - MiscFeeType + + - + + - CHAR + + - 1 = REGULATORY + + * - > + + - + + - + + - + + - 2 = TAX + + * - > + + - + + - + + - + + - 3 = LOCAL_COMMISSION + + * - > + + - + + - + + - + + - 4 = EXCHANGE_FEES + + * - > + + - + + - + + - + + - 5 = STAMP + + * - > + + - + + - + + - + + - 6 = LEVY + + * - > + + - + + - + + - + + - 7 = OTHER + + * - + + - *NoOrders* + + - * + + 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- + + - + + - + + - + + - 9 = T_PLUS_5 + + * - `53 `_ + + - Shares + + - * + + - INT + + - + + * - `54 `_ + + - Side + + - * + + - CHAR + + - 1 = BUY + + * - + + - + + - + + - + + - 2 = SELL + + * - + + - + + - + + - + + - 3 = BUY_MINUS + + * - + + - + + - + + - + + - 4 = SELL_PLUS + + * - + + - + + - + + - + + - 5 = SELL_SHORT + + * - + + - + + - + + - + + - 6 = SELL_SHORT_EXEMPT + + * - `55 `_ + + - Symbol + + - * + + - CHAR + + - + + * - `65 `_ + + - SymbolSfx + + - + + - CHAR + + - + + * - `58 `_ + + - Text + + - + + - CHAR + + - + + * - `75 `_ + + - TradeDate + + - * + + - DATE + + - + + * - `60 `_ + + - TransactTime + + - + + - TIME + + - + diff --git a/FIX40/html/_sources/Messages/AllocationInstructionAck.rst.txt b/FIX40/html/_sources/Messages/AllocationInstructionAck.rst.txt new file mode 100644 index 0000000..4119caa --- /dev/null +++ b/FIX40/html/_sources/Messages/AllocationInstructionAck.rst.txt @@ -0,0 +1,206 @@ +============================ +AllocationInstructionAck (P) +============================ + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| P | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `70 `_ + + - AllocID + + - * + + - INT + + - + + * - `88 `_ + + - AllocRejCode + + - + + - INT + + - 0 = UNKNOWN_ACCOUNT + + * - + + - + + - + + - + + - 1 = INCORRECT_QUANTITY + + * - + + - + + - + + - + + - 2 = INCORRECT_AVERAGE_PRICE + + * - + + - + + - + + - + + - 3 = UNKNOWN_EXECUTING_BROKER_MNEMONIC + + * - + + - + + - + + - + + - 4 = COMMISSION_DIFFERENCE + + * - + + - + + - + + - + + - 5 = UNKNOWN_ORDERID + + * - + + - + + - + + - + + - 6 = UNKNOWN_LISTID + + * - + + - + + - + + - + + - 7 = OTHER + + * - `87 `_ + + - AllocStatus + + - * + + - INT + + - 0 = ACCEPTED + + * - + + - + + - + + - + + - 1 = REJECTED + + * - + + - + + - + + - + + - 2 = PARTIAL_ACCEPT + + * - + + - + + - + + - + + - 3 = RECEIVED + + * - `109 `_ + + - ClientID + + - + + - CHAR + + - + + * - `76 `_ + + - ExecBroker + + - + + - CHAR + + - + + * - `58 `_ + + - Text + + - + + - CHAR + + - + + * - `75 `_ + + - TradeDate + + - * + + - DATE + + - + + * - `60 `_ + + - TransactTime + + - + + - TIME + + - + diff --git a/FIX40/html/_sources/Messages/DontKnowTrade.rst.txt b/FIX40/html/_sources/Messages/DontKnowTrade.rst.txt new file mode 100644 index 0000000..ac9c972 --- /dev/null +++ b/FIX40/html/_sources/Messages/DontKnowTrade.rst.txt @@ -0,0 +1,216 @@ +================= +DontKnowTrade (Q) +================= + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| Q | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `127 `_ + + - DKReason + + - * + + - CHAR + + - A = UNKNOWN_SYMBOL + + * - + + - + + - + + - + + - B = WRONG_SIDE + + * - + + - + + - + + - + + - C = QUANTITY_EXCEEDS_ORDER + + * - + + - + + - + + - + + - D = NO_MATCHING_ORDER + + * - + + - + + - + + - + + - E = PRICE_EXCEEDS_LIMIT + + * - + + - + + - + + - + + - Z = OTHER + + * - `17 `_ + + - ExecID + + - + + - INT + + - + + * - `31 `_ + + - LastPx + + - * + + - FLOAT + + - + + * - `32 `_ + + - LastShares + + - * + + - INT + + - + + * - `37 `_ + + - OrderID + + - + + - CHAR + + - + + * - `38 `_ + + - OrderQty + + - * + + - INT + + - + + * - `54 `_ + + - Side + + - * + + - CHAR + + - 1 = BUY + + * - + + - + + - + + - + + - 2 = SELL + + * - + + - + + - + + - + + - 3 = BUY_MINUS + + * - + + - + + - + + - + + - 4 = SELL_PLUS + + * - + + - + + - + + - + + - 5 = SELL_SHORT + + * - + + - + + - + + - + + - 6 = SELL_SHORT_EXEMPT + + * - `55 `_ + + - Symbol + + - * + + - CHAR + + - + + * - `58 `_ + + - Text + + - + + - CHAR + + - + diff --git a/FIX40/html/_sources/Messages/Email.rst.txt b/FIX40/html/_sources/Messages/Email.rst.txt new file mode 100644 index 0000000..6f5ec57 --- /dev/null +++ b/FIX40/html/_sources/Messages/Email.rst.txt @@ -0,0 +1,136 @@ +========= +Email (C) +========= + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| C | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `11 `_ + + - ClOrdID + + - + + - CHAR + + - + + * - `94 `_ + + - EmailType + + - * + + - CHAR + + - 0 = NEW + + * - + + - + + - + + - + + - 1 = REPLY + + * - + + - + + - + + - + + - 2 = ADMIN_REPLY + + * - `33 `_ + + - LinesOfText + + - * + + - INT + + - + + * - `37 `_ + + - OrderID + + - + + - CHAR + + - + + * - `42 `_ + + - OrigTime + + - + + - TIME + + - + + * - `96 `_ + + - RawData + + - + + - DATA + + - + + * - `95 `_ + + - RawDataLength + + - + + - LENGTH + + - + + * - `46 `_ + + - RelatdSym + + - + + - CHAR + + - + + * - `58 `_ + + - Text + + - * + + - CHAR + + - + diff --git a/FIX40/html/_sources/Messages/ExecutionReport.rst.txt b/FIX40/html/_sources/Messages/ExecutionReport.rst.txt new file mode 100644 index 0000000..6f79e3f --- /dev/null +++ b/FIX40/html/_sources/Messages/ExecutionReport.rst.txt @@ -0,0 +1,1536 @@ +=================== +ExecutionReport (8) +=================== + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| 8 | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `1 `_ + + - Account + + - + + - CHAR + + - + + * - `6 `_ + + - AvgPx + + - * + + - FLOAT + + - + + * - `11 `_ + + - ClOrdID + + - + + - CHAR + + - + + * - `109 `_ + + - ClientID + + - + + - CHAR + + - + + * - `13 `_ + + - CommType + + - + + - CHAR + + - 1 = PER_SHARE + + * - + + - + + - + + - + + - 2 = PERCENTAGE + + * - + + - + + - + + - + + - 3 = ABSOLUTE + + * - `12 `_ + + - Commission + + - + + - FLOAT + + - + + * - `14 `_ + + - CumQty + + - * + + - INT + + - + + * - `15 `_ + + - Currency + + - + + - CHAR + + - + + * - `76 `_ + + - ExecBroker + + - + + - CHAR + + - + + * - `17 `_ + + - ExecID + + - * + + - INT + + - + + * - `18 `_ + + - ExecInst + + - + + - CHAR + + - 0 = STAY_ON_OFFERSIDE + + * - + + - + + - + + - + + - 1 = NOT_HELD + + * - + + - + + - + + - + + - 2 = WORK + + * - + + - + + - + + - + + - 3 = GO_ALONG + + * - + + - + + - + + - + + - 4 = OVER_THE_DAY + + * - + + - + + - + + - + + - 5 = HELD + + * - + + - + + - + + - + + - 6 = PARTICIPATE_DONT_INITIATE + + * - + + - + + - + + - + + - 7 = STRICT_SCALE + + * - + + - + + - + + - + + - 8 = TRY_TO_SCALE + + * - + + - + + - + + - + + - 9 = STAY_ON_BIDSIDE + + * - + + - + + - + + - + + - A = NO_CROSS + + * - + + - + + - + + - + + - B = OK_TO_CROSS + + * - + + - + + - + + - + + - C = CALL_FIRST + + * - + + - + + - + + - + + - D = PERCENT_OF_VOLUME + + * - + + - + + - + + - + + - E = DO_NOT_INCREASE + + * - + + - + + - + + - + + - F = DO_NOT_REDUCE + + * - + + - + + - + + - + + - G = ALL_OR_NONE + + * - + + - + + - + + - + + - I = INSTITUTIONS_ONLY + + * - + + - + + - + + - + + - L = LAST_PEG + + * - + + - + + - + + - + + - M = MID_PRICE_PEG + + * - + + - + + - + + - + + - N = NON_NEGOTIABLE + + * - + + - + + - + + - + + - O = OPENING_PEG + + * - + + - + + - + + - + + - P = MARKET_PEG + + * - + + - + + - + + - + + - R = PRIMARY_PEG + + * - + + - + + - + + - + + - S = SUSPEND + + * - `19 `_ + + - ExecRefID + + - + + - INT + + - + + * - `20 `_ + + - ExecTransType + + - * + + - CHAR + + - 0 = NEW + + * - + + - + + - + + - + + - 1 = CANCEL + + * - + + - + + - + + - + + - 2 = CORRECT + + * - + + - + + - + + - + + - 3 = STATUS + + * - `126 `_ + + - ExpireTime + + - + + - TIME + + - + + * - `64 `_ + + - FutSettDate + + - + + - DATE + + - + + * - `22 `_ + + - IDSource + + - + + - CHAR + + - 1 = CUSIP + + * - + + - + + - + + - + + - 2 = SEDOL + + * - + + - + + - + + - + + - 3 = QUIK + + * - + + - + + - + + - + + - 4 = ISIN_NUMBER + + * - + + - + + - + + - + + - 5 = RIC_CODE + + * - `106 `_ + + - Issuer + + - + + - CHAR + + - + + * - `29 `_ + + - LastCapacity + + - + + - CHAR + + - 1 = AGENT + + * - + + - + + - + + - + + - 2 = CROSS_AS_AGENT + + * - + + - + + - + + - + + - 3 = CROSS_AS_PRINCIPAL + + * - + + - + + - + + - + + - 4 = PRINCIPAL + + * - `30 `_ + + - LastMkt + + - + + - CHAR + + - + + * - `31 `_ + + - LastPx + + - * + + - FLOAT + + - + + * - `32 `_ + + - LastShares + + - * + + - INT + + - + + * - `66 `_ + + - ListID + + - + + - CHAR + + - + + * - `118 `_ + + - NetMoney + + - + + - FLOAT + + - + + * - + + - *NoMiscFees* + + - + + - + + - + + * - > `137 `_ + + - MiscFeeAmt + + - + + - FLOAT + + - + + * - > `138 `_ + + - MiscFeeCurr + + - + + - CHAR + + - + + * - > `139 `_ + + - MiscFeeType + + - + + - CHAR + + - 1 = REGULATORY + + * - > + + - + + - + + - + + - 2 = TAX + + * - > + + - + + - + + - + + - 3 = LOCAL_COMMISSION + + * - > + + - + + - + + - + + - 4 = EXCHANGE_FEES + + * - > + + - + + - + + - + + - 5 = STAMP + + * - > + + - + + - + + - + + - 6 = LEVY + + * - > + + - + + - + + - + + - 7 = OTHER + + * - `103 `_ + + - OrdRejReason + + - + + - INT + + - 0 = BROKER_OPTION + + * - + + - + + - + + - + + - 1 = UNKNOWN_SYMBOL + + * - + + - + + - + + - + + - 2 = EXCHANGE_CLOSED + + * - + + - + + - + + - + + - 3 = ORDER_EXCEEDS_LIMIT + + * - + + - + + - + + - + + - 4 = TOO_LATE_TO_ENTER + + * - `39 `_ + + - OrdStatus + + - * + + - CHAR + + - 0 = NEW + + * - + + - + + - + + - + + - 1 = PARTIALLY_FILLED + + * - + + - + + - + + - + + - 2 = FILLED + + * - + + - + + - + + - + + - 3 = DONE_FOR_DAY + + * - + + - + + - + + - + + - 4 = CANCELED + + * - + + - + + - + + - + + - 5 = REPLACED + + * - + + - + + - + + - + + - 6 = PENDING_CANCEL_REPLACE + + * - + + - + + - + + - + + - 7 = STOPPED + + * - + + - + + - + + - + + - 8 = REJECTED + + * - + + - + + - + + - + + - 9 = SUSPENDED + + * - + + - + + - + + - + + - A = PENDING_NEW + + * - + + - + + - + + - + + - B = CALCULATED + + * - + + - + + - + + - + + - C = EXPIRED + + * - `40 `_ + + - OrdType + + - + + - CHAR + + - 1 = MARKET + + * - + + - + + - + + - + + - 2 = LIMIT + + * - + + - + + - + + - + + - 3 = STOP + + * - + + - + + - + + - + + - 4 = STOP_LIMIT + + * - + + - + + - + + - + + - 5 = MARKET_ON_CLOSE + + * - + + - + + - + + - + + - 6 = WITH_OR_WITHOUT + + * - + + - + + - + + - + + - 7 = LIMIT_OR_BETTER + + * - + + - + + - + + - + + - 8 = LIMIT_WITH_OR_WITHOUT + + * - + + - + + - + + - + + - 9 = ON_BASIS + + * - + + - + + - + + - + + - A = ON_CLOSE + + * - + + - + + - + + - + + - B = LIMIT_ON_CLOSE + + * - + + - + + - + + - + + - C = FOREX + + * - + + - + + - + + - + + - D = PREVIOUSLY_QUOTED + + * - + + - + + - + + - + + - E = PREVIOUSLY_INDICATED + + * - + + - + + - + + - + + - P = PEGGED + + * - `37 `_ + + - OrderID + + - * + + - CHAR + + - + + * - `38 `_ + + - OrderQty + + - * + + - INT + + - + + * - `44 `_ + + - Price + + - + + - FLOAT + + - + + * - `113 `_ + + - ReportToExch + + - + + - CHAR + + - N = NO + + * - + + - + + - + + - + + - Y = YES + + * - `47 `_ + + - Rule80A + + - + + - CHAR + + - A = AGENCY_SINGLE_ORDER + + * - + + - + + - + + - + + - C = PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG + + * - + + - + + - + + - + + - D = PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG + + * - + + - + + - + + - + + - I = INDIVIDUAL_INVESTOR_SINGLE_ORDER + + * - + + - + + - + + - + + - J = PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER + + * - + + - + + - + + - + + - K = PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER + + * - + + - + + - + + - + + - M = PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER + + * - + + - + + - + + - + + - N = PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER + + * - + + - + + - + + - + + - U = PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY + + * - + + - + + - + + - + + - W = ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER + + * - + + - + + - + + - + + - Y = PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY + + * - `107 `_ + + - SecurityDesc + + - + + - CHAR + + - + + * - `48 `_ + + - SecurityID + + - + + - CHAR + + - + + * - `119 `_ + + - SettlCurrAmt + + - + + - FLOAT + + - + + * - `120 `_ + + - SettlCurrency + + - + + - CHAR + + - + + * - `63 `_ + + - SettlmntTyp + + - + + - CHAR + + - 0 = REGULAR + + * - + + - + + - + + - + + - 1 = CASH + + * - + + - + + - + + - + + - 2 = NEXT_DAY + + * - + + - + + - + + - + + - 3 = T_PLUS_2 + + * - + + - + + - + + - + + - 4 = T_PLUS_3 + + * - + + - + + - + + - + + - 5 = T_PLUS_4 + + * - + + - + + - + + - + + - 6 = FUTURE + + * - + + - + + - + + - + + - 7 = WHEN_ISSUED + + * - + + - + + - + + - + + - 8 = SELLERS_OPTION + + * - + + - + + - + + - + + - 9 = T_PLUS_5 + + * - `54 `_ + + - Side + + - * + + - CHAR + + - 1 = BUY + + * - + + - + + - + + - + + - 2 = SELL + + * - + + - + + - + + - + + - 3 = BUY_MINUS + + * - + + - + + - + + - + + - 4 = SELL_PLUS + + * - + + - + + - + + - + + - 5 = SELL_SHORT + + * - + + - + + - + + - + + - 6 = SELL_SHORT_EXEMPT + + * - `99 `_ + + - StopPx + + - + + - FLOAT + + - + + * - `55 `_ + + - Symbol + + - * + + - CHAR + + - + + * - `65 `_ + + - SymbolSfx + + - + + - CHAR + + - + + * - `58 `_ + + - Text + + - + + - CHAR + + - + + * - `59 `_ + + - TimeInForce + + - + + - CHAR + + - 0 = DAY + + * - + + - + + - + + - + + - 1 = GOOD_TILL_CANCEL + + * - + + - + + - + + - + + - 2 = AT_THE_OPENING + + * - + + - + + - + + - + + - 3 = IMMEDIATE_OR_CANCEL + + * - + + - + + - + + - + + - 4 = FILL_OR_KILL + + * - + + - + + - + + - + + - 5 = GOOD_TILL_CROSSING + + * - + + - + + - + + - + + - 6 = GOOD_TILL_DATE + + * - `75 `_ + + - TradeDate + + - + + - DATE + + - + + * - `60 `_ + + - TransactTime + + - + + - TIME + + - + diff --git a/FIX40/html/_sources/Messages/Heartbeat.rst.txt b/FIX40/html/_sources/Messages/Heartbeat.rst.txt new file mode 100644 index 0000000..b7b3d96 --- /dev/null +++ b/FIX40/html/_sources/Messages/Heartbeat.rst.txt @@ -0,0 +1,36 @@ +============= +Heartbeat (0) +============= + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| 0 | ADMIN | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `112 `_ + + - TestReqID + + - + + - CHAR + + - + diff --git a/FIX40/html/_sources/Messages/IOI.rst.txt b/FIX40/html/_sources/Messages/IOI.rst.txt new file mode 100644 index 0000000..bde7213 --- /dev/null +++ b/FIX40/html/_sources/Messages/IOI.rst.txt @@ -0,0 +1,506 @@ +======= +IOI (6) +======= + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| 6 | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `15 `_ + + - Currency + + - + + - CHAR + + - + + * - `22 `_ + + - IDSource + + - + + - CHAR + + - 1 = CUSIP + + * - + + - + + - + + - + + - 2 = SEDOL + + * - + + - + + - + + - + + - 3 = QUIK + + * - + + - + + - + + - + + - 4 = ISIN_NUMBER + + * - + + - + + - + + - + + - 5 = RIC_CODE + + * - `130 `_ + + - IOINaturalFlag + + - + + - CHAR + + - N = NO + + * - + + - + + - + + - + + - Y = YES + + * - `24 `_ + + - IOIOthSvc + + - + + - CHAR + + - A = AUTEX + + * - + + - + + - + + - + + - B = BRIDGE + + * - `25 `_ + + - IOIQltyInd + + - + + - CHAR + + - H = HIGH + + * - + + - + + - + + - + + - L = LOW + + * - + + - + + - + + - + + - M = MEDIUM + + * - `104 `_ + + - IOIQualifier + + - + + - CHAR + + - A = ALL_OR_NONE + + * - + + - + + - + + - + + - C = AT_THE_CLOSE + + * - + + - + + - + + - + + - I = IN_TOUCH_WITH + + * - + + - + + - + + - + + - L = LIMIT + + * - + + - + + - + + - + + - M = MORE_BEHIND + + * - + + - + + - + + - + + - O = AT_THE_OPEN + + * - + + - + + - + + - + + - P = TAKING_A_POSITION + + * - + + - + + - + + - + + - Q = CURRENT_QUOTE + + * - + + - + + - + + - + + - S = PORTFOLIO_SHOW_N + + * - + + - + + - + + - + + - T = THROUGH_THE_DAY + + * - + + - + + - + + - + + - V = VERSUS + + * - + + - + + - + + - + + - W = INDICATION + + * - + + - + + - + + - + + - X = CROSSING_OPPORTUNITY + + * - `26 `_ + + - IOIRefID + + - + + - INT + + - + + * - `27 `_ + + - IOIShares + + - * + + - CHAR + + - L = LARGE + + * - + + - + + - + + - + + - M = MEDIUM + + * - + + - + + - + + - + + - S = SMALL + + * - `28 `_ + + - IOITransType + + - * + + - CHAR + + - C = CANCEL + + * - + + - + + - + + - + + - N = NEW + + * - + + - + + - + + - + + - R = REPLACE + + * - `23 `_ + + - IOIid + + - * + + - INT + + - + + * - `106 `_ + + - Issuer + + - + + - CHAR + + - + + * - `44 `_ + + - Price + + - + + - FLOAT + + - + + * - `107 `_ + + - SecurityDesc + + - + + - CHAR + + - + + * - `48 `_ + + - SecurityID + + - + + - CHAR + + - + + * - `54 `_ + + - Side + + - * + + - CHAR + + - 1 = BUY + + * - + + - + + - + + - + + - 2 = SELL + + * - + + - + + - + + - + + - 3 = BUY_MINUS + + * - + + - + + - + + - + + - 4 = SELL_PLUS + + * - + + - + + - + + - + + - 5 = SELL_SHORT + + * - + + - + + - + + - + + - 6 = SELL_SHORT_EXEMPT + + * - `55 `_ + + - Symbol + + - * + + - CHAR + + - + + * - `65 `_ + + - SymbolSfx + + - + + - CHAR + + - + + * - `58 `_ + + - Text + + - + + - CHAR + + - + + * - `62 `_ + + - ValidUntilTime + + - + + - TIME + + - + diff --git a/FIX40/html/_sources/Messages/ListCancelRequest.rst.txt b/FIX40/html/_sources/Messages/ListCancelRequest.rst.txt new file mode 100644 index 0000000..3004699 --- /dev/null +++ b/FIX40/html/_sources/Messages/ListCancelRequest.rst.txt @@ -0,0 +1,56 @@ +===================== +ListCancelRequest (K) +===================== + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| K | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `66 `_ + + - ListID + + - * + + - CHAR + + - + + * - `58 `_ + + - Text + + - + + - CHAR + + - + + * - `105 `_ + + - WaveNo + + - + + - CHAR + + - + diff --git a/FIX40/html/_sources/Messages/ListExecute.rst.txt b/FIX40/html/_sources/Messages/ListExecute.rst.txt new file mode 100644 index 0000000..ccb1ec1 --- /dev/null +++ b/FIX40/html/_sources/Messages/ListExecute.rst.txt @@ -0,0 +1,56 @@ +=============== +ListExecute (L) +=============== + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| L | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `66 `_ + + - ListID + + - * + + - CHAR + + - + + * - `58 `_ + + - Text + + - + + - CHAR + + - + + * - `105 `_ + + - WaveNo + + - + + - CHAR + + - + diff --git a/FIX40/html/_sources/Messages/ListStatus.rst.txt b/FIX40/html/_sources/Messages/ListStatus.rst.txt new file mode 100644 index 0000000..e622579 --- /dev/null +++ b/FIX40/html/_sources/Messages/ListStatus.rst.txt @@ -0,0 +1,116 @@ +============== +ListStatus (N) +============== + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| N | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `66 `_ + + - ListID + + - * + + - CHAR + + - + + * - + + - *NoOrders* + + - * + + - + + - + + * - > `6 `_ + + - AvgPx + + - * + + - FLOAT + + - + + * - > `11 `_ + + - ClOrdID + + - * + + - CHAR + + - + + * - > `14 `_ + + - CumQty + + - * + + - INT + + - + + * - > `84 `_ + + - CxlQty + + - * + + - INT + + - + + * - `82 `_ + + - NoRpts + + - * + + - INT + + - + + * - `83 `_ + + - RptSeq + + - * + + - INT + + - + + * - `105 `_ + + - WaveNo + + - + + - CHAR + + - + diff --git a/FIX40/html/_sources/Messages/ListStatusRequest.rst.txt b/FIX40/html/_sources/Messages/ListStatusRequest.rst.txt new file mode 100644 index 0000000..0a64238 --- /dev/null +++ b/FIX40/html/_sources/Messages/ListStatusRequest.rst.txt @@ -0,0 +1,56 @@ +===================== +ListStatusRequest (M) +===================== + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| M | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `66 `_ + + - ListID + + - * + + - CHAR + + - + + * - `58 `_ + + - Text + + - + + - CHAR + + - + + * - `105 `_ + + - WaveNo + + - + + - CHAR + + - + diff --git a/FIX40/html/_sources/Messages/Logon.rst.txt b/FIX40/html/_sources/Messages/Logon.rst.txt new file mode 100644 index 0000000..cfc0900 --- /dev/null +++ b/FIX40/html/_sources/Messages/Logon.rst.txt @@ -0,0 +1,126 @@ +========= +Logon (A) +========= + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| A | ADMIN | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `98 `_ + + - EncryptMethod + + - * + + - INT + + - 0 = NONE + + * - + + - + + - + + - + + - 1 = PKCS + + * - + + - + + - + + - + + - 2 = DES + + * - + + - + + - + + - + + - 3 = PKCS_DES + + * - + + - + + - + + - + + - 4 = PGP_DES + + * - + + - + + - + + - + + - 5 = PGP_DES_MD5 + + * - + + - + + - + + - + + - 6 = PEM_DES_MD5 + + * - `108 `_ + + - HeartBtInt + + - * + + - INT + + - + + * - `96 `_ + + - RawData + + - + + - DATA + + - + + * - `95 `_ + + - RawDataLength + + - + + - LENGTH + + - + diff --git a/FIX40/html/_sources/Messages/Logout.rst.txt b/FIX40/html/_sources/Messages/Logout.rst.txt new file mode 100644 index 0000000..e0aef3d --- /dev/null +++ b/FIX40/html/_sources/Messages/Logout.rst.txt @@ -0,0 +1,36 @@ +========== +Logout (5) +========== + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| 5 | ADMIN | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `58 `_ + + - Text + + - + + - CHAR + + - + diff --git a/FIX40/html/_sources/Messages/NewOrderList.rst.txt b/FIX40/html/_sources/Messages/NewOrderList.rst.txt new file mode 100644 index 0000000..10254cd --- /dev/null +++ b/FIX40/html/_sources/Messages/NewOrderList.rst.txt @@ -0,0 +1,1266 @@ +================ +NewOrderList (E) +================ + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| E | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `1 `_ + + - Account + + - + + - CHAR + + - + + * - `11 `_ + + - ClOrdID + + - * + + - CHAR + + - + + * - `109 `_ + + - ClientID + + - + + - CHAR + + - + + * - `13 `_ + + - CommType + + - + + - CHAR + + - 1 = PER_SHARE + + * - + + - + + - + + - + + - 2 = PERCENTAGE + + * - + + - + + - + + - + + - 3 = ABSOLUTE + + * - `12 `_ + + - Commission + + - + + - FLOAT + + - + + * - `15 `_ + + - Currency + + - + + - CHAR + + - + + * - `100 `_ + + - ExDestination + + - + + - CHAR + + - 0 = NONE + + * - + + - + + - + + - + + - 4 = POSIT + + * - `76 `_ + + - ExecBroker + + - + + - CHAR + + - + + * - `18 `_ + + - ExecInst + + - + + - CHAR + + - 0 = STAY_ON_OFFERSIDE + + * - + + - + + - + + - + + - 1 = NOT_HELD + + * - + + - + + - + + - + + - 2 = WORK + + * - + + - + + - + + - + + - 3 = GO_ALONG + + * - + + - + + - + + - + + - 4 = OVER_THE_DAY + + * - + + - + + - + + - + + - 5 = HELD + + * - + + - + + - + + - + + - 6 = PARTICIPATE_DONT_INITIATE + + * - + + - + + - + + - + + - 7 = STRICT_SCALE + + * - + + - + + - + + - + + - 8 = TRY_TO_SCALE + + * - + + - + + - + + - + + - 9 = STAY_ON_BIDSIDE + + * - + + - + + - + + - + + - A = NO_CROSS + + * - + + - + + - + + - + + - B = OK_TO_CROSS + + * - + + - + + - + + - + + - C = CALL_FIRST + + * - + + - + + - + + - + + - D = PERCENT_OF_VOLUME + + * - + + - + + - + + - + + - E = DO_NOT_INCREASE + + * - + + - + + - + + - + + - F = DO_NOT_REDUCE + + * - + + - + + - + + - + + - G = ALL_OR_NONE + + * - + + - + + - + + - + + - I = INSTITUTIONS_ONLY + + * - + + - + + - + + - + + - L = LAST_PEG + + * - + + - + + - + + - + + - M = MID_PRICE_PEG + + * - + + - + + - + + - + + - N = NON_NEGOTIABLE + + * - + + - + + - + + - + + - O = OPENING_PEG + + * - + + - + + - + + - + + - P = MARKET_PEG + + * - + + - + + - + + - + + - R = PRIMARY_PEG + + * - + + - + + - + + - + + - S = SUSPEND + + * - `126 `_ + + - ExpireTime + + - + + - TIME + + - + + * - `121 `_ + + - ForexReq + + - + + - CHAR + + - N = NO + + * - + + - + + - + + - + + - Y = YES + + * - `64 `_ + + - FutSettDate + + - + + - DATE + + - + + * - `21 `_ + + - HandlInst + + - * + + - CHAR + + - 1 = AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION + + * - + + - + + - + + - + + - 2 = AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK + + * - + + - + + - + + - + + - 3 = MANUAL_ORDER_BEST_EXECUTION + + * - `22 `_ + + - IDSource + + - + + - CHAR + + - 1 = CUSIP + + * - + + - + + - + + - + + - 2 = SEDOL + + * - + + - + + - + + - + + - 3 = QUIK + + * - + + - + + - + + - + + - 4 = ISIN_NUMBER + + * - + + - + + - + + - + + - 5 = RIC_CODE + + * - `106 `_ + + - Issuer + + - + + - CHAR + + - + + * - `69 `_ + + - ListExecInst + + - + + - CHAR + + - + + * - `66 `_ + + - ListID + + - * + + - CHAR + + - + + * - `68 `_ + + - ListNoOrds + + - * + + - INT + + - + + * - `67 `_ + + - ListSeqNo + + - * + + - INT + + - + + * - `114 `_ + + - LocateReqd + + - + + - CHAR + + - N = NO + + * - + + - + + - + + - + + - Y = YES + + * - `111 `_ + + - MaxFloor + + - + + - INT + + - + + * - `110 `_ + + - MinQty + + - + + - INT + + - + + * - `40 `_ + + - OrdType + + - * + + - CHAR + + - 1 = MARKET + + * - + + - + + - + + - + + - 2 = LIMIT + + * - + + - + + - + + - + + - 3 = STOP + + * - + + - + + - + + - + + - 4 = STOP_LIMIT + + * - + + - + + - + + - + + - 5 = MARKET_ON_CLOSE + + * - + + - + + - + + - + + - 6 = WITH_OR_WITHOUT + + * - + + - + + - + + - + + - 7 = LIMIT_OR_BETTER + + * - + + - + + - + + - + + - 8 = LIMIT_WITH_OR_WITHOUT + + * - + + - + + - + + - + + - 9 = ON_BASIS + + * - + + - + + - + + - + + - A = ON_CLOSE + + * - + + - + + - + + - + + - B = LIMIT_ON_CLOSE + + * - + + - + + - + + - + + - C = FOREX + + * - + + - + + - + + - + + - D = PREVIOUSLY_QUOTED + + * - + + - + + - + + - + + - E = PREVIOUSLY_INDICATED + + * - + + - + + - + + - + + - P = PEGGED + + * - `38 `_ + + - OrderQty + + - * + + - INT + + - + + * - `140 `_ + + - PrevClosePx + + - + + - FLOAT + + - + + * - `44 `_ + + - Price + + - + + - FLOAT + + - + + * - `81 `_ + + - ProcessCode + + - + + - CHAR + + - 0 = REGULAR + + * - + + - + + - + + - + + - 1 = SOFT_DOLLAR + + * - + + - + + - + + - + + - 2 = STEP_IN + + * - + + - + + - + + - + + - 3 = STEP_OUT + + * - + + - + + - + + - + + - 4 = SOFT_DOLLAR_STEP_IN + + * - + + - + + - + + - + + - 5 = SOFT_DOLLAR_STEP_OUT + + * - + + - + + - + + - + + - 6 = PLAN_SPONSOR + + * - `47 `_ + + - Rule80A + + - + + - CHAR + + - A = AGENCY_SINGLE_ORDER + + * - + + - + + - + + - + + - C = PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG + + * - + + - + + - + + - + + - D = PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG + + * - + + - + + - + + - + + - I = INDIVIDUAL_INVESTOR_SINGLE_ORDER + + * - + + - + + - + + - + + - J = PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER + + * - + + - + + - + + - + + - K = PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER + + * - + + - + + - + + - + + - M = PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER + + * - + + - + + - + + - + + - N = PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER + + * - + + - + + - + + - + + - U = PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY + + * - + + - + + - + + - + + - W = ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER + + * - + + - + + - + + - + + - Y = PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY + + * - `107 `_ + + - SecurityDesc + + - + + - CHAR + + - + + * - `48 `_ + + - SecurityID + + - + + - CHAR + + - + + * - `120 `_ + + - SettlCurrency + + - + + - CHAR + + - + + * - `63 `_ + + - SettlmntTyp + + - + + - CHAR + + - 0 = REGULAR + + * - + + - + + - + + - + + - 1 = CASH + + * - + + - + + - + + - + + - 2 = NEXT_DAY + + * - + + - + + - + + - + + - 3 = T_PLUS_2 + + * - + + - + + - + + - + + - 4 = T_PLUS_3 + + * - + + - + + - + + - + + - 5 = T_PLUS_4 + + * - + + - + + - + + - + + - 6 = FUTURE + + * - + + - + + - + + - + + - 7 = WHEN_ISSUED + + * - + + - + + - + + - + + - 8 = SELLERS_OPTION + + * - + + - + + - + + - + + - 9 = T_PLUS_5 + + * - `54 `_ + + - Side + + - * + + - CHAR + + - 1 = BUY + + * - + + - + + - + + - + + - 2 = SELL + + * - + + - + + - + + - + + - 3 = BUY_MINUS + + * - + + - + + - + + - + + - 4 = SELL_PLUS + + * - + + - + + - + + - + + - 5 = SELL_SHORT + + * - + + - + + - + + - + + - 6 = SELL_SHORT_EXEMPT + + * - `99 `_ + + - StopPx + + - + + - FLOAT + + - + + * - `55 `_ + + - Symbol + + - * + + - CHAR + + - + + * - `65 `_ + + - SymbolSfx + + - + + - CHAR + + - + + * - `58 `_ + + - Text + + - + + - CHAR + + - + + * - `59 `_ + + - TimeInForce + + - + + - CHAR + + - 0 = DAY + + * - + + - + + - + + - + + - 1 = GOOD_TILL_CANCEL + + * - + + - + + - + + - + + - 2 = AT_THE_OPENING + + * - + + - + + - + + - + + - 3 = IMMEDIATE_OR_CANCEL + + * - + + - + + - + + - + + - 4 = FILL_OR_KILL + + * - + + - + + - + + - + + - 5 = GOOD_TILL_CROSSING + + * - + + - + + - + + - + + - 6 = GOOD_TILL_DATE + + * - `105 `_ + + - WaveNo + + - + + - CHAR + + - + diff --git a/FIX40/html/_sources/Messages/NewOrderSingle.rst.txt b/FIX40/html/_sources/Messages/NewOrderSingle.rst.txt new file mode 100644 index 0000000..a84d23d --- /dev/null +++ b/FIX40/html/_sources/Messages/NewOrderSingle.rst.txt @@ -0,0 +1,1236 @@ +================== +NewOrderSingle (D) +================== + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| D | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `1 `_ + + - Account + + - + + - CHAR + + - + + * - `11 `_ + + - ClOrdID + + - * + + - CHAR + + - + + * - `109 `_ + + - ClientID + + - + + - CHAR + + - + + * - `13 `_ + + - CommType + + - + + - CHAR + + - 1 = PER_SHARE + + * - + + - + + - + + - + + - 2 = PERCENTAGE + + * - + + - + + - + + - + + - 3 = ABSOLUTE + + * - `12 `_ + + - Commission + + - + + - FLOAT + + - + + * - `15 `_ + + - Currency + + - + + - CHAR + + - + + * - `100 `_ + + - ExDestination + + - + + - CHAR + + - 0 = NONE + + * - + + - + + - + + - + + - 4 = POSIT + + * - `76 `_ + + - ExecBroker + + - + + - CHAR + + - + + * - `18 `_ + + - ExecInst + + - + + - CHAR + + - 0 = STAY_ON_OFFERSIDE + + * - + + - + + - + + - + + - 1 = NOT_HELD + + * - + + - + + - + + - + + - 2 = WORK + + * - + + - + + - + + - + + - 3 = GO_ALONG + + * - + + - + + - + + - + + - 4 = OVER_THE_DAY + + * - + + - + + - + + - + + - 5 = HELD + + * - + + - + + - + + - + + - 6 = PARTICIPATE_DONT_INITIATE + + * - + + - + + - + + - + + - 7 = STRICT_SCALE + + * - + + - + + - + + - + + - 8 = TRY_TO_SCALE + + * - + + - + + - + + - + + - 9 = STAY_ON_BIDSIDE + + * - + + - + + - + + - + + - A = NO_CROSS + + * - + + - + + - + + - + + - B = OK_TO_CROSS + + * - + + - + + - + + - + + - C = CALL_FIRST + + * - + + - + + - + + - + + - D = PERCENT_OF_VOLUME + + * - + + - + + - + + - + + - E = DO_NOT_INCREASE + + * - + + - + + - + + - + + - F = DO_NOT_REDUCE + + * - + + - + + - + + - + + - G = ALL_OR_NONE + + * - + + - + + - + + - + + - I = INSTITUTIONS_ONLY + + * - + + - + + - + + - + + - L = LAST_PEG + + * - + + - + + - + + - + + - M = MID_PRICE_PEG + + * - + + - + + - + + - + + - N = NON_NEGOTIABLE + + * - + + - + + - + + - + + - O = OPENING_PEG + + * - + + - + + - + + - + + - P = MARKET_PEG + + * - + + - + + - + + - + + - R = PRIMARY_PEG + + * - + + - + + - + + - + + - S = SUSPEND + + * - `126 `_ + + - ExpireTime + + - + + - TIME + + - + + * - `121 `_ + + - ForexReq + + - + + - CHAR + + - N = NO + + * - + + - + + - + + - + + - Y = YES + + * - `64 `_ + + - FutSettDate + + - + + - DATE + + - + + * - `21 `_ + + - HandlInst + + - * + + - CHAR + + - 1 = AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION + + * - + + - + + - + + - + + - 2 = AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK + + * - + + - + + - + + - + + - 3 = MANUAL_ORDER_BEST_EXECUTION + + * - `22 `_ + + - IDSource + + - + + - CHAR + + - 1 = CUSIP + + * - + + - + + - + + - + + - 2 = SEDOL + + * - + + - + + - + + - + + - 3 = QUIK + + * - + + - + + - + + - + + - 4 = ISIN_NUMBER + + * - + + - + + - + + - + + - 5 = RIC_CODE + + * - `23 `_ + + - IOIid + + - + + - INT + + - + + * - `106 `_ + + - Issuer + + - + + - CHAR + + - + + * - `114 `_ + + - LocateReqd + + - + + - CHAR + + - N = NO + + * - + + - + + - + + - + + - Y = YES + + * - `111 `_ + + - MaxFloor + + - + + - INT + + - + + * - `110 `_ + + - MinQty + + - + + - INT + + - + + * - `40 `_ + + - OrdType + + - * + + - CHAR + + - 1 = MARKET + + * - + + - + + - + + - + + - 2 = LIMIT + + * - + + - + + - + + - + + - 3 = STOP + + * - + + - + + - + + - + + - 4 = STOP_LIMIT + + * - + + - + + - + + - + + - 5 = MARKET_ON_CLOSE + + * - + + - + + - + + - + + - 6 = WITH_OR_WITHOUT + + * - + + - + + - + + - + + - 7 = LIMIT_OR_BETTER + + * - + + - + + - + + - + + - 8 = LIMIT_WITH_OR_WITHOUT + + * - + + - + + - + + - + + - 9 = ON_BASIS + + * - + + - + + - + + - + + - A = ON_CLOSE + + * - + + - + + - + + - + + - B = LIMIT_ON_CLOSE + + * - + + - + + - + + - + + - C = FOREX + + * - + + - + + - + + - + + - D = PREVIOUSLY_QUOTED + + * - + + - + + - + + - + + - E = PREVIOUSLY_INDICATED + + * - + + - + + - + + - + + - P = PEGGED + + * - `38 `_ + + - OrderQty + + - * + + - INT + + - + + * - `140 `_ + + - PrevClosePx + + - + + - FLOAT + + - + + * - `44 `_ + + - Price + + - + + - FLOAT + + - + + * - `81 `_ + + - ProcessCode + + - + + - CHAR + + - 0 = REGULAR + + * - + + - + + - + + - + + - 1 = SOFT_DOLLAR + + * - + + - + + - + + - + + - 2 = STEP_IN + + * - + + - + + - + + - + + - 3 = STEP_OUT + + * - + + - + + - + + - + + - 4 = SOFT_DOLLAR_STEP_IN + + * - + + - + + - + + - + + - 5 = SOFT_DOLLAR_STEP_OUT + + * - + + - + + - + + - + + - 6 = PLAN_SPONSOR + + * - `117 `_ + + - QuoteID + + - + + - CHAR + + - + + * - `47 `_ + + - Rule80A + + - + + - CHAR + + - A = AGENCY_SINGLE_ORDER + + * - + + - + + - + + - + + - C = PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG + + * - + + - + + - + + - + + - D = PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG + + * - + + - + + - + + - + + - I = INDIVIDUAL_INVESTOR_SINGLE_ORDER + + * - + + - + + - + + - + + - J = PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER + + * - + + - + + - + + - + + - K = PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER + + * - + + - + + - + + - + + - M = PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER + + * - + + - + + - + + - + + - N = PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER + + * - + + - + + - + + - + + - U = PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY + + * - + + - + + - + + - + + - W = ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER + + * - + + - + + - + + - + + - Y = PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY + + * - `107 `_ + + - SecurityDesc + + - + + - CHAR + + - + + * - `48 `_ + + - SecurityID + + - + + - CHAR + + - + + * - `120 `_ + + - SettlCurrency + + - + + - CHAR + + - + + * - `63 `_ + + - SettlmntTyp + + - + + - CHAR + + - 0 = REGULAR + + * - + + - + + - + + - + + - 1 = CASH + + * - + + - + + - + + - + + - 2 = NEXT_DAY + + * - + + - + + - + + - + + - 3 = T_PLUS_2 + + * - + + - + + - + + - + + - 4 = T_PLUS_3 + + * - + + - + + - + + - + + - 5 = T_PLUS_4 + + * - + + - + + - + + - + + - 6 = FUTURE + + * - + + - + + - + + - + + - 7 = WHEN_ISSUED + + * - + + - + + - + + - + + - 8 = SELLERS_OPTION + + * - + + - + + - + + - + + - 9 = T_PLUS_5 + + * - `54 `_ + + - Side + + - * + + - CHAR + + - 1 = BUY + + * - + + - + + - + + - + + - 2 = SELL + + * - + + - + + - + + - + + - 3 = BUY_MINUS + + * - + + - + + - + + - + + - 4 = SELL_PLUS + + * - + + - + + - + + - + + - 5 = SELL_SHORT + + * - + + - + + - + + - + + - 6 = SELL_SHORT_EXEMPT + + * - `99 `_ + + - StopPx + + - + + - FLOAT + + - + + * - `55 `_ + + - Symbol + + - * + + - CHAR + + - + + * - `65 `_ + + - SymbolSfx + + - + + - CHAR + + - + + * - `58 `_ + + - Text + + - + + - CHAR + + - + + * - `59 `_ + + - TimeInForce + + - + + - CHAR + + - 0 = DAY + + * - + + - + + - + + - + + - 1 = GOOD_TILL_CANCEL + + * - + + - + + - + + - + + - 2 = AT_THE_OPENING + + * - + + - + + - + + - + + - 3 = IMMEDIATE_OR_CANCEL + + * - + + - + + - + + - + + - 4 = FILL_OR_KILL + + * - + + - + + - + + - + + - 5 = GOOD_TILL_CROSSING + + * - + + - + + - + + - + + - 6 = GOOD_TILL_DATE + diff --git a/FIX40/html/_sources/Messages/News.rst.txt b/FIX40/html/_sources/Messages/News.rst.txt new file mode 100644 index 0000000..d2bf97e --- /dev/null +++ b/FIX40/html/_sources/Messages/News.rst.txt @@ -0,0 +1,116 @@ +======== +News (B) +======== + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| B | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `33 `_ + + - LinesOfText + + - * + + - INT + + - + + * - `42 `_ + + - OrigTime + + - + + - TIME + + - + + * - `96 `_ + + - RawData + + - + + - DATA + + - + + * - `95 `_ + + - RawDataLength + + - + + - LENGTH + + - + + * - `46 `_ + + - RelatdSym + + - + + - CHAR + + - + + * - `58 `_ + + - Text + + - * + + - CHAR + + - + + * - `61 `_ + + - Urgency + + - + + - CHAR + + - 0 = NORMAL + + * - + + - + + - + + - + + - 1 = FLASH + + * - + + - + + - + + - + + - 2 = BACKGROUND + diff --git a/FIX40/html/_sources/Messages/OrderCancelReject.rst.txt b/FIX40/html/_sources/Messages/OrderCancelReject.rst.txt new file mode 100644 index 0000000..c61f249 --- /dev/null +++ b/FIX40/html/_sources/Messages/OrderCancelReject.rst.txt @@ -0,0 +1,106 @@ +===================== +OrderCancelReject (9) +===================== + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| 9 | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `11 `_ + + - ClOrdID + + - * + + - CHAR + + - + + * - `109 `_ + + - ClientID + + - + + - CHAR + + - + + * - `102 `_ + + - CxlRejReason + + - + + - INT + + - 0 = TOO_LATE_TO_CANCEL + + * - + + - + + - + + - + + - 1 = UNKNOWN_ORDER + + * - `76 `_ + + - ExecBroker + + - + + - CHAR + + - + + * - `66 `_ + + - ListID + + - + + - CHAR + + - + + * - `37 `_ + + - OrderID + + - * + + - CHAR + + - + + * - `58 `_ + + - Text + + - + + - CHAR + + - + diff --git a/FIX40/html/_sources/Messages/OrderCancelReplaceRequest.rst.txt b/FIX40/html/_sources/Messages/OrderCancelReplaceRequest.rst.txt new file mode 100644 index 0000000..fe83bfb --- /dev/null +++ b/FIX40/html/_sources/Messages/OrderCancelReplaceRequest.rst.txt @@ -0,0 +1,1146 @@ +============================= +OrderCancelReplaceRequest (G) +============================= + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| G | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `1 `_ + + - Account + + - + + - CHAR + + - + + * - `11 `_ + + - ClOrdID + + - * + + - CHAR + + - + + * - `109 `_ + + - ClientID + + - + + - CHAR + + - + + * - `13 `_ + + - CommType + + - + + - CHAR + + - 1 = PER_SHARE + + * - + + - + + - + + - + + - 2 = PERCENTAGE + + * - + + - + + - + + - + + - 3 = ABSOLUTE + + * - `12 `_ + + - Commission + + - + + - FLOAT + + - + + * - `15 `_ + + - Currency + + - + + - CHAR + + - + + * - `100 `_ + + - ExDestination + + - + + - CHAR + + - 0 = NONE + + * - + + - + + - + + - + + - 4 = POSIT + + * - `76 `_ + + - ExecBroker + + - + + - CHAR + + - + + * - `18 `_ + + - ExecInst + + - + + - CHAR + + - 0 = STAY_ON_OFFERSIDE + + * - + + - + + - + + - + + - 1 = NOT_HELD + + * - + + - + + - + + - + + - 2 = WORK + + * - + + - + + - + + - + + - 3 = GO_ALONG + + * - + + - + + - + + - + + - 4 = OVER_THE_DAY + + * - + + - + + - + + - + + - 5 = HELD + + * - + + - + + - + + - + + - 6 = PARTICIPATE_DONT_INITIATE + + * - + + - + + - + + - + + - 7 = STRICT_SCALE + + * - + + - + + - + + - + + - 8 = TRY_TO_SCALE + + * - + + - + + - + + - + + - 9 = STAY_ON_BIDSIDE + + * - + + - + + - + + - + + - A = NO_CROSS + + * - + + - + + - + + - + + - B = OK_TO_CROSS + + * - + + - + + - + + - + + - C = CALL_FIRST + + * - + + - + + - + + - + + - D = PERCENT_OF_VOLUME + + * - + + - + + - + + - + + - E = DO_NOT_INCREASE + + * - + + - + + - + + - + + - F = DO_NOT_REDUCE + + * - + + - + + - + + - + + - G = ALL_OR_NONE + + * - + + - + + - + + - + + - I = INSTITUTIONS_ONLY + + * - + + - + + - + + - + + - L = LAST_PEG + + * - + + - + + - + + - + + - M = MID_PRICE_PEG + + * - + + - + + - + + - + + - N = NON_NEGOTIABLE + + * - + + - + + - + + - + + - O = OPENING_PEG + + * - + + - + + - + + - + + - P = MARKET_PEG + + * - + + - + + - + + - + + - R = PRIMARY_PEG + + * - + + - + + - + + - + + - S = SUSPEND + + * - `126 `_ + + - ExpireTime + + - + + - TIME + + - + + * - `121 `_ + + - ForexReq + + - + + - CHAR + + - N = NO + + * - + + - + + - + + - + + - Y = YES + + * - `64 `_ + + - FutSettDate + + - + + - DATE + + - + + * - `21 `_ + + - HandlInst + + - * + + - CHAR + + - 1 = AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION + + * - + + - + + - + + - + + - 2 = AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK + + * - + + - + + - + + - + + - 3 = MANUAL_ORDER_BEST_EXECUTION + + * - `22 `_ + + - IDSource + + - + + - CHAR + + - 1 = CUSIP + + * - + + - + + - + + - + + - 2 = SEDOL + + * - + + - + + - + + - + + - 3 = QUIK + + * - + + - + + - + + - + + - 4 = ISIN_NUMBER + + * - + + - + + - + + - + + - 5 = RIC_CODE + + * - `106 `_ + + - Issuer + + - + + - CHAR + + - + + * - `66 `_ + + - ListID + + - + + - CHAR + + - + + * - `111 `_ + + - MaxFloor + + - + + - INT + + - + + * - `110 `_ + + - MinQty + + - + + - INT + + - + + * - `40 `_ + + - OrdType + + - * + + - CHAR + + - 1 = MARKET + + * - + + - + + - + + - + + - 2 = LIMIT + + * - + + - + + - + + - + + - 3 = STOP + + * - + + - + + - + + - + + - 4 = STOP_LIMIT + + * - + + - + + - + + - + + - 5 = MARKET_ON_CLOSE + + * - + + - + + - + + - + + - 6 = WITH_OR_WITHOUT + + * - + + - + + - + + - + + - 7 = LIMIT_OR_BETTER + + * - + + - + + - + + - + + - 8 = LIMIT_WITH_OR_WITHOUT + + * - + + - + + - + + - + + - 9 = ON_BASIS + + * - + + - + + - + + - + + - A = ON_CLOSE + + * - + + - + + - + + - + + - B = LIMIT_ON_CLOSE + + * - + + - + + - + + - + + - C = FOREX + + * - + + - + + - + + - + + - D = PREVIOUSLY_QUOTED + + * - + + - + + - + + - + + - E = PREVIOUSLY_INDICATED + + * - + + - + + - + + - + + - P = PEGGED + + * - `37 `_ + + - OrderID + + - + + - CHAR + + - + + * - `38 `_ + + - OrderQty + + - * + + - INT + + - + + * - `41 `_ + + - OrigClOrdID + + - * + + - CHAR + + - + + * - `44 `_ + + - Price + + - + + - FLOAT + + - + + * - `47 `_ + + - Rule80A + + - + + - CHAR + + - A = AGENCY_SINGLE_ORDER + + * - + + - + + - + + - + + - C = PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG + + * - + + - + + - + + - + + - D = PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG + + * - + + - + + - + + - + + - I = INDIVIDUAL_INVESTOR_SINGLE_ORDER + + * - + + - + + - + + - + + - J = PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER + + * - + + - + + - + + - + + - K = PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER + + * - + + - + + - + + - + + - M = PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER + + * - + + - + + - + + - + + - N = PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER + + * - + + - + + - + + - + + - U = PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY + + * - + + - + + - + + - + + - W = ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER + + * - + + - + + - + + - + + - Y = PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY + + * - `107 `_ + + - SecurityDesc + + - + + - CHAR + + - + + * - `48 `_ + + - SecurityID + + - + + - CHAR + + - + + * - `120 `_ + + - SettlCurrency + + - + + - CHAR + + - + + * - `63 `_ + + - SettlmntTyp + + - + + - CHAR + + - 0 = REGULAR + + * - + + - + + - + + - + + - 1 = CASH + + * - + + - + + - + + - + + - 2 = NEXT_DAY + + * - + + - + + - + + - + + - 3 = T_PLUS_2 + + * - + + - + + - + + - + + - 4 = T_PLUS_3 + + * - + + - + + - + + - + + - 5 = T_PLUS_4 + + * - + + - + + - + + - + + - 6 = FUTURE + + * - + + - + + - + + - + + - 7 = WHEN_ISSUED + + * - + + - + + - + + - + + - 8 = SELLERS_OPTION + + * - + + - + + - + + - + + - 9 = T_PLUS_5 + + * - `54 `_ + + - Side + + - * + + - CHAR + + - 1 = BUY + + * - + + - + + - + + - + + - 2 = SELL + + * - + + - + + - + + - + + - 3 = BUY_MINUS + + * - + + - + + - + + - + + - 4 = SELL_PLUS + + * - + + - + + - + + - + + - 5 = SELL_SHORT + + * - + + - + + - + + - + + - 6 = SELL_SHORT_EXEMPT + + * - `99 `_ + + - StopPx + + - + + - FLOAT + + - + + * - `55 `_ + + - Symbol + + - * + + - CHAR + + - + + * - `65 `_ + + - SymbolSfx + + - + + - CHAR + + - + + * - `58 `_ + + - Text + + - + + - CHAR + + - + + * - `59 `_ + + - TimeInForce + + - + + - CHAR + + - 0 = DAY + + * - + + - + + - + + - + + - 1 = GOOD_TILL_CANCEL + + * - + + - + + - + + - + + - 2 = AT_THE_OPENING + + * - + + - + + - + + - + + - 3 = IMMEDIATE_OR_CANCEL + + * - + + - + + - + + - + + - 4 = FILL_OR_KILL + + * - + + - + + - + + - + + - 5 = GOOD_TILL_CROSSING + + * - + + - + + - + + - + + - 6 = GOOD_TILL_DATE + diff --git a/FIX40/html/_sources/Messages/OrderCancelRequest.rst.txt b/FIX40/html/_sources/Messages/OrderCancelRequest.rst.txt new file mode 100644 index 0000000..e6d4c6a --- /dev/null +++ b/FIX40/html/_sources/Messages/OrderCancelRequest.rst.txt @@ -0,0 +1,286 @@ +====================== +OrderCancelRequest (F) +====================== + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| F | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `11 `_ + + - ClOrdID + + - * + + - CHAR + + - + + * - `109 `_ + + - ClientID + + - + + - CHAR + + - + + * - `125 `_ + + - CxlType + + - * + + - CHAR + + - F = FULL_REMAINING_QUANTITY + + * - + + - + + - + + - + + - P = PARTIAL_CANCEL + + * - `76 `_ + + - ExecBroker + + - + + - CHAR + + - + + * - `22 `_ + + - IDSource + + - + + - CHAR + + - 1 = CUSIP + + * - + + - + + - + + - + + - 2 = SEDOL + + * - + + - + + - + + - + + - 3 = QUIK + + * - + + - + + - + + - + + - 4 = ISIN_NUMBER + + * - + + - + + - + + - + + - 5 = RIC_CODE + + * - `106 `_ + + - Issuer + + - + + - CHAR + + - + + * - `66 `_ + + - ListID + + - + + - CHAR + + - + + * - `37 `_ + + - OrderID + + - + + - CHAR + + - + + * - `38 `_ + + - OrderQty + + - * + + - INT + + - + + * - `41 `_ + + - OrigClOrdID + + - * + + - CHAR + + - + + * - `107 `_ + + - SecurityDesc + + - + + - CHAR + + - + + * - `48 `_ + + - SecurityID + + - + + - CHAR + + - + + * - `54 `_ + + - Side + + - * + + - CHAR + + - 1 = BUY + + * - + + - + + - + + - + + - 2 = SELL + + * - + + - + + - + + - + + - 3 = BUY_MINUS + + * - + + - + + - + + - + + - 4 = SELL_PLUS + + * - + + - + + - + + - + + - 5 = SELL_SHORT + + * - + + - + + - + + - + + - 6 = SELL_SHORT_EXEMPT + + * - `55 `_ + + - Symbol + + - * + + - CHAR + + - + + * - `65 `_ + + - SymbolSfx + + - + + - CHAR + + - + + * - `58 `_ + + - Text + + - + + - CHAR + + - + diff --git a/FIX40/html/_sources/Messages/OrderStatusRequest.rst.txt b/FIX40/html/_sources/Messages/OrderStatusRequest.rst.txt new file mode 100644 index 0000000..0ada7a3 --- /dev/null +++ b/FIX40/html/_sources/Messages/OrderStatusRequest.rst.txt @@ -0,0 +1,166 @@ +====================== +OrderStatusRequest (H) +====================== + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| H | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `11 `_ + + - ClOrdID + + - * + + - CHAR + + - + + * - `109 `_ + + - ClientID + + - + + - CHAR + + - + + * - `76 `_ + + - ExecBroker + + - + + - CHAR + + - + + * - `106 `_ + + - Issuer + + - + + - CHAR + + - + + * - `37 `_ + + - OrderID + + - + + - CHAR + + - + + * - `107 `_ + + - SecurityDesc + + - + + - CHAR + + - + + * - `54 `_ + + - Side + + - * + + - CHAR + + - 1 = BUY + + * - + + - + + - + + - + + - 2 = SELL + + * - + + - + + - + + - + + - 3 = BUY_MINUS + + * - + + - + + - + + - + + - 4 = SELL_PLUS + + * - + + - + + - + + - + + - 5 = SELL_SHORT + + * - + + - + + - + + - + + - 6 = SELL_SHORT_EXEMPT + + * - `55 `_ + + - Symbol + + - * + + - CHAR + + - + + * - `65 `_ + + - SymbolSfx + + - + + - CHAR + + - + diff --git a/FIX40/html/_sources/Messages/Quote.rst.txt b/FIX40/html/_sources/Messages/Quote.rst.txt new file mode 100644 index 0000000..052842b --- /dev/null +++ b/FIX40/html/_sources/Messages/Quote.rst.txt @@ -0,0 +1,196 @@ +========= +Quote (S) +========= + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| S | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `132 `_ + + - BidPx + + - * + + - FLOAT + + - + + * - `134 `_ + + - BidSize + + - + + - INT + + - + + * - `22 `_ + + - IDSource + + - + + - CHAR + + - 1 = CUSIP + + * - + + - + + - + + - + + - 2 = SEDOL + + * - + + - + + - + + - + + - 3 = QUIK + + * - + + - + + - + + - + + - 4 = ISIN_NUMBER + + * - + + - + + - + + - + + - 5 = RIC_CODE + + * - `106 `_ + + - Issuer + + - + + - CHAR + + - + + * - `133 `_ + + - OfferPx + + - + + - FLOAT + + - + + * - `135 `_ + + - OfferSize + + - + + - INT + + - + + * - `117 `_ + + - QuoteID + + - * + + - CHAR + + - + + * - `131 `_ + + - QuoteReqID + + - + + - CHAR + + - + + * - `107 `_ + + - SecurityDesc + + - + + - CHAR + + - + + * - `48 `_ + + - SecurityID + + - + + - CHAR + + - + + * - `55 `_ + + - Symbol + + - * + + - CHAR + + - + + * - `65 `_ + + - SymbolSfx + + - + + - CHAR + + - + + * - `62 `_ + + - ValidUntilTime + + - + + - TIME + + - + diff --git a/FIX40/html/_sources/Messages/QuoteRequest.rst.txt b/FIX40/html/_sources/Messages/QuoteRequest.rst.txt new file mode 100644 index 0000000..da62a82 --- /dev/null +++ b/FIX40/html/_sources/Messages/QuoteRequest.rst.txt @@ -0,0 +1,216 @@ +================ +QuoteRequest (R) +================ + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| R | APP | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `22 `_ + + - IDSource + + - + + - CHAR + + - 1 = CUSIP + + * - + + - + + - + + - + + - 2 = SEDOL + + * - + + - + + - + + - + + - 3 = QUIK + + * - + + - + + - + + - + + - 4 = ISIN_NUMBER + + * - + + - + + - + + - + + - 5 = RIC_CODE + + * - `106 `_ + + - Issuer + + - + + - CHAR + + - + + * - `38 `_ + + - OrderQty + + - + + - INT + + - + + * - `140 `_ + + - PrevClosePx + + - + + - FLOAT + + - + + * - `131 `_ + + - QuoteReqID + + - * + + - CHAR + + - + + * - `107 `_ + + - SecurityDesc + + - + + - CHAR + + - + + * - `48 `_ + + - SecurityID + + - + + - CHAR + + - + + * - `54 `_ + + - Side + + - + + - CHAR + + - 1 = BUY + + * - + + - + + - + + - + + - 2 = SELL + + * - + + - + + - + + - + + - 3 = BUY_MINUS + + * - + + - + + - + + - + + - 4 = SELL_PLUS + + * - + + - + + - + + - + + - 5 = SELL_SHORT + + * - + + - + + - + + - + + - 6 = SELL_SHORT_EXEMPT + + * - `55 `_ + + - Symbol + + - * + + - CHAR + + - + + * - `65 `_ + + - SymbolSfx + + - + + - CHAR + + - + diff --git a/FIX40/html/_sources/Messages/Reject.rst.txt b/FIX40/html/_sources/Messages/Reject.rst.txt new file mode 100644 index 0000000..330e2b5 --- /dev/null +++ b/FIX40/html/_sources/Messages/Reject.rst.txt @@ -0,0 +1,46 @@ +========== +Reject (3) +========== + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| 3 | ADMIN | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `45 `_ + + - RefSeqNum + + - * + + - INT + + - + + * - `58 `_ + + - Text + + - + + - CHAR + + - + diff --git a/FIX40/html/_sources/Messages/ResendRequest.rst.txt b/FIX40/html/_sources/Messages/ResendRequest.rst.txt new file mode 100644 index 0000000..47b557c --- /dev/null +++ b/FIX40/html/_sources/Messages/ResendRequest.rst.txt @@ -0,0 +1,46 @@ +================= +ResendRequest (2) +================= + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| 2 | ADMIN | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `7 `_ + + - BeginSeqNo + + - * + + - INT + + - + + * - `16 `_ + + - EndSeqNo + + - * + + - INT + + - + diff --git a/FIX40/html/_sources/Messages/SequenceReset.rst.txt b/FIX40/html/_sources/Messages/SequenceReset.rst.txt new file mode 100644 index 0000000..05cfb32 --- /dev/null +++ b/FIX40/html/_sources/Messages/SequenceReset.rst.txt @@ -0,0 +1,56 @@ +================= +SequenceReset (4) +================= + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| 4 | ADMIN | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `123 `_ + + - GapFillFlag + + - + + - CHAR + + - N = NO + + * - + + - + + - + + - + + - Y = YES + + * - `36 `_ + + - NewSeqNo + + - * + + - INT + + - + diff --git a/FIX40/html/_sources/Messages/Standard Message Header.rst.txt b/FIX40/html/_sources/Messages/Standard Message Header.rst.txt new file mode 100644 index 0000000..92a6042 --- /dev/null +++ b/FIX40/html/_sources/Messages/Standard Message Header.rst.txt @@ -0,0 +1,476 @@ +================================ +Standard Message Header (HEADER) +================================ + ++---------+----------------+ +| MsgType | Category | ++=========+================+ +| HEADER | HEADER/TRAILER | ++---------+----------------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `8 `_ + + - BeginString + + - * + + - CHAR + + - + + * - `9 `_ + + - BodyLength + + - * + + - INT + + - + + * - `128 `_ + + - DeliverToCompID + + - + + - CHAR + + - + + * - `129 `_ + + - DeliverToSubID + + - + + - CHAR + + - + + * - `34 `_ + + - MsgSeqNum + + - * + + - INT + + - + + * - `35 `_ + + - MsgType + + - * + + - CHAR + + - 0 = HEARTBEAT + + * - + + - + + - + + - + + - 1 = TEST_REQUEST + + * - + + - + + - + + - + + - 2 = RESEND_REQUEST + + * - + + - + + - + + - + + - 3 = REJECT + + * - + + - + + - + + - + + - 4 = SEQUENCE_RESET + + * - + + - + + - + + - + + - 5 = LOGOUT + + * - + + - + + - + + - + + - 6 = INDICATION_OF_INTEREST + + * - + + - + + - + + - + + - 7 = ADVERTISEMENT + + * - + + - + + - + + - + + - 8 = EXECUTION_REPORT + + * - + + - + + - + + - + + - 9 = ORDER_CANCEL_REJECT + + * - + + - + + - + + - + + - A = LOGON + + * - + + - + + - + + - + + - B = NEWS + + * - + + - + + - + + - + + - C = EMAIL + + * - + + - + + - + + - + + - D = ORDER_D + + * - + + - + + - + + - + + - E = ORDER_E + + * - + + - + + - + + - + + - F = ORDER_CANCEL_REQUEST + + * - + + - + + - + + - + + - G = ORDER_CANCEL_REPLACE_REQUEST + + * - + + - + + - + + - + + - H = ORDER_STATUS_REQUEST + + * - + + - + + - + + - + + - J = ALLOCATION + + * - + + - + + - + + - + + - K = LIST_CANCEL_REQUEST + + * - + + - + + - + + - + + - L = LIST_EXECUTE + + * - + + - + + - + + - + + - M = LIST_STATUS_REQUEST + + * - + + - + + - + + - + + - N = LIST_STATUS + + * - + + - + + - + + - + + - P = ALLOCATION_ACK + + * - + + - + + - + + - + + - Q = DONT_KNOW_TRADE + + * - + + - + + - + + - + + - R = QUOTE_REQUEST + + * - + + - + + - + + - + + - S = QUOTE + + * - `115 `_ + + - OnBehalfOfCompID + + - + + - CHAR + + - + + * - `116 `_ + + - OnBehalfOfSubID + + - + + - CHAR + + - + + * - `122 `_ + + - OrigSendingTime + + - + + - TIME + + - + + * - `43 `_ + + - PossDupFlag + + - + + - CHAR + + - N = NO + + * - + + - + + - + + - + + - Y = YES + + * - `97 `_ + + - PossResend + + - + + - CHAR + + - + + * - `91 `_ + + - SecureData + + - + + - DATA + + - + + * - `90 `_ + + - SecureDataLen + + - + + - LENGTH + + - + + * - `49 `_ + + - SenderCompID + + - * + + - CHAR + + - + + * - `50 `_ + + - SenderSubID + + - + + - CHAR + + - + + * - `52 `_ + + - SendingTime + + - * + + - TIME + + - + + * - `56 `_ + + - TargetCompID + + - * + + - CHAR + + - + + * - `57 `_ + + - TargetSubID + + - + + - CHAR + + - + diff --git a/FIX40/html/_sources/Messages/Standard Message Trailer.rst.txt b/FIX40/html/_sources/Messages/Standard Message Trailer.rst.txt new file mode 100644 index 0000000..b2d27af --- /dev/null +++ b/FIX40/html/_sources/Messages/Standard Message Trailer.rst.txt @@ -0,0 +1,56 @@ +================================== +Standard Message Trailer (TRAILER) +================================== + ++---------+----------------+ +| MsgType | Category | ++=========+================+ +| TRAILER | HEADER/TRAILER | ++---------+----------------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `10 `_ + + - CheckSum + + - * + + - CHAR + + - + + * - `89 `_ + + - Signature + + - + + - DATA + + - + + * - `93 `_ + + - SignatureLength + + - + + - LENGTH + + - + diff --git a/FIX40/html/_sources/Messages/TestRequest.rst.txt b/FIX40/html/_sources/Messages/TestRequest.rst.txt new file mode 100644 index 0000000..d6c293b --- /dev/null +++ b/FIX40/html/_sources/Messages/TestRequest.rst.txt @@ -0,0 +1,36 @@ +=============== +TestRequest (1) +=============== + ++---------+----------+ +| MsgType | Category | ++=========+==========+ +| 1 | ADMIN | ++---------+----------+ + +Fields +------ + +.. list-table:: + :header-rows: 1 + + * - Tag + + - Field Name + + - Req'd + + - Data Type + + - Acceptable Enums + + * - `112 `_ + + - TestReqID + + - * + + - CHAR + + - + diff --git a/FIX40/html/_sources/index.rst.txt b/FIX40/html/_sources/index.rst.txt new file mode 100644 index 0000000..c172bc1 --- /dev/null +++ b/FIX40/html/_sources/index.rst.txt @@ -0,0 +1,51 @@ +=================== +FIX.4.0 | FIX40.xml +=================== + +Data Dictionary Source +---------------------- +:download:`FIX40.xml` + +Messages - HEADER/TRAILER +------------------------- +.. toctree:: + + Messages/Standard Message Header + Messages/Standard Message Trailer + +Messages - ADMIN +---------------- +.. toctree:: + + Messages/Heartbeat + Messages/Logon + Messages/Logout + Messages/Reject + Messages/ResendRequest + Messages/SequenceReset + Messages/TestRequest + +Messages - APP +-------------- +.. toctree:: + + Messages/Advertisement + Messages/Allocation + Messages/AllocationInstructionAck + Messages/DontKnowTrade + Messages/Email + Messages/ExecutionReport + Messages/IOI + Messages/ListCancelRequest + Messages/ListExecute + Messages/ListStatus + Messages/ListStatusRequest + Messages/NewOrderList + Messages/NewOrderSingle + Messages/News + Messages/OrderCancelReject + Messages/OrderCancelReplaceRequest + Messages/OrderCancelRequest + Messages/OrderStatusRequest + Messages/Quote + Messages/QuoteRequest diff --git a/FIX40/html/_static/ajax-loader.gif b/FIX40/html/_static/ajax-loader.gif new file mode 100644 index 0000000..61faf8c Binary files /dev/null and b/FIX40/html/_static/ajax-loader.gif differ diff --git a/FIX40/html/_static/background_b01.png b/FIX40/html/_static/background_b01.png new file mode 100644 index 0000000..353f26d Binary files /dev/null and b/FIX40/html/_static/background_b01.png differ diff --git a/FIX40/html/_static/basic.css b/FIX40/html/_static/basic.css new file mode 100644 index 0000000..104f076 --- /dev/null +++ b/FIX40/html/_static/basic.css @@ -0,0 +1,676 @@ +/* + * basic.css + * ~~~~~~~~~ + * + * Sphinx stylesheet -- basic theme. + * + * :copyright: Copyright 2007-2018 by the Sphinx team, see AUTHORS. + * :license: BSD, see LICENSE for details. + * + */ + +/* -- main layout 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li.goodmatch a { + font-weight: bold; +} + +/* -- index page ------------------------------------------------------------ */ + +table.contentstable { + width: 90%; + margin-left: auto; + margin-right: auto; +} + +table.contentstable p.biglink { + line-height: 150%; +} + +a.biglink { + font-size: 1.3em; +} + +span.linkdescr { + font-style: italic; + padding-top: 5px; + font-size: 90%; +} + +/* -- general index --------------------------------------------------------- */ + +table.indextable { + width: 100%; +} + +table.indextable td { + text-align: left; + vertical-align: top; +} + +table.indextable ul { + margin-top: 0; + margin-bottom: 0; + list-style-type: none; +} + +table.indextable > tbody > tr > td > ul { + padding-left: 0em; +} + +table.indextable tr.pcap { + height: 10px; +} + +table.indextable tr.cap { + margin-top: 10px; + background-color: #f2f2f2; +} + +img.toggler { + margin-right: 3px; + margin-top: 3px; + cursor: pointer; +} + +div.modindex-jumpbox { + border-top: 1px solid #ddd; + border-bottom: 1px solid #ddd; + margin: 1em 0 1em 0; + padding: 0.4em; +} + +div.genindex-jumpbox { + border-top: 1px solid #ddd; + border-bottom: 1px solid #ddd; + margin: 1em 0 1em 0; + padding: 0.4em; +} + +/* -- domain module index --------------------------------------------------- */ + +table.modindextable td { + padding: 2px; + border-collapse: collapse; +} + +/* -- general body styles --------------------------------------------------- */ + +div.body { + min-width: 450px; + max-width: 800px; +} + +div.body p, div.body dd, div.body li, div.body blockquote { + -moz-hyphens: auto; + -ms-hyphens: auto; + -webkit-hyphens: auto; + hyphens: auto; +} + +a.headerlink { + visibility: hidden; +} + +h1:hover > a.headerlink, +h2:hover > a.headerlink, +h3:hover > a.headerlink, +h4:hover > a.headerlink, +h5:hover > a.headerlink, +h6:hover > a.headerlink, +dt:hover > a.headerlink, +caption:hover > a.headerlink, +p.caption:hover > a.headerlink, +div.code-block-caption:hover > 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-ms-hyphens: manual; + -webkit-hyphens: manual; + hyphens: manual; +} + +/* -- hlist styles ---------------------------------------------------------- */ + +table.hlist td { + vertical-align: top; +} + + +/* -- other body styles ----------------------------------------------------- */ + +ol.arabic { + list-style: decimal; +} + +ol.loweralpha { + list-style: lower-alpha; +} + +ol.upperalpha { + list-style: upper-alpha; +} + +ol.lowerroman { + list-style: lower-roman; +} + +ol.upperroman { + list-style: upper-roman; +} + +dl { + margin-bottom: 15px; +} + +dd p { + margin-top: 0px; +} + +dd ul, dd table { + margin-bottom: 10px; +} + +dd { + margin-top: 3px; + margin-bottom: 10px; + margin-left: 30px; +} + +dt:target, span.highlighted { + background-color: #fbe54e; +} + +rect.highlighted { + fill: #fbe54e; +} + +dl.glossary dt { + font-weight: bold; + font-size: 1.1em; +} + +.optional { + font-size: 1.3em; +} + +.sig-paren { + font-size: larger; +} + +.versionmodified { + font-style: italic; +} + +.system-message { + background-color: #fda; + padding: 5px; + border: 3px solid red; +} + +.footnote:target { + background-color: #ffa; +} + +.line-block { + display: block; + margin-top: 1em; + margin-bottom: 1em; +} + +.line-block .line-block { + margin-top: 0; + margin-bottom: 0; + margin-left: 1.5em; +} + +.guilabel, .menuselection { + font-family: sans-serif; +} + +.accelerator { + text-decoration: underline; +} + +.classifier { + font-style: oblique; +} + +abbr, acronym { + border-bottom: dotted 1px; + cursor: help; +} + +/* -- code displays --------------------------------------------------------- */ + +pre { + overflow: auto; + overflow-y: hidden; /* fixes display issues on Chrome browsers */ +} + +span.pre { + -moz-hyphens: none; + -ms-hyphens: none; + -webkit-hyphens: none; + hyphens: none; +} + +td.linenos pre { + padding: 5px 0px; + border: 0; + background-color: transparent; + color: #aaa; +} + +table.highlighttable { + margin-left: 0.5em; +} + 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{ + margin: -1px -10px; + padding: 0 10px; +} + +/* -- math display ---------------------------------------------------------- */ + +img.math { + vertical-align: middle; +} + +div.body div.math p { + text-align: center; +} + +span.eqno { + float: right; +} + +span.eqno a.headerlink { + position: relative; + left: 0px; + z-index: 1; +} + +div.math:hover a.headerlink { + visibility: visible; +} + +/* -- printout stylesheet --------------------------------------------------- */ + +@media print { + div.document, + div.documentwrapper, + div.bodywrapper { + margin: 0 !important; + width: 100%; + } + + div.sphinxsidebar, + div.related, + div.footer, + #top-link { + display: none; + } +} \ No newline at end of file diff --git a/FIX40/html/_static/bizstyle.css b/FIX40/html/_static/bizstyle.css new file mode 100644 index 0000000..0464a74 --- /dev/null +++ b/FIX40/html/_static/bizstyle.css @@ -0,0 +1,490 @@ +/* + * bizstyle.css_t + * ~~~~~~~~~~~~~~ + * + * Sphinx stylesheet -- business style theme. + * + * :copyright: Copyright 2011-2014 by Sphinx team, see AUTHORS. + * :license: BSD, see LICENSE for details. + * + */ + +@import url("basic.css"); + +/* -- page layout ----------------------------------------------------------- */ + +body { + font-family: 'Lucida Grande', 'Lucida Sans Unicode', 'Geneva', + 'Verdana', sans-serif; + font-size: 14px; + letter-spacing: -0.01em; + line-height: 150%; + text-align: center; + background-color: white; + background-image: url(background_b01.png); + color: black; + padding: 0; + border-right: 1px solid #336699; + border-left: 1px solid #336699; + + margin: 0px 40px 0px 40px; +} + +div.document { + background-color: white; + text-align: left; + background-repeat: repeat-x; + + -moz-box-shadow: 2px 2px 5px #000; + -webkit-box-shadow: 2px 2px 5px #000; +} + +div.bodywrapper { + margin: 0 0 0 240px; + border-left: 1px solid #ccc; +} + +div.body { + margin: 0; + padding: 0.5em 20px 20px 20px; +} + +div.related { + font-size: 1em; + + -moz-box-shadow: 2px 2px 5px #000; + -webkit-box-shadow: 2px 2px 5px #000; +} + +div.related ul { + background-color: #336699; + height: 100%; + overflow: hidden; + border-top: 1px solid #ddd; + border-bottom: 1px solid #ddd; +} + +div.related ul li { + color: white; + margin: 0; + padding: 0; + height: 2em; + float: left; +} + +div.related ul li.right { + float: right; + margin-right: 5px; +} + +div.related ul li a { + margin: 0; + padding: 0 5px 0 5px; + line-height: 1.75em; + color: #fff; +} + +div.related ul li a:hover { + color: #fff; + text-decoration: underline; +} + +div.sphinxsidebarwrapper { + padding: 0; +} + +div.sphinxsidebar { + margin: 0; + padding: 0.5em 12px 12px 12px; + width: 210px; + font-size: 1em; + text-align: left; +} + +div.sphinxsidebar h3, div.sphinxsidebar h4 { + margin: 1em 0 0.5em 0; + font-size: 1em; + padding: 0.1em 0 0.1em 0.5em; + color: white; + border: 1px solid #336699; + background-color: #336699; +} + +div.sphinxsidebar h3 a { + color: white; +} + 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white!important; +} + +cite, code, tt { + font-family: 'Consolas', 'Deja Vu Sans Mono', + 'Bitstream Vera Sans Mono', monospace; + font-size: 0.95em; + letter-spacing: 0.01em; +} + +code { + background-color: #F2F2F2; + border-bottom: 1px solid #ddd; + color: #333; +} + +code.descname, code.descclassname, code.xref { + border: 0; +} + +hr { + border: 1px solid #abc; + margin: 2em; +} + +a code { + border: 0; + color: #CA7900; +} + +a code:hover { + color: #2491CF; +} + +pre { + background-color: transparent !important; + font-family: 'Consolas', 'Deja Vu Sans Mono', + 'Bitstream Vera Sans Mono', monospace; + font-size: 0.95em; + letter-spacing: 0.015em; + line-height: 120%; + padding: 0.5em; + border-right: 5px solid #ccc; + border-left: 5px solid #ccc; +} + +pre a { + color: inherit; + text-decoration: underline; +} + +td.linenos pre { + padding: 0.5em 0; +} + +div.quotebar { + background-color: #f8f8f8; + max-width: 250px; + float: right; + padding: 2px 7px; + border: 1px solid #ccc; +} + +div.topic { + background-color: #f8f8f8; +} + +table { + border-collapse: collapse; + margin: 0 -0.5em 0 -0.5em; +} + +table td, table th { + padding: 0.2em 0.5em 0.2em 0.5em; +} + +div.admonition { + font-size: 0.9em; + margin: 1em 0 1em 0; + border: 3px solid #cccccc; + background-color: #f7f7f7; + padding: 0; +} + +div.admonition p { + margin: 0.5em 1em 0.5em 1em; + padding: 0; +} + +div.admonition li p { + margin-left: 0; +} + +div.admonition pre, div.warning pre { + margin: 0; +} + +div.highlight { + margin: 0.4em 1em; +} + +div.admonition p.admonition-title { + margin: 0; + padding: 0.1em 0 0.1em 0.5em; + color: white; + border-bottom: 3px solid #cccccc; + font-weight: bold; + background-color: #165e83; +} + +div.danger { border: 3px solid #f0908d; background-color: #f0cfa0; } +div.error { border: 3px solid #f0908d; background-color: #ede4cd; } +div.warning { border: 3px solid #f8b862; background-color: #f0cfa0; } +div.caution { border: 3px solid #f8b862; background-color: 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ol { + margin: 0.1em 0.5em 0.5em 3em; + padding: 0; +} + +div.versioninfo { + margin: 1em 0 0 0; + border: 1px solid #ccc; + background-color: #DDEAF0; + padding: 8px; + line-height: 1.3em; + font-size: 0.9em; +} + +.viewcode-back { + font-family: 'Lucida Grande', 'Lucida Sans Unicode', 'Geneva', + 'Verdana', sans-serif; +} + +div.viewcode-block:target { + background-color: #f4debf; + border-top: 1px solid #ac9; + border-bottom: 1px solid #ac9; +} + +p.versionchanged span.versionmodified { + font-size: 0.9em; + margin-right: 0.2em; + padding: 0.1em; + background-color: #DCE6A0; +} + +/* -- table styles ---------------------------------------------------------- */ + +table.docutils { + margin: 1em 0; + padding: 0; + border: 1px solid white; + background-color: #f7f7f7; +} + +table.docutils td, table.docutils th { + padding: 1px 8px 1px 5px; + border-top: 0; + border-left: 0; + border-right: 1px solid white; + border-bottom: 1px solid white; +} + +table.docutils td p { + margin-top: 0; + 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(max-width: 767px) { +body { + margin: 0 20px 0 20px; +} +} + +/* RETINA OVERRIDES */ +@media +only screen and (-webkit-min-device-pixel-ratio: 2), +only screen and (min-device-pixel-ratio: 2) { +} + +/* -- end ------------------------------------------------------------------- */ \ No newline at end of file diff --git a/FIX40/html/_static/bizstyle.js b/FIX40/html/_static/bizstyle.js new file mode 100644 index 0000000..79e8c43 --- /dev/null +++ b/FIX40/html/_static/bizstyle.js @@ -0,0 +1,41 @@ +// +// bizstyle.js +// ~~~~~~~~~~~ +// +// Sphinx javascript -- for bizstyle theme. +// +// This theme was created by referring to 'sphinxdoc' +// +// :copyright: Copyright 2012-2014 by Sphinx team, see AUTHORS. +// :license: BSD, see LICENSE for details. +// +$(document).ready(function(){ + if (navigator.userAgent.indexOf('iPhone') > 0 || + navigator.userAgent.indexOf('Android') > 0) { + $("li.nav-item-0 a").text("Top"); + } + + $("div.related:first ul li:not(.right) 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