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include/fix_messages.hrl
-record(header,{beginstring, bodylength, msgtype, sendercompid, targetcompid, onbehalfofcompid, delivertocompid, securedatalen, securedata, msgseqnum, sendersubid, senderlocationid, targetsubid, targetlocationid, onbehalfofsubid, onbehalfoflocationid, delivertosubid, delivertolocationid, possdupflag, possresend, sendingtime, origsendingtime, xmldatalen, xmldata, messageencoding, lastmsgseqnumprocessed, onbehalfofsendingtime}).
-record(trailer,{signaturelength, signature, checksum}).
-record(heartbeat,{header, trailer, testreqid}).
-record(testrequest,{header, trailer, testreqid}).
-record(resendrequest,{header, trailer, beginseqno, endseqno}).
-record(reject,{header, trailer, refseqnum, reftagid, refmsgtype, sessionrejectreason, text, encodedtextlen, encodedtext}).
-record(sequencereset,{header, trailer, gapfillflag, newseqno}).
-record(logout,{header, trailer, text, encodedtextlen, encodedtext}).
-record(indicationofinterest,{header, trailer, ioiid, ioitranstype, ioirefid, symbol, symbolsfx, securityid, idsource, securitytype, maturitymonthyear, maturityday, putorcall, strikeprice, optattribute, contractmultiplier, couponrate, securityexchange, issuer, encodedissuerlen, encodedissuer, securitydesc, encodedsecuritydesclen, encodedsecuritydesc, side, ioishares, price, currency, validuntiltime, ioiqltyind, ioinaturalflag, text, encodedtextlen, encodedtext, transacttime, urllink, spreadtobenchmark, benchmark}).
-record(advertisement,{header, trailer, advid, advtranstype, advrefid, symbol, symbolsfx, securityid, idsource, securitytype, maturitymonthyear, maturityday, putorcall, strikeprice, optattribute, contractmultiplier, couponrate, securityexchange, issuer, encodedissuerlen, encodedissuer, securitydesc, encodedsecuritydesclen, encodedsecuritydesc, advside, shares, price, currency, tradedate, transacttime, text, encodedtextlen, encodedtext, urllink, lastmkt, tradingsessionid}).
-record(executionreport,{header, trailer, orderid, secondaryorderid, clordid, origclordid, clientid, execbroker, listid, execid, exectranstype, execrefid, exectype, ordstatus, ordrejreason, execrestatementreason, account, settlmnttyp, futsettdate, symbol, symbolsfx, securityid, idsource, securitytype, maturitymonthyear, maturityday, putorcall, strikeprice, optattribute, contractmultiplier, couponrate, securityexchange, issuer, encodedissuerlen, encodedissuer, securitydesc, encodedsecuritydesclen, encodedsecuritydesc, side, orderqty, cashorderqty, ordtype, price, stoppx, pegdifference, discretioninst, discretionoffset, currency, complianceid, solicitedflag, timeinforce, effectivetime, expiredate, expiretime, execinst, rule80a, lastshares, lastpx, lastspotrate, lastforwardpoints, lastmkt, tradingsessionid, lastcapacity, leavesqty, cumqty, avgpx, dayorderqty, daycumqty, dayavgpx, gtbookinginst, tradedate, transacttime, reporttoexch, commission, commtype, grosstradeamt, settlcurramt, settlcurrency, settlcurrfxrate, settlcurrfxratecalc, handlinst, minqty, maxfloor, openclose, maxshow, text, encodedtextlen, encodedtext, futsettdate2, orderqty2, clearingfirm, clearingaccount, multilegreportingtype}).
-record(ordercancelreject,{header, trailer, orderid, secondaryorderid, clordid, origclordid, ordstatus, clientid, execbroker, listid, account, transacttime, cxlrejresponseto, cxlrejreason, text, encodedtextlen, encodedtext}).
-record(logon,{header, trailer, encryptmethod, heartbtint, rawdatalength, rawdata, resetseqnumflag, maxmessagesize}).
-record(news,{header, trailer, origtime, urgency, headline, encodedheadlinelen, encodedheadline, urllink, rawdatalength, rawdata}).
-record(email,{header, trailer, emailthreadid, emailtype, origtime, subject, encodedsubjectlen, encodedsubject, orderid, clordid, rawdatalength, rawdata}).
-record(newordersingle,{header, trailer, clordid, clientid, execbroker, account, settlmnttyp, futsettdate, handlinst, execinst, minqty, maxfloor, exdestination, processcode, symbol, symbolsfx, securityid, idsource, securitytype, maturitymonthyear, maturityday, putorcall, strikeprice, optattribute, contractmultiplier, couponrate, securityexchange, issuer, encodedissuerlen, encodedissuer, securitydesc, encodedsecuritydesclen, encodedsecuritydesc, prevclosepx, side, locatereqd, transacttime, orderqty, cashorderqty, ordtype, price, stoppx, currency, complianceid, solicitedflag, ioiid, quoteid, timeinforce, effectivetime, expiredate, expiretime, gtbookinginst, commission, commtype, rule80a, forexreq, settlcurrency, text, encodedtextlen, encodedtext, futsettdate2, orderqty2, openclose, coveredoruncovered, customerorfirm, maxshow, pegdifference, discretioninst, discretionoffset, clearingfirm, clearingaccount}).
-record(neworderlist,{header, trailer, listid, bidid, clientbidid, progrptreqs, bidtype, progperiodinterval, listexecinsttype, listexecinst, encodedlistexecinstlen, encodedlistexecinst, totnoorders}).
-record(ordercancelrequest,{header, trailer, origclordid, orderid, clordid, listid, account, clientid, execbroker, symbol, symbolsfx, securityid, idsource, securitytype, maturitymonthyear, maturityday, putorcall, strikeprice, optattribute, contractmultiplier, couponrate, securityexchange, issuer, encodedissuerlen, encodedissuer, securitydesc, encodedsecuritydesclen, encodedsecuritydesc, side, transacttime, orderqty, cashorderqty, complianceid, solicitedflag, text, encodedtextlen, encodedtext}).
-record(ordercancelreplacerequest,{header, trailer, orderid, clientid, execbroker, origclordid, clordid, listid, account, settlmnttyp, futsettdate, handlinst, execinst, minqty, maxfloor, exdestination, symbol, symbolsfx, securityid, idsource, securitytype, maturitymonthyear, maturityday, putorcall, strikeprice, optattribute, contractmultiplier, couponrate, securityexchange, issuer, encodedissuerlen, encodedissuer, securitydesc, encodedsecuritydesclen, encodedsecuritydesc, side, transacttime, orderqty, cashorderqty, ordtype, price, stoppx, pegdifference, discretioninst, discretionoffset, complianceid, solicitedflag, currency, timeinforce, effectivetime, expiredate, expiretime, gtbookinginst, commission, commtype, rule80a, forexreq, settlcurrency, text, encodedtextlen, encodedtext, futsettdate2, orderqty2, openclose, coveredoruncovered, customerorfirm, maxshow, locatereqd, clearingfirm, clearingaccount}).
-record(orderstatusrequest,{header, trailer, orderid, clordid, clientid, account, execbroker, symbol, symbolsfx, securityid, idsource, securitytype, maturitymonthyear, maturityday, putorcall, strikeprice, optattribute, contractmultiplier, couponrate, securityexchange, issuer, encodedissuerlen, encodedissuer, securitydesc, encodedsecuritydesclen, encodedsecuritydesc, side}).
-record(allocation,{header, trailer, allocid, alloctranstype, refallocid, alloclinkid, alloclinktype, side, symbol, symbolsfx, securityid, idsource, securitytype, maturitymonthyear, maturityday, putorcall, strikeprice, optattribute, contractmultiplier, couponrate, securityexchange, issuer, encodedissuerlen, encodedissuer, securitydesc, encodedsecuritydesclen, encodedsecuritydesc, shares, lastmkt, tradingsessionid, avgpx, currency, avgprxprecision, tradedate, transacttime, settlmnttyp, futsettdate, grosstradeamt, netmoney, openclose, text, encodedtextlen, encodedtext, numdaysinterest, accruedinterestrate}).
-record(listcancelrequest,{header, trailer, listid, transacttime, text, encodedtextlen, encodedtext}).
-record(listexecute,{header, trailer, listid, clientbidid, bidid, transacttime, text, encodedtextlen, encodedtext}).
-record(liststatusrequest,{header, trailer, listid, text, encodedtextlen, encodedtext}).
-record(liststatus,{header, trailer, listid, liststatustype, norpts, listorderstatus, rptseq, liststatustext, encodedliststatustextlen, encodedliststatustext, transacttime, totnoorders}).
-record(allocationack,{header, trailer, clientid, execbroker, allocid, tradedate, transacttime, allocstatus, allocrejcode, text, encodedtextlen, encodedtext}).
-record(dontknowtrade,{header, trailer, orderid, execid, dkreason, symbol, symbolsfx, securityid, idsource, securitytype, maturitymonthyear, maturityday, putorcall, strikeprice, optattribute, contractmultiplier, couponrate, securityexchange, issuer, encodedissuerlen, encodedissuer, securitydesc, encodedsecuritydesclen, encodedsecuritydesc, side, orderqty, cashorderqty, lastshares, lastpx, text, encodedtextlen, encodedtext}).
-record(quoterequest,{header, trailer, quotereqid}).
-record(quote,{header, trailer, quotereqid, quoteid, quoteresponselevel, tradingsessionid, symbol, symbolsfx, securityid, idsource, securitytype, maturitymonthyear, maturityday, putorcall, strikeprice, optattribute, contractmultiplier, couponrate, securityexchange, issuer, encodedissuerlen, encodedissuer, securitydesc, encodedsecuritydesclen, encodedsecuritydesc, bidpx, offerpx, bidsize, offersize, validuntiltime, bidspotrate, offerspotrate, bidforwardpoints, offerforwardpoints, transacttime, futsettdate, ordtype, futsettdate2, orderqty2, currency}).
-record(settlementinstructions,{header, trailer, settlinstid, settlinsttranstype, settlinstrefid, settlinstmode, settlinstsource, allocaccount, settllocation, tradedate, allocid, lastmkt, tradingsessionid, side, securitytype, effectivetime, transacttime, clientid, execbroker, standinstdbtype, standinstdbname, standinstdbid, settldeliverytype, settldepositorycode, settlbrkrcode, settlinstcode, securitysettlagentname, securitysettlagentcode, securitysettlagentacctnum, securitysettlagentacctname, securitysettlagentcontactname, securitysettlagentcontactphone, cashsettlagentname, cashsettlagentcode, cashsettlagentacctnum, cashsettlagentacctname, cashsettlagentcontactname, cashsettlagentcontactphone}).
-record(marketdatarequest,{header, trailer, mdreqid, subscriptionrequesttype, marketdepth, mdupdatetype, aggregatedbook}).
-record(marketdatasnapshotfullrefresh,{header, trailer, mdreqid, symbol, symbolsfx, securityid, idsource, securitytype, maturitymonthyear, maturityday, putorcall, strikeprice, optattribute, contractmultiplier, couponrate, securityexchange, issuer, encodedissuerlen, encodedissuer, securitydesc, encodedsecuritydesclen, encodedsecuritydesc, financialstatus, corporateaction, totalvolumetraded}).
-record(marketdataincrementalrefresh,{header, trailer, mdreqid}).
-record(marketdatarequestreject,{header, trailer, mdreqid, mdreqrejreason, text, encodedtextlen, encodedtext}).
-record(quotecancel,{header, trailer, quotereqid, quoteid, quotecanceltype, quoteresponselevel, tradingsessionid}).
-record(quotestatusrequest,{header, trailer, quoteid, symbol, symbolsfx, securityid, idsource, securitytype, maturitymonthyear, maturityday, putorcall, strikeprice, optattribute, contractmultiplier, couponrate, securityexchange, issuer, encodedissuerlen, encodedissuer, securitydesc, encodedsecuritydesclen, encodedsecuritydesc, side, tradingsessionid}).
-record(quoteacknowledgement,{header, trailer, quotereqid, quoteid, quoteackstatus, quoterejectreason, quoteresponselevel, tradingsessionid, text}).
-record(securitydefinitionrequest,{header, trailer, securityreqid, securityrequesttype, symbol, symbolsfx, securityid, idsource, securitytype, maturitymonthyear, maturityday, putorcall, strikeprice, optattribute, contractmultiplier, couponrate, securityexchange, issuer, encodedissuerlen, encodedissuer, securitydesc, encodedsecuritydesclen, encodedsecuritydesc, currency, text, encodedtextlen, encodedtext, tradingsessionid}).
-record(securitydefinition,{header, trailer, securityreqid, securityresponseid, securityresponsetype, totalnumsecurities, symbol, symbolsfx, securityid, idsource, securitytype, maturitymonthyear, maturityday, putorcall, strikeprice, optattribute, contractmultiplier, couponrate, securityexchange, issuer, encodedissuerlen, encodedissuer, securitydesc, encodedsecuritydesclen, encodedsecuritydesc, currency, tradingsessionid, text, encodedtextlen, encodedtext}).
-record(securitystatusrequest,{header, trailer, securitystatusreqid, symbol, symbolsfx, securityid, idsource, securitytype, maturitymonthyear, maturityday, putorcall, strikeprice, optattribute, contractmultiplier, couponrate, securityexchange, issuer, encodedissuerlen, encodedissuer, securitydesc, encodedsecuritydesclen, encodedsecuritydesc, currency, subscriptionrequesttype, tradingsessionid}).
-record(securitystatus,{header, trailer, securitystatusreqid, symbol, symbolsfx, securityid, idsource, securitytype, maturitymonthyear, maturityday, putorcall, strikeprice, optattribute, contractmultiplier, couponrate, securityexchange, issuer, encodedissuerlen, encodedissuer, securitydesc, encodedsecuritydesclen, encodedsecuritydesc, currency, tradingsessionid, unsolicitedindicator, securitytradingstatus, financialstatus, corporateaction, haltreasonchar, inviewofcommon, duetorelated, buyvolume, sellvolume, highpx, lowpx, lastpx, transacttime, adjustment}).
-record(tradingsessionstatusrequest,{header, trailer, tradsesreqid, tradingsessionid, tradsesmethod, tradsesmode, subscriptionrequesttype}).
-record(tradingsessionstatus,{header, trailer, tradsesreqid, tradingsessionid, tradsesmethod, tradsesmode, unsolicitedindicator, tradsesstatus, tradsesstarttime, tradsesopentime, tradsespreclosetime, tradsesclosetime, tradsesendtime, totalvolumetraded, text, encodedtextlen, encodedtext}).
-record(massquote,{header, trailer, quotereqid, quoteid, quoteresponselevel, defbidsize, defoffersize}).
-record(businessmessagereject,{header, trailer, refseqnum, refmsgtype, businessrejectrefid, businessrejectreason, text, encodedtextlen, encodedtext}).
-record(bidrequest,{header, trailer, bidid, clientbidid, bidrequesttranstype, listname, totalnumsecurities, bidtype, numtickets, currency, sidevalue1, sidevalue2, liquidityindtype, wtaverageliquidity, exchangeforphysical, outmaincntryuindex, crosspercent, progrptreqs, progperiodinterval, inctaxind, forexreq, numbidders, tradedate, tradetype, basispxtype, striketime, text, encodedtextlen, encodedtext}).
-record(bidresponse,{header, trailer, bidid, clientbidid}).
-record(liststrikeprice,{header, trailer, listid, totnostrikes}).