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