quickfix.field

Classes

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