FIX42.xml

<fix major="4" minor="2" servicepack="0" type="FIX">
    <header>
        <field name="BeginString" required="Y" />
        <field name="BodyLength" required="Y" />
        <field name="MsgType" required="Y" />
        <field name="SenderCompID" required="Y" />
        <field name="TargetCompID" required="Y" />
        <field name="OnBehalfOfCompID" required="N" />
        <field name="DeliverToCompID" required="N" />
        <field name="SecureDataLen" required="N" />
        <field name="SecureData" required="N" />
        <field name="MsgSeqNum" required="Y" />
        <field name="SenderSubID" required="N" />
        <field name="SenderLocationID" required="N" />
        <field name="TargetSubID" required="N" />
        <field name="TargetLocationID" required="N" />
        <field name="OnBehalfOfSubID" required="N" />
        <field name="OnBehalfOfLocationID" required="N" />
        <field name="DeliverToSubID" required="N" />
        <field name="DeliverToLocationID" required="N" />
        <field name="PossDupFlag" required="N" />
        <field name="PossResend" required="N" />
        <field name="SendingTime" required="Y" />
        <field name="OrigSendingTime" required="N" />
        <field name="XmlDataLen" required="N" />
        <field name="XmlData" required="N" />
        <field name="MessageEncoding" required="N" />
        <field name="LastMsgSeqNumProcessed" required="N" />
        <field name="OnBehalfOfSendingTime" required="N" />
    </header>
    <trailer>
        <field name="SignatureLength" required="N" />
        <field name="Signature" required="N" />
        <field name="CheckSum" required="Y" />
    </trailer>
    <messages>
        <message name="Heartbeat" msgtype="0" msgcat="admin">
            <field name="TestReqID" required="N" />
        </message>
        <message name="Logon" msgtype="A" msgcat="admin">
            <field name="EncryptMethod" required="Y" />
            <field name="HeartBtInt" required="Y" />
            <field name="RawDataLength" required="N" />
            <field name="RawData" required="N" />
            <field name="ResetSeqNumFlag" required="N" />
            <field name="MaxMessageSize" required="N" />
            <group name="NoMsgTypes" required="N">
                <field name="RefMsgType" required="N" />
                <field name="MsgDirection" required="N" />
            </group>
        </message>
        <message name="TestRequest" msgtype="1" msgcat="admin">
            <field name="TestReqID" required="Y" />
        </message>
        <message name="ResendRequest" msgtype="2" msgcat="admin">
            <field name="BeginSeqNo" required="Y" />
            <field name="EndSeqNo" required="Y" />
        </message>
        <message name="Reject" msgtype="3" msgcat="admin">
            <field name="RefSeqNum" required="Y" />
            <field name="RefTagID" required="N" />
            <field name="RefMsgType" required="N" />
            <field name="SessionRejectReason" required="N" />
            <field name="Text" required="N" />
            <field name="EncodedText" required="N" />
        </message>
        <message name="SequenceReset" msgtype="4" msgcat="admin">
            <field name="GapFillFlag" required="N" />
            <field name="NewSeqNo" required="Y" />
        </message>
        <message name="Logout" msgtype="5" msgcat="admin">
            <field name="Text" required="N" />
            <field name="EncodedTextLen" required="N" />
            <field name="EncodedText" required="N" />
        </message>
        <message name="Advertisement" msgtype="7" msgcat="app">
            <field name="AdvId" required="Y" />
            <field name="AdvTransType" required="Y" />
            <field name="AdvRefID" required="N" />
            <field name="Symbol" required="Y" />
            <field name="SymbolSfx" required="N" />
            <field name="SecurityID" required="N" />
            <field name="IDSource" required="N" />
            <field name="SecurityType" required="N" />
            <field name="MaturityMonthYear" required="N" />
            <field name="MaturityDay" required="N" />
            <field name="PutOrCall" required="N" />
            <field name="StrikePrice" required="N" />
            <field name="OptAttribute" required="N" />
            <field name="ContractMultiplier" required="N" />
            <field name="CouponRate" required="N" />
            <field name="SecurityExchange" required="N" />
            <field name="Issuer" required="N" />
            <field name="EncodedIssuerLen" required="N" />
            <field name="EncodedIssuer" required="N" />
            <field name="SecurityDesc" required="N" />
            <field name="EncodedSecurityDescLen" required="N" />
            <field name="EncodedSecurityDesc" required="N" />
            <field name="AdvSide" required="Y" />
            <field name="Shares" required="Y" />
            <field name="Price" required="N" />
            <field name="Currency" required="N" />
            <field name="TradeDate" required="N" />
            <field name="TransactTime" required="N" />
            <field name="Text" required="N" />
            <field name="EncodedTextLen" required="N" />
            <field name="EncodedText" required="N" />
            <field name="URLLink" required="N" />
            <field name="LastMkt" required="N" />
            <field name="TradingSessionID" required="N" />
        </message>
        <message name="IndicationofInterest" msgtype="6" msgcat="app">
            <field name="IOIid" required="Y" />
            <field name="IOITransType" required="Y" />
            <field name="IOIRefID" required="N" />
            <field name="Symbol" required="Y" />
            <field name="SymbolSfx" required="N" />
            <field name="SecurityID" required="N" />
            <field name="IDSource" required="N" />
            <field name="SecurityType" required="N" />
            <field name="MaturityMonthYear" required="N" />
            <field name="MaturityDay" required="N" />
            <field name="PutOrCall" required="N" />
            <field name="StrikePrice" required="N" />
            <field name="OptAttribute" required="N" />
            <field name="ContractMultiplier" required="N" />
            <field name="CouponRate" required="N" />
            <field name="SecurityExchange" required="N" />
            <field name="Issuer" required="N" />
            <field name="EncodedIssuerLen" required="N" />
            <field name="EncodedIssuer" required="N" />
            <field name="SecurityDesc" required="N" />
            <field name="EncodedSecurityDescLen" required="N" />
            <field name="EncodedSecurityDesc" required="N" />
            <field name="Side" required="Y" />
            <field name="IOIShares" required="Y" />
            <field name="Price" required="N" />
            <field name="Currency" required="N" />
            <field name="ValidUntilTime" required="N" />
            <field name="IOIQltyInd" required="N" />
            <field name="IOINaturalFlag" required="N" />
            <group name="NoIOIQualifiers" required="N">
                <field name="IOIQualifier" required="N" />
            </group>
            <field name="Text" required="N" />
            <field name="EncodedTextLen" required="N" />
            <field name="EncodedText" required="N" />
            <field name="TransactTime" required="N" />
            <field name="URLLink" required="N" />
            <group name="NoRoutingIDs" required="N">
                <field name="RoutingType" required="N" />
                <field name="RoutingID" required="N" />
            </group>
            <field name="SpreadToBenchmark" required="N" />
            <field name="Benchmark" required="N" />
        </message>
        <message name="News" msgtype="B" msgcat="app">
            <field name="OrigTime" required="N" />
            <field name="Urgency" required="N" />
            <field name="Headline" required="Y" />
            <field name="EncodedHeadlineLen" required="N" />
            <field name="EncodedHeadline" required="N" />
            <group name="NoRoutingIDs" required="N">
                <field name="RoutingType" required="N" />
                <field name="RoutingID" required="N" />
            </group>
            <group name="NoRelatedSym" required="N">
                <field name="RelatdSym" required="N" />
                <field name="SymbolSfx" required="N" />
                <field name="SecurityID" required="N" />
                <field name="IDSource" required="N" />
                <field name="SecurityType" required="N" />
                <field name="MaturityMonthYear" required="N" />
                <field name="MaturityDay" required="N" />
                <field name="PutOrCall" required="N" />
                <field name="StrikePrice" required="N" />
                <field name="OptAttribute" required="N" />
                <field name="ContractMultiplier" required="N" />
                <field name="CouponRate" required="N" />
                <field name="SecurityExchange" required="N" />
                <field name="Issuer" required="N" />
                <field name="EncodedIssuerLen" required="N" />
                <field name="EncodedIssuer" required="N" />
                <field name="SecurityDesc" required="N" />
                <field name="EncodedSecurityDescLen" required="N" />
                <field name="EncodedSecurityDesc" required="N" />
            </group>
            <group name="LinesOfText" required="Y">
                <field name="Text" required="Y" />
                <field name="EncodedTextLen" required="N" />
                <field name="EncodedText" required="N" />
            </group>
            <field name="URLLink" required="N" />
            <field name="RawDataLength" required="N" />
            <field name="RawData" required="N" />
        </message>
        <message name="Email" msgtype="C" msgcat="app">
            <field name="EmailThreadID" required="Y" />
            <field name="EmailType" required="Y" />
            <field name="OrigTime" required="N" />
            <field name="Subject" required="Y" />
            <field name="EncodedSubjectLen" required="N" />
            <field name="EncodedSubject" required="N" />
            <group name="NoRoutingIDs" required="N">
                <field name="RoutingType" required="N" />
                <field name="RoutingID" required="N" />
            </group>
            <group name="NoRelatedSym" required="N">
                <field name="RelatdSym" required="N" />
                <field name="SymbolSfx" required="N" />
                <field name="SecurityID" required="N" />
                <field name="IDSource" required="N" />
                <field name="SecurityType" required="N" />
                <field name="MaturityMonthYear" required="N" />
                <field name="MaturityDay" required="N" />
                <field name="PutOrCall" required="N" />
                <field name="StrikePrice" required="N" />
                <field name="OptAttribute" required="N" />
                <field name="ContractMultiplier" required="N" />
                <field name="CouponRate" required="N" />
                <field name="SecurityExchange" required="N" />
                <field name="Issuer" required="N" />
                <field name="EncodedIssuerLen" required="N" />
                <field name="EncodedIssuer" required="N" />
                <field name="SecurityDesc" required="N" />
                <field name="EncodedSecurityDescLen" required="N" />
                <field name="EncodedSecurityDesc" required="N" />
            </group>
            <field name="OrderID" required="N" />
            <field name="ClOrdID" required="N" />
            <group name="LinesOfText" required="Y">
                <field name="Text" required="Y" />
                <field name="EncodedTextLen" required="N" />
                <field name="EncodedText" required="N" />
            </group>
            <field name="RawDataLength" required="N" />
            <field name="RawData" required="N" />
        </message>
        <message name="QuoteRequest" msgtype="R" msgcat="app">
            <field name="QuoteReqID" required="Y" />
            <group name="NoRelatedSym" required="Y">
                <field name="Symbol" required="Y" />
                <field name="SymbolSfx" required="N" />
                <field name="SecurityID" required="N" />
                <field name="IDSource" required="N" />
                <field name="SecurityType" required="N" />
                <field name="MaturityMonthYear" required="N" />
                <field name="MaturityDay" required="N" />
                <field name="PutOrCall" required="N" />
                <field name="StrikePrice" required="N" />
                <field name="OptAttribute" required="N" />
                <field name="ContractMultiplier" required="N" />
                <field name="CouponRate" required="N" />
                <field name="SecurityExchange" required="N" />
                <field name="Issuer" required="N" />
                <field name="EncodedIssuerLen" required="N" />
                <field name="EncodedIssuer" required="N" />
                <field name="SecurityDesc" required="N" />
                <field name="EncodedSecurityDescLen" required="N" />
                <field name="EncodedSecurityDesc" required="N" />
                <field name="PrevClosePx" required="N" />
                <field name="QuoteRequestType" required="N" />
                <field name="TradingSessionID" required="N" />
                <field name="Side" required="N" />
                <field name="OrderQty" required="N" />
                <field name="FutSettDate" required="N" />
                <field name="OrdType" required="N" />
                <field name="FutSettDate2" required="N" />
                <field name="OrderQty2" required="N" />
                <field name="ExpireTime" required="N" />
                <field name="TransactTime" required="N" />
                <field name="Currency" required="N" />
            </group>
        </message>
        <message name="Quote" msgtype="S" msgcat="app">
            <field name="QuoteReqID" required="N" />
            <field name="QuoteID" required="Y" />
            <field name="QuoteResponseLevel" required="N" />
            <field name="TradingSessionID" required="N" />
            <field name="Symbol" required="Y" />
            <field name="SymbolSfx" required="N" />
            <field name="SecurityID" required="N" />
            <field name="IDSource" required="N" />
            <field name="SecurityType" required="N" />
            <field name="MaturityMonthYear" required="N" />
            <field name="MaturityDay" required="N" />
            <field name="PutOrCall" required="N" />
            <field name="StrikePrice" required="N" />
            <field name="OptAttribute" required="N" />
            <field name="ContractMultiplier" required="N" />
            <field name="CouponRate" required="N" />
            <field name="SecurityExchange" required="N" />
            <field name="Issuer" required="N" />
            <field name="EncodedIssuerLen" required="N" />
            <field name="EncodedIssuer" required="N" />
            <field name="SecurityDesc" required="N" />
            <field name="EncodedSecurityDescLen" required="N" />
            <field name="EncodedSecurityDesc" required="N" />
            <field name="BidPx" required="N" />
            <field name="OfferPx" required="N" />
            <field name="BidSize" required="N" />
            <field name="OfferSize" required="N" />
            <field name="ValidUntilTime" required="N" />
            <field name="BidSpotRate" required="N" />
            <field name="OfferSpotRate" required="N" />
            <field name="BidForwardPoints" required="N" />
            <field name="OfferForwardPoints" required="N" />
            <field name="TransactTime" required="N" />
            <field name="FutSettDate" required="N" />
            <field name="OrdType" required="N" />
            <field name="FutSettDate2" required="N" />
            <field name="OrderQty2" required="N" />
            <field name="Currency" required="N" />
        </message>
        <message name="MassQuote" msgtype="i" msgcat="app">
            <field name="QuoteReqID" required="N" />
            <field name="QuoteID" required="Y" />
            <field name="QuoteResponseLevel" required="N" />
            <field name="DefBidSize" required="N" />
            <field name="DefOfferSize" required="N" />
            <group name="NoQuoteSets" required="Y">
                <field name="QuoteSetID" required="Y" />
                <field name="UnderlyingSymbol" required="Y" />
                <field name="UnderlyingSymbolSfx" required="N" />
                <field name="UnderlyingSecurityID" required="N" />
                <field name="UnderlyingIDSource" required="N" />
                <field name="UnderlyingSecurityType" required="N" />
                <field name="UnderlyingMaturityMonthYear" required="N" />
                <field name="UnderlyingMaturityDay" required="N" />
                <field name="UnderlyingPutOrCall" required="N" />
                <field name="UnderlyingStrikePrice" required="N" />
                <field name="UnderlyingOptAttribute" required="N" />
                <field name="UnderlyingContractMultiplier" required="N" />
                <field name="UnderlyingCouponRate" required="N" />
                <field name="UnderlyingSecurityExchange" required="N" />
                <field name="UnderlyingIssuer" required="N" />
                <field name="EncodedUnderlyingIssuerLen" required="N" />
                <field name="EncodedUnderlyingIssuer" required="N" />
                <field name="UnderlyingSecurityDesc" required="N" />
                <field name="EncodedUnderlyingSecurityDescLen" required="N" />
                <field name="EncodedUnderlyingSecurityDesc" required="N" />
                <field name="QuoteSetValidUntilTime" required="N" />
                <field name="TotQuoteEntries" required="Y" />
                <group name="NoQuoteEntries" required="Y">
                    <field name="QuoteEntryID" required="Y" />
                    <field name="Symbol" required="N" />
                    <field name="SymbolSfx" required="N" />
                    <field name="SecurityID" required="N" />
                    <field name="IDSource" required="N" />
                    <field name="SecurityType" required="N" />
                    <field name="MaturityMonthYear" required="N" />
                    <field name="MaturityDay" required="N" />
                    <field name="PutOrCall" required="N" />
                    <field name="StrikePrice" required="N" />
                    <field name="OptAttribute" required="N" />
                    <field name="ContractMultiplier" required="N" />
                    <field name="CouponRate" required="N" />
                    <field name="SecurityExchange" required="N" />
                    <field name="Issuer" required="N" />
                    <field name="EncodedIssuerLen" required="N" />
                    <field name="EncodedIssuer" required="N" />
                    <field name="SecurityDesc" required="N" />
                    <field name="EncodedSecurityDescLen" required="N" />
                    <field name="EncodedSecurityDesc" required="N" />
                    <field name="BidPx" required="N" />
                    <field name="OfferPx" required="N" />
                    <field name="BidSize" required="N" />
                    <field name="OfferSize" required="N" />
                    <field name="ValidUntilTime" required="N" />
                    <field name="BidSpotRate" required="N" />
                    <field name="OfferSpotRate" required="N" />
                    <field name="BidForwardPoints" required="N" />
                    <field name="OfferForwardPoints" required="N" />
                    <field name="TransactTime" required="N" />
                    <field name="TradingSessionID" required="N" />
                    <field name="FutSettDate" required="N" />
                    <field name="OrdType" required="N" />
                    <field name="FutSettDate2" required="N" />
                    <field name="OrderQty2" required="N" />
                    <field name="Currency" required="N" />
                </group>
            </group>
        </message>
        <message name="QuoteCancel" msgtype="Z" msgcat="app">
            <field name="QuoteReqID" required="N" />
            <field name="QuoteID" required="Y" />
            <field name="QuoteCancelType" required="Y" />
            <field name="QuoteResponseLevel" required="N" />
            <field name="TradingSessionID" required="N" />
            <group name="NoQuoteEntries" required="Y">
                <field name="Symbol" required="Y" />
                <field name="SymbolSfx" required="N" />
                <field name="SecurityID" required="N" />
                <field name="IDSource" required="N" />
                <field name="SecurityType" required="N" />
                <field name="MaturityMonthYear" required="N" />
                <field name="MaturityDay" required="N" />
                <field name="PutOrCall" required="N" />
                <field name="StrikePrice" required="N" />
                <field name="OptAttribute" required="N" />
                <field name="ContractMultiplier" required="N" />
                <field name="CouponRate" required="N" />
                <field name="SecurityExchange" required="N" />
                <field name="Issuer" required="N" />
                <field name="EncodedIssuerLen" required="N" />
                <field name="EncodedIssuer" required="N" />
                <field name="SecurityDesc" required="N" />
                <field name="EncodedSecurityDescLen" required="N" />
                <field name="EncodedSecurityDesc" required="N" />
                <field name="UnderlyingSymbol" required="N" />
            </group>
        </message>
        <message name="QuoteStatusRequest" msgtype="a" msgcat="app">
            <field name="QuoteID" required="N" />
            <field name="Symbol" required="Y" />
            <field name="SymbolSfx" required="N" />
            <field name="SecurityID" required="N" />
            <field name="IDSource" required="N" />
            <field name="SecurityType" required="N" />
            <field name="MaturityMonthYear" required="N" />
            <field name="MaturityDay" required="N" />
            <field name="PutOrCall" required="N" />
            <field name="StrikePrice" required="N" />
            <field name="OptAttribute" required="N" />
            <field name="ContractMultiplier" required="N" />
            <field name="CouponRate" required="N" />
            <field name="SecurityExchange" required="N" />
            <field name="Issuer" required="N" />
            <field name="EncodedIssuerLen" required="N" />
            <field name="EncodedIssuer" required="N" />
            <field name="SecurityDesc" required="N" />
            <field name="EncodedSecurityDescLen" required="N" />
            <field name="EncodedSecurityDesc" required="N" />
            <field name="Side" required="N" />
            <field name="TradingSessionID" required="N" />
        </message>
        <message name="QuoteAcknowledgement" msgtype="b" msgcat="app">
            <field name="QuoteReqID" required="N" />
            <field name="QuoteID" required="N" />
            <field name="QuoteAckStatus" required="Y" />
            <field name="QuoteRejectReason" required="N" />
            <field name="QuoteResponseLevel" required="N" />
            <field name="TradingSessionID" required="N" />
            <field name="Text" required="N" />
            <group name="NoQuoteSets" required="N">
                <field name="QuoteSetID" required="N" />
                <field name="UnderlyingSymbol" required="N" />
                <field name="UnderlyingSymbolSfx" required="N" />
                <field name="UnderlyingSecurityID" required="N" />
                <field name="UnderlyingIDSource" required="N" />
                <field name="UnderlyingSecurityType" required="N" />
                <field name="UnderlyingMaturityMonthYear" required="N" />
                <field name="UnderlyingMaturityDay" required="N" />
                <field name="UnderlyingPutOrCall" required="N" />
                <field name="UnderlyingStrikePrice" required="N" />
                <field name="UnderlyingOptAttribute" required="N" />
                <field name="UnderlyingContractMultiplier" required="N" />
                <field name="UnderlyingCouponRate" required="N" />
                <field name="UnderlyingSecurityExchange" required="N" />
                <field name="UnderlyingIssuer" required="N" />
                <field name="EncodedUnderlyingIssuerLen" required="N" />
                <field name="EncodedUnderlyingIssuer" required="N" />
                <field name="UnderlyingSecurityDesc" required="N" />
                <field name="EncodedUnderlyingSecurityDescLen" required="N" />
                <field name="EncodedUnderlyingSecurityDesc" required="N" />
                <field name="TotQuoteEntries" required="N" />
                <group name="NoQuoteEntries" required="N">
                    <field name="QuoteEntryID" required="N" />
                    <field name="Symbol" required="N" />
                    <field name="SymbolSfx" required="N" />
                    <field name="SecurityID" required="N" />
                    <field name="IDSource" required="N" />
                    <field name="SecurityType" required="N" />
                    <field name="MaturityMonthYear" required="N" />
                    <field name="MaturityDay" required="N" />
                    <field name="PutOrCall" required="N" />
                    <field name="StrikePrice" required="N" />
                    <field name="OptAttribute" required="N" />
                    <field name="ContractMultiplier" required="N" />
                    <field name="CouponRate" required="N" />
                    <field name="SecurityExchange" required="N" />
                    <field name="Issuer" required="N" />
                    <field name="EncodedIssuerLen" required="N" />
                    <field name="EncodedIssuer" required="N" />
                    <field name="SecurityDesc" required="N" />
                    <field name="EncodedSecurityDescLen" required="N" />
                    <field name="EncodedSecurityDesc" required="N" />
                    <field name="QuoteEntryRejectReason" required="N" />
                </group>
            </group>
        </message>
        <message name="MarketDataRequest" msgtype="V" msgcat="app">
            <field name="MDReqID" required="Y" />
            <field name="SubscriptionRequestType" required="Y" />
            <field name="MarketDepth" required="Y" />
            <field name="MDUpdateType" required="N" />
            <field name="AggregatedBook" required="N" />
            <group name="NoMDEntryTypes" required="Y">
                <field name="MDEntryType" required="Y" />
            </group>
            <group name="NoRelatedSym" required="Y">
                <field name="Symbol" required="Y" />
                <field name="SymbolSfx" required="N" />
                <field name="SecurityID" required="N" />
                <field name="IDSource" required="N" />
                <field name="SecurityType" required="N" />
                <field name="MaturityMonthYear" required="N" />
                <field name="MaturityDay" required="N" />
                <field name="PutOrCall" required="N" />
                <field name="StrikePrice" required="N" />
                <field name="OptAttribute" required="N" />
                <field name="ContractMultiplier" required="N" />
                <field name="CouponRate" required="N" />
                <field name="SecurityExchange" required="N" />
                <field name="Issuer" required="N" />
                <field name="EncodedIssuerLen" required="N" />
                <field name="EncodedIssuer" required="N" />
                <field name="SecurityDesc" required="N" />
                <field name="EncodedSecurityDescLen" required="N" />
                <field name="EncodedSecurityDesc" required="N" />
                <field name="TradingSessionID" required="N" />
            </group>
        </message>
        <message name="MarketDataSnapshotFullRefresh" msgtype="W" msgcat="app">
            <field name="MDReqID" required="N" />
            <field name="Symbol" required="Y" />
            <field name="SymbolSfx" required="N" />
            <field name="SecurityID" required="N" />
            <field name="IDSource" required="N" />
            <field name="SecurityType" required="N" />
            <field name="MaturityMonthYear" required="N" />
            <field name="MaturityDay" required="N" />
            <field name="PutOrCall" required="N" />
            <field name="StrikePrice" required="N" />
            <field name="OptAttribute" required="N" />
            <field name="ContractMultiplier" required="N" />
            <field name="CouponRate" required="N" />
            <field name="SecurityExchange" required="N" />
            <field name="Issuer" required="N" />
            <field name="EncodedIssuerLen" required="N" />
            <field name="EncodedIssuer" required="N" />
            <field name="SecurityDesc" required="N" />
            <field name="EncodedSecurityDescLen" required="N" />
            <field name="EncodedSecurityDesc" required="N" />
            <field name="FinancialStatus" required="N" />
            <field name="CorporateAction" required="N" />
            <field name="TotalVolumeTraded" required="N" />
            <group name="NoMDEntries" required="Y">
                <field name="MDEntryType" required="Y" />
                <field name="MDEntryPx" required="Y" />
                <field name="Currency" required="N" />
                <field name="MDEntrySize" required="N" />
                <field name="MDEntryDate" required="N" />
                <field name="MDEntryTime" required="N" />
                <field name="TickDirection" required="N" />
                <field name="MDMkt" required="N" />
                <field name="TradingSessionID" required="N" />
                <field name="QuoteCondition" required="N" />
                <field name="TradeCondition" required="N" />
                <field name="MDEntryOriginator" required="N" />
                <field name="LocationID" required="N" />
                <field name="DeskID" required="N" />
                <field name="OpenCloseSettleFlag" required="N" />
                <field name="TimeInForce" required="N" />
                <field name="ExpireDate" required="N" />
                <field name="ExpireTime" required="N" />
                <field name="MinQty" required="N" />
                <field name="ExecInst" required="N" />
                <field name="SellerDays" required="N" />
                <field name="OrderID" required="N" />
                <field name="QuoteEntryID" required="N" />
                <field name="MDEntryBuyer" required="N" />
                <field name="MDEntrySeller" required="N" />
                <field name="NumberOfOrders" required="N" />
                <field name="MDEntryPositionNo" required="N" />
                <field name="Text" required="N" />
                <field name="EncodedTextLen" required="N" />
                <field name="EncodedText" required="N" />
            </group>
        </message>
        <message name="MarketDataIncrementalRefresh" msgtype="X" msgcat="app">
            <field name="MDReqID" required="N" />
            <group name="NoMDEntries" required="Y">
                <field name="MDUpdateAction" required="Y" />
                <field name="DeleteReason" required="N" />
                <field name="MDEntryType" required="N" />
                <field name="MDEntryID" required="N" />
                <field name="MDEntryRefID" required="N" />
                <field name="Symbol" required="N" />
                <field name="SymbolSfx" required="N" />
                <field name="SecurityID" required="N" />
                <field name="IDSource" required="N" />
                <field name="SecurityType" required="N" />
                <field name="MaturityMonthYear" required="N" />
                <field name="MaturityDay" required="N" />
                <field name="PutOrCall" required="N" />
                <field name="StrikePrice" required="N" />
                <field name="OptAttribute" required="N" />
                <field name="ContractMultiplier" required="N" />
                <field name="CouponRate" required="N" />
                <field name="SecurityExchange" required="N" />
                <field name="Issuer" required="N" />
                <field name="EncodedIssuerLen" required="N" />
                <field name="EncodedIssuer" required="N" />
                <field name="SecurityDesc" required="N" />
                <field name="EncodedSecurityDescLen" required="N" />
                <field name="EncodedSecurityDesc" required="N" />
                <field name="FinancialStatus" required="N" />
                <field name="CorporateAction" required="N" />
                <field name="MDEntryPx" required="N" />
                <field name="Currency" required="N" />
                <field name="MDEntrySize" required="N" />
                <field name="MDEntryDate" required="N" />
                <field name="MDEntryTime" required="N" />
                <field name="TickDirection" required="N" />
                <field name="MDMkt" required="N" />
                <field name="TradingSessionID" required="N" />
                <field name="QuoteCondition" required="N" />
                <field name="TradeCondition" required="N" />
                <field name="MDEntryOriginator" required="N" />
                <field name="LocationID" required="N" />
                <field name="DeskID" required="N" />
                <field name="OpenCloseSettleFlag" required="N" />
                <field name="TimeInForce" required="N" />
                <field name="ExpireDate" required="N" />
                <field name="ExpireTime" required="N" />
                <field name="MinQty" required="N" />
                <field name="ExecInst" required="N" />
                <field name="SellerDays" required="N" />
                <field name="OrderID" required="N" />
                <field name="QuoteEntryID" required="N" />
                <field name="MDEntryBuyer" required="N" />
                <field name="MDEntrySeller" required="N" />
                <field name="NumberOfOrders" required="N" />
                <field name="MDEntryPositionNo" required="N" />
                <field name="TotalVolumeTraded" required="N" />
                <field name="Text" required="N" />
                <field name="EncodedTextLen" required="N" />
                <field name="EncodedText" required="N" />
            </group>
        </message>
        <message name="MarketDataRequestReject" msgtype="Y" msgcat="app">
            <field name="MDReqID" required="Y" />
            <field name="MDReqRejReason" required="N" />
            <field name="Text" required="N" />
            <field name="EncodedTextLen" required="N" />
            <field name="EncodedText" required="N" />
        </message>
        <message name="SecurityDefinitionRequest" msgtype="c" msgcat="app">
            <field name="SecurityReqID" required="Y" />
            <field name="SecurityRequestType" required="Y" />
            <field name="Symbol" required="N" />
            <field name="SymbolSfx" required="N" />
            <field name="SecurityID" required="N" />
            <field name="IDSource" required="N" />
            <field name="SecurityType" required="N" />
            <field name="MaturityMonthYear" required="N" />
            <field name="MaturityDay" required="N" />
            <field name="PutOrCall" required="N" />
            <field name="StrikePrice" required="N" />
            <field name="OptAttribute" required="N" />
            <field name="ContractMultiplier" required="N" />
            <field name="CouponRate" required="N" />
            <field name="SecurityExchange" required="N" />
            <field name="Issuer" required="N" />
            <field name="EncodedIssuerLen" required="N" />
            <field name="EncodedIssuer" required="N" />
            <field name="SecurityDesc" required="N" />
            <field name="EncodedSecurityDescLen" required="N" />
            <field name="EncodedSecurityDesc" required="N" />
            <field name="Currency" required="N" />
            <field name="Text" required="N" />
            <field name="EncodedTextLen" required="N" />
            <field name="EncodedText" required="N" />
            <field name="TradingSessionID" required="N" />
            <group name="NoRelatedSym" required="N">
                <field name="UnderlyingSymbol" required="N" />
                <field name="UnderlyingSymbolSfx" required="N" />
                <field name="UnderlyingSecurityID" required="N" />
                <field name="UnderlyingIDSource" required="N" />
                <field name="UnderlyingSecurityType" required="N" />
                <field name="UnderlyingMaturityMonthYear" required="N" />
                <field name="UnderlyingMaturityDay" required="N" />
                <field name="UnderlyingPutOrCall" required="N" />
                <field name="UnderlyingStrikePrice" required="N" />
                <field name="UnderlyingOptAttribute" required="N" />
                <field name="UnderlyingContractMultiplier" required="N" />
                <field name="UnderlyingCouponRate" required="N" />
                <field name="UnderlyingSecurityExchange" required="N" />
                <field name="UnderlyingIssuer" required="N" />
                <field name="EncodedUnderlyingIssuerLen" required="N" />
                <field name="EncodedUnderlyingIssuer" required="N" />
                <field name="UnderlyingSecurityDesc" required="N" />
                <field name="EncodedUnderlyingSecurityDescLen" required="N" />
                <field name="EncodedUnderlyingSecurityDesc" required="N" />
                <field name="RatioQty" required="N" />
                <field name="Side" required="N" />
                <field name="UnderlyingCurrency" required="N" />
            </group>
        </message>
        <message name="SecurityDefinition" msgtype="d" msgcat="app">
            <field name="SecurityReqID" required="Y" />
            <field name="SecurityResponseID" required="Y" />
            <field name="SecurityResponseType" required="N" />
            <field name="TotalNumSecurities" required="Y" />
            <field name="Symbol" required="N" />
            <field name="SymbolSfx" required="N" />
            <field name="SecurityID" required="N" />
            <field name="IDSource" required="N" />
            <field name="SecurityType" required="N" />
            <field name="MaturityMonthYear" required="N" />
            <field name="MaturityDay" required="N" />
            <field name="PutOrCall" required="N" />
            <field name="StrikePrice" required="N" />
            <field name="OptAttribute" required="N" />
            <field name="ContractMultiplier" required="N" />
            <field name="CouponRate" required="N" />
            <field name="SecurityExchange" required="N" />
            <field name="Issuer" required="N" />
            <field name="EncodedIssuerLen" required="N" />
            <field name="EncodedIssuer" required="N" />
            <field name="SecurityDesc" required="N" />
            <field name="EncodedSecurityDescLen" required="N" />
            <field name="EncodedSecurityDesc" required="N" />
            <field name="Currency" required="N" />
            <field name="TradingSessionID" required="N" />
            <field name="Text" required="N" />
            <field name="EncodedTextLen" required="N" />
            <field name="EncodedText" required="N" />
            <group name="NoRelatedSym" required="N">
                <field name="UnderlyingSymbol" required="N" />
                <field name="UnderlyingSymbolSfx" required="N" />
                <field name="UnderlyingSecurityID" required="N" />
                <field name="UnderlyingIDSource" required="N" />
                <field name="UnderlyingSecurityType" required="N" />
                <field name="UnderlyingMaturityMonthYear" required="N" />
                <field name="UnderlyingMaturityDay" required="N" />
                <field name="UnderlyingPutOrCall" required="N" />
                <field name="UnderlyingStrikePrice" required="N" />
                <field name="UnderlyingOptAttribute" required="N" />
                <field name="UnderlyingContractMultiplier" required="N" />
                <field name="UnderlyingCouponRate" required="N" />
                <field name="UnderlyingSecurityExchange" required="N" />
                <field name="UnderlyingIssuer" required="N" />
                <field name="EncodedUnderlyingIssuerLen" required="N" />
                <field name="EncodedUnderlyingIssuer" required="N" />
                <field name="UnderlyingSecurityDesc" required="N" />
                <field name="EncodedUnderlyingSecurityDescLen" required="N" />
                <field name="EncodedUnderlyingSecurityDesc" required="N" />
                <field name="RatioQty" required="N" />
                <field name="Side" required="N" />
                <field name="UnderlyingCurrency" required="N" />
            </group>
        </message>
        <message name="SecurityStatusRequest" msgtype="e" msgcat="app">
            <field name="SecurityStatusReqID" required="Y" />
            <field name="Symbol" required="Y" />
            <field name="SymbolSfx" required="N" />
            <field name="SecurityID" required="N" />
            <field name="IDSource" required="N" />
            <field name="SecurityType" required="N" />
            <field name="MaturityMonthYear" required="N" />
            <field name="MaturityDay" required="N" />
            <field name="PutOrCall" required="N" />
            <field name="StrikePrice" required="N" />
            <field name="OptAttribute" required="N" />
            <field name="ContractMultiplier" required="N" />
            <field name="CouponRate" required="N" />
            <field name="SecurityExchange" required="N" />
            <field name="Issuer" required="N" />
            <field name="EncodedIssuerLen" required="N" />
            <field name="EncodedIssuer" required="N" />
            <field name="SecurityDesc" required="N" />
            <field name="EncodedSecurityDescLen" required="N" />
            <field name="EncodedSecurityDesc" required="N" />
            <field name="Currency" required="N" />
            <field name="SubscriptionRequestType" required="Y" />
            <field name="TradingSessionID" required="N" />
        </message>
        <message name="SecurityStatus" msgtype="f" msgcat="app">
            <field name="SecurityStatusReqID" required="N" />
            <field name="Symbol" required="Y" />
            <field name="SymbolSfx" required="N" />
            <field name="SecurityID" required="N" />
            <field name="IDSource" required="N" />
            <field name="SecurityType" required="N" />
            <field name="MaturityMonthYear" required="N" />
            <field name="MaturityDay" required="N" />
            <field name="PutOrCall" required="N" />
            <field name="StrikePrice" required="N" />
            <field name="OptAttribute" required="N" />
            <field name="ContractMultiplier" required="N" />
            <field name="CouponRate" required="N" />
            <field name="SecurityExchange" required="N" />
            <field name="Issuer" required="N" />
            <field name="EncodedIssuerLen" required="N" />
            <field name="EncodedIssuer" required="N" />
            <field name="SecurityDesc" required="N" />
            <field name="EncodedSecurityDescLen" required="N" />
            <field name="EncodedSecurityDesc" required="N" />
            <field name="Currency" required="N" />
            <field name="TradingSessionID" required="N" />
            <field name="UnsolicitedIndicator" required="N" />
            <field name="SecurityTradingStatus" required="N" />
            <field name="FinancialStatus" required="N" />
            <field name="CorporateAction" required="N" />
            <field name="HaltReason" required="N" />
            <field name="InViewOfCommon" required="N" />
            <field name="DueToRelated" required="N" />
            <field name="BuyVolume" required="N" />
            <field name="SellVolume" required="N" />
            <field name="HighPx" required="N" />
            <field name="LowPx" required="N" />
            <field name="LastPx" required="N" />
            <field name="TransactTime" required="N" />
            <field name="Adjustment" required="N" />
        </message>
        <message name="TradingSessionStatusRequest" msgtype="g" msgcat="app">
            <field name="TradSesReqID" required="Y" />
            <field name="TradingSessionID" required="N" />
            <field name="TradSesMethod" required="N" />
            <field name="TradSesMode" required="N" />
            <field name="SubscriptionRequestType" required="Y" />
        </message>
        <message name="TradingSessionStatus" msgtype="h" msgcat="app">
            <field name="TradSesReqID" required="N" />
            <field name="TradingSessionID" required="Y" />
            <field name="TradSesMethod" required="N" />
            <field name="TradSesMode" required="N" />
            <field name="UnsolicitedIndicator" required="N" />
            <field name="TradSesStatus" required="Y" />
            <field name="TradSesStartTime" required="N" />
            <field name="TradSesOpenTime" required="N" />
            <field name="TradSesPreCloseTime" required="N" />
            <field name="TradSesCloseTime" required="N" />
            <field name="TradSesEndTime" required="N" />
            <field name="TotalVolumeTraded" required="N" />
            <field name="Text" required="N" />
            <field name="EncodedTextLen" required="N" />
            <field name="EncodedText" required="N" />
        </message>
        <message name="NewOrderSingle" msgtype="D" msgcat="app">
            <field name="ClOrdID" required="Y" /> 
            <field name="ClientID" required="N" /><!--Y客户资金帐号-->
            <field name="ExecBroker" required="N" />
            <field name="Account" required="N" /><!--Y客户交易编码-->
            <group name="NoAllocs" required="N">
                <field name="AllocAccount" required="N" />
                <field name="AllocShares" required="N" />
            </group>
            <field name="SettlmntTyp" required="N" />
            <field name="FutSettDate" required="N" />
            <field name="HandlInst" required="Y" />
            <field name="ExecInst" required="N" />
            <field name="MinQty" required="N" /><!--最小成交量。-->
            <field name="MaxFloor" required="N" />
            <field name="ExDestination" required="N" />
            <group name="NoTradingSessions" required="N">
                <field name="TradingSessionID" required="N" />
            </group>
            <field name="ProcessCode" required="N" />
            <field name="Symbol" required="Y" /><!---->
            <field name="SymbolSfx" required="N" />
            <field name="SecurityID" required="N" />
            <field name="IDSource" required="N" />
            <field name="SecurityType" required="N" /><!--FUT = 期货-->
            <field name="MaturityMonthYear" required="N" /><!--用于指定期货到期的年和月-->
            <field name="MaturityDay" required="N" /><!--用于期货的到期日期，并被与到期年月（MaturityMonthYear）联合使用-->
            <field name="PutOrCall" required="N" />
            <field name="StrikePrice" required="N" />
            <field name="OptAttribute" required="N" />
            <field name="ContractMultiplier" required="N" />
            <field name="CouponRate" required="N" />
            <field name="SecurityExchange" required="N" /><!--Y用于指定交易所-->
            <field name="Issuer" required="N" />
            <field name="EncodedIssuerLen" required="N" />
            <field name="EncodedIssuer" required="N" />
            <field name="SecurityDesc" required="N" />
            <field name="EncodedSecurityDescLen" required="N" />
            <field name="EncodedSecurityDesc" required="N" />
            <field name="PrevClosePx" required="N" />
            <field name="Side" required="Y" /><!--买卖方向-->
            <field name="LocateReqd" required="N" />
            <field name="TransactTime" required="Y" /><!--订单发起时间-->
            <field name="OrderQty" required="N" /><!--委托手数-->
            <field name="CashOrderQty" required="N" />
            <field name="OrdType" required="Y" /><!--订单类型Limit,market-->
            <field name="Price" required="N" /><!--价格（限价订单时有效）-->
            <field name="StopPx" required="N" /><!--停止价-->
            <field name="Currency" required="N" /><!--币种-->
            <field name="ComplianceID" required="N" />
            <field name="SolicitedFlag" required="N" />
            <field name="IOIid" required="N" />
            <field name="QuoteID" required="N" />
            <field name="TimeInForce" required="N" /><!--新订单生效时间，默认为当日有效-->
            <field name="EffectiveTime" required="N" /><!--用于指定定单有效的时间-->
            <field name="ExpireDate" required="N" /><!--有条件地用于在生效时间（TimeInForce）=在某日前有效（GTD），而没有指定截止时间（ExpireTime）的情况之下-->
            <field name="ExpireTime" required="N" /><!--有条件地用于生效时间（TimeInForce） = 在某日前有效（GTD）和到期日没有被指定的情况之下-->
            <field name="GTBookingInst" required="N" />
            <field name="Commission" required="N" />
            <field name="CommType" required="N" />
            <field name="Rule80A" required="N" />
            <field name="ForexReq" required="N" />
            <field name="SettlCurrency" required="N" />
            <field name="Text" required="N" /><!--自由文本-->
            <field name="EncodedTextLen" required="N" />
            <field name="EncodedText" required="N" />
            <field name="FutSettDate2" required="N" />
            <field name="OrderQty2" required="N" />
            <field name="OpenClose" required="N" /><!--Y指明开仓，平仓-->
            <field name="CoveredOrUncovered" required="N" />
            <field name="CustomerOrFirm" required="N" />
            <field name="MaxShow" required="N" />
            <field name="PegDifference" required="N" />
            <field name="DiscretionInst" required="N" />
            <field name="DiscretionOffset" required="N" />
            <field name="ClearingFirm" required="N" />
            <field name="ClearingAccount" required="N" />
            <field name="HedgeFlag" required="N" /><!--Y投机套保标志-->
            <field name="TouchCondition" required="N" /><!--触发条件-->
            <field name="PriceType" required="N" /><!--价格类型-->
            <field name="CloseFlag" required="N" /><!--上期平仓附加标志-->
            <field name="StrategyType" required="N" /><!--algo类型-->      
            <field name="StrategyStatus" required="N" /><!--SE状态-->
            <field name="StartTime" required="N" /><!--SE开始时间-->
            <field name="EndTime" required="N" /><!--SE结束时间-->
            <field name="ParticipationRate" required="N" /><!---->
            <field name="Style" required="N" /><!---->    
            <field name="RefPrice" required="N" />
            <field name="OPG" required="N" />
            <field name="MOC" required="N" />
            <field name="MinDisplaySize" required="N" />
            <field name="CountEligibleVolumewithinLimitPrice" required="N" />
            <field name="ResetEligibleVolumewithinLimitPrice" required="N" />
            <field name="MaxPriceLevels" required="N" />
            <field name="MaxOrdersPerLevels" required="N" />
            <field name="RelativePriceLimitBase" required="N" />
            <field name="RelativePriceLimitType" required="N" />
            <field name="RelativePriceLimitOffset" required="N" />
            <field name="AMOpenPercent" required="N" />
            <field name="PMClosePercent" required="N" />
            <field name="AMPercent" required="N" />
            <field name="SerialNum" required="N" />
            <field name="CumQty" required="N" />
            <field name="GrossTradeAmt" required="N" />
            <field name="RegId" required="N" />    
            <field name="BatchNum" required="N" /> 
            <field name="UserId" required="N" />   
            <field name="MacAddress" required="N" />
            <field name="OrigClOrdID" required="N" /><!--原始交易客户方订单编号，指示被撤消订单的ClOrdID-->
            <field name="QtyMode" required="N" />
            <field name="SecondaryOrderID" required="N"/>
        </message>
        <message name="ExecutionReport" msgtype="8" msgcat="app"><!--表10　执行报告消息（Execution Report）-->
            <field name="OrderID" required="Y" /><!--期货公司委托号，同个交易日必需保证唯一-->
            <field name="SecondaryOrderID" required="N" />
            <field name="ClOrdID" required="N" /><!--交易客户方订单编号。如果是强平回报，则该值取值为以”NONE”开头的当天交易日唯一的字符串标识-->
            <field name="OrigClOrdID" required="N" /><!--原始交易客户方订单编号，指示被撤消订单的ClOrdID-->
            <field name="ClientID" required="N" /><!--Y客户资金帐号-->
            <field name="ExecBroker" required="N" />
            <group name="NoContraBrokers" required="N">
                <field name="ContraBroker" required="N" />
                <field name="ContraTrader" required="N" />
                <field name="ContraTradeQty" required="N" />
                <field name="ContraTradeTime" required="N" />
            </group>
            <field name="ListID" required="N" />
            <field name="ExecID" required="Y" /><!--期货公司的执行编号，在订单有效交易日内应保证唯一-->
            <field name="ExecTransType" required="Y" />
            <field name="ExecRefID" required="N" />
            <field name="ExecType" required="Y" /><!--执行类型-->
            <field name="OrdStatus" required="Y" /><!--订单状态-->
            <field name="OrdRejReason" required="N" /><!--订单拒绝时需要-->
            <field name="ExecRestatementReason" required="N" />
            <field name="Account" required="N" /><!--Y客户交易编码-->
            <field name="SettlmntTyp" required="N" />
            <field name="FutSettDate" required="N" />
            <field name="Symbol" required="Y" /><!--期货合约代码-->
            <field name="SymbolSfx" required="N" />
            <field name="SecurityID" required="N" />
            <field name="IDSource" required="N" />
            <field name="SecurityType" required="N" /><!--FUT＝期货-->
            <field name="MaturityMonthYear" required="N" /><!--到期年月-->
            <field name="MaturityDay" required="N" /><!--到期日期-->
            <field name="PutOrCall" required="N" />
            <field name="StrikePrice" required="N" />
            <field name="OptAttribute" required="N" />
            <field name="ContractMultiplier" required="N" />
            <field name="CouponRate" required="N" />
            <field name="SecurityExchange" required="N" /><!--Y用于指定交易所-->
            <field name="Issuer" required="N" />
            <field name="EncodedIssuerLen" required="N" />
            <field name="EncodedIssuer" required="N" />
            <field name="SecurityDesc" required="N" />
            <field name="EncodedSecurityDescLen" required="N" />
            <field name="EncodedSecurityDesc" required="N" />
            <field name="Side" required="Y" /><!--买卖方向-->
            <field name="OrderQty" required="N" /><!--Y委托手数-->
            <field name="CashOrderQty" required="N" />
            <field name="OrdType" required="N" /><!--订单类型-->
            <field name="Price" required="N" /><!--订单价格-->
            <field name="StopPx" required="N" /><!--停止价-->
            <field name="PegDifference" required="N" />
            <field name="DiscretionInst" required="N" />
            <field name="DiscretionOffset" required="N" />
            <field name="Currency" required="N" /><!--币种-->
            <field name="ComplianceID" required="N" />
            <field name="SolicitedFlag" required="N" />
            <field name="TimeInForce" required="N" /><!--新订单生效时间，默认为当日有效-->
            <field name="EffectiveTime" required="N" />
            <field name="ExpireDate" required="N" />
            <field name="ExpireTime" required="N" />
            <field name="ExecInst" required="N" />
            <field name="Rule80A" required="N" />
            <field name="LastShares" required="N" /><!--上一成交数（最近一笔成交数量）-->
            <field name="LastPx" required="N" /><!--上一成交价（最近一笔成交价格）-->
            <field name="LastSpotRate" required="N" />
            <field name="LastForwardPoints" required="N" />
            <field name="LastMkt" required="N" /><!--上一成交市场-->
            <field name="TradingSessionID" required="N" />
            <field name="LastCapacity" required="N" />
            <field name="LeavesQty" required="Y" /><!--订单剩余数量-->
            <field name="CumQty" required="Y" /><!--成交总数-->
            <field name="AvgPx" required="Y" /><!--成交平均价-->
            <field name="DayOrderQty" required="N" />
            <field name="DayCumQty" required="N" />
            <field name="DayAvgPx" required="N" />
            <field name="GTBookingInst" required="N" />
            <field name="TradeDate" required="N" />
            <field name="TransactTime" required="N" /><!--执行报告时间-->
            <field name="ReportToExch" required="N" />
            <field name="Commission" required="N" />
            <field name="CommType" required="N" />
            <field name="GrossTradeAmt" required="N" /><!--成交总金额-->
            <field name="SettlCurrAmt" required="N" />
            <field name="SettlCurrency" required="N" />
            <field name="SettlCurrFxRate" required="N" />
            <field name="SettlCurrFxRateCalc" required="N" />
            <field name="HandlInst" required="N" />
            <field name="MinQty" required="N" /><!--最小成交量-->
            <field name="MaxFloor" required="N" />
            <field name="OpenClose" required="N" /><!--指明开仓，平仓-->
            <field name="MaxShow" required="N" />
            <field name="Text" required="N" />
            <field name="EncodedTextLen" required="N" />
            <field name="EncodedText" required="N" />
            <field name="FutSettDate2" required="N" />
            <field name="OrderQty2" required="N" />
            <field name="ClearingFirm" required="N" />
            <field name="ClearingAccount" required="N" />
            <field name="MultiLegReportingType" required="N" />
            <field name="OrderEntryTime" required="N" /><!--订单申报时间-->
            <field name="DeclarationID" required="N" /><!--报单号-->
            <field name="TradeID" required="N" /><!--撮合编号-->
            <field name="ArrivalPrice" required="N" /><!--begin new price-->
            <field name="TargetProgress" required="N" /><!---->
            <field name="VWapMarketPrice" required="N" /><!---->
            <field name="NotificationReason" required="N" /><!---->
            <field name="StrategyStatus" required="N" /><!---->
            <field name="RealParticipationRate" required="N" /><!---->		
            <field name="SerialNum" required="N" /><!---->	
            <field name="StrategyType" required="N" /><!---->
            <field name="DeliverToCompID" required="N" /><!---->
        </message>
        <message name="DontKnowTrade" msgtype="Q" msgcat="app">
            <field name="OrderID" required="Y" />
            <field name="ExecID" required="Y" />
            <field name="DKReason" required="Y" />
            <field name="Symbol" required="Y" />
            <field name="SymbolSfx" required="N" />
            <field name="SecurityID" required="N" />
            <field name="IDSource" required="N" />
            <field name="SecurityType" required="N" />
            <field name="MaturityMonthYear" required="N" />
            <field name="MaturityDay" required="N" />
            <field name="PutOrCall" required="N" />
            <field name="StrikePrice" required="N" />
            <field name="OptAttribute" required="N" />
            <field name="ContractMultiplier" required="N" />
            <field name="CouponRate" required="N" />
            <field name="SecurityExchange" required="N" />
            <field name="Issuer" required="N" />
            <field name="EncodedIssuerLen" required="N" />
            <field name="EncodedIssuer" required="N" />
            <field name="SecurityDesc" required="N" />
            <field name="EncodedSecurityDescLen" required="N" />
            <field name="EncodedSecurityDesc" required="N" />
            <field name="Side" required="Y" />
            <field name="OrderQty" required="N" />
            <field name="CashOrderQty" required="N" />
            <field name="LastShares" required="N" />
            <field name="LastPx" required="N" />
            <field name="Text" required="N" />
            <field name="EncodedTextLen" required="N" />
            <field name="EncodedText" required="N" />
        </message>
        <message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app">
            <field name="OrderID" required="N" />
            <field name="ClientID" required="N" />
            <field name="ExecBroker" required="N" />
            <field name="OrigClOrdID" required="Y" />
            <field name="ClOrdID" required="Y" />
            <field name="ListID" required="N" />
            <field name="Account" required="N" />
            <group name="NoAllocs" required="N">
                <field name="AllocAccount" required="N" />
                <field name="AllocShares" required="N" />
            </group>
            <field name="SettlmntTyp" required="N" />
            <field name="FutSettDate" required="N" />
            <field name="HandlInst" required="Y" />
            <field name="ExecInst" required="N" />
            <field name="MinQty" required="N" />
            <field name="MaxFloor" required="N" />
            <field name="ExDestination" required="N" />
            <group name="NoTradingSessions" required="N">
                <field name="TradingSessionID" required="N" />
            </group>
            <field name="Symbol" required="Y" />
            <field name="SymbolSfx" required="N" />
            <field name="SecurityID" required="N" />
            <field name="IDSource" required="N" />
            <field name="SecurityType" required="N" />
            <field name="MaturityMonthYear" required="N" />
            <field name="MaturityDay" required="N" />
            <field name="PutOrCall" required="N" />
            <field name="StrikePrice" required="N" />
            <field name="OptAttribute" required="N" />
            <field name="ContractMultiplier" required="N" />
            <field name="CouponRate" required="N" />
            <field name="SecurityExchange" required="N" />
            <field name="Issuer" required="N" />
            <field name="EncodedIssuerLen" required="N" />
            <field name="EncodedIssuer" required="N" />
            <field name="SecurityDesc" required="N" />
            <field name="EncodedSecurityDescLen" required="N" />
            <field name="EncodedSecurityDesc" required="N" />
            <field name="Side" required="Y" />
            <field name="TransactTime" required="Y" />
            <field name="OrderQty" required="N" />
            <field name="CashOrderQty" required="N" />
            <field name="OrdType" required="Y" />
            <field name="Price" required="N" />
            <field name="StopPx" required="N" />
            <field name="PegDifference" required="N" />
            <field name="DiscretionInst" required="N" />
            <field name="DiscretionOffset" required="N" />
            <field name="ComplianceID" required="N" />
            <field name="SolicitedFlag" required="N" />
            <field name="Currency" required="N" />
            <field name="TimeInForce" required="N" />
            <field name="EffectiveTime" required="N" />
            <field name="ExpireDate" required="N" />
            <field name="ExpireTime" required="N" />
            <field name="GTBookingInst" required="N" />
            <field name="Commission" required="N" />
            <field name="CommType" required="N" />
            <field name="Rule80A" required="N" />
            <field name="ForexReq" required="N" />
            <field name="SettlCurrency" required="N" />
            <field name="Text" required="N" />
            <field name="EncodedTextLen" required="N" />
            <field name="EncodedText" required="N" />
            <field name="FutSettDate2" required="N" />
            <field name="OrderQty2" required="N" />
            <field name="OpenClose" required="N" />
            <field name="CoveredOrUncovered" required="N" />
            <field name="CustomerOrFirm" required="N" />
            <field name="MaxShow" required="N" />
            <field name="LocateReqd" required="N" />
            <field name="ClearingFirm" required="N" />
            <field name="ClearingAccount" required="N" />
            <field name="HedgeFlag" required="N" /><!--投机套保标志-->
            <field name="CloseFlag" required="N" /><!--上期平仓附加标志-->
            <field name="SecondaryOrderID" required="N"/>
            <field name="StrategyType" required="N" />
            <field name="StartTime" required="N" />
            <field name="EndTime" required="N" />
            <field name="Style" required="N" />
            <field name="ParticipationRate" required="N" />
            <field name="RelativePriceLimitBase" required="N" />
            <field name="RelativePriceLimitType" required="N" />
            <field name="RelativePriceLimitOffset" required="N" />
            <field name="MinDisplaySize" required="N" />
            <field name="QtyMode" required="N" />
        </message>
        <message name="OrderCancelRequest" msgtype="F" msgcat="app"><!--表12　撤单消息（Order Cancel Request）-->
            <field name="OrigClOrdID" required="Y" /><!--原始交易客户方订单编号，指示被撤消订单的ClOrdID-->
            <field name="OrderID" required="N" /><!--Y期货公司委托号，同个交易日必需保证唯一-->
            <field name="ClOrdID" required="Y" /><!--交易客户方订单编号-->
            <field name="ListID" required="N" />
            <field name="Account" required="N" /><!--Y客户交易编码-->
            <field name="ClientID" required="N" /><!--Y客户资金帐号-->
            <field name="ExecBroker" required="N" />
            <field name="Symbol" required="Y" /><!--期货合约代码。-->
            <field name="SymbolSfx" required="N" />
            <field name="SecurityID" required="N" />
            <field name="IDSource" required="N" />
            <field name="SecurityType" required="N" /><!--证券代码源-->
            <field name="MaturityMonthYear" required="N" /><!--FUT＝期货-->
            <field name="MaturityDay" required="N" /><!--期货到期年月-->
            <field name="PutOrCall" required="N" />
            <field name="StrikePrice" required="N" />
            <field name="OptAttribute" required="N" />
            <field name="ContractMultiplier" required="N" />
            <field name="CouponRate" required="N" />
            <field name="SecurityExchange" required="N" /><!--Y期货到期日期-->
            <field name="Issuer" required="N" />
            <field name="EncodedIssuerLen" required="N" />
            <field name="EncodedIssuer" required="N" />
            <field name="SecurityDesc" required="N" />
            <field name="EncodedSecurityDescLen" required="N" />
            <field name="EncodedSecurityDesc" required="N" />
            <field name="Side" required="Y" /><!--买卖方向-->
            <field name="TransactTime" required="Y" /><!--订单发起时间-->
            <field name="OrderQty" required="N" /><!--Y委托手数-->
            <field name="CashOrderQty" required="N" />
            <field name="ComplianceID" required="N" />
            <field name="SolicitedFlag" required="N" />
            <field name="Text" required="N" /><!--自由文本-->
            <field name="EncodedTextLen" required="N" />
            <field name="EncodedText" required="N" />
            <field name="OrdType" required="N" /><!--Y订单类型-->
            <field name="DeclarationID" required="N" /><!--报单号-->
            <field name="SerialNum" required="N" /><!--母单的serialnum-->		
            <field name="UserId" required="N" />   
            <field name="MacAddress" required="N" />
            <field name="OpenClose" required="N" />
        </message>
        <message name="OrderCancelReject" msgtype="9" msgcat="app"><!--表13　撤单拒绝消息（Order Cancel Reject）-->
            <field name="OrderID" required="Y" /><!--期货公司委托号，同个交易日必需保证唯一-->
            <field name="SecondaryOrderID" required="N" />
            <field name="ClOrdID" required="Y" /><!--交易客户方订单编号-->
            <field name="OrigClOrdID" required="Y" /><!--原始交易客户方订单编号，指示被撤消订单的ClOrdID-->
            <field name="OrdStatus" required="Y" /><!--订单状态-->
            <field name="ClientID" required="N" /><!--Y客户资金帐号-->
            <field name="ExecBroker" required="N" />
            <field name="ListID" required="N" />
            <field name="Account" required="N" /><!--Y客户交易编码-->
            <field name="TransactTime" required="N" /><!--订单发起时间-->
            <field name="CxlRejResponseTo" required="Y" /><!--撤单拒绝回应类型-->
            <field name="CxlRejReason" required="N" /><!--撤单拒绝原因-->
            <field name="Text" required="N" />
            <field name="EncodedTextLen" required="N" />
            <field name="EncodedText" required="N" />
            <field name="SerialNum" required="N" /><!--母单的serialnum-->		
            <field name="ExecType" required="N" /><!--执行类型-->
            <field name="DeliverToCompID" required="N" /><!---->
        </message>
        <message name="OrderStatusRequest" msgtype="H" msgcat="app"><!--表11　订单状态请求消息（Order Status Request）-->
            <field name="OrderID" required="N" /><!--Y期货公司委托号，同个交易日必需保证唯一-->
            <field name="ClOrdID" required="Y" /><!--交易客户方订单编号-->
            <field name="ClientID" required="N" /><!--Y客户资金帐号-->
            <field name="Account" required="N" /><!--Y客户交易编码-->
            <field name="ExecBroker" required="N" />
            <field name="Symbol" required="Y" /><!--期货合约代码-->
            <field name="SymbolSfx" required="N" />
            <field name="SecurityID" required="N" />
            <field name="IDSource" required="N" />
            <field name="SecurityType" required="Y" /><!--FUT＝期货-->
            <field name="MaturityMonthYear" required="N" /><!--用于指定期货到期的年和月-->
            <field name="MaturityDay" required="N" /><!--用于期货的到期日期，并被与到期年月（MaturityMonthYear）联合使用-->
            <field name="PutOrCall" required="N" />
            <field name="StrikePrice" required="N" />
            <field name="OptAttribute" required="N" />
            <field name="ContractMultiplier" required="N" />
            <field name="CouponRate" required="N" />
            <field name="SecurityExchange" required="N" /><!--Y用于指定交易所-->
            <field name="Issuer" required="N" />
            <field name="EncodedIssuerLen" required="N" />
            <field name="EncodedIssuer" required="N" />
            <field name="SecurityDesc" required="N" />
            <field name="EncodedSecurityDescLen" required="N" />
            <field name="EncodedSecurityDesc" required="N" />
            <field name="Side" required="Y" /><!--买卖方向-->
            <field name="StrategyStatus" required="N" /><!--请求的新状态-->
            <field name="SerialNum" required="N" /><!--母单的serialnum-->
            <field name="OrigClOrdID" required="N" />
        </message>
        <message name="Allocation" msgtype="J" msgcat="app">
            <field name="AllocID" required="Y" />
            <field name="AllocTransType" required="Y" />
            <field name="RefAllocID" required="N" />
            <field name="AllocLinkID" required="N" />
            <field name="AllocLinkType" required="N" />
            <group name="NoOrders" required="Y">
                <field name="ClOrdID" required="Y" />
                <field name="OrderID" required="N" />
                <field name="SecondaryOrderID" required="N" />
                <field name="ListID" required="N" />
                <field name="WaveNo" required="N" />
            </group>
            <group name="NoExecs" required="N">
                <field name="LastShares" required="N" />
                <field name="ExecID" required="N" />
                <field name="LastPx" required="N" />
                <field name="LastCapacity" required="N" />
            </group>
            <field name="Side" required="Y" />
            <field name="Symbol" required="Y" />
            <field name="SymbolSfx" required="N" />
            <field name="SecurityID" required="N" />
            <field name="IDSource" required="N" />
            <field name="SecurityType" required="N" />
            <field name="MaturityMonthYear" required="N" />
            <field name="MaturityDay" required="N" />
            <field name="PutOrCall" required="N" />
            <field name="StrikePrice" required="N" />
            <field name="OptAttribute" required="N" />
            <field name="ContractMultiplier" required="N" />
            <field name="CouponRate" required="N" />
            <field name="SecurityExchange" required="N" />
            <field name="Issuer" required="N" />
            <field name="EncodedIssuerLen" required="N" />
            <field name="EncodedIssuer" required="N" />
            <field name="SecurityDesc" required="N" />
            <field name="EncodedSecurityDescLen" required="N" />
            <field name="EncodedSecurityDesc" required="N" />
            <field name="Shares" required="Y" />
            <field name="LastMkt" required="N" />
            <field name="TradingSessionID" required="N" />
            <field name="AvgPx" required="Y" />
            <field name="Currency" required="N" />
            <field name="AvgPrxPrecision" required="N" />
            <field name="TradeDate" required="Y" />
            <field name="TransactTime" required="N" />
            <field name="SettlmntTyp" required="N" />
            <field name="FutSettDate" required="N" />
            <field name="GrossTradeAmt" required="N" />
            <field name="NetMoney" required="N" />
            <field name="OpenClose" required="N" />
            <field name="Text" required="N" />
            <field name="EncodedTextLen" required="N" />
            <field name="EncodedText" required="N" />
            <field name="NumDaysInterest" required="N" />
            <field name="AccruedInterestRate" required="N" />
            <group name="NoAllocs" required="Y">
                <field name="AllocAccount" required="Y" />
                <field name="AllocPrice" required="N" />
                <field name="AllocShares" required="Y" />
                <field name="ProcessCode" required="N" />
                <field name="BrokerOfCredit" required="N" />
                <field name="NotifyBrokerOfCredit" required="N" />
                <field name="AllocHandlInst" required="N" />
                <field name="AllocText" required="N" />
                <field name="EncodedAllocTextLen" required="N" />
                <field name="EncodedAllocText" required="N" />
                <field name="ExecBroker" required="N" />
                <field name="ClientID" required="N" />
                <field name="Commission" required="N" />
                <field name="CommType" required="N" />
                <field name="AllocAvgPx" required="N" />
                <field name="AllocNetMoney" required="N" />
                <field name="SettlCurrAmt" required="N" />
                <field name="SettlCurrency" required="N" />
                <field name="SettlCurrFxRate" required="N" />
                <field name="SettlCurrFxRateCalc" required="N" />
                <field name="AccruedInterestAmt" required="N" />
                <field name="SettlInstMode" required="N" />
                <group name="NoMiscFees" required="N">
                    <field name="MiscFeeAmt" required="N" />
                    <field name="MiscFeeCurr" required="N" />
                    <field name="MiscFeeType" required="N" />
                </group>
            </group>
        </message>
        <message name="AllocationACK" msgtype="P" msgcat="app">
            <field name="ClientID" required="N" />
            <field name="ExecBroker" required="N" />
            <field name="AllocID" required="Y" />
            <field name="TradeDate" required="Y" />
            <field name="TransactTime" required="N" />
            <field name="AllocStatus" required="Y" />
            <field name="AllocRejCode" required="N" />
            <field name="Text" required="N" />
            <field name="EncodedTextLen" required="N" />
            <field name="EncodedText" required="N" />
        </message>
        <message name="SettlementInstructions" msgtype="T" msgcat="app">
            <field name="SettlInstID" required="Y" />
            <field name="SettlInstTransType" required="Y" />
            <field name="SettlInstRefID" required="Y" />
            <field name="SettlInstMode" required="Y" />
            <field name="SettlInstSource" required="Y" />
            <field name="AllocAccount" required="Y" />
            <field name="SettlLocation" required="N" />
            <field name="TradeDate" required="N" />
            <field name="AllocID" required="N" />
            <field name="LastMkt" required="N" />
            <field name="TradingSessionID" required="N" />
            <field name="Side" required="N" />
            <field name="SecurityType" required="N" />
            <field name="EffectiveTime" required="N" />
            <field name="TransactTime" required="Y" />
            <field name="ClientID" required="N" />
            <field name="ExecBroker" required="N" />
            <field name="StandInstDbType" required="N" />
            <field name="StandInstDbName" required="N" />
            <field name="StandInstDbID" required="N" />
            <field name="SettlDeliveryType" required="N" />
            <field name="SettlDepositoryCode" required="N" />
            <field name="SettlBrkrCode" required="N" />
            <field name="SettlInstCode" required="N" />
            <field name="SecuritySettlAgentName" required="N" />
            <field name="SecuritySettlAgentCode" required="N" />
            <field name="SecuritySettlAgentAcctNum" required="N" />
            <field name="SecuritySettlAgentAcctName" required="N" />
            <field name="SecuritySettlAgentContactName" required="N" />
            <field name="SecuritySettlAgentContactPhone" required="N" />
            <field name="CashSettlAgentName" required="N" />
            <field name="CashSettlAgentCode" required="N" />
            <field name="CashSettlAgentAcctNum" required="N" />
            <field name="CashSettlAgentAcctName" required="N" />
            <field name="CashSettlAgentContactName" required="N" />
            <field name="CashSettlAgentContactPhone" required="N" />
        </message>
        <message name="BidRequest" msgtype="k" msgcat="app">
            <field name="BidID" required="N" />
            <field name="ClientBidID" required="Y" />
            <field name="BidRequestTransType" required="Y" />
            <field name="ListName" required="N" />
            <field name="TotalNumSecurities" required="Y" />
            <field name="BidType" required="Y" />
            <field name="NumTickets" required="N" />
            <field name="Currency" required="N" />
            <field name="SideValue1" required="N" />
            <field name="SideValue2" required="N" />
            <group name="NoBidDescriptors" required="N">
                <field name="BidDescriptorType" required="N" />
                <field name="BidDescriptor" required="N" />
                <field name="SideValueInd" required="N" />
                <field name="LiquidityValue" required="N" />
                <field name="LiquidityNumSecurities" required="N" />
                <field name="LiquidityPctLow" required="N" />
                <field name="LiquidityPctHigh" required="N" />
                <field name="EFPTrackingError" required="N" />
                <field name="FairValue" required="N" />
                <field name="OutsideIndexPct" required="N" />
                <field name="ValueOfFutures" required="N" />
            </group>
            <group name="NoBidComponents" required="N">
                <field name="ListID" required="N" />
                <field name="Side" required="N" />
                <field name="TradingSessionID" required="N" />
                <field name="NetGrossInd" required="N" />
                <field name="SettlmntTyp" required="N" />
                <field name="FutSettDate" required="N" />
                <field name="Account" required="N" />
            </group>
            <field name="LiquidityIndType" required="N" />
            <field name="WtAverageLiquidity" required="N" />
            <field name="ExchangeForPhysical" required="N" />
            <field name="OutMainCntryUIndex" required="N" />
            <field name="CrossPercent" required="N" />
            <field name="ProgRptReqs" required="N" />
            <field name="ProgPeriodInterval" required="N" />
            <field name="IncTaxInd" required="N" />
            <field name="ForexReq" required="N" />
            <field name="NumBidders" required="N" />
            <field name="TradeDate" required="N" />
            <field name="TradeType" required="Y" />
            <field name="BasisPxType" required="Y" />
            <field name="StrikeTime" required="N" />
            <field name="Text" required="N" />
            <field name="EncodedTextLen" required="N" />
            <field name="EncodedText" required="N" />
        </message>
        <message name="BidResponse" msgtype="l" msgcat="app">
            <field name="BidID" required="N" />
            <field name="ClientBidID" required="N" />
            <group name="NoBidComponents" required="Y">
                <field name="Commission" required="Y" />
                <field name="CommType" required="Y" />
                <field name="ListID" required="N" />
                <field name="Country" required="N" />
                <field name="Side" required="N" />
                <field name="Price" required="N" />
                <field name="PriceType" required="N" />
                <field name="FairValue" required="N" />
                <field name="NetGrossInd" required="N" />
                <field name="SettlmntTyp" required="N" />
                <field name="FutSettDate" required="N" />
                <field name="TradingSessionID" required="N" />
                <field name="Text" required="N" />
                <field name="EncodedTextLen" required="N" />
                <field name="EncodedText" required="N" />
            </group>
        </message>
        <message name="NewOrderList" msgtype="E" msgcat="app">
            <field name="ListID" required="Y" />
            <field name="BidID" required="N" />
            <field name="ClientBidID" required="N" />
            <field name="ProgRptReqs" required="N" />
            <field name="BidType" required="Y" />
            <field name="ProgPeriodInterval" required="N" />
            <field name="ListExecInstType" required="N" />
            <field name="ListExecInst" required="N" />
            <field name="EncodedListExecInstLen" required="N" />
            <field name="EncodedListExecInst" required="N" />
            <field name="TotNoOrders" required="Y" />
            <group name="NoOrders" required="Y">
                <field name="ClOrdID" required="Y" />
                <field name="ListSeqNo" required="Y" />
                <field name="SettlInstMode" required="N" />
                <field name="ClientID" required="N" />
                <field name="ExecBroker" required="N" />
                <field name="Account" required="N" />
                <group name="NoAllocs" required="N">
                    <field name="AllocAccount" required="N" />
                    <field name="AllocShares" required="N" />
                </group>
                <field name="SettlmntTyp" required="N" />
                <field name="FutSettDate" required="N" />
                <field name="HandlInst" required="N" />
                <field name="ExecInst" required="N" />
                <field name="MinQty" required="N" />
                <field name="MaxFloor" required="N" />
                <field name="ExDestination" required="N" />
                <group name="NoTradingSessions" required="N">
                    <field name="TradingSessionID" required="N" />
                </group>
                <field name="ProcessCode" required="N" />
                <field name="Symbol" required="Y" />
                <field name="SymbolSfx" required="N" />
                <field name="SecurityID" required="N" />
                <field name="IDSource" required="N" />
                <field name="SecurityType" required="N" />
                <field name="MaturityMonthYear" required="N" />
                <field name="MaturityDay" required="N" />
                <field name="PutOrCall" required="N" />
                <field name="StrikePrice" required="N" />
                <field name="OptAttribute" required="N" />
                <field name="ContractMultiplier" required="N" />
                <field name="CouponRate" required="N" />
                <field name="SecurityExchange" required="N" />
                <field name="Issuer" required="N" />
                <field name="EncodedIssuerLen" required="N" />
                <field name="EncodedIssuer" required="N" />
                <field name="SecurityDesc" required="N" />
                <field name="EncodedSecurityDescLen" required="N" />
                <field name="EncodedSecurityDesc" required="N" />
                <field name="PrevClosePx" required="N" />
                <field name="Side" required="Y" />
                <field name="SideValueInd" required="N" />
                <field name="LocateReqd" required="N" />
                <field name="TransactTime" required="N" />
                <field name="OrderQty" required="N" />
                <field name="CashOrderQty" required="N" />
                <field name="OrdType" required="N" />
                <field name="Price" required="N" />
                <field name="StopPx" required="N" />
                <field name="Currency" required="N" />
                <field name="ComplianceID" required="N" />
                <field name="SolicitedFlag" required="N" />
                <field name="IOIid" required="N" />
                <field name="QuoteID" required="N" />
                <field name="TimeInForce" required="N" />
                <field name="EffectiveTime" required="N" />
                <field name="ExpireDate" required="N" />
                <field name="ExpireTime" required="N" />
                <field name="GTBookingInst" required="N" />
                <field name="Commission" required="N" />
                <field name="CommType" required="N" />
                <field name="Rule80A" required="N" />
                <field name="ForexReq" required="N" />
                <field name="SettlCurrency" required="N" />
                <field name="Text" required="N" />
                <field name="EncodedTextLen" required="N" />
                <field name="EncodedText" required="N" />
                <field name="FutSettDate2" required="N" />
                <field name="OrderQty2" required="N" />
                <field name="OpenClose" required="N" />
                <field name="CoveredOrUncovered" required="N" />
                <field name="CustomerOrFirm" required="N" />
                <field name="MaxShow" required="N" />
                <field name="PegDifference" required="N" />
                <field name="DiscretionInst" required="N" />
                <field name="DiscretionOffset" required="N" />
                <field name="ClearingFirm" required="N" />
                <field name="ClearingAccount" required="N" />
            </group>
        </message>
        <message name="ListStrikePrice" msgtype="m" msgcat="app">
            <field name="ListID" required="Y" />
            <field name="TotNoStrikes" required="Y" />
            <group name="NoStrikes" required="Y">
                <field name="Symbol" required="Y" />
                <field name="SymbolSfx" required="N" />
                <field name="SecurityID" required="N" />
                <field name="IDSource" required="N" />
                <field name="SecurityType" required="N" />
                <field name="MaturityMonthYear" required="N" />
                <field name="MaturityDay" required="N" />
                <field name="PutOrCall" required="N" />
                <field name="StrikePrice" required="N" />
                <field name="OptAttribute" required="N" />
                <field name="ContractMultiplier" required="N" />
                <field name="CouponRate" required="N" />
                <field name="SecurityExchange" required="N" />
                <field name="Issuer" required="N" />
                <field name="EncodedIssuerLen" required="N" />
                <field name="EncodedIssuer" required="N" />
                <field name="SecurityDesc" required="N" />
                <field name="EncodedSecurityDescLen" required="N" />
                <field name="EncodedSecurityDesc" required="N" />
                <field name="PrevClosePx" required="N" />
                <field name="ClOrdID" required="N" />
                <field name="Side" required="N" />
                <field name="Price" required="Y" />
                <field name="Currency" required="N" />
                <field name="Text" required="N" />
                <field name="EncodedTextLen" required="N" />
                <field name="EncodedText" required="N" />
            </group>
        </message>
        <message name="ListStatus" msgtype="N" msgcat="app">
            <field name="ListID" required="Y" />
            <field name="ListStatusType" required="Y" />
            <field name="NoRpts" required="Y" />
            <field name="ListOrderStatus" required="Y" />
            <field name="RptSeq" required="Y" />
            <field name="ListStatusText" required="N" />
            <field name="EncodedListStatusTextLen" required="N" />
            <field name="EncodedListStatusText" required="N" />
            <field name="TransactTime" required="N" />
            <field name="TotNoOrders" required="Y" />
            <group name="NoOrders" required="Y">
                <field name="ClOrdID" required="Y" />
                <field name="CumQty" required="Y" />
                <field name="OrdStatus" required="Y" />
                <field name="LeavesQty" required="Y" />
                <field name="CxlQty" required="Y" />
                <field name="AvgPx" required="Y" />
                <field name="OrdRejReason" required="N" />
                <field name="Text" required="N" />
                <field name="EncodedTextLen" required="N" />
                <field name="EncodedText" required="N" />
            </group>
        </message>
        <message name="ListExecute" msgtype="L" msgcat="app">
            <field name="ListID" required="Y" />
            <field name="ClientBidID" required="N" />
            <field name="BidID" required="N" />
            <field name="TransactTime" required="Y" />
            <field name="Text" required="N" />
            <field name="EncodedTextLen" required="N" />
            <field name="EncodedText" required="N" />
        </message>
        <message name="ListCancelRequest" msgtype="K" msgcat="app">
            <field name="ListID" required="Y" />
            <field name="TransactTime" required="Y" />
            <field name="Text" required="N" />
            <field name="EncodedTextLen" required="N" />
            <field name="EncodedText" required="N" />
        </message>
        <message name="ListStatusRequest" msgtype="M" msgcat="app">
            <field name="ListID" required="Y" />
            <field name="Text" required="N" />
            <field name="EncodedTextLen" required="N" />
            <field name="EncodedText" required="N" />
        </message>
        <message name="BusinessMessageReject" msgtype="j" msgcat="app">
            <field name="RefSeqNum" required="N" />
            <field name="RefMsgType" required="Y" />
            <field name="BusinessRejectRefID" required="N" />
            <field name="BusinessRejectReason" required="Y" />
            <field name="Text" required="N" />
            <field name="EncodedTextLen" required="N" />
            <field name="EncodedText" required="N" />
        </message>
        <message name="RequestForPosition" msgtype="URP" msgcat="app">
            <field name="Account" required="Y" />
            <field name="RequestID" required="Y" />			
        </message>	
        <message name="PositionReport" msgtype="UPR" msgcat="app" >
            <field name="Account" required="N" />
            <field name="RequestID" required="Y" />
            <field name="AvgPx" required="Y" />
            <field name="Symbol" required="Y" />
            <field name="Currency" required="Y" />
            <field name="SecurityExchange" required="Y" />
            <field name="LongQty" required="Y" />   <!-- 多仓 -->
            <field name="ShortQty" required="Y" />   <!-- 空仓 -->
            <field name="LeavesQty" required="N"/>   <!-- 可平仓位 -->
            <field name="LastRptRequested" required="Y" />   <!-- 是否最后一条消息 -->
            <field name="Price" required="N"/>   <!-- 最新价格 -->
            <field name="Text" required="N" />			
        </message>		 
        <message name="RequestForBalance" msgtype="URB" msgcat="app">
            <field name="Account" required="Y" />
            <field name="RequestID" required="Y" />			
        </message>	  
        <message name="BalanceReport" msgtype="UBR" msgcat="app">   
            <field name="Account" required="N" />
            <field name="RequestID" required="Y" />
            <field name="Currency" required="Y" />
            <field name="UseableAmt" required="Y"/> <!-- 可用资金 -->
            <field name="LastRptRequested" required="Y" />
            <field name="Text" required="N" />
        </message>  
        <message name="UserLogonRequest" msgtype="UF001" msgcat="app"><!--表3　客户登录请求（User Logon Request）-->
            <field name="RequestID" required="Y" /><!--客户方请求编号，在同一个交易日内必需唯一-->
            <field name="ClientID" required="Y" /><!--客户资金帐号-->
            <field name="EncryptMethod" required="Y" /><!--加密方法(不可加密)-->
            <field name="LogonPasswd" required="Y" /><!--交易密码-->
            <field name="IPAddress" required="N" /><!--客户IP地址-->
            <field name="MacAddress" required="N" /><!--客户的MAC地址-->
        </message>
        <message name="UserLogonResponse" msgtype="UF002" msgcat="app"><!--表4　客户登录应答（User Logon Response）-->
            <field name="RequestID" required="Y" /><!--客户方请求编号，在同一个交易日内必需唯一-->
            <field name="ClientID" required="Y" /><!--客户资金帐号-->
            <field name="LogonStatus" required="Y" /><!--登录状态-->
            <field name="AccountName" required="N" /><!--客户名称-->
            <field name="RiskLevel" required="N" /><!--客户风险度-->
            <field name="AdditionalMargin" required="N" /><!--追加保证金-->
            <field name="ClientSecuType" required="N" /><!--客户安全类别-->
            <field name="Riskratio" required="N" /><!--客户风险率-->
            <field name="LastLogonIP" required="N" /><!--上次登录IP-->
            <field name="LastLogonTime" required="N" /><!--上次登录日期和时间-->
            <field name="Text" required="N" />
        </message>
        <message name="UserLogoutRequest" msgtype="UF003" msgcat="app"><!--表5　客户登出请求（User Logout Request）-->
            <field name="RequestID" required="Y" /><!--客户方请求编号，在同一个交易日内必需唯一-->
            <field name="ClientID" required="Y" /><!--客户资金帐号-->
        </message>
        <message name="UserLogoutResponse" msgtype="UF004" msgcat="app"><!--表6　客户登出应答（User Logout Response）-->
            <field name="RequestID" required="Y" /><!--客户方请求编号，在同一个交易日内必需唯一-->
            <field name="ClientID" required="Y" /><!--客户资金帐号-->
            <field name="LogonStatus" required="Y" /><!--登录状态-->
            <field name="Text" required="N" />
        </message>
        <message name="UserChangePassWdRequest" msgtype="UF005" msgcat="app"><!--表7　客户修改密码请求（User Change PassWd Request）-->
            <field name="RequestID" required="Y" /><!--客户方请求编号，在同一个交易日内必需唯一-->
            <field name="ClientID" required="Y" /><!--客户资金帐号-->
            <field name="PassWdType" required="Y" /><!--密码类型-->
            <field name="OldPassWd" required="Y" /><!--客户旧的密码-->
            <field name="NewPassWd" required="Y" /><!--客户新的密码-->
            <field name="Text" required="N" />
        </message>
        <message name="UserChangePassWdResponse" msgtype="UF006" msgcat="app"><!--表8　客户修改密码应答（User Change PassWd Response）-->
            <field name="RequestID" required="Y" /><!--客户方请求编号，在同一个交易日内必需唯一-->
            <field name="ClientID" required="Y" /><!--客户资金帐号-->
            <field name="ChangePWResult" required="Y" /><!--修改密码结果-->
            <field name="Text" required="N" />
        </message>
        <message name="PositionStatusRequest" msgtype="UF007" msgcat="app"><!--表14　查询持仓请求（Position Status Request）-->
            <field name="RequestID" required="Y" /><!--客户方请求编号，在同一个交易日内必需唯一-->
            <field name="ClientID" required="Y" /><!--客户资金帐号-->
            <field name="Account" required="N" /><!--客户交易编码-->
            <field name="Symbol" required="" />
            <field name="SecurityExchange" required="N" /><!--用于指定交易所-->
            <field name="Side" required="N" /><!--用于指定持仓的买卖方向-->
        </message>
        <message name="PositionStatusResponse" msgtype="UF008" msgcat="app"><!--表15　查询持仓应答（Position Status Response）-->
            <field name="RequestID" required="Y" /><!--客户方请求编号，在同一个交易日内必需唯一-->
            <field name="TotalRetNum" required="N" /><!--返回应答数量-->
            <field name="PresentRetNum" required="N" /><!--当前返回应答序号-->
            <field name="NextFlag" required="N" /><!--是否有后续包标识-->
            <field name="ClientID" required="Y" /><!--客户资金帐号-->
            <field name="Account" required="N" /><!--客户交易编码-->
            <field name="Symbol" required="" />
            <field name="SecurityExchange" required="Y" /><!--用于指定交易所-->
            <field name="LatestPx" required="N" /><!--最新价-->
            <field name="Side" required="Y" /><!--买卖方向-->
            <field name="HedgeFlag" required="Y" /><!--投机套保标志-->
            <field name="CumQty" required="Y" /><!--总持仓量（成交总数）-->
            <field name="TdPosition" required="Y" /><!--今日持仓-->
            <field name="YDPosition" required="Y" /><!--昨日持仓-->
            <field name="FrozenPosition" required="N" /><!--冻结数量-->
            <field name="FrozenAmt" required="N" /><!--冻结金额-->
            <field name="PositionDate" required="N" /><!--持仓日期-->
            <field name="AvgPx" required="N" /><!--持仓成本(平均成交价)-->
            <field name="Commission" required="N" /><!--手续费-->
            <field name="PositionProfit" required="N" /><!--持仓盈亏-->
            <field name="PositionPrice" required="N" /><!--持仓均价-->
            <field name="OneLotQty" required="N" /><!--每手数量-->
            <field name="Text" required="N" />
        </message>
        <message name="MaxOperationPositionStatusRequest" msgtype="UF009" msgcat="app"><!--表16　查询最大操作数量请求（Max Operation Position Status Request）-->
            <field name="RequestID" required="Y" /><!--客户方请求编号，在同一个交易日内必需唯一-->
            <field name="ClientID" required="Y" /><!--客户资金帐号-->
            <field name="Account" required="N" /><!--客户交易编码-->
            <field name="Symbol" required="" />
            <field name="SecurityExchange" required="Y" /><!--用于指定交易所-->
            <field name="OpenClose" required="Y" /><!--指明开仓，平仓-->
            <field name="Side" required="Y" /><!--买卖方向-->
            <field name="Price" required="N" /><!--价格，查询开仓最大操作数量时必需-->
            <field name="HedgeFlag" required="Y" /><!--投机套保标志-->
        </message>
        <message name="MaxOperationPositionStatusResponse" msgtype="UF010" msgcat="app"><!--表17　查询最大操作数量应答（Max Operation Position Status Response）-->
            <field name="RequestID" required="Y" /><!--客户方请求编号，在同一个交易日内必需唯一-->
            <field name="ClientID" required="Y" /><!--客户资金帐号-->
            <field name="Account" required="N" /><!--客户交易编码-->
            <field name="Symbol" required="" />
            <field name="SecurityExchange" required="Y" /><!--用于指定交易所-->
            <field name="OpenClose" required="Y" /><!--指明开仓，平仓-->
            <field name="Side" required="Y" /><!--买卖方向-->
            <field name="MaxOpenPosition" required="N" /><!--最大开仓量，查询开仓时必需-->
            <field name="MaxClosePosition" required="N" /><!--最大平仓量，查询平仓时必需。支持平昨和平今的话该值为最大平昨仓量-->
            <field name="MaxCloseTdPosition" required="N" /><!--最大平今仓量，查询平仓并且支持平昨和平今的话该值必需-->
            <field name="HedgeFlag" required="Y" /><!--投机套保标志-->
            <field name="Text" required="N" />
        </message>
        <message name="AllOrdersStatusRequest" msgtype="UF011" msgcat="app"><!--表18　查询所有订单状态请求（All Orders Status Request）-->
            <field name="RequestID" required="Y" /><!--客户方请求编号，在同一个交易日内必需唯一-->
            <field name="ClientID" required="Y" /><!--客户资金帐号-->
            <field name="SecurityExchange" required="N" /><!--用于指定交易所-->
        </message>
        <message name="AllOrdersStatusResponse" msgtype="UF012" msgcat="app"><!--表19　查询所有订单状态应答（All Orders Status Response）-->
            <field name="RequestID" required="Y" /><!--客户方请求编号，在同一个交易日内必需唯一-->
            <field name="TotalRetNum" required="N" /><!--返回应答数量-->
            <field name="PresentRetNum" required="N" /><!--当前返回应答序号-->
            <field name="NextFlag" required="N" /><!--是否有后续包标识-->
            <field name="ClientID" required="Y" /><!--客户资金帐号-->
            <field name="Account" required="Y" /><!--客户交易编码-->
            <field name="Symbol" required="" />
            <field name="SecurityExchange" required="Y" /><!--用于指定交易所-->
            <field name="ClOrdID" required="Y" /><!--交易客户方订单编号-->
            <field name="OrdStatus" required="Y" /><!--订单状态-->
            <field name="OpenClose" required="Y" /><!--指明开仓，平仓-->
            <field name="Side" required="Y" /><!--买卖方向-->
            <field name="OrderQty" required="Y" /><!--委托手数-->
            <field name="OrdType" required="Y" /><!--订单类型-->
            <field name="Price" required="N" /><!--订单价格-->
            <field name="StopPx" required="N" /><!--停止价-->
            <field name="TimeInForce" required="N" /><!--新订单生效时间，默认为当日有效-->
            <field name="Currency" required="N" /><!--币种-->
            <field name="LeavesQty" required="Y" /><!--订单剩余数量-->
            <field name="CumQty" required="Y" /><!--成交总数-->
            <field name="AvgPx" required="Y" /><!--成交平均价-->
            <field name="TransactTime" required="N" /><!--执行报告时间-->
            <field name="GrossTradeAmt" required="N" /><!--成交总金额-->
            <field name="MinQty" required="N" /><!--最小成交量-->
            <field name="OrderEntryTime" required="N" /><!--订单申报时间-->
        </message>
        <message name="SettlementResultStatusRequest" msgtype="UF013" msgcat="app"><!--表20　查询结算结果请求（Settlement Result Status Request）-->
            <field name="RequestID" required="Y" /><!--客户方请求编号，在同一个交易日内必需唯一-->
            <field name="ClientID" required="Y" /><!--客户资金帐号-->
            <field name="SettlementDate" required="Y" /><!--结算结果日期-->
            <field name="SecurityExchange" required="Y" /><!--用于指定交易所-->
        </message>
        <message name="SettlementResultStatusResponse" msgtype="UF014" msgcat="app"><!--表21　查询结算结果应答（Settlement Result Status Response）-->
            <field name="RequestID" required="Y" /><!--客户方请求编号，在同一个交易日内必需唯一-->
            <field name="SettlementDate" required="Y" /><!--结算结果日期-->
            <field name="TotalRetNum" required="N" /><!--返回应答数量-->
            <field name="PresentRetNum" required="N" /><!--当前返回应答序号-->
            <field name="NextFlag" required="N" /><!--是否有后续包标识-->
            <field name="Text" required="Y" /><!--结算结果内容-->
            <field name="SecurityExchange" required="Y" /><!--用于指定交易所-->
        </message>
        <message name="SettlementResultComfirmRequest" msgtype="UF015" msgcat="app"><!--表22　结算结果确认请求（Settlement Result Comfirm Request）-->
            <field name="RequestID" required="Y" /><!--客户方请求编号，在同一个交易日内必需唯一-->
            <field name="ClientID" required="Y" /><!--客户资金帐号-->
            <field name="SettlementDate" required="N" /><!--结算结果日期-->
            <field name="SettlementConfirm" required="Y" /><!--结算结果确认-->
            <field name="SecurityExchange" required="Y" /><!--用于指定交易所-->
        </message>
        <message name="SettlementResultComfirmResponse" msgtype="UF016" msgcat="app"><!--表23　查询结算结果应答（Settlement Result Comfirm Response）-->
            <field name="RequestID" required="Y" /><!--客户方请求编号，在同一个交易日内必需唯一-->
            <field name="SettlementDate" required="N" /><!--结算结果日期-->
            <field name="SettlementConfirmResult" required="Y" /><!--结算结果确认结果-->
            <field name="SecurityExchange" required="Y" /><!--用于指定交易所-->
            <field name="Text" required="N" />
        </message>
        <message name="SettlementResultComfirmStatusRequest" msgtype="UF017" msgcat="app"><!--表24　查询结算结果确认请求（Settlement Result Comfirm Status Request）-->
            <field name="RequestID" required="Y" /><!--客户方请求编号，在同一个交易日内必需唯一-->
            <field name="ClientID" required="Y" /><!--客户资金帐号-->
            <field name="SettlementDate" required="N" /><!--结算结果日期-->
            <field name="SecurityExchange" required="Y" /><!--用于指定交易所-->
        </message>
        <message name="MarginRateStatusRequest" msgtype="UF018" msgcat="app"><!--表25　查询保证金率请求（Margin Rate Status Request）-->
            <field name="RequestID" required="Y" /><!--客户方请求编号，在同一个交易日内必需唯一-->
            <field name="ClientID" required="Y" /><!--客户资金帐号-->
            <field name="Account" required="N" /><!--客户交易编码-->
            <field name="VarietyCode" required="Y" /><!--品种代码-->
            <field name="Symbol" required="" />
            <field name="MaturityMonthYear" required="N" /><!--用于指定期货到期的年和月。-->
            <field name="SecurityExchange" required="Y" /><!--用于指定交易所-->
        </message>
        <message name="MarginRateStatusResponse" msgtype="UF019" msgcat="app"><!--表26　查询保证金率应答（Margin Rate Status Response）-->
            <field name="RequestID" required="Y" /><!--客户方请求编号，在同一个交易日内必需唯一。如果期货公司主动推送保证金率时，取值为”NONE” 开头的当天交易日唯一的字符串标识-->
            <field name="ClientID" required="Y" /><!--客户资金帐号-->
            <field name="Account" required="N" /><!--客户交易编码-->
            <field name="Symbol" required="" />
            <field name="MaturityMonthYear" required="N" /><!--用于指定期货到期的年和月。-->
            <field name="SpecLongMarginRate" required="Y" /><!--投机多头保证金率-->
            <field name="SpecShortMarginRate" required="Y" /><!--投机空头保证金率-->
            <field name="HedgeLongMarginRate" required="Y" /><!--套保多头保证金率-->
            <field name="HedgeShortMarginRate" required="Y" /><!--套保空头保证金率-->
            <field name="SpecLongMarginAmt" required="Y" /><!--投机多头保证金费-->
            <field name="SpecShortMarginAmt" required="Y" /><!--投机空头保证金费-->
            <field name="HedgeLongMarginAmt" required="Y" /><!--套保多头保证金费-->
            <field name="HedgeShortMarginAmt" required="Y" /><!--套保空头保证金费-->
            <field name="SecurityExchange" required="Y" /><!--用于指定交易所-->
            <field name="Text" required="N" />
        </message>
        <message name="CommissionRateStatusRequest" msgtype="UF020" msgcat="app"><!--表27　查询手续费率请求（Commission Rate Status Request）-->
            <field name="RequestID" required="Y" /><!--客户方请求编号，在同一个交易日内必需唯一-->
            <field name="ClientID" required="Y" /><!--客户资金帐号-->
            <field name="Symbol" required="N" /><!--期货合约代码-->
            <field name="MaturityMonthYear" required="N" /><!--用于指定期货到期的年和月。-->
            <field name="SecurityExchange" required="Y" /><!--用于指定交易所-->
        </message>
        <message name="CommissionRateStatusResponse" msgtype="UF021" msgcat="app"><!--表28　查询手续费率应答（Commission Rate Status Response）-->
            <field name="RequestID" required="Y" /><!--客户方请求编号，在同一个交易日内必需唯一-->
            <field name="Symbol" required="N" /><!--期货合约代码-->
            <field name="MaturityMonthYear" required="N" /><!--用于指定期货到期的年和月。-->
            <field name="OpenCommissionRate" required="Y" /><!--开仓手续费率-->
            <field name="OpenCommissionAmt" required="Y" /><!--开仓手续费-->
            <field name="CloseCommissionRate" required="Y" /><!--平仓手续费率-->
            <field name="CloseCommissionAmt" required="Y" /><!--平仓手续费-->
            <field name="CloseTdCommissionRate" required="N" /><!--平今手续费率-->
            <field name="CloseTdCommissionAmt" required="N" /><!--平今手续费-->
            <field name="SettleFee" required="N" /><!--交割手续费-->
            <field name="SecurityExchange" required="Y" /><!--用于指定交易所-->
            <field name="Text" required="N" />
        </message>
        <message name="CustomerCapitalStatusRequest" msgtype="UF022" msgcat="app"><!--表29　查询客户资金状况请求（Customer Capital Status Request）-->
            <field name="RequestID" required="Y" /><!--客户方请求编号，在同一个交易日内必需唯一-->
            <field name="ClientID" required="Y" /><!--客户资金帐号-->
            <field name="Currency" required="N" /><!--币种-->
        </message>
        <message name="CustomerCapitalStatusResponse" msgtype="UF023" msgcat="app"><!--表30　查询客户资金状况应答（Customer Capital Status Response）-->
            <field name="RequestID" required="Y" /><!--客户方请求编号，在同一个交易日内必需唯一。如果是追缴保证金，则该值取值为以”NONE”开头的当天交易日唯一的字符串标识-->
            <field name="ClientID" required="Y" /><!--客户资金帐号-->
            <field name="BuyMarginAmt" required="Y" /><!--买保证金-->
            <field name="SellMarginAmt" required="Y" /><!--卖保证金-->
            <field name="SupplementalMarginAmt" required="Y" /><!--追加保证金-->
            <field name="OccupyMarginAmt" required="Y" /><!--占用保证金-->
            <field name="TotalMarginAmt" required="Y" /><!--总保证金-->
            <field name="TotalExMarginAmt" required="N" /><!--总交易所保证金-->
            <field name="YesterdayStlAmt" required="Y" /><!--上日存结-->
            <field name="BuyFrozenAmt" required="Y" /><!--买入冻结金额-->
            <field name="SellFrozenAmt" required="Y" /><!--卖出冻结金额-->
            <field name="FrozenCommision" required="N" /><!--冻结手续费-->
            <field name="TotalFrozenAmt" required="N" /><!--总冻结金额-->
            <field name="UseableAmt" required="Y" /><!--可用资金-->
            <field name="FetchAmt" required="N" /><!--可取资金-->
            <field name="Commission" required="N" /><!--手续费-->
            <field name="FloatProfit" required="N" /><!--浮动盈亏-->
            <field name="CloseProfit" required="N" /><!--平仓盈亏-->
            <field name="DayFolatProfit" required="N" /><!--当日出入金额-->
            <field name="DayPaymentAmt" required="N" /><!--当日出金金额-->
            <field name="DayIncomeAmt" required="N" /><!--当日入金金额-->
            <field name="RiskLevel" required="Y" /><!--客户风险度-->
            <field name="ClientSecuType" required="Y" /><!--客户安全类别-->
            <field name="Riskratio" required="Y" /><!--客户风险率-->
            <field name="Currency" required="N" /><!--币种-->
            <field name="Text" required="N" />
        </message>
        <message name="AgreementStatusRequest" msgtype=" UF024" msgcat="app"><!--表31　查询合约请求（Agreement Status Request）-->
            <field name="RequestID" required="Y" /><!--客户方请求编号，在同一个交易日内必需唯一-->
            <field name="Symbol" required="N" /><!--期货合约代码-->
            <field name="SecurityExchange" required="N" /><!--用于指定交易所-->
        </message>
        <message name="AgreementStatusResponse" msgtype=" UF025" msgcat="app"><!--表32　查询合约应答（Agreement Status Response）-->
            <field name="RequestID" required="Y" /><!--客户方请求编号，在同一个交易日内必需唯一-->
            <field name="TotalRetNum" required="N" /><!--返回应答数量-->
            <field name="PresentRetNum" required="N" /><!--当前返回应答序号-->
            <field name="NextFlag" required="N" /><!--是否有后续包标识-->
            <field name="SecurityExchange" required="Y" /><!--用于指定交易所-->
            <field name="ExchangeName" required="N" /><!--交易所名称-->
            <field name="Symbol" required="" />
            <field name="SymbolSfx" required="N" /><!--合约名称-->
            <field name="OneLotQty" required="Y" /><!--每手数量-->
            <field name="MaturityMonthYear" required="N" /><!--用于指定期货到期的年和月。-->
            <field name="MaxLotQty" required="Y" /><!--最大手数-->
            <field name="MaxHoldPosition" required="Y" /><!--最大持仓-->
            <field name="VarietyCode" required="Y" /><!--品种代码-->
            <field name="VarietyName" required="Y" /><!--品种名称-->
            <field name="MinPxAlterUnit" required="Y" /><!--最小价格变动单位-->
            <field name="Text" required="N" />
        </message>
        <message name="MarketDataStatusRequest" msgtype="UF026" msgcat="app"><!--表33　订阅行情请求（Market Data Status Request）-->
            <field name="MDReqID" required="Y" /><!--行情请求标识符，在同一个交易日内必需唯一-->
            <field name="Symbol" required="N" /><!--期货合约代码-->
            <field name="SecurityExchange" required="N" /><!--用于指定交易所-->
            <field name="SubscriptionRequestType" required="Y" /><!--订阅请求类型-->
        </message>
        <message name="MarketDataStatusResponse" msgtype="UF027" msgcat="app"><!--表34　订阅行情应答（Market Data Status Response）-->
            <field name="MDReqID" required="Y" /><!--客户行情请求标识符，在同一个交易日内必需唯一。期货公司主动推送行情时，取值为”NONE” 开头的当天交易日唯一的字符串标识-->
            <field name="Symbol" required="Y" /><!--期货合约代码-->
            <field name="TradeDate" required="Y" /><!--交易日-->
            <field name="SecurityExchange" required="Y" /><!--用于指定交易所-->
            <field name="LatestPx" required="Y" /><!--最新价-->
            <field name="PreSettlementPrice" required="Y" /><!--昨日结算价-->
            <field name="PreClosePrice" required="Y" /><!--昨日收盘价-->
            <field name="PreHoldPosition" required="Y" /><!--昨日持仓量-->
            <field name="OpenPrice" required="Y" /><!--开盘价格-->
            <field name="HighestPrice" required="Y" /><!--最高价-->
            <field name="LowestPrice" required="Y" /><!--最低价-->
            <field name="CumQty" required="Y" /><!--成交总数-->
            <field name="GrossTradeAmt" required="Y" /><!--成交总金额-->
            <field name="AvgPx" required="Y" /><!--成交平均价-->
            <field name="HoldPosition" required="Y" /><!--持仓量-->
            <field name="ClosePrice" required="N" /><!--今收盘价-->
            <field name="SettlementPrice" required="N" /><!--结算价-->
            <field name="UpperLimitPrice" required="Y" /><!--涨停价-->
            <field name="LowerLimitPrice" required="Y" /><!--跌停价-->
            <field name="BidQty" required="N" /><!--申报买入量-->
            <field name="AskQty" required="N" /><!--申报卖出量-->
            <field name="UpdateTime" required="Y" /><!--更新时间-->
            <field name="UpdateMillisec" required="Y" /><!--更新毫秒-->
            <group name="NoOfferPriceLevel" required="Y"><!--申卖档位数（价格由高至低）-->
                <field name="OfferPx" required="N" /><!--申卖价，3位小数-->
                <field name="OfferSize" required="N" /><!--	申卖量-->
            </group>
            <group name="NoBidPriceLevel" required="Y"><!--申买档位数（价格由高至低）-->
                <field name="BidPx" required="N" /><!--	申买价，3位小数-->
                <field name="BidSize" required="N" /><!--	申买量-->
            </group>
            <field name="MaturityMonthYear" required="N" /><!--用于指定期货到期的年和月。-->
            <field name="MaturityDay" required="N" /><!--用于期货的到期日期，并被与到期年月（MaturityMonthYear）联合使用。-->
            <field name="Text" required="N" />
        </message>
        <message name="MarketDataStatusCancelRequest" msgtype="UF028" msgcat="app"><!--表35　取消订阅行情请求（Market Data Status Cancel Request）-->
            <field name="MDReqID" required="Y" /><!--行情请求标识符，在同一个交易日内必需唯一-->
            <field name="Symbol" required="N" /><!--期货合约代码-->
            <field name="SecurityExchange" required="N" /><!--用于指定交易所-->
            <field name="SubscriptionRequestType" required="Y" /><!--订阅请求类型-->
        </message>
        <message name="MarketDataStatusCancelResponse" msgtype="UF029" msgcat="app"><!--表36　取消订阅行情应答（Market Data Status Cancel Response）-->
            <field name="MDReqID" required="Y" /><!--行情请求标识符，在同一个交易日内必需唯一-->
            <field name="Symbol" required="N" /><!--被取消订阅行情的期货合约代码，如果客户请求取消订阅单个合约代码的话，该字段必需-->
            <field name="SecurityExchange" required="N" /><!--用于指定交易所-->
            <field name="Text" required="N" />
        </message>
        <message name="ResponseGapFillResendRequest" msgtype="UF030" msgcat="app"><!--表37　应答缺口重发请求（Response Gap Fill Resend Request）-->
            <field name="RequestID" required="Y" /><!--客户方请求编号，在同一个交易日内必需唯一-->
            <field name="ClientID" required="Y" /><!--客户资金帐号-->
            <field name="GapMessageType" required="Y" /><!--缺口消息类型-->
            <field name="GapStartNum" required="Y" /><!--缺口开始编号-->
            <field name="GapEndNum" required="Y" /><!--缺口结束编号-->
        </message>
        <message name="InformationIssueRequest" msgtype="UF031" msgcat="app"><!--表38　信息发布（Information Issue Request）-->
            <field name="InformationID" required="Y" /><!--信息标识符-->
            <field name="Text" required="Y" /><!--信息发布内容-->
        </message>
        <message name="InformationIssueResponse" msgtype="UF032" msgcat="app"><!--表39　信息发布确认（Information Issue Response）-->
            <field name="InformationID" required="Y" /><!--信息标识符-->
        </message>
        <message name="RequestErrorInformation" msgtype="UF033" msgcat="app"><!--表40　请求错误信息（Request Error Information）-->
            <field name="RequestMsgType" required="Y" /><!--请求消息类型-->
            <field name="RequestID" required="Y" /><!--客户请求编号-->
            <field name="ErrorCode" required="Y" /><!--错误代码-->
            <field name="Text" required="Y" /><!--错误消息-->
        </message>

    </messages>

    <fields>
        <field number="1" name="Account" type="STRING" /><!--交易所客户分配的交易编码-->
        <field number="2" name="AdvId" type="STRING" />
        <field number="3" name="AdvRefID" type="STRING" />
        <field number="4" name="AdvSide" type="CHAR">
            <value enum="B" description="BUY" />
            <value enum="S" description="SELL" />
            <value enum="X" description="CROSS" />
            <value enum="T" description="TRADE" />
        </field>
        <field number="5" name="AdvTransType" type="STRING">
            <value enum="N" description="NEW" />
            <value enum="C" description="CANCEL" />
            <value enum="R" description="REPLACE" />
        </field>
        <field number="6" name="AvgPx" type="PRICE" /><!--订单所有成交的平均成交价-->
        <field number="7" name="BeginSeqNo" type="INT" /><!--重发消息区的起始消息序号-->
        <field number="8" name="BeginString" type="STRING" /><!--起始串，指示协议版本，不可加密，消息中的第一个域，取值：FIX.4.2-->
        <field number="9" name="BodyLength" type="INT" /><!--消息体长度，不可加密，消息的第二个域-->
        <field number="10" name="CheckSum" type="STRING" /><!--校验和，不可加密，消息最后一个域-->
        <field number="11" name="ClOrdID" type="STRING" /><!--由交易客户方分配的订单编号，在订单的有效交易日内应保证唯一。对隔夜订单，可以在该域内嵌入交易日期。如果是强平回报，则该值取值为以”NONE”开头的当天交易日唯一的字符串标识-->
        <field number="12" name="Commission" type="AMT" /><!--期货公司收取的手续费-->
        <field number="13" name="CommType" type="CHAR">
            <value enum="1" description="PER_SHARE" />
            <value enum="2" description="PERCENTAGE" />
            <value enum="3" description="ABSOLUTE" />
        </field>
        <field number="14" name="CumQty" type="QTY" /><!--累计成交总数量或持仓数量-->
        <field number="15" name="Currency" type="CURRENCY" /><!--价格的货币单位，可以缺省，但最好给出-->
        <field number="16" name="EndSeqNo" type="INT" /><!--重发消息区的结束消息序号BeginSeqNo = EndSeqNo，表明重发一条消息EndSeqNo = “0”，表明重发起始消息序号后的所有消息-->
        <field number="17" name="ExecID" type="STRING" /><!--期货公司分配的执行编号，在订单有效交易日内应保证唯一，主要用于对应具体执行报告消息。在订单状态应答中，取值为“0”-->
        <field number="18" name="ExecInst" type="MULTIPLEVALUESTRING">
            <value enum="1" description="NOT_HELD" />
            <value enum="2" description="WORK" />
            <value enum="3" description="GO_ALONG" />
            <value enum="4" description="OVER_THE_DAY" />
            <value enum="5" description="HELD" />
            <value enum="6" description="PARTICIPATE_DONT_INITIATE" />
            <value enum="7" description="STRICT_SCALE" />
            <value enum="8" description="TRY_TO_SCALE" />
            <value enum="9" description="STAY_ON_BIDSIDE" />
            <value enum="0" description="STAY_ON_OFFERSIDE" />
            <value enum="A" description="NO_CROSS" />
            <value enum="B" description="OK_TO_CROSS" />
            <value enum="C" description="CALL_FIRST" />
            <value enum="D" description="PERCENT_OF_VOLUME" />
            <value enum="E" description="DO_NOT_INCREASE_DNI" />
            <value enum="F" description="DO_NOT_REDUCE_DNR" />
            <value enum="G" description="ALL_OR_NONE_AON" />
            <value enum="I" description="INSTITUTIONS_ONLY" />
            <value enum="L" description="LAST_PEG" />
            <value enum="M" description="MIDPRICE_PEG" />
            <value enum="N" description="NONNEGOTIABLE" />
            <value enum="O" description="OPENING_PEG" />
            <value enum="P" description="MARKET_PEG" />
            <value enum="R" description="PRIMARY_PEG" />
            <value enum="S" description="SUSPEND" />
            <value enum="T" description="FIXED_PEG" />
            <value enum="U" description="CUSTOMER_DISPLAY_INSTRUCTION" />
            <value enum="V" description="NETTING" />
            <value enum="W" description="PEG_TO_VWAP" />
        </field>
        <field number="19" name="ExecRefID" type="STRING" />
        <field number="20" name="ExecTransType" type="CHAR">
            <value enum="0" description="NEW" />
            <value enum="1" description="CANCEL" />
            <value enum="2" description="CORRECT" />
            <value enum="3" description="STATUS" />
        </field>
        <field number="21" name="HandlInst" type="CHAR">
            <value enum="1" description="AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION" />
            <value enum="2" description="AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK" />
            <value enum="3" description="MANUAL_ORDER_BEST_EXECUTION" />
        </field>
        <field number="22" name="IDSource" type="STRING">
            <value enum="1" description="CUSIP" />
            <value enum="2" description="SEDOL" />
            <value enum="3" description="QUIK" />
            <value enum="4" description="ISIN_NUMBER" />
            <value enum="5" description="RIC_CODE" />
            <value enum="6" description="ISO_CURRENCY_CODE" />
            <value enum="7" description="ISO_COUNTRY_CODE" />
            <value enum="8" description="EXCHANGE_SYMBOL" />
            <value enum="9" description="CONSOLIDATED_TAPE_ASSOCIATION" />
        </field>
        <field number="23" name="IOIid" type="STRING" />
        <field number="24" name="IOIOthSvc" type="CHAR" />
        <field number="25" name="IOIQltyInd" type="CHAR">
            <value enum="L" description="LOW" />
            <value enum="M" description="MEDIUM" />
            <value enum="H" description="HIGH" />
        </field>
        <field number="26" name="IOIRefID" type="STRING" />
        <field number="27" name="IOIShares" type="STRING" />
        <field number="28" name="IOITransType" type="CHAR">
            <value enum="N" description="NEW" />
            <value enum="C" description="CANCEL" />
            <value enum="R" description="REPLACE" />
        </field>
        <field number="29" name="LastCapacity" type="CHAR">
            <value enum="1" description="AGENT" />
            <value enum="2" description="CROSS_AS_AGENT" />
            <value enum="3" description="CROSS_AS_PRINCIPAL" />
            <value enum="4" description="PRINCIPAL" />
        </field>
        <field number="30" name="LastMkt" type="EXCHANGE" />
        <field number="31" name="LastPx" type="PRICE" /><!--订单最近一笔成交的成交价-->
        <field number="32" name="LastShares" type="QTY" /><!--订单最近一笔成交的数量-->
        <field number="33" name="LinesOfText" type="INT" />
        <field number="34" name="MsgSeqNum" type="INT" /><!--消息序号，如果交易双方不采用FIX会话机制，可将tag置为一个固定的值，例如0。-->
        <field number="35" name="MsgType" type="STRING"><!--消息类型，不可加密，消息的第三个域。自定义消息类型以“UF”开头。消息类型取值范围：-->
            <value enum="0" description="HEARTBEAT" /><!--心跳（Heartbeat）-->
            <value enum="1" description="TEST_REQUEST" /><!--测试请求（Test Request）-->
            <value enum="2" description="RESEND_REQUEST" /><!--重发请求（Resend Request）-->
            <value enum="3" description="REJECT" /><!--会话拒绝（Reject）-->
            <value enum="4" description="SEQUENCE_RESET" /><!--序号重设（Sequence Reset）-->
            <value enum="5" description="LOGOUT" /><!--注销（Logout）-->
            <value enum="6" description="INDICATION_OF_INTEREST" />
            <value enum="7" description="ADVERTISEMENT" />
            <value enum="8" description="EXECUTION_REPORT" /><!--执行报告（Execution Report）-->
            <value enum="9" description="ORDER_CANCEL_REJECT" /><!--撤单拒绝（Order Cancel Reject）-->
            <value enum="A" description="LOGON" /><!--登录（Logon）-->
            <value enum="B" description="NEWS" />
            <value enum="C" description="EMAIL" />
            <value enum="D" description="ORDER_SINGLE" /><!--新订单（Order – Single）-->
            <value enum="E" description="ORDER_LIST" />
            <value enum="F" description="ORDER_CANCEL_REQUEST" /><!--撤单（Order Cancel Request）-->
            <value enum="G" description="ORDER_CANCEL" />
            <value enum="H" description="ORDER_STATUS_REQUEST" /><!--订单状态请求（Order Status Request）-->
            <value enum="J" description="ALLOCATION" />
            <value enum="K" description="LIST_CANCEL_REQUEST" />
            <value enum="L" description="LIST_EXECUTE" />
            <value enum="M" description="LIST_STATUS_REQUEST" />
            <value enum="N" description="LIST_STATUS" />
            <value enum="P" description="ALLOCATION_ACK" />
            <value enum="Q" description="DONT_KNOW_TRADE" />
            <value enum="R" description="QUOTE_REQUEST" />
            <value enum="S" description="QUOTE" />
            <value enum="T" description="SETTLEMENT_INSTRUCTIONS" />
            <value enum="V" description="MARKET_DATA_REQUEST" />
            <value enum="W" description="MARKET_DATA_SNAPSHOT" />
            <value enum="X" description="MARKET_DATA_INCREMENTAL_REFRESH" />
            <value enum="Y" description="MARKET_DATA_REQUEST_REJECT" />
            <value enum="Z" description="QUOTE_CANCEL" />
            <value enum="a" description="QUOTE_STATUS_REQUEST" />
            <value enum="b" description="MASS_QUOTE_ACKNOWLEDGEMENT" />
            <value enum="c" description="SECURITY_DEFINITION_REQUEST" />
            <value enum="d" description="SECURITY_DEFINITION" />
            <value enum="e" description="SECURITY_STATUS_REQUEST" />
            <value enum="f" description="SECURITY_STATUS" />
            <value enum="g" description="TRADING_SESSION_STATUS_REQUEST" />
            <value enum="h" description="TRADING_SESSION_STATUS" />
            <value enum="i" description="MASS_QUOTE" />
            <value enum="j" description="BUSINESS_MESSAGE_REJECT" />
            <value enum="k" description="BID_REQUEST" />
            <value enum="l" description="BID_RESPONSE" />
            <value enum="m" description="LIST_STRIKE_PRICE" />
            <value enum="UF001" description="LOGIN_REQUEST" /><!--客户登录请求-->
            <value enum="UF002" description="LOGIN_RESPONSE" /><!--客户登录应答-->
            <value enum="UF003" description="LOGOUT_REQUEST" /><!--客户登出请求-->
            <value enum="UF004" description="LOGOUT_RESPONSE" /><!--客户登出应答-->
            <value enum="UF005" description="CHANGE_PASSWORD_RQQUEST" /><!--客户修改密码请求-->
            <value enum="UF006" description="CHANGE_PASSWORD_RESPONSE" /><!--客户修改密码应答-->
            <value enum="UF007" description="QUERY_POSITION_REQUEST" /><!--查询持仓请求-->
            <value enum="UF008" description="QUERY_POSITION_RESPONSE" /><!--查询持仓应答-->
            <value enum="UF009" description="QUERY_MAXIMUM_OPERATING_QUANTITY_REQUEST" /><!--查询最大操作数量请求-->
            <value enum="UF010" description="QUERY_MAXIMUM_OPERATING_QUANTITY_RESPONSE" /><!--查询最大操作数量应答-->
            <value enum="UF011" description="QUERY_ALL_ORDER_STATUS_REQUEST" /><!--查询所有订单状态请求-->
            <value enum="UF012" description="QUERY_ALL_ORDER_STATUS_RESPONSE" /><!--查询所有订单状态应答-->
            <value enum="UF013" description="QUERY_SETTLEMENT_RESULT_REQUEST" /><!--查询结算结果请求-->
            <value enum="UF014" description="QUERY_SETTLEMENT_RESULT_RESPONSE" /><!--查询结算结果应答-->
            <value enum="UF015" description="SETTLEMENT_RESULTS_CONFIRM_REQUEST" /><!--结算结果确认请求-->
            <value enum="UF016" description="SETTLEMENT_RESULTS_CONFIRM_RESPONSE" /><!--结算结果确认应答-->
            <value enum="UF017" description="QUERY_SETTLEMENT_RESULTS_CONFIRM_REQUEST" /><!--查询结算结果确认请求-->
            <value enum="UF018" description="QUERY_DEPOSIT_RATE_REQUEST" /><!--查询保证金率请求-->
            <value enum="UF019" description="QUERY_DEPOSIT_RATE_RESPONSE" /><!--查询保证金率应答-->
            <value enum="UF020" description="QUERY_FORMALITIES_RATE_REQUEST" /><!--查询手续费率请求-->
            <value enum="UF021" description="QUERY_FORMALITIES_RATE_RESPONSE" /><!--查询手续费率应答-->
            <value enum="UF022" description="QUERY_CUSTOMER_FINANCES_REQUEST" /><!--查询客户资金状况请求-->
            <value enum="UF023" description="QUERY_CUSTOMER_FINANCES_RESPONSE" /><!--查询客户资金状况应答-->
            <value enum="UF024" description="QUERY_CONTRACT_REQUEST" /><!--查询合约请求-->
            <value enum="UF025" description="QUERY_CONTRACT_RESPONSE" /><!--查询合约应答-->
            <value enum="UF026" description="SUB_QUOTES_REQUEST" /><!--订阅行情请求-->
            <value enum="UF027" description="SUB_QUOTES_RESPONSE" /><!--订阅行情应答-->
            <value enum="UF028" description="CANCEL_SUB_QUOTES_REQUEST" /><!--取消订阅行情请求-->
            <value enum="UF029" description="CANCEL_SUB_QUOTES_RESPONSE" /><!--取消订阅行情应答-->
            <value enum="UF030" description="RESPONSE_GAP_RESEND_RESPONSE" /><!--应答缺口重发请求-->
            <value enum="UF031" description="INFORMATION_PUBLISH" /><!--信息发布-->
            <value enum="UF032" description="INFORMATION_PUBLISH_CONFIRM" /><!--信息发布确认-->
            <value enum="UF033" description="REQUEST_ERROR_MESSAGE" /><!--请求错误信息-->
            <!--BOPU begin-->
            <value enum="URP" description="REQUEST_FOR_POSITION" />
            <value enum="UPR" description="POSITION_REPORT" />
            <value enum="URB" description="REQUEST_FOR_BALANCE" />
            <value enum="UBR" description="BALANCE_REPORT" />
            <!--BOPU end--> 			
        </field>
        <field number="36" name="NewSeqNo" type="INT" /><!--新消息序号-->
        <field number="37" name="OrderID" type="STRING" /><!--期货公司分配的委托号，同一个交易日必需保证唯一-->
        <field number="38" name="OrderQty" type="QTY" /><!--委托数量-->
        <field number="39" name="OrdStatus" type="CHAR"><!--订单当前状态，取值范围：-->
            <value enum="0" description="NEW" /><!--新（New）-->
            <value enum="1" description="PARTIALLY_FILLED" /><!--部分成交（Partially filled）-->
            <value enum="2" description="FILLED" /><!--已成交（Filled）-->
            <value enum="3" description="DONE_FOR_DAY" />
            <value enum="4" description="CANCELED" /><!--已撤消（Canceled）-->
            <value enum="5" description="REPLACED" />
            <value enum="6" description="PENDING_CANCEL" /><!--待撤消（Pending Cancel）-->
            <value enum="7" description="STOPPED" /><!--已终止（Stopped）-->
            <value enum="8" description="REJECTED" /><!--已拒绝（Rejected）-->
            <value enum="9" description="SUSPENDED" /><!--已延缓（Suspended）-->
            <value enum="A" description="PENDING_NEW" /><!--待处理（Pending New）-->
            <value enum="B" description="CALCULATED" /><!--已计算（Calculated）-->
            <value enum="C" description="EXPIRED" /><!--已过期（Expired）-->
            <value enum="D" description="ACCEPTED_FOR_BIDDING" />
            <value enum="E" description="PENDING_REPLACE" />
            <value enum="P" description="PENDING_EXPIRE" />
        </field>
        <field number="40" name="OrdType" type="CHAR"><!--订单类型，取值范围：-->
            <value enum="1" description="MARKET" /><!--市价-->
            <value enum="2" description="LIMIT" /><!--限价-->
            <value enum="3" description="STOP" />
            <value enum="4" description="STOP_LIMIT" />
            <value enum="5" description="MARKET_ON_CLOSE" />
            <value enum="6" description="WITH_OR_WITHOUT" />
            <value enum="7" description="LIMIT_OR_BETTER" />
            <value enum="8" description="LIMIT_WITH_OR_WITHOUT" />
            <value enum="9" description="ON_BASIS" />
            <value enum="A" description="ON_CLOSE" />
            <value enum="B" description="LIMIT_ON_CLOSE" />
            <value enum="C" description="FOREX_MARKET" />
            <value enum="D" description="PREVIOUSLY_QUOTED" />
            <value enum="E" description="PREVIOUSLY_INDICATED" />
            <value enum="F" description="FOREX_LIMIT" />
            <value enum="G" description="FOREX_SWAP" />
            <value enum="H" description="FOREX_PREVIOUSLY_QUOTED" />
            <value enum="I" description="FUNARI" />
            <value enum="P" description="PEGGED" />
            <value enum="a" description="BEST_PRICE" /><!--最优价-->
            <value enum="b" description="NEW_PRICE" /><!--最新价-->
            <value enum="c" description="NEW_PRICE_UP1_TICKS" /><!--最新价浮动上浮1个ticks-->
            <value enum="d" description="NEW_PRICE_UP2_TICKS" /><!--最新价浮动上浮2个ticks-->
            <value enum="e" description="NEW_PRICE_UP3_TICKS" /><!--最新价浮动上浮3个ticks-->
            <value enum="f" description="Sell1" /><!--卖一价-->
            <value enum="g" description="SELL1_UP1_TICKS" /><!--卖一价浮动上浮1个ticks-->
            <value enum="h" description="SELL1_UP2_TICKS" /><!--卖一价浮动上浮2个ticks-->
            <value enum="i" description="SELL1_UP3_TICKS" /><!--卖一价浮动上浮3个ticks-->
            <value enum="j" description="Buy1" /><!--买一价-->
            <value enum="k" description="BUY1_UP1_TICKS" /><!--买一价浮动上浮1个ticks-->
            <value enum="l" description="BUY1_UP2_TICKS" /><!--买一价浮动上浮2个ticks-->
            <value enum="m" description="BUY1_UP3_TICKS" /><!--买一价浮动上浮3个ticks-->
        </field>
        <field number="41" name="OrigClOrdID" type="STRING" /><!--之前相关订单的ClOrdID，用于撤单-->
        <field number="42" name="OrigTime" type="UTCTIMESTAMP" />
        <field number="43" name="PossDupFlag" type="BOOLEAN"><!--指示该消息序号的消息可能重复发送，取值范围：-->
            <value enum="Y" description="POSSIBLE_DUPLICATE" /><!--可能重复-->
            <value enum="N" description="ORIGINAL_TRANSMISSION" /><!--首次发送-->
        </field>
        <field number="44" name="Price" type="PRICE" /><!--价格-->
        <field number="45" name="RefSeqNum" type="INT" /><!--消息的关联消息序号-->
        <field number="46" name="RelatdSym" type="STRING" />
        <field number="47" name="Rule80A" type="CHAR">
            <value enum="A" description="AGENCY_SINGLE_ORDER" />
            <value enum="B" description="SHORT_EXEMPT_TRANSACTION_B" />
            <value enum="C" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_MEMBER_FIRMORG" />
            <value enum="D" description="PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRMORG" />
            <value enum="E" description="REGISTERED_EQUITY_MARKET_MAKER_TRADES" />
            <value enum="F" description="SHORT_EXEMPT_TRANSACTION_F" />
            <value enum="H" description="SHORT_EXEMPT_TRANSACTION_H" />
            <value enum="I" description="INDIVIDUAL_INVESTOR" />
            <value enum="J" description="PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER" />
            <value enum="K" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_INDIVIDUAL_CUSTOMER" />
            <value enum="L" description="SHORT_EXEMPT_AFFILIATED" />
            <value enum="M" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER" />
            <value enum="N" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_MEMBER" />
            <value enum="O" description="COMPETING_DEALER_TRADES_O" />
            <value enum="P" description="PRINCIPAL" />
            <value enum="R" description="COMPETING_DEALER_TRADES_R" />
            <value enum="S" description="SPECIALIST_TRADES" />
            <value enum="T" description="COMPETING_DEALER_TRADES_T" />
            <value enum="U" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY" />
            <value enum="W" description="ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER" />
            <value enum="X" description="SHORT_EXEMPT_NOT_AFFILIATED" />
            <value enum="Y" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_AGENCY" />
            <value enum="Z" description="SHORT_EXEMPT_NONMEMBER" />
        </field>
        <field number="48" name="SecurityID" type="STRING" />
        <field number="49" name="SenderCompID" type="STRING" /><!--发送方代码-->
        <field number="50" name="SenderSubID" type="STRING" /><!--发送方子代码（如交易员）-->
        <field number="52" name="SendingTime" type="UTCTIMESTAMP" /><!--消息发送时间-->
        <field number="53" name="Shares" type="QTY" />
        <field number="54" name="Side" type="CHAR"><!--订单买卖方向，取值范围：-->
            <value enum="1" description="BUY" /><!--买入（Buy）-->
            <value enum="2" description="SELL" /><!--卖出（Sell）-->
            <value enum="3" description="BUY_MINUS" />
            <value enum="4" description="SELL_PLUS" />
            <value enum="5" description="SELL_SHORT" />
            <value enum="6" description="SELL_SHORT_EXEMPT" />
            <value enum="7" description="D" />
            <value enum="8" description="CROSS" />
            <value enum="9" description="CROSS_SHORT" />
        </field>
        <field number="55" name="Symbol" type="STRING" /><!-- 期货合约代码 -->
        <field number="56" name="TargetCompID" type="STRING" /><!--接收方代码-->
        <field number="57" name="TargetSubID" type="STRING" /><!--接收方的人员代码-->
        <field number="58" name="Text" type="STRING" /><!--自由格式文本串-->
        <field number="59" name="TimeInForce" type="CHAR"><!--订单生效时间，取值范围：-->
            <value enum="0" description="DAY" /><!--当日有效。-->
            <value enum="1" description="GOOD_TILL_CANCEL" /><!--撤销前有效。-->
            <value enum="2" description="AT_THE_OPENING" /><!--本节有效。-->
            <value enum="3" description="IMMEDIATE_OR_CANCEL" /><!--立即完成，否则撤销。-->
            <value enum="4" description="FILL_OR_KILL" />
            <value enum="5" description="GOOD_TILL_CROSSING" />
            <value enum="6" description="GOOD_TILL_DATE" /><!--指定日期前有效。-->
            <value enum="7" description="AGGREGATE_AUCTION" /><!--集合竞价有效。-->
        </field>
        <field number="60" name="TransactTime" type="UTCTIMESTAMP" /><!--订单或执行的创建时间-->
        <field number="61" name="Urgency" type="CHAR">
            <value enum="0" description="NORMAL" />
            <value enum="1" description="FLASH" />
            <value enum="2" description="BACKGROUND" />
        </field>
        <field number="62" name="ValidUntilTime" type="UTCTIMESTAMP" />
        <field number="63" name="SettlmntTyp" type="CHAR">
            <value enum="0" description="REGULAR" />
            <value enum="1" description="CASH" />
            <value enum="2" description="NEXT_DAY" />
            <value enum="3" description="TPLUS2" />
            <value enum="4" description="TPLUS3" />
            <value enum="5" description="TPLUS4" />
            <value enum="6" description="FUTURE" />
            <value enum="7" description="WHEN_ISSUED" />
            <value enum="8" description="SELLERS_OPTION" />
            <value enum="9" description="TPLUS5" />
        </field>
        <field number="64" name="FutSettDate" type="LOCALMKTDATE" />
        <field number="65" name="SymbolSfx" type="STRING" /><!-- 期货合约名称 -->
        <field number="66" name="ListID" type="STRING" />
        <field number="67" name="ListSeqNo" type="INT" />
        <field number="68" name="TotNoOrders" type="INT" />
        <field number="69" name="ListExecInst" type="STRING" />
        <field number="70" name="AllocID" type="STRING" />
        <field number="71" name="AllocTransType" type="CHAR">
            <value enum="0" description="NEW" />
            <value enum="1" description="REPLACE" />
            <value enum="2" description="CANCEL" />
            <value enum="3" description="PRELIMINARY" />
            <value enum="4" description="CALCULATED" />
            <value enum="5" description="CALCULATED_WITHOUT_PRELIMINARY" />
        </field>
        <field number="72" name="RefAllocID" type="STRING" />
        <field number="73" name="NoOrders" type="INT" />
        <field number="74" name="AvgPrxPrecision" type="INT" />
        <field number="75" name="TradeDate" type="LOCALMKTDATE" /><!-- 交易日 -->
        <field number="76" name="ExecBroker" type="STRING" />
        <field number="77" name="OpenClose" type="CHAR"><!--开仓平仓标志，取值范围：-->
            <value enum="O" description="OPEN" /><!--开仓-->
            <value enum="C" description="CLOSE" /><!--平仓-->
            <value enum="Y" description="CLOSE_YESTERDAY " /><!--平昨仓-->
            <value enum="T" description="CLOSE_TODAY" /><!--平今仓-->
            <value enum="Q" description="FORCE_CLOSE" /><!--强平-->
        </field>
        <field number="78" name="NoAllocs" type="INT" />
        <field number="79" name="AllocAccount" type="STRING" />
        <field number="80" name="AllocShares" type="QTY" />
        <field number="81" name="ProcessCode" type="CHAR">
            <value enum="0" description="REGULAR" />
            <value enum="1" description="SOFT_DOLLAR" />
            <value enum="2" description="STEPIN" />
            <value enum="3" description="STEPOUT" />
            <value enum="4" description="SOFTDOLLAR_STEPIN" />
            <value enum="5" description="SOFTDOLLAR_STEPOUT" />
            <value enum="6" description="PLAN_SPONSOR" />
        </field>
        <field number="82" name="NoRpts" type="INT" />
        <field number="83" name="RptSeq" type="INT" />
        <field number="84" name="CxlQty" type="QTY" />
        <field number="85" name="NoDlvyInst" type="INT" />
        <field number="86" name="DlvyInst" type="STRING" />
        <field number="87" name="AllocStatus" type="INT">
            <value enum="0" description="ACCEPTED" />
            <value enum="1" description="REJECTED" />
            <value enum="2" description="PARTIAL_ACCEPT" />
            <value enum="3" description="RECEIVED" />
        </field>
        <field number="88" name="AllocRejCode" type="INT">
            <value enum="0" description="UNKNOWN_ACCOUNT" />
            <value enum="1" description="INCORRECT_QUANTITY" />
            <value enum="2" description="INCORRECT_AVERAGE_PRICE" />
            <value enum="3" description="UNKNOWN_EXECUTING_BROKER_MNEMONIC" />
            <value enum="4" description="COMMISSION_DIFFERENCE" />
            <value enum="5" description="UNKNOWN_ORDERID" />
            <value enum="6" description="UNKNOWN_LISTID" />
            <value enum="7" description="OTHER" />
        </field>
        <field number="89" name="Signature" type="DATA" /><!--数字签名-->
        <field number="90" name="SecureDataLen" type="INT" /><!--加密数据块长度-->
        <field number="91" name="SecureData" type="DATA" /><!--加密数据块-->
        <field number="92" name="BrokerOfCredit" type="STRING" />
        <field number="93" name="SignatureLength" type="INT" /><!--数字签名域的字节数-->
        <field number="94" name="EmailType" type="CHAR">
            <value enum="0" description="NEW" />
            <value enum="1" description="REPLY" />
            <value enum="2" description="ADMIN_REPLY" />
        </field>
        <field number="95" name="RawDataLength" type="INT" /><!--无格式数据的字节数-->
        <field number="96" name="RawData" type="DATA" /><!--无格式的数据，可以是位图、WORD文档-->
        <field number="97" name="PossResend" type="BOOLEAN"><!--指示该消息可能发送过（使用不同的消息序号），取值范围：-->
            <value enum="Y" description="POSS_RESEND" /><!--可能重发-->
            <value enum="N" description="FIRST_SEND" /><!--首次发送-->
        </field>
        <field number="98" name="EncryptMethod" type="INT"><!--加密方法，取值范围：-->
            <value enum="0" description="NONE_OTHER" /><!--无加密或其他加密方法（None / other）-->
            <value enum="1" description="PKCS" /><!--PKCS加密方法 (私有)-->
            <value enum="2" description="DES" /><!--DES加密方法 (ECB 模式)-->
            <value enum="3" description="PKCSDES" /><!--PKCS/DES加密方法 (私有)-->
            <value enum="4" description="PGPDES" /><!--PGP/DES加密方法-->
            <value enum="5" description="PGPDESMD5" /><!--PGP/DES-MD5加密方法-->
            <value enum="6" description="PEMDESMD5" /><!--PEM/DES-MD5加密方法-->
        </field>
        <field number="99" name="StopPx" type="PRICE" /><!-- 停止价 -->
        <field number="100" name="ExDestination" type="EXCHANGE" />
        <field number="102" name="CxlRejReason" type="INT"><!--撤单拒绝原因，取值范围：-->
            <value enum="0" description="TOO_LATE_TO_CANCEL" /><!--撤单太晚（Too late to cancel）-->
            <value enum="1" description="UNKNOWN_ORDER" /><!--未知订单（Unknown order）-->
            <value enum="2" description="BROKER_OPTION" /><!--自选原因（Broker / Exchange Option）-->
            <value enum="3" description="ALREADY_PENDING" /><!--正在撤消（Order already in Pending Cancel or Pending Replace status）-->
            <value enum="4" description="UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST" /><!--不能群组撤单（Unable to process Order Mass Cancel Request）-->
            <value enum="5" description="ORIGORDMODTIME_DID_NOT_MATCH_LAST_TRANSACTTIME_OF_ORDER" /><!--订单时间不匹配（OrigOrdModTime did not match last TransactTime of order）-->
            <value enum="6" description="DUPLICATE_CLORDID_RECEIVED" /><!--收到重复单（Duplicate ClOrdID received）-->
            <value enum="99" description="OTHER" /><!--其他（other）-->
        </field>
        <field number="103" name="OrdRejReason" type="INT"><!--订单拒绝原因，取值范围：-->
            <value enum="0" description="BROKER_OPTION" /><!--经纪商/交易所选项（Broker / Exchange option）-->
            <value enum="1" description="UNKNOWN_SYMBOL" /><!--证券代码非法（Unknown symbol）-->
            <value enum="2" description="EXCHANGE_CLOSED" /><!--交易关闭（Exchange closed）-->
            <value enum="3" description="ORDER_EXCEEDS_LIMIT" /><!--订单超过限价（Order exceeds limit）-->
            <value enum="4" description="TOO_LATE_TO_ENTER" /><!--订单太迟（Too late to enter）-->
            <value enum="5" description="UNKNOWN_ORDER" /><!--未知订单（Unknown Order）-->
            <value enum="6" description="DUPLICATE_ORDER" /><!--重复订单（Duplicate Order (e.g. dupe ClOrdID)）-->
            <value enum="7" description="DUPLICATE_VERBALYES" /><!--与口头报单重复（Duplicate of a verbally communicated order）-->
            <value enum="8" description="STALE_ORDER" /><!--失效订单（Stale Order）-->
            <value enum="9" description="TRADE_ALONG_REQUIRED" /><!--Trade Along required-->
            <value enum="10" description="INVALID_INVESTOR_ID" /><!--无效账户（Invalid Investor ID）-->
            <value enum="11" description="UNSUPPORTED_ORDER_CHARACTERISTIC" /><!--不支持的订单特征（Unsupported order characteristic）-->
            <value enum="12" description="SURVEILLENCE_OPTION" /><!--监查选择原因（Surveillence Option）-->
            <value enum="13" description="INCORRECT_QUANTITY" /><!--数量错误（Incorrect quantity）-->
            <value enum="14" description="INCORRECT_ALLOCATED_QUANTITY" /><!--数量分配错误（Incorrect allocated quantity）-->
            <value enum="15" description="UNKNOWN_ACCOUNT" /><!--未知账号（Unknown account(s)）-->
            <value enum="99" description="OTHER" /><!--其他（other）-->
        </field>
        <field number="104" name="IOIQualifier" type="CHAR">
            <value enum="A" description="ALL_OR_NONE" />
            <value enum="C" description="AT_THE_CLOSE" />
            <value enum="I" description="IN_TOUCH_WITH" />
            <value enum="L" description="LIMIT" />
            <value enum="M" description="MORE_BEHIND" />
            <value enum="O" description="AT_THE_OPEN" />
            <value enum="P" description="TAKING_A_POSITION" />
            <value enum="Q" description="AT_THE_MARKET" />
            <value enum="R" description="READY_TO_TRADE" />
            <value enum="S" description="PORTFOLIO_SHOWN" />
            <value enum="T" description="THROUGH_THE_DAY" />
            <value enum="V" description="VERSUS" />
            <value enum="W" description="INDICATION_WORKING_AWAY" />
            <value enum="X" description="CROSSING_OPPORTUNITY" />
            <value enum="Y" description="AT_THE_MIDPOINT" />
            <value enum="Z" description="PREOPEN" />
        </field>
        <field number="105" name="WaveNo" type="STRING" />
        <field number="106" name="Issuer" type="STRING" />
        <field number="107" name="SecurityDesc" type="STRING" /><!--证券描述信息，在FIX中用以描述证券的英文简称-->
        <field number="108" name="HeartBtInt" type="INT" /><!--心跳间隔（单位：秒）-->
        <field number="109" name="ClientID" type="STRING" /><!--客户在期货公司开设的资金帐号-->
        <field number="110" name="MinQty" type="QTY" /><!-- 最小成交量 -->
        <field number="111" name="MaxFloor" type="QTY" /><!--每笔限量-->
        <field number="112" name="TestReqID" type="STRING" /><!--用于测试请求消息，将包含在回应的心跳消息中-->
        <field number="113" name="ReportToExch" type="BOOLEAN">
            <value enum="Y" description="YES" />
            <value enum="N" description="NO" />
        </field>
        <field number="114" name="LocateReqd" type="BOOLEAN">
            <value enum="Y" description="YES" />
            <value enum="N" description="NO" />
        </field>
        <field number="115" name="OnBehalfOfCompID" type="STRING" /><!--用于经第三方发送消息，指明原始发送方公司代码， SenderCompID 域指明第三方公司代码-->
        <field number="116" name="OnBehalfOfSubID" type="STRING" /><!--用于经第三方发送消息，指明原始发送方交易员代码-->
        <field number="117" name="QuoteID" type="STRING" />
        <field number="118" name="NetMoney" type="AMT" />
        <field number="119" name="SettlCurrAmt" type="AMT" />
        <field number="120" name="SettlCurrency" type="CURRENCY" />
        <field number="121" name="ForexReq" type="BOOLEAN">
            <value enum="Y" description="YES" />
            <value enum="N" description="NO" />
        </field>
        <field number="122" name="OrigSendingTime" type="UTCTIMESTAMP" /><!--收到重发请求后，将订单重发时，记录的原始消息发送时间-->
        <field number="123" name="GapFillFlag" type="BOOLEAN"><!--用于序号重设消息，指示是否填补缺口，取值范围：-->
            <value enum="Y" description="GAP_FILL_MESSAGE_MSGSEQNUM_FIELD_VALID" /><!--序号重设-缺口填补消息，消息序号域有效（Gap Fill message, MsgSeqNum field valid）-->
            <value enum="N" description="SEQUENCE_RESET_IGNORE_MSGSEQNUM" /><!--序号重设-重设消息，消息序号域无效（Sequence Reset, ignore MsgSeqNum）-->
        </field>
        <field number="124" name="NoExecs" type="INT" />
        <field number="126" name="ExpireTime" type="UTCTIMESTAMP" /><!--有条件地用于生效时间（TimeInForce）=在某日前有效（GTD）和到期日没有被指定的情况之下-->
        <field number="127" name="DKReason" type="CHAR">
            <value enum="A" description="UNKNOWN_SYMBOL" />
            <value enum="B" description="WRONG_SIDE" />
            <value enum="C" description="QUANTITY_EXCEEDS_ORDER" />
            <value enum="D" description="NO_MATCHING_ORDER" />
            <value enum="E" description="PRICE_EXCEEDS_LIMIT" />
            <value enum="Z" description="OTHER" />
        </field>
        <field number="128" name="DeliverToCompID" type="STRING" /><!--用于经第三方发送消息，指明最终接收方公司代码，TargetCompID域指明第三方公司代码-->
        <field number="129" name="DeliverToSubID" type="STRING" /><!--用于经第三方发送消息，指明最终接收方人员代码-->
        <field number="130" name="IOINaturalFlag" type="BOOLEAN">
            <value enum="Y" description="NATURAL" />
            <value enum="N" description="NOT_NATURAL" />
        </field>
        <field number="131" name="QuoteReqID" type="STRING" />
        <field number="132" name="BidPx" type="PRICE" /><!-- 申买价，3位小数 -->
        <field number="133" name="OfferPx" type="PRICE" /><!-- 申卖价，3位小数 -->
        <field number="134" name="BidSize" type="QTY" /><!-- 申买量 -->
        <field number="135" name="OfferSize" type="QTY" /><!-- 申卖量 -->
        <field number="136" name="NoMiscFees" type="INT" /><!--杂项费用重复组重复次数-->
        <field number="137" name="MiscFeeAmt" type="AMT" /><!--杂项费用金额-->
        <field number="138" name="MiscFeeCurr" type="CURRENCY" />
        <field number="139" name="MiscFeeType" type="STRING"><!--指明杂项费用的费用类型，取值范围：-->
            <value enum="1" description="REGULATORY" /><!--监管费用（Regulatory (e.g. SEC)）-->
            <value enum="2" description="TAX" /><!--税（Tax）-->
            <value enum="3" description="LOCAL_COMMISSION" /><!--佣金（Local Commission）-->
            <value enum="4" description="EXCHANGE_FEES" /><!--经手费（Exchange Fees）-->
            <value enum="5" description="STAMP" /><!--印花税（Stamp）-->
            <value enum="6" description="LEVY" /><!--征管费（Levy）-->
            <value enum="7" description="OTHER" /><!--其它（Other）-->
            <value enum="8" description="MARKUP" /><!--价格附加值（Markup）-->
            <value enum="9" description="CONSUMPTION_TAX" /><!--消费税（Consumption Tax）-->
            <value enum="10" description="PER_TRANSACTION" /><!--每次交易（Per transaction）-->
            <value enum="11" description="CONVERSION" /><!--转换费（Conversion）-->
            <value enum="12" description="AGENT" /><!--代理费（Agent）-->
            <value enum="13" description="TRANSFERFEE" /><!--过户费（TransferFee）-->
        </field>
        <field number="140" name="PrevClosePx" type="PRICE" /><!--昨收盘价-->
        <field number="141" name="ResetSeqNumFlag" type="BOOLEAN"><!--指示会话连接双方是否要重设序号，取值范围：-->
            <value enum="Y" description="YES_RESET_SEQUENCE_NUMBERS" /><!--Yes, 需要重设序号（reset sequence numbers）-->
            <value enum="N" description="NO" /><!--NO-->
        </field>
        <field number="142" name="SenderLocationID" type="STRING" /><!--消息发起方人员所在地点-->
        <field number="143" name="TargetLocationID" type="STRING" /><!--消息接收方人员所在地点-->
        <field number="144" name="OnBehalfOfLocationID" type="STRING" /><!--用于经第三方发送消息，指明消息原始发起方人员所在地点-->
        <field number="145" name="DeliverToLocationID" type="STRING" /><!--用于经第三方发送消息，指明消息最终接收方人员所在地点-->
        <field number="146" name="NoRelatedSym" type="INT" />
        <field number="147" name="Subject" type="STRING" />
        <field number="148" name="Headline" type="STRING" />
        <field number="149" name="URLLink" type="STRING" />
        <field number="150" name="ExecType" type="CHAR"><!--执行报告的类型，与OrdStatus配合使用，取值范围：-->
            <value enum="0" description="NEW" /><!--新（New）-->
            <value enum="1" description="PARTIAL_FILL" />
            <value enum="2" description="FILL" />
            <value enum="3" description="DONE_FOR_DAY" />
            <value enum="4" description="CANCELED" /><!--已撤消（Canceled）-->
            <value enum="5" description="REPLACE" />
            <value enum="6" description="PENDING_CANCEL" /><!--待撤消（Pending Cancel）-->
            <value enum="7" description="STOPPED" /><!--已终止（Stopped）-->
            <value enum="8" description="REJECTED" /><!--已拒绝（Rejected）-->
            <value enum="9" description="SUSPENDED" /><!--已延缓（Suspended）-->
            <value enum="A" description="PENDING_NEW" /><!--待处理（Pending New）-->
            <value enum="B" description="CALCULATED" /><!--已计算（Calculated）-->
            <value enum="C" description="EXPIRED" /><!--已过期（Expired）-->
            <value enum="D" description="RESTATED" />
            <value enum="E" description="PENDING_REPLACE" />
            <value enum="F" description="TRADE_PARTIAL_FILL_OR_FILL" /><!--成交或部分成交（ Trade (partial fill or fill)）-->
            <value enum="I" description="ORDER_STATUS" /><!--订单状态（Order Status）-->
        </field>
        <field number="151" name="LeavesQty" type="QTY" /><!--订单仍开放（可以撮合）部分的数量-->
        <field number="152" name="CashOrderQty" type="QTY" />
        <field number="153" name="AllocAvgPx" type="PRICE" />
        <field number="154" name="AllocNetMoney" type="AMT" />
        <field number="155" name="SettlCurrFxRate" type="FLOAT" />
        <field number="156" name="SettlCurrFxRateCalc" type="CHAR">
            <value enum="M" description="MULTIPLY" />
            <value enum="D" description="DIVIDE" />
        </field>
        <field number="157" name="NumDaysInterest" type="INT" />
        <field number="158" name="AccruedInterestRate" type="FLOAT" />
        <field number="159" name="AccruedInterestAmt" type="AMT" />
        <field number="160" name="SettlInstMode" type="CHAR">
            <value enum="0" description="DEFAULT" />
            <value enum="1" description="STANDING_INSTRUCTIONS_PROVIDED" />
            <value enum="2" description="SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING" />
            <value enum="3" description="SPECIFIC_ALLOCATION_ACCOUNT_STANDING" />
        </field>
        <field number="161" name="AllocText" type="STRING" /><!--指示证券类别，FUT=期货-->
        <field number="162" name="SettlInstID" type="STRING" />
        <field number="163" name="SettlInstTransType" type="CHAR">
            <value enum="N" description="NEW" />
            <value enum="C" description="CANCEL" />
            <value enum="R" description="REPLACE" />
        </field>
        <field number="164" name="EmailThreadID" type="STRING" />
        <field number="165" name="SettlInstSource" type="CHAR">
            <value enum="1" description="BROKER" />
            <value enum="2" description="INSTITUTION" />
        </field>
        <field number="166" name="SettlLocation" type="STRING">
            <value enum="CED" description="CEDEL" />
            <value enum="DTC" description="DEPOSITORY_TRUST_COMPANY" />
            <value enum="EUR" description="EUROCLEAR" />
            <value enum="FED" description="FEDERAL_BOOK_ENTRY" />
            <value enum="PNY" description="PHYSICAL" />
            <value enum="PTC" description="PARTICIPANT_TRUST_COMPANY" />
            <value enum="ISO" description="LOCAL_MARKET_SETTLE_LOCATION" />
        </field>
        <field number="167" name="SecurityType" type="STRING">
            <value enum="BA" description="BANKERS_ACCEPTANCE" />
            <value enum="CB" description="CONVERTIBLE_BOND" />
            <value enum="CD" description="CERTIFICATE_OF_DEPOSIT" />
            <value enum="CMO" description="COLLATERALIZE_MORTGAGE_OBLIGATION" />
            <value enum="CORP" description="CORPORATE_BOND" />
            <value enum="CP" description="COMMERCIAL_PAPER" />
            <value enum="CPP" description="CORPORATE_PRIVATE_PLACEMENT" />
            <value enum="CS" description="COMMON_STOCK" />
            <value enum="FHA" description="FEDERAL_HOUSING_AUTHORITY" />
            <value enum="FHL" description="FEDERAL_HOME_LOAN" />
            <value enum="FN" description="FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION" />
            <value enum="FOR" description="FOREIGN_EXCHANGE_CONTRACT" />
            <value enum="FUT" description="FUTURE" />
            <value enum="GN" description="GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION" />
            <value enum="GOVT" description="TREASURIES_PLUS_AGENCY_DEBENTURE" />
            <value enum="MF" description="MUTUAL_FUND" />
            <value enum="MIO" description="MORTGAGE_INTEREST_ONLY" />
            <value enum="MPO" description="MORTGAGE_PRINCIPAL_ONLY" />
            <value enum="MPP" description="MORTGAGE_PRIVATE_PLACEMENT" />
            <value enum="MPT" description="MISCELLANEOUS_PASSTHRU" />
            <value enum="MUNI" description="MUNICIPAL_BOND" />
            <value enum="NONE" description="NO_ISITC_SECURITY_TYPE" />
            <value enum="OPT" description="OPTION" />
            <value enum="PS" description="PREFERRED_STOCK" />
            <value enum="RP" description="REPURCHASE_AGREEMENT" />
            <value enum="RVRP" description="REVERSE_REPURCHASE_AGREEMENT" />
            <value enum="SL" description="STUDENT_LOAN_MARKETING_ASSOCIATION" />
            <value enum="TD" description="TIME_DEPOSIT" />
            <value enum="USTB" description="US_TREASURY_BILL" />
            <value enum="WAR" description="WARRANT" />
            <value enum="ZOO" description="CATS_TIGERS" />
        </field>
        <field number="168" name="EffectiveTime" type="UTCTIMESTAMP" /><!-- 订单有效时间 -->
        <field number="169" name="StandInstDbType" type="INT">
            <value enum="0" description="OTHER" />
            <value enum="1" description="DTC_SID" />
            <value enum="2" description="THOMSON_ALERT" />
            <value enum="3" description="A_GLOBAL_CUSTODIAN" />
        </field>
        <field number="170" name="StandInstDbName" type="STRING" />
        <field number="171" name="StandInstDbID" type="STRING" />
        <field number="172" name="SettlDeliveryType" type="INT" />
        <field number="173" name="SettlDepositoryCode" type="STRING" />
        <field number="174" name="SettlBrkrCode" type="STRING" />
        <field number="175" name="SettlInstCode" type="STRING" />
        <field number="176" name="SecuritySettlAgentName" type="STRING" />
        <field number="177" name="SecuritySettlAgentCode" type="STRING" />
        <field number="178" name="SecuritySettlAgentAcctNum" type="STRING" />
        <field number="179" name="SecuritySettlAgentAcctName" type="STRING" />
        <field number="180" name="SecuritySettlAgentContactName" type="STRING" />
        <field number="181" name="SecuritySettlAgentContactPhone" type="STRING" />
        <field number="182" name="CashSettlAgentName" type="STRING" />
        <field number="183" name="CashSettlAgentCode" type="STRING" />
        <field number="184" name="CashSettlAgentAcctNum" type="STRING" />
        <field number="185" name="CashSettlAgentAcctName" type="STRING" />
        <field number="186" name="CashSettlAgentContactName" type="STRING" />
        <field number="187" name="CashSettlAgentContactPhone" type="STRING" />
        <field number="188" name="BidSpotRate" type="PRICE" />
        <field number="189" name="BidForwardPoints" type="PRICEOFFSET" />
        <field number="190" name="OfferSpotRate" type="PRICE" />
        <field number="191" name="OfferForwardPoints" type="PRICEOFFSET" />
        <field number="192" name="OrderQty2" type="QTY" />
        <field number="193" name="FutSettDate2" type="LOCALMKTDATE" />
        <field number="194" name="LastSpotRate" type="PRICE" />
        <field number="195" name="LastForwardPoints" type="PRICEOFFSET" />
        <field number="196" name="AllocLinkID" type="STRING" />
        <field number="197" name="AllocLinkType" type="INT">
            <value enum="0" description="FX_NETTING" />
            <value enum="1" description="FX_SWAP" />
        </field>
        <field number="198" name="SecondaryOrderID" type="STRING" />
        <field number="199" name="NoIOIQualifiers" type="INT" />
        <field number="200" name="MaturityMonthYear" type="MONTHYEAR" /><!--格式：YYYYMM（如201010）-->
        <field number="201" name="PutOrCall" type="INT">
            <value enum="0" description="PUT" />
            <value enum="1" description="CALL" />
        </field>
        <field number="202" name="StrikePrice" type="PRICE" />
        <field number="203" name="CoveredOrUncovered" type="INT">
            <value enum="0" description="COVERED" />
            <value enum="1" description="UNCOVERED" />
        </field>
        <field number="204" name="CustomerOrFirm" type="INT">
            <value enum="0" description="CUSTOMER" />
            <value enum="1" description="FIRM" />
        </field>
        <field number="205" name="MaturityDay" type="DAYOFMONTH" /><!--与期货到期年月（MaturityMonthYear）联合使用。有效值：1-31-->
        <field number="206" name="OptAttribute" type="CHAR" />
        <field number="207" name="SecurityExchange" type="EXCHANGE"><!--用于指定交易所，取值范围：-->
            <value enum = "ZZCE" description="ZHENGZHOU_FUTURES_EXCHANGE" />
            <value enum = "DLCE" description="DALIAN_FUTURES_EXCHANGE" />
            <value enum = "XHKG" description="HONGKONG_STOCK_EXCHANGE" />
            <value enum = "XSHG" description="SHANGHAI_STOCK_EXCHANGE" />
            <value enum = "XSHE" description="SHENZHEN_STOCK_EXCHANGE" />
            <value enum = "CCFX" description="CHINA_FINANCIAL_FUTURES_EXCHANGE" />
            <value enum = "CSSX" description="CHINA_STAINLESS_STEEL_EXCHANGE" />
            <value enum = "SGEX" description="SHANGHAI_GOLD_EXCHANGE" />
            <value enum = "XCFE" description="CHINA_FOREIGN_EXCHANGE_TRADE_SYSTEM" />
            <value enum = "XDCE" description="DALIAN_COMMODITY_EXCHANGE" />
            <value enum = "XSGE" description="SHANGHAI_FUTURES_EXCHANGE" />
            <value enum = "XINE" description="SHANGHAI_INTERNATIONAL_ENERGY_EXCHANGE" />
            <value enum = "XSEC" description="SHENZHEN_STOCK_EXCHANGE_SHENZHEN_HONG_KONG_STOCK_CONNECT" />
            <value enum = "XSSC" description="SHANGHAI_STOCK_EXCHANGE_SHANGHAI_HONG_KONG_STOCK_CONNECT" />
            <value enum = "XZCE" description="ZHENGZHOU_COMMODITY_EXCHANGE" />
            <value enum = "SHSC" description="STOCK_EXCHANGE_OF_HONG_KONG_LIMITED_SHANGHAI_HONG_KONG_STOCK_CONNECT" />
            <value enum = "SZSC" description="STOCK_EXCHANGE_OF_HONG_KONG_LIMITED_SHENZHEN_HONG_KONG_STOCK_CONNECT" />
            <value enum = "HK" description="FDSA_HK" />
            <value enum = "SH" description="FDSA_SH" />
            <value enum = "ZK" description="FDSA_SZ" />
            <value enum = "HS" description="STOCK_EXCHANGE_OF_HONG_KONG_LIMITED_SHANGHAI_HONG_KONG_STOCK_CONNECT_BY_BLOOMBERG" />
            <value enum = "HZ" description="STOCK_EXCHANGE_OF_HONG_KONG_LIMITED_SHENZHEN_HONG_KONG_STOCK_CONNECT_BY_BLOOMBERG" />
            <!--<value enum="CCFX" description="CHINA_FINANCIAL_FUTURES_EXCHANGE" />&lt;!&ndash;中国金融期货交易所&ndash;&gt;-->
            <!--<value enum="SHFE" description="SHANGHAI_FUTURES_EXCHANGE" />-->
            <!--<value enum="ZZCE" description="ZHENGZHOU_FUTURES_EXCHANGE" />-->
            <!--<value enum="DLCE" description="DALIAN_FUTURES_EXCHANGE" />           -->
            <!--<value enum="HK" description="HONGKONG_STOCK_EXCHANGE" />-->
            <!--<value enum="0" description="SHANGHAI_A_STOCK" />-->
            <!--<value enum="1" description="SHENZHEN_A_STOCK" />-->
            <!--<value enum="SS" description="SHANGHAI_A_STOCK" />-->
            <!--<value enum="SZ" description="SHENZHEN_A_STOCK" />-->
            <!--<value enum="XSHG" description="SHANGHAI_A_STOCK" />-->
            <!--<value enum="XSEC" description="SHENZHEN_A_STOCK" />-->
            <!--<value enum="XSHE" description="SHENZHEN_A_STOCK" />      -->
        </field>
        <field number="208" name="NotifyBrokerOfCredit" type="BOOLEAN">
            <value enum="Y" description="DETAILS_SHOULD_BE_COMMUNICATED" />
            <value enum="N" description="DETAILS_SHOULD_NOT_BE_COMMUNICATED" />
        </field>
        <field number="209" name="AllocHandlInst" type="INT">
            <value enum="1" description="MATCH" />
            <value enum="2" description="FORWARD" />
            <value enum="3" description="FORWARD_AND_MATCH" />
        </field>
        <field number="210" name="MaxShow" type="QTY" />
        <field number="211" name="PegDifference" type="PRICEOFFSET" />
        <field number="212" name="XmlDataLen" type="INT" />
        <field number="213" name="XmlData" type="DATA" />
        <field number="214" name="SettlInstRefID" type="STRING" />
        <field number="215" name="NoRoutingIDs" type="INT" />
        <field number="216" name="RoutingType" type="INT">
            <value enum="1" description="TARGET_FIRM" />
            <value enum="2" description="TARGET_LIST" />
            <value enum="3" description="BLOCK_FIRM" />
            <value enum="4" description="BLOCK_LIST" />
        </field>
        <field number="217" name="RoutingID" type="STRING" />
        <field number="218" name="SpreadToBenchmark" type="PRICEOFFSET" />
        <field number="219" name="Benchmark" type="CHAR">
            <value enum="1" description="CURVE" />
            <value enum="2" description="FIVEYR" />
            <value enum="3" description="OLD5" />
            <value enum="4" description="TENYR" />
            <value enum="5" description="OLD10" />
            <value enum="6" description="THIRTYYR" />
            <value enum="7" description="OLD30" />
            <value enum="8" description="THREEMOLIBOR" />
            <value enum="9" description="SIXMOLIBOR" />
        </field>
        <field number="223" name="CouponRate" type="FLOAT" />
        <field number="231" name="ContractMultiplier" type="FLOAT" />
        <field number="262" name="MDReqID" type="STRING" />
        <field number="263" name="SubscriptionRequestType" type="CHAR"><!--订阅请求类型，取值范围：-->
            <value enum="0" description="SNAPSHOT" /><!--快照（Snapshot），仅订阅一次最新行情-->
            <value enum="1" description="SNAPSHOT_PLUS_UPDATES" /><!--快照+预定更新（Snapshot + Updates (Subscribe)）订阅持续的行情-->
            <value enum="2" description="DISABLE_PREVIOUS" />
        </field>
        <field number="264" name="MarketDepth" type="INT">
            <!--
                Temporarily commented out until we can handle
                N>1 scenario

                <value enum="0" description="FULL_BOOK"/>
                <value enum="1" description="TOP_OF_BOOK"/>
            -->
        </field>
        <field number="265" name="MDUpdateType" type="INT">
            <value enum="0" description="FULL_REFRESH" />
            <value enum="1" description="INCREMENTAL_REFRESH" />
        </field>
        <field number="266" name="AggregatedBook" type="BOOLEAN">
            <value enum="Y" description="ONE_BOOK_ENTRY_PER_SIDE_PER_PRICE" />
            <value enum="N" description="MULTIPLE_ENTRIES_PER_SIDE_PER_PRICE_ALLOWED" />
        </field>
        <field number="267" name="NoMDEntryTypes" type="INT" />
        <field number="268" name="NoMDEntries" type="INT" />
        <field number="269" name="MDEntryType" type="CHAR">
            <value enum="0" description="BID" />
            <value enum="1" description="OFFER" />
            <value enum="2" description="TRADE" />
            <value enum="3" description="INDEX_VALUE" />
            <value enum="4" description="OPENING_PRICE" />
            <value enum="5" description="CLOSING_PRICE" />
            <value enum="6" description="SETTLEMENT_PRICE" />
            <value enum="7" description="TRADING_SESSION_HIGH_PRICE" />
            <value enum="8" description="TRADING_SESSION_LOW_PRICE" />
            <value enum="9" description="TRADING_SESSION_VWAP_PRICE" />
        </field>
        <field number="270" name="MDEntryPx" type="PRICE" />
        <field number="271" name="MDEntrySize" type="QTY" />
        <field number="272" name="MDEntryDate" type="UTCDATE" />
        <field number="273" name="MDEntryTime" type="UTCTIMEONLY" />
        <field number="274" name="TickDirection" type="CHAR">
            <value enum="0" description="PLUS_TICK" />
            <value enum="1" description="ZEROPLUS_TICK" />
            <value enum="2" description="MINUS_TICK" />
            <value enum="3" description="ZEROMINUS_TICK" />
        </field>
        <field number="275" name="MDMkt" type="EXCHANGE" />
        <field number="276" name="QuoteCondition" type="MULTIPLEVALUESTRING">
            <value enum="A" description="OPEN_ACTIVE" />
            <value enum="B" description="CLOSED_INACTIVE" />
            <value enum="C" description="EXCHANGE_BEST" />
            <value enum="D" description="CONSOLIDATED_BEST" />
            <value enum="E" description="LOCKED" />
            <value enum="F" description="CROSSED" />
            <value enum="G" description="DEPTH" />
            <value enum="H" description="FAST_TRADING" />
            <value enum="I" description="NONFIRM" />
        </field>
        <field number="277" name="TradeCondition" type="MULTIPLEVALUESTRING">
            <value enum="A" description="CASH" />
            <value enum="B" description="AVERAGE_PRICE_TRADE" />
            <value enum="C" description="CASH_TRADE" />
            <value enum="D" description="NEXT_DAY" />
            <value enum="E" description="OPENING_REOPENING_TRADE_DETAIL" />
            <value enum="F" description="INTRADAY_TRADE_DETAIL" />
            <value enum="G" description="RULE_127_TRADE" />
            <value enum="H" description="RULE_155_TRADE" />
            <value enum="I" description="SOLD_LAST" />
            <value enum="J" description="NEXT_DAY_TRADE" />
            <value enum="K" description="OPENED" />
            <value enum="L" description="SELLER" />
            <value enum="M" description="SOLD" />
            <value enum="N" description="STOPPED_STOCK" />
        </field>
        <field number="278" name="MDEntryID" type="STRING" />
        <field number="279" name="MDUpdateAction" type="CHAR">
            <value enum="0" description="NEW" />
            <value enum="1" description="CHANGE" />
            <value enum="2" description="DELETE" />
        </field>
        <field number="280" name="MDEntryRefID" type="STRING" />
        <field number="281" name="MDReqRejReason" type="CHAR">
            <value enum="0" description="UNKNOWN_SYMBOL" />
            <value enum="1" description="DUPLICATE_MDREQID" />
            <value enum="2" description="INSUFFICIENT_BANDWIDTH" />
            <value enum="3" description="INSUFFICIENT_PERMISSIONS" />
            <value enum="4" description="UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE" />
            <value enum="5" description="UNSUPPORTED_MARKETDEPTH" />
            <value enum="6" description="UNSUPPORTED_MDUPDATETYPE" />
            <value enum="7" description="UNSUPPORTED_AGGREGATEDBOOK" />
            <value enum="8" description="UNSUPPORTED_MDENTRYTYPE" />
        </field>
        <field number="282" name="MDEntryOriginator" type="STRING" />
        <field number="283" name="LocationID" type="STRING" />
        <field number="284" name="DeskID" type="STRING" />
        <field number="285" name="DeleteReason" type="CHAR">
            <value enum="0" description="CANCELATION_TRADE_BUST" />
            <value enum="1" description="ERROR" />
        </field>
        <field number="286" name="OpenCloseSettleFlag" type="CHAR">
            <value enum="0" description="DAILY_OPEN_CLOSE__SETTLEMENT_PRICE" />
            <value enum="1" description="SESSION_OPEN_CLOSE__SETTLEMENT_PRICE" />
            <value enum="2" description="DELIVERY_SETTLEMENT_PRICE" />
        </field>
        <field number="287" name="SellerDays" type="INT" />
        <field number="288" name="MDEntryBuyer" type="STRING" />
        <field number="289" name="MDEntrySeller" type="STRING" />
        <field number="290" name="MDEntryPositionNo" type="INT" />
        <field number="291" name="FinancialStatus" type="CHAR">
            <value enum="1" description="BANKRUPT" />
        </field>
        <field number="292" name="CorporateAction" type="CHAR">
            <value enum="A" description="EXDIVIDEND" />
            <value enum="B" description="EXDISTRIBUTION" />
            <value enum="C" description="EXRIGHTS" />
            <value enum="D" description="NEW" />
            <value enum="E" description="EXINTEREST" />
        </field>
        <field number="293" name="DefBidSize" type="QTY" />
        <field number="294" name="DefOfferSize" type="QTY" />
        <field number="295" name="NoQuoteEntries" type="INT" />
        <field number="296" name="NoQuoteSets" type="INT" />
        <field number="297" name="QuoteAckStatus" type="INT" />
        <field number="298" name="QuoteCancelType" type="INT" />
        <field number="299" name="QuoteEntryID" type="STRING" />
        <field number="300" name="QuoteRejectReason" type="INT">
            <value enum="1" description="UNKNOWN_SYMBOL" />
            <value enum="2" description="EXCHANGE" />
            <value enum="3" description="QUOTE_REQUEST_EXCEEDS_LIMIT" />
            <value enum="4" description="TOO_LATE_TO_ENTER" />
            <value enum="5" description="UNKNOWN_QUOTE" />
            <value enum="6" description="DUPLICATE_QUOTE_7" />
            <value enum="8" description="INVALID_PRICE" />
            <value enum="9" description="NOT_AUTHORIZED_TO_QUOTE_SECURITY" />
        </field>
        <field number="301" name="QuoteResponseLevel" type="INT" />
        <field number="302" name="QuoteSetID" type="STRING" />
        <field number="303" name="QuoteRequestType" type="INT" />
        <field number="304" name="TotQuoteEntries" type="INT" />
        <field number="305" name="UnderlyingIDSource" type="STRING" />
        <field number="306" name="UnderlyingIssuer" type="STRING" />
        <field number="307" name="UnderlyingSecurityDesc" type="STRING" />
        <field number="308" name="UnderlyingSecurityExchange" type="EXCHANGE" />
        <field number="309" name="UnderlyingSecurityID" type="STRING" />
        <field number="310" name="UnderlyingSecurityType" type="STRING" />
        <field number="311" name="UnderlyingSymbol" type="STRING" />
        <field number="312" name="UnderlyingSymbolSfx" type="STRING" />
        <field number="313" name="UnderlyingMaturityMonthYear" type="MONTHYEAR" />
        <field number="314" name="UnderlyingMaturityDay" type="DAYOFMONTH" />
        <field number="315" name="UnderlyingPutOrCall" type="INT" />
        <field number="316" name="UnderlyingStrikePrice" type="PRICE" />
        <field number="317" name="UnderlyingOptAttribute" type="CHAR" />
        <field number="318" name="UnderlyingCurrency" type="CURRENCY" />
        <field number="319" name="RatioQty" type="QTY" />
        <field number="320" name="SecurityReqID" type="STRING" />
        <field number="321" name="SecurityRequestType" type="INT">
            <value enum="0" description="REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS" />
            <value enum="1" description="REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED" />
            <value enum="2" description="REQUEST_LIST_SECURITY_TYPES" />
            <value enum="3" description="REQUEST_LIST_SECURITIES" />
        </field>
        <field number="322" name="SecurityResponseID" type="STRING" />
        <field number="323" name="SecurityResponseType" type="INT">
            <value enum="1" description="ACCEPT_SECURITY_PROPOSAL_AS_IS" />
            <value enum="2" description="ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE" />
            <value enum="3" description="LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST" />
            <value enum="4" description="LIST_OF_SECURITIES_RETURNED_PER_REQUEST" />
            <value enum="5" description="REJECT_SECURITY_PROPOSAL" />
            <value enum="6" description="CAN_NOT_MATCH_SELECTION_CRITERIA" />
        </field>
        <field number="324" name="SecurityStatusReqID" type="STRING" />
        <field number="325" name="UnsolicitedIndicator" type="BOOLEAN">
            <value enum="Y" description="MESSAGE_IS_BEING_SENT_UNSOLICITED" />
            <value enum="N" description="MESSAGE_IS_BEING_SENT_AS_A_RESULT_OF_A_PRIOR_REQUEST" />
        </field>
        <field number="326" name="SecurityTradingStatus" type="INT">
            <value enum="1" description="OPENING_DELAY" />
            <value enum="2" description="TRADING_HALT" />
            <value enum="3" description="RESUME" />
            <value enum="4" description="NO_OPENNO_RESUME" />
            <value enum="5" description="PRICE_INDICATION" />
            <value enum="6" description="TRADING_RANGE_INDICATION" />
            <value enum="7" description="MARKET_IMBALANCE_BUY" />
            <value enum="8" description="MARKET_IMBALANCE_SELL" />
            <value enum="9" description="MARKET_ON_CLOSE_IMBALANCE_BUY" />
            <value enum="10" description="MARKET_ON_CLOSE_IMBALANCE_SELL" />
            <value enum="11" description="NOT_ASSIGNED" />
            <value enum="12" description="NO_MARKET_IMBALANCE" />
            <value enum="13" description="NO_MARKET_ON_CLOSE_IMBALANCE" />
            <value enum="14" description="ITS_PREOPENING" />
            <value enum="15" description="NEW_PRICE_INDICATION" />
            <value enum="16" description="TRADE_DISSEMINATION_TIME" />
            <value enum="17" description="READY_TO_TRADE" />
            <value enum="18" description="NOT_AVAILABLE_FOR_TRADING" />
            <value enum="19" description="NOT_TRADED_ON_THIS_MARKET" />
            <value enum="20" description="UNKNOWN_OR_INVALID" />
        </field>
        <field number="327" name="HaltReason" type="CHAR">
            <value enum="I" description="ORDER_IMBALANCE" />
            <value enum="X" description="EQUIPMENT_CHANGEOVER" />
            <value enum="P" description="NEWS_PENDING" />
            <value enum="D" description="NEWS_DISSEMINATION" />
            <value enum="E" description="ORDER_INFLUX" />
            <value enum="M" description="ADDITIONAL_INFORMATION" />
        </field>
        <field number="328" name="InViewOfCommon" type="BOOLEAN">
            <value enum="Y" description="HALT_WAS_DUE_TO_COMMON_STOCK_BEING_HALTED" />
            <value enum="N" description="HALT_WAS_NOT_RELATED_TO_A_HALT_OF_THE_COMMON_STOCK" />
        </field>
        <field number="329" name="DueToRelated" type="BOOLEAN">
            <value enum="Y" description="HALT_WAS_DUE_TO_RELATED_SECURITY_BEING_HALTED" />
            <value enum="N" description="HALT_WAS_NOT_RELATED_TO_A_HALT_OF_THE_RELATED_SECURITY" />
        </field>
        <field number="330" name="BuyVolume" type="QTY" />
        <field number="331" name="SellVolume" type="QTY" />
        <field number="332" name="HighPx" type="PRICE" />
        <field number="333" name="LowPx" type="PRICE" />
        <field number="334" name="Adjustment" type="INT">
            <value enum="1" description="CANCEL" />
            <value enum="2" description="ERROR" />
            <value enum="3" description="CORRECTION" />
        </field>
        <field number="335" name="TradSesReqID" type="STRING" />
        <field number="336" name="TradingSessionID" type="STRING" />
        <field number="337" name="ContraTrader" type="STRING" />
        <field number="338" name="TradSesMethod" type="INT">
            <value enum="1" description="ELECTRONIC" />
            <value enum="2" description="OPEN_OUTCRY" />
            <value enum="3" description="TWO_PARTY" />
        </field>
        <field number="339" name="TradSesMode" type="INT">
            <value enum="1" description="TESTING" />
            <value enum="2" description="SIMULATED" />
            <value enum="3" description="PRODUCTION" />
        </field>
        <field number="340" name="TradSesStatus" type="INT">
            <value enum="1" description="HALTED" />
            <value enum="2" description="OPEN" />
            <value enum="3" description="CLOSED" />
            <value enum="4" description="PREOPEN" />
            <value enum="5" description="PRECLOSE" />
        </field>
        <field number="341" name="TradSesStartTime" type="UTCTIMESTAMP" />
        <field number="342" name="TradSesOpenTime" type="UTCTIMESTAMP" />
        <field number="343" name="TradSesPreCloseTime" type="UTCTIMESTAMP" />
        <field number="344" name="TradSesCloseTime" type="UTCTIMESTAMP" />
        <field number="345" name="TradSesEndTime" type="UTCTIMESTAMP" />
        <field number="346" name="NumberOfOrders" type="INT" />
        <field number="347" name="MessageEncoding" type="STRING"><!--消息中编码域的字符编码类型（非ASCII码），取值范围：-->
            <value enum="ISO-2022-CN" description="ISO_2022_CN" /><!--ISO-2022-CN-->
            <value enum="UTF-8" description="UTF_8" /><!--UTF-8-->
            <value enum="GBK" description="GBK" /><!--GBK-->
            <value enum="GB2312" description="GB2312" /><!--GB2312-->
        </field>
        <field number="348" name="EncodedIssuerLen" type="INT" />
        <field number="349" name="EncodedIssuer" type="DATA" />
        <field number="350" name="EncodedSecurityDescLen" type="INT" />
        <field number="351" name="EncodedSecurityDesc" type="DATA" />
        <field number="352" name="EncodedListExecInstLen" type="INT" />
        <field number="353" name="EncodedListExecInst" type="DATA" />
        <field number="354" name="EncodedTextLen" type="INT" /><!--EncodedText域的字节数.-->
        <field number="355" name="EncodedText" type="DATA" /><!--Text域的编码形式，使用MessageEncoding域指明的编码方式，如果使用，必须同时使用Text域（用ASCII码）-->
        <field number="356" name="EncodedSubjectLen" type="INT" />
        <field number="357" name="EncodedSubject" type="DATA" />
        <field number="358" name="EncodedHeadlineLen" type="INT" />
        <field number="359" name="EncodedHeadline" type="DATA" />
        <field number="360" name="EncodedAllocTextLen" type="INT" />
        <field number="361" name="EncodedAllocText" type="DATA" />
        <field number="362" name="EncodedUnderlyingIssuerLen" type="INT" />
        <field number="363" name="EncodedUnderlyingIssuer" type="DATA" />
        <field number="364" name="EncodedUnderlyingSecurityDescLen" type="INT" />
        <field number="365" name="EncodedUnderlyingSecurityDesc" type="DATA" />
        <field number="366" name="AllocPrice" type="PRICE" />
        <field number="367" name="QuoteSetValidUntilTime" type="UTCTIMESTAMP" />
        <field number="368" name="QuoteEntryRejectReason" type="INT">
            <value enum="1" description="UNKNOWN_SYMBOL" />
            <value enum="2" description="EXCHANGE" />
            <value enum="3" description="QUOTE_EXCEEDS_LIMIT" />
            <value enum="4" description="TOO_LATE_TO_ENTER" />
            <value enum="5" description="UNKNOWN_QUOTE" />
            <value enum="6" description="DUPLICATE_QUOTE" />
            <value enum="7" description="INVALID_BIDASK_SPREAD" />
            <value enum="8" description="INVALID_PRICE" />
            <value enum="9" description="NOT_AUTHORIZED_TO_QUOTE_SECURITY" />
        </field>
        <field number="369" name="LastMsgSeqNumProcessed" type="INT" /><!--最新一次接收并处理的消息序号，可以在每条消息中都给出，利于对方了解情况-->
        <field number="370" name="OnBehalfOfSendingTime" type="UTCTIMESTAMP" /><!-- 最初发送时间 -->
        <field number="371" name="RefTagID" type="INT" /><!--所引用的Tag-->
        <field number="372" name="RefMsgType" type="STRING" /><!--所引用消息的类型-->
        <field number="373" name="SessionRejectReason" type="INT"><!--用于会话消息拒绝，指示拒绝原因，取值范围：-->
            <value enum="0" description="INVALID_TAG_NUMBER" /><!--存在无效的域号-->
            <value enum="1" description="REQUIRED_TAG_MISSING" /><!--该消息中必须的域丢失-->
            <value enum="2" description="TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE" /><!--该消息中出现未曾定义的域-->
            <value enum="3" description="UNDEFINED_TAG" /><!--未定义域号-->
            <value enum="4" description="TAG_SPECIFIED_WITHOUT_A_VALUE" /><!--域未赋值-->
            <value enum="5" description="VALUE_IS_INCORRECT" /><!--域取值错误（范围溢出）-->
            <value enum="6" description="INCORRECT_DATA_FORMAT_FOR_VALUE" /><!--取值格式错误-->
            <value enum="7" description="DECRYPTION_PROBLEM" /><!--解密错误-->
            <value enum="8" description="SIGNATURE_PROBLEM" /><!--签名错误-->
            <value enum="9" description="COMPID_PROBLEM" /><!--公司标识符错误-->
            <value enum="10" description="SENDINGTIME_ACCURACY_PROBLEM" /><!--发送时间精度错误-->
            <value enum="11" description="INVALID_MESSAGE_TYPE" /><!--无效的消息类型-->
            <value enum="12" description="XML_VALIDATION_ERROR" /><!--XML验证错误（XML Validation error）-->
            <value enum="13" description="SEVERAL_TIMES_IN_SAME_TAG" /><!--同一域多次出现（非重复组）-->
            <value enum="14" description="ORDERED_TAG_ORDER_ERROR" /><!--有序的域出现次序错误-->
            <value enum="15" description="REPEAT_TAG_ORDER_ERROR" /><!--重复组域次序错误-->
            <value enum="16" description="REPEAT_TAG_TIME_ERROR" /><!--重复组重复次数错误-->
            <value enum="17" description="NON_DATA_TAG_APPEAR_DEFINE" /><!--非data数据域中出现域界定符-->
        </field>
        <field number="374" name="BidRequestTransType" type="CHAR">
            <value enum="N" description="NEW" />
            <value enum="C" description="CANCEL" />
        </field>
        <field number="375" name="ContraBroker" type="STRING" />
        <field number="376" name="ComplianceID" type="STRING" />
        <field number="377" name="SolicitedFlag" type="BOOLEAN">
            <value enum="Y" description="WAS_SOLCITIED" />
            <value enum="N" description="WAS_NOT_SOLICITED" />
        </field>
        <field number="378" name="ExecRestatementReason" type="INT"><!--交易服务方主动发出的执行报告中给出主动执行原因，取值范围：-->
            <value enum="0" description="GT_CORPORATE_ACTION" /><!--GT Corporate action-->
            <value enum="1" description="GT_RENEWAL_RESTATEMENT" /><!--GT renewal / restatement (no corporate action)-->
            <value enum="2" description="VERBAL_CHANGE" /><!--口头更改（Verbal change）-->
            <value enum="3" description="REPRICING_OF_ORDER" /><!--订单重新定价（Repricing of order）-->
            <value enum="4" description="BROKER_OPTION" /><!--经纪人选择权（Broker option）-->
            <value enum="5" description="PARTIAL_DECLINE_OF_ORDERQTY" /><!--部分订单量拒绝，如交易所发起部分拒绝（Partial decline of OrderQty (e.g. exchange-initiated partial cancel)）-->
            <value enum="6" description="CANCEL_ON_TRADING_HALT" /><!--因交易停止而取消（Cancel on Trading Halt）-->
            <value enum="7" description="CANCEL_ON_SYSTEM_FAILURE" /><!--因系统故障而取消（Cancel on System Failure）-->
            <value enum="8" description="MARKET_EXCHANGE_OPTION" /><!--市场/交易所选择权（Market (Exchange) Option）-->
            <value enum="101" description="REPURCHASE_SETTLEMENT" /><!--国债回购到期反向成交（Repurchase Settlement）-->
        </field>
        <field number="379" name="BusinessRejectRefID" type="STRING" />
        <field number="380" name="BusinessRejectReason" type="INT">
            <value enum="0" description="OTHER" />
            <value enum="1" description="UNKOWN_ID" />
            <value enum="2" description="UNKNOWN_SECURITY" />
            <value enum="3" description="UNSUPPORTED_MESSAGE_TYPE" />
            <value enum="4" description="APPLICATION_NOT_AVAILABLE" />
            <value enum="5" description="CONDITIONALLY_REQUIRED_FIELD_MISSING" />
        </field>
        <field number="381" name="GrossTradeAmt" type="AMT" /><!--成交总金额：CumQty * AvgPx（Currency单位）-->
        <field number="382" name="NoContraBrokers" type="INT" />
        <field number="383" name="MaxMessageSize" type="INT" /><!--单条消息的最大字节数-->
        <field number="384" name="NoMsgTypes" type="INT" /><!--重复组中MsgType的个数-->
        <field number="385" name="MsgDirection" type="CHAR"><!--指明消息方向，取值范围：-->
            <value enum="S" description="SEND" /><!--发送（Send）-->
            <value enum="R" description="RECEIVE" /><!--接收（Receive）-->
        </field>
        <field number="386" name="NoTradingSessions" type="INT" />
        <field number="387" name="TotalVolumeTraded" type="QTY" />
        <field number="388" name="DiscretionInst" type="CHAR">
            <value enum="0" description="RELATED_TO_DISPLAYED_PRICE" />
            <value enum="1" description="RELATED_TO_MARKET_PRICE" />
            <value enum="2" description="RELATED_TO_PRIMARY_PRICE" />
            <value enum="3" description="RELATED_TO_LOCAL_PRIMARY_PRICE" />
            <value enum="4" description="RELATED_TO_MIDPOINT_PRICE" />
            <value enum="5" description="RELATED_TO_LAST_TRADE_PRICE" />
        </field>
        <field number="389" name="DiscretionOffset" type="PRICEOFFSET" />
        <field number="390" name="BidID" type="STRING" />
        <field number="391" name="ClientBidID" type="STRING" />
        <field number="392" name="ListName" type="STRING" />
        <field number="393" name="TotalNumSecurities" type="INT" />
        <field number="394" name="BidType" type="INT" />
        <field number="395" name="NumTickets" type="INT" />
        <field number="396" name="SideValue1" type="AMT" />
        <field number="397" name="SideValue2" type="AMT" />
        <field number="398" name="NoBidDescriptors" type="INT" />
        <field number="399" name="BidDescriptorType" type="INT" />
        <field number="400" name="BidDescriptor" type="STRING" />
        <field number="401" name="SideValueInd" type="INT" />
        <field number="402" name="LiquidityPctLow" type="FLOAT" />
        <field number="403" name="LiquidityPctHigh" type="FLOAT" />
        <field number="404" name="LiquidityValue" type="AMT" />
        <field number="405" name="EFPTrackingError" type="FLOAT" />
        <field number="406" name="FairValue" type="AMT" />
        <field number="407" name="OutsideIndexPct" type="FLOAT" />
        <field number="408" name="ValueOfFutures" type="AMT" />
        <field number="409" name="LiquidityIndType" type="INT" />
        <field number="410" name="WtAverageLiquidity" type="FLOAT" />
        <field number="411" name="ExchangeForPhysical" type="BOOLEAN">
            <value enum="Y" description="TRUE" />
            <value enum="N" description="FALSE" />
        </field>
        <field number="412" name="OutMainCntryUIndex" type="AMT" />
        <field number="413" name="CrossPercent" type="FLOAT" />
        <field number="414" name="ProgRptReqs" type="INT" />
        <field number="415" name="ProgPeriodInterval" type="INT" />
        <field number="416" name="IncTaxInd" type="INT" />
        <field number="417" name="NumBidders" type="INT" />
        <field number="418" name="TradeType" type="CHAR" />
        <field number="419" name="BasisPxType" type="CHAR" />
        <field number="420" name="NoBidComponents" type="INT" />
        <field number="421" name="Country" type="STRING" />
        <field number="422" name="TotNoStrikes" type="INT" />
        <field number="423" name="PriceType" type="INT"><!--价格类型代码，取值范围：-->
            <value enum="1" description="PERCENTAGE" /><!--百分比（ Percentage）-->
            <value enum="2" description="PER_UNIT" /><!--每单位，每股或每合约（per unit (i.e. per share or contract)）-->
            <value enum="3" description="FIXED_AMOUNT_ABSOLUTE_VALUE" /><!--固定数量，绝对值（Fixed Amount (absolute value)）-->
            <value enum="4" description="DISCOUNT_PERCENTAGE_POINTS_BELOW_PAR" /><!--折扣-低于标准百分点（discount – percentage points below par）-->
            <value enum="5" description="PREMIUM_PERCENTAGE_POINTS_OVER_PAR" /><!--补贴-高于标准百分点（premium – percentage points over par）-->
            <value enum="6" description="BASIS_POINTS_RELATIVE_TO_BENCHMARK" /><!--与基准利率相差的点数（basis points relative to benchmark）-->
            <value enum="7" description="TED_PRICE" /><!--三个月国债期货合同和三个月境外美元期货合同的价格差（TED price）-->
            <value enum="8" description="TED_YIELD" /><!--三个月国债期货合同和三个月境外美元期货合同的收益差（TED yield）-->
        </field>
        <field number="424" name="DayOrderQty" type="QTY" />
        <field number="425" name="DayCumQty" type="QTY" />
        <field number="426" name="DayAvgPx" type="PRICE" />
        <field number="427" name="GTBookingInst" type="INT">
            <value enum="0" description="BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION" />
            <value enum="1" description="ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES" />
            <value enum="2" description="ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE" />
        </field>
        <field number="428" name="NoStrikes" type="INT" />
        <field number="429" name="ListStatusType" type="INT" />
        <field number="430" name="NetGrossInd" type="INT" />
        <field number="431" name="ListOrderStatus" type="INT" />
        <field number="432" name="ExpireDate" type="LOCALMKTDATE" /><!--有条件地用于在生效时间（TimeInForce）=在某日前有效（GTD），而没有指定截止时间（ExpireTime）的情况之下-->
        <field number="433" name="ListExecInstType" type="CHAR" />
        <field number="434" name="CxlRejResponseTo" type="CHAR"><!--在撤单拒绝消息中，指示是撤单，取值范围：-->
            <value enum="1" description="CANCEL" /><!--撤单-->
            <value enum="2" description="Replace" /><!--改单-->
        </field>
        <field number="435" name="UnderlyingCouponRate" type="FLOAT" />
        <field number="436" name="UnderlyingContractMultiplier" type="FLOAT" />
        <field number="437" name="ContraTradeQty" type="QTY" />
        <field number="438" name="ContraTradeTime" type="UTCTIMESTAMP" />
        <field number="439" name="ClearingFirm" type="STRING" />
        <field number="440" name="ClearingAccount" type="STRING" />
        <field number="441" name="LiquidityNumSecurities" type="INT" />
        <field number="442" name="MultiLegReportingType" type="CHAR" />
        <field number="443" name="StrikeTime" type="UTCTIMESTAMP" />
        <field number="444" name="ListStatusText" type="STRING" />
        <field number="445" name="EncodedListStatusTextLen" type="INT" />
        <field number="446" name="EncodedListStatusText" type="DATA" />		
        <field number="704" name="LongQty" type="FLOAT" />		
        <field number="705" name="ShortQty" type="FLOAT" />	
        <field number="912" name="LastRptRequested" type="BOOLEAN" />
        <field number="3001" name="StrategyType" type="INT" /><!--algo 类型：-->
        <field number="3002" name="StartTime" type="STRING" /><!--开始时间-->
        <field number="3003" name="EndTime" type="STRING" /><!--结束时间-->
        <field number="3004" name="ParticipationRate" type="FLOAT" />
        <field number="3005" name="Style" type="INT">
            <value enum="1" description="style1" />
            <value enum="2" description="style2" />
            <value enum="3" description="style3" />
            <value enum="4" description="style4" />
            <value enum="5" description="style5" />
        </field>
        <field number="3006" name="MinVolParticipation" type="FLOAT" />
        <field number="3007" name="RefPrice" type="FLOAT" />
        <field number="3008" name="OPG" type="STRING" />
        <field number="3009" name="MOC" type="STRING" />
        <field number="3010" name="MinDisplaySize" type="QTY" />
        <field number="3011" name="CountEligibleVolumewithinLimitPrice" type="INT" />
        <field number="3012" name="ResetEligibleVolumewithinLimitPrice" type="INT" />
        <field number="3013" name="MaxPriceLevels" type="INT" />
        <field number="3014" name="MaxOrdersPerLevels" type="INT" />
        <field number="3015" name="RelativePriceLimitBase" type="INT" >
            <value enum="0" description="RPLNone" />
            <value enum="1" description="RPLFar" />
            <value enum="2" description="RPLNear" />
            <value enum="3" description="RPLBase" />
            <value enum="4" description="RPLLast" />
            <value enum="5" description="RPLOpen" />
            <value enum="6" description="RPLHigh" />
            <value enum="7" description="RPLLow" />
            <value enum="8" description="RPLArrival" />
            <value enum="9" description="RPLAverage" />
        </field>	
        <field number="3016" name="RelativePriceLimitType" type="INT" >
            <value enum="1" description="Ticks" />
            <value enum="2" description="Neartouch" />
            <value enum="3" description="Base" />
            <value enum="4" description="TodayOpen" />
            <value enum="5" description="High" />
            <value enum="6" description="Low" />
            <value enum="7" description="Arrival" />
            <value enum="8" description="Average" />
        </field>
        <field number="3017" name="RelativePriceLimitOffset" type="STRING" />
        <field number="3018" name="AMOpenPercent" type="FLOAT" />
        <field number="3019" name="PMClosePercent" type="FLOAT" />
        <field number="3020" name="AMPercent" type="FLOAT" />	
        <field number="3100" name="StrategyStatus" type="INT" >
            <value enum="0" description="Initial" />
            <value enum="1" description="Active" />
            <value enum="2" description="Stop" />		
            <value enum="3" description="Pause" />	
            <value enum="4" description="NotSendIntime" />	
            <value enum="8" description="PendingExpire" />	
            <value enum="9" description="Rejected" />		
        </field>
        <field number="3101" name="PauseType" type="INT" />
        <field number="3102" name="TargetProgress" type="FLOAT" />
        <field number="3103" name="EligibleMarketQty" type="FLOAT" />
        <field number="3104" name="EligibleMarketAmt" type="FLOAT" />
        <field number="3105" name="SerialNum" type="FLOAT" />
        <field number="3106" name="RegId" type="STRING" />
        <field number="3107" name="BatchNum" type="INT" />
        <field number="3108" name="NotificationReason" type="STRING" />
        <field number="3109" name="VWapMarketPrice" type="STRING" />
        <field number="3110" name="RealParticipationRate" type="STRING" />
        <field number="3111" name="ArrivalPrice" type="FLOAT" />
        <field number="3112" name="UserId" type="STRING" />	
        <field number="3113" name="QtyMode" type="INT" />	

        <field number="7001" name="CloseFlag" type="CHAR"><!--上期所平仓附加标志-->
            <value enum="Y" description="CLOSE_YESTERDAY_POSITION" /><!--平昨-->
            <value enum="T" description="CLOSE_TODAY_POSITION" /><!--平今-->
        </field>

        <field number="8001" name="LogonPasswd" type="STRING" />
        <field number="8002" name="LogonStatus" type="CHAR"><!--客户登录状态，取值范围：-->
            <value enum="0" description="LOGON" /><!--已登录-->
            <value enum="1" description="LOGOUT" /><!--已登出-->
            <value enum="9" description="OTHER" /><!--其他-->
        </field>
        <field number="8003" name="AccountName" type="STRING" />
        <field number="8004" name="RiskLevel" type="CHAR"><!--帐号风险度，取值范围：-->
            <value enum="0" description="NORMAL" /><!--正常-->
            <value enum="1" description="ADD" /><!--追加-->
            <value enum="2" description="FORCE_CLOSE" /><!--强平-->
            <value enum="3" description="WARNING" /><!--警告-->
            <value enum="4" description="DETONATION_POSITIONS" /><!--爆仓-->
            <value enum="5" description="EXCEPTION" /><!--异常-->
        </field>
        <field number="8005" name="AdditionalMargin" type="AMT" />
        <field number="8006" name="ClientSecuType" type="CHAR"><!--客户安全类别，取值范围：-->
            <value enum="0" description="SAFE_CUSTOMER" /><!--安全客户-->
            <value enum="1" description="LOW_RISK_CUSTOMER" /><!--低风险客户-->
            <value enum="2" description="DANGEROUS_CUSTOMER" /><!--危险客户-->
            <value enum="3" description="FREEZEN_CUSTOMER" /><!--冻结客户-->
            <value enum="4" description="ATTENTION_CUSTOMER" /><!--关注客户-->
        </field>
        <field number="8007" name="LastLogonIP" type="STRING" /><!--客户上次登录IP-->
        <field number="8008" name="LastLogonTime" type="UTCTIMESTAMP" /><!--客户上次登录日期和时间-->
        <field number="8009" name="HedgeFlag" type="CHAR"><!--投机套保标志，取值范围：-->
            <value enum="0" description="SPECULATE" /><!--投机-->
            <value enum="1" description="HEDGING" /><!--套保-->
            <value enum="2" description="ARBITRAGE" /><!--套利-->
        </field>
        <field number="8010" name="TouchCondition" type="CHAR"><!--订单触发条件，取值范围：-->
            <value enum="1" description="IMMEDIATELY" /><!--立即-->
            <value enum="2" description="STOP_LOSS" /><!--止损-->
            <value enum="3" description="CHECK_WIN" /><!--止赢-->
            <value enum="4" description="EMBEDDED_SINGLE" /><!--预埋单-->
            <value enum="5" description="CONDITION_THAN_LATEST" /><!--条件价大于最新价-->
            <value enum="6" description="CONDITION_EQUAL_GREATER_THAN_LATEST" /><!--条件价大于等于最新价-->
            <value enum="7" description="CONDITION_LESS_THAN_LATEST" /><!--条件价小于最新价-->
            <value enum="8" description="CONDITION_LESS_THAN_EQUAL_LATEST " /><!--条件价小于等于最新价-->
            <value enum="9" description="CONDITION_THAN_SELL1" /><!--条件价大于卖一价-->
            <value enum="A" description="CONDITION_EQUAL_GREATER_THAN_SELL1" /><!--条件价大于等于卖一价-->
            <value enum="B" description="CONDITION_LESS_THAN_SELL1" /><!--条件价小于卖一价-->
            <value enum="C" description="CONDITION_LESS_THAN_EQUAL_SELL1" /><!--条件价小于等于卖一价-->
            <value enum="D" description="CONDITION_THAN_BUY1" /><!--条件价大于买一价-->
            <value enum="E" description="CONDITION_EQUAL_GREATER_THAN_BUY1" /><!--条件价大于等于买一价-->
            <value enum="F" description="CONDITION_LESS_THAN_BUY1" /><!--条件价小于买一价-->
            <value enum="H" description="CONDITION_LESS_THAN_EQUAL_BUY1" /><!--条件价小于等于买一价-->
        </field>
        <field number="8011" name="Riskratio" type="FLOAT" /><!--客户风险率=保证金占用/客户权益-->
        <field number="8012" name="LatestPx" type="PRICE" />
        <field number="8013" name="InformationID" type="STRING" />
        <field number="8014" name="TotalExMarginAmt" type="AMT" />
        <field number="8015" name="TdPosition" type="QTY" />
        <field number="8016" name="YDPosition" type="QTY" />
        <field number="8017" name="FrozenPosition" type="QTY" />
        <field number="8018" name="FrozenAmt" type="AMT" />
        <field number="8019" name="PositionDate" type="UTCTIMESTAMP" />
        <field number="8020" name="FrozenCommision" type="AMT" />
        <field number="8021" name="PositionProfit" type="AMT" />
        <field number="8022" name="PositionPrice" type="AMT" />
        <field number="8023" name="MaxOpenPosition" type="QTY" />
        <field number="8024" name="MaxClosePosition" type="QTY" />
        <field number="8025" name="MaxCloseTdPosition" type="QTY" />
        <field number="8026" name="TotalRetNum" type="INT" />
        <field number="8027" name="PresentRetNum" type="INT" />
        <field number="8028" name="SettlementDate" type="UTCTIMESTAMP" />
        <field number="8029" name="SettlementConfirm" type="CHAR"><!--取值范围：-->
            <value enum="0" description="CONFIRM_SETTLEMENT_RESULT" /><!--确认结算结果-->
        </field>
        <field number="8030" name="SettlementConfirmResult" type="CHAR"><!--取值范围：-->
            <value enum="0" description="SETTLEMENT_RESULT_HAS_CONFIRM " /><!--结算结果已确认-->
            <value enum="1" description="SETTLEMENT_RESULT_NOT_CONFIRM" /><!--结算结果未确认-->
        </field>
        <field number="8031" name="SpecLongMarginRate" type="FLOAT" />
        <field number="8032" name="SpecShortMarginRate" type="FLOAT" />
        <field number="8033" name="HedgeLongMarginRate" type="FLOAT" />
        <field number="8034" name="HedgeShortMarginRate" type="FLOAT" />
        <field number="8035" name="SpecLongMarginAmt" type="AMT" />
        <field number="8036" name="SpecShortMarginAmt" type="AMT" />
        <field number="8037" name="HedgeLongMarginAmt" type="AMT" />
        <field number="8038" name="HedgeShortMarginAmt" type="AMT" />
        <field number="8039" name="OpenCommissionRate" type="FLOAT" />
        <field number="8040" name="OpenCommissionAmt" type="AMT" />
        <field number="8041" name="CloseCommissionRate" type="FLOAT" />
        <field number="8042" name="CloseCommissionAmt" type="AMT" />
        <field number="8043" name="CloseTdCommissionRate" type="FLOAT" />
        <field number="8044" name="CloseTdCommissionAmt" type="AMT" />
        <field number="8045" name="BuyMarginAmt" type="AMT" />
        <field number="8046" name="SellMarginAmt" type="AMT" />
        <field number="8047" name="SupplementalMarginAmt" type="AMT" />
        <field number="8048" name="OccupyMarginAmt" type="AMT" />
        <field number="8049" name="TotalMarginAmt" type="AMT" />
        <field number="8050" name="PreSettlementPrice" type="PRICE" />
        <field number="8051" name="PreClosePrice" type="PRICE" />
        <field number="8052" name="PreHoldPosition" type="QTY" />
        <field number="8053" name="OpenPrice" type="PRICE" />
        <field number="8054" name="HighestPrice" type="PRICE" />
        <field number="8055" name="LowestPrice" type="PRICE" />
        <field number="8056" name="HoldPosition" type="QTY" />
        <field number="8057" name="ClosePrice" type="PRICE" />
        <field number="8058" name="SettlementPrice" type="PRICE" />
        <field number="8059" name="UpperLimitPrice" type="PRICE" />
        <field number="8060" name="LowerLimitPrice" type="PRICE" />
        <field number="8061" name="BidQty" type="QTY" />
        <field number="8062" name="AskQty" type="QTY" />
        <field number="8063" name="UpdateTime" type="UTCTIMESTAMP" />
        <field number="8064" name="UpdateMillisec" type="STRING" />
        <field number="8065" name="NoOfferPriceLevel" type="NumInGroup" />
        <field number="8066" name="NoBidPriceLevel" type="NumInGroup" />
        <field number="8067" name="GapMessageType" type="CHAR"><!--取值范围：-->
            <value enum="0" description="POSITION_RESPONSE_GAP" /><!--持仓应答缺口-->
            <value enum="1" description="ALL_THE_ORDER_STATUS_GAP" /><!--所有订单状态缺口-->
            <value enum="2" description="SETTLEMENT_RESULT_GAP" /><!--结算结果缺口-->
            <value enum="3" description="QUERY_CONTRACT_GAP" /><!--查询合约缺口-->
        </field>
        <field number="8068" name="GapStartNum" type="INT" />
        <field number="8069" name="GapEndNum" type="INT" />
        <field number="8070" name="ChangePWResult" type="CHAR"><!--取值范围：-->
            <value enum="0" description="CHANGE_PASSWORD_SUCCESS" /><!--修改密码成功-->
            <value enum="1" description="CHANGE_PASSWORD_FAILED" /><!--修改密码失败-->
        </field>
        <field number="8071" name="RequestMsgType" type="STRING" />
        <field number="8072" name="ErrorCode" type="CHAR" />
        <field number="8073" name="ExchangeName" type="STRING" />
        <field number="8074" name="TotalFrozenAmt" type="AMT" />
        <field number="8075" name="OneLotQty" type="QTY" />
        <field number="8076" name="MaxLotQty" type="QTY" />
        <field number="8077" name="MaxHoldPosition" type="QTY" />
        <field number="8078" name="VarietyCode" type="STRING" />
        <field number="8079" name="VarietyName" type="STRING" />
        <field number="8080" name="MinPxAlterUnit" type="AMT" />
        <field number="8081" name="YesterdayStlAmt" type="AMT" />
        <field number="8082" name="BuyFrozenAmt" type="AMT" />
        <field number="8083" name="SellFrozenAmt" type="AMT" />
        <field number="8084" name="UseableAmt" type="AMT" />
        <field number="8085" name="FloatProfit" type="AMT" />
        <field number="8086" name="CloseProfit" type="AMT" />
        <field number="8087" name="DayFolatProfit" type="AMT" />
        <field number="8088" name="RequestID" type="STRING" /><!--如果期货公司主动推送消息时，取值为”NONE” 开头的当天交易日唯一的字符串标识。该编号由请求方给出，应答方应答时的RequestID应与对应的请求方保持一致。-->
        <field number="8089" name="PassWdType" type="CHAR"><!--取值范围为：-->
            <value enum="0" description="TRADE_PASSWORD" /><!--交易密码-->
            <value enum="1" description="FUNDS_PASSWORD" /><!--资金密码-->
            <value enum="2" description="ORDER_PASSOWRD" /><!--委托密码-->
        </field>
        <field number="8090" name="OldPassWd" type="STRING" />
        <field number="8091" name="NewPassWd" type="STRING" />
        <field number="8092" name="SettleFee" type="AMT" />
        <field number="8093" name="DeclarationID" type="STRING" /><!--交易所分配的报单号-->
        <field number="8094" name="TradeID" type="STRING" /><!--交易所分配的撮合编号-->
        <field number="8095" name="NextFlag" type="BOOLEAN" />
        <field number="8096" name="IPAddress" type="STRING" />
        <field number="8097" name="MacAddress" type="STRING" />
        <field number="8098" name="FetchAmt" type="AMT" />
        <field number="8099" name="DayPaymentAmt" type="AMT" />
        <field number="8100" name="DayIncomeAmt" type="AMT" />
        <field number="8500" name="OrderEntryTime" type="UTCTIMESTAMP" />
    </fields>
</fix>