ilinkbinary.xml

<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:messageSchema xmlns:ns2="http://www.fixprotocol.org/ns/simple/1.0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" package="iLinkBinary" id="8" version="5" semanticVersion="FIX5.0" description="20200212" byteOrder="littleEndian" xsi:schemaLocation="http://www.fixtradingcommunity.org/pg/file/fplpo/read/1196759/simple-binary-encoding-rc2xsd SimpleBinary-RC2.xsd">
    <types>
        <type name="CHAR" description="char" primitiveType="char"/>
        <type name="ClientFlowType" description="ClientFlowType" presence="constant" length="10" primitiveType="char" semanticType="String">IDEMPOTENT</type>
        <type name="CrossOrderType" description="Cross order type supports only limit order" presence="constant" length="1" primitiveType="char" semanticType="char">2</type>
        <type name="CrossPrioritization" description="Cross Prioritization" presence="constant" length="1" primitiveType="char" semanticType="char">0</type>
        <type name="CrossType" description="Cross Type" presence="constant" length="1" primitiveType="char" semanticType="char">3</type>
        <type name="CxlRejRsp" description="Cancel Reject" presence="constant" length="1" primitiveType="char" semanticType="char">1</type>
        <type name="CxrRejRsp" description="Cancel Replace Reject" presence="constant" length="1" primitiveType="char" semanticType="char">2</type>
        <type name="ExchFlowTyp" description="ExchangeFlowType" presence="constant" length="11" primitiveType="char" semanticType="String">RECOVERABLE</type>
        <type name="ExecTypNew" description="ExecTypNew" presence="constant" length="1" primitiveType="char" semanticType="char">0</type>
        <type name="ExecTypRej" description="Exec Type Reject" presence="constant" length="1" primitiveType="char" semanticType="char">8</type>
        <type name="ExecTypStatus" description="ExecTypStatus" presence="constant" length="1" primitiveType="char" semanticType="char">I</type>
        <type name="ExecTypeCxl" description="Exec Type Cxl" presence="constant" length="1" primitiveType="char" semanticType="char">4</type>
        <type name="ExecTypeExp" description="Exec Type Exp" presence="constant" length="1" primitiveType="char" semanticType="char">C</type>
        <type name="ExecTypeModify" description="ExecType Modify" presence="constant" length="1" primitiveType="char" semanticType="char">5</type>
        <type name="ExecTypeTrade" description="Execution type for trade" presence="constant" length="1" primitiveType="char" semanticType="char">F</type>
        <type name="HMACVersion" description="HMACVersion" presence="constant" length="13" primitiveType="char" semanticType="String">CME-1-SHA-256</type>
        <type name="Int32" description="int32" primitiveType="int32"/>
        <type name="Int32NULL" presence="optional" nullValue="2147483647" primitiveType="int32"/>
        <type name="LegSecIDSource" description="Leg security ID source in UDS creation" presence="constant" length="1" primitiveType="char" semanticType="char">8</type>
        <type name="LocalMktDate" presence="optional" nullValue="65535" primitiveType="uint16" semanticType="LocalMktDate"/>
        <type name="MassAction" description="Mass action type to represent mass cancel" presence="constant" length="1" primitiveType="char" semanticType="char">3</type>
        <type name="ModifyStatus" description="ModifyStatus" presence="constant" length="1" primitiveType="char" semanticType="char">5</type>
        <type name="NoPtyUpd" description="NoPtyUpd" presence="constant" length="1" primitiveType="uint8" semanticType="int">1</type>
        <type name="OrdStatusCxl" description="Ord Status Cxl" presence="constant" length="1" primitiveType="char" semanticType="char">4</type>
        <type name="OrdStatusCxlRej" description="OrdStatusCxrRej" presence="constant" length="1" primitiveType="char" semanticType="char">U</type>
        <type name="OrdStatusCxrRej" description="OrdStatusCxrRej" presence="constant" length="1" primitiveType="char" semanticType="char">U</type>
        <type name="OrdStatusExp" description="Order Status Exp" presence="constant" length="1" primitiveType="char" semanticType="char">C</type>
        <type name="OrdStatusNew" description="Order status of New" presence="constant" length="1" primitiveType="char" semanticType="char">0</type>
        <type name="OrdStatusRej" description="Order Status Reject" presence="constant" length="1" primitiveType="char" semanticType="char">8</type>
        <type name="PartyIDSource" description="PartyIDSource" presence="constant" length="1" primitiveType="char" semanticType="char">C</type>
        <type name="SecurityIDSource" description="SecurityIDSource" presence="constant" length="1" primitiveType="char" semanticType="char">8</type>
        <type name="SecurityReqType" description="Security request type for UDS creation" presence="constant" length="1" primitiveType="char" semanticType="char">1</type>
        <type name="String10Req" description="String with length of 10 required" length="10" primitiveType="char" semanticType="String"/>
        <type name="String17" description="Optional string with length of 17" presence="optional" length="17" primitiveType="char" semanticType="String"/>
        <type name="String2" description="StringLength2" length="2" primitiveType="char" semanticType="String"/>
        <type name="String20" description="String Length 20" presence="optional" length="20" primitiveType="char" semanticType="String"/>
        <type name="String20Req" description="String With Length 20" length="20" primitiveType="char" semanticType="String"/>
        <type name="String256" description="String with length of 256" presence="optional" length="256" primitiveType="char" semanticType="String"/>
        <type name="String3" description="String Length of 3 characters" presence="optional" length="3" primitiveType="char" semanticType="String"/>
        <type name="String30" description="String Length 30" presence="optional" length="30" primitiveType="char" semanticType="String"/>
        <type name="String30Req" description="String with length of 30 required" length="30" primitiveType="char" semanticType="String"/>
        <type name="String32Req" description="String with length of 32 required" length="32" primitiveType="char" semanticType="String"/>
        <type name="String3Req" description="String with length 3 required" length="3" primitiveType="char" semanticType="String"/>
        <type name="String40" description="String length 40 char" length="40" primitiveType="char" semanticType="String"/>
        <type name="String48" description="String with length 48" presence="optional" length="48" primitiveType="char" semanticType="String"/>
        <type name="String5" description="Optional string with length of 5" presence="optional" length="5" primitiveType="char" semanticType="String"/>
        <type name="String5Req" description="String with length of 5 required" length="5" primitiveType="char" semanticType="String"/>
        <type name="String75" description="String with length of 75" presence="optional" length="75" primitiveType="char" semanticType="String"/>
        <type name="String8" description="String field length 8" presence="optional" length="8" primitiveType="char" semanticType="String"/>
        <type name="String8Req" description="String with length of 8 required" length="8" primitiveType="char" semanticType="String"/>
        <type name="StringLength35" description="String with length of 35" presence="optional" length="35" primitiveType="char" semanticType="String"/>
        <type name="StringLength6" description="StringLength6" presence="optional" length="6" primitiveType="char" semanticType="String"/>
        <type name="UDI" description="UDI" presence="constant" length="1" primitiveType="char" semanticType="char">Y</type>
        <type name="charNULL" description="Char with null value" presence="optional" nullValue="0" primitiveType="char" semanticType="char"/>
        <type name="enumNULL" presence="optional" nullValue="255" primitiveType="uint8"/>
        <type name="uInt16" description="uInt16" primitiveType="uint16" semanticType="int"/>
        <type name="uInt16NULL" description="Unsigned Int16 with NULL" presence="optional" nullValue="65535" primitiveType="uint16" semanticType="int"/>
        <type name="uInt32" description="uInt32" primitiveType="uint32" semanticType="int"/>
        <type name="uInt32NULL" description="uInt32NULL" presence="optional" nullValue="4294967295" primitiveType="uint32" semanticType="int"/>
        <type name="uInt64" description="uInt64" primitiveType="uint64" semanticType="int"/>
        <type name="uInt64NULL" description="uInt64NULL" presence="optional" nullValue="18446744073709551615" primitiveType="uint64" semanticType="int"/>
        <type name="uInt8" description="uInt8" primitiveType="uint8"/>
        <type name="uInt8NULL" description="uInt8NULL" presence="optional" nullValue="255" primitiveType="uint8"/>
        <composite name="DATA" description="DATA Field" semanticType="data">
            <type name="length" description="Length Field" primitiveType="uint16" semanticType="Length"/>
            <type name="varData" description="Variable Length Data" length="0" primitiveType="char" semanticType="data"/>
        </composite>
        <composite name="Decimal32NULL" description="Optional floating point decimal with int32 mantissa and int8 exponent">
            <type name="mantissa" description="mantissa" presence="optional" nullValue="2147483647" primitiveType="int32"/>
            <type name="exponent" description="exponent" presence="optional" nullValue="127" primitiveType="int8"/>
        </composite>
        <composite name="Decimal64NULL" description="Optional floating point decimal">
            <type name="mantissa" description="mantissa" presence="optional" nullValue="9223372036854775807" primitiveType="int64"/>
            <type name="exponent" description="exponent" presence="optional" nullValue="127" primitiveType="int8"/>
        </composite>
        <composite name="MaturityMonthYear" description="Year, Month and Date" semanticType="MonthYear">
            <type name="year" description="YYYY" presence="optional" nullValue="65535" primitiveType="uint16"/>
            <type name="month" description="MM" presence="optional" nullValue="255" primitiveType="uint8"/>
            <type name="day" description="DD" presence="optional" nullValue="255" primitiveType="uint8"/>
            <type name="week" description="WW" presence="optional" nullValue="255" primitiveType="uint8"/>
        </composite>
        <composite name="PRICE9" description="Price with constant exponent -9">
            <type name="mantissa" description="mantissa" primitiveType="int64"/>
            <type name="exponent" description="exponent" presence="constant" primitiveType="int8">-9</type>
        </composite>
        <composite name="PRICENULL9" description="Optional Price with constant exponent -9">
            <type name="mantissa" description="mantissa" presence="optional" nullValue="9223372036854775807" primitiveType="int64"/>
            <type name="exponent" description="exponent" presence="constant" primitiveType="int8">-9</type>
        </composite>
        <composite name="groupSize" description="Repeating group dimensions" semanticType="NumInGroup">
            <type name="blockLength" primitiveType="uint16"/>
            <type name="numInGroup" primitiveType="uint8"/>
        </composite>
        <composite name="groupSizeEncoding" description="Repeating group dimensions">
            <type name="blockLength" primitiveType="uint16" semanticType="Length"/>
            <type name="numInGroup" primitiveType="uint16" semanticType="NumInGroup"/>
        </composite>
        <composite name="messageHeader" description="Template ID and length of message root">
            <type name="blockLength" primitiveType="uint16"/>
            <type name="templateId" primitiveType="uint16"/>
            <type name="schemaId" primitiveType="uint16"/>
            <type name="version" primitiveType="uint16"/>
        </composite>
        <enum name="AvgPxInd" encodingType="uInt8NULL">
            <validValue name="NoAveragePricing" description="No Average Pricing">0</validValue>
            <validValue name="TradeispartofanAveragePriceGroupIdentifiedbytheAvgPxGrpID" description="Trade is part of an Average Price Group Identified by the AvgPxGrp ID">1</validValue>
            <validValue name="TradeispartofaNotionalValueAveragePriceGroup" description="Trade is part of a Notional Value Average Price Group">3</validValue>
        </enum>
        <enum name="BooleanFlag" encodingType="uInt8">
            <validValue name="False" description="False, No">0</validValue>
            <validValue name="True" description="True, Yes">1</validValue>
        </enum>
        <enum name="BooleanNULL" encodingType="uInt8NULL">
            <validValue name="False" description="False, No">0</validValue>
            <validValue name="True" description="True, Yes">1</validValue>
        </enum>
        <enum name="ClearingAcctType" encodingType="enumNULL">
            <validValue name="Customer" description="Customer">0</validValue>
            <validValue name="Firm" description="Firm">1</validValue>
        </enum>
        <enum name="CmtaGiveUpCD" encodingType="charNULL">
            <validValue name="GiveUp" description="Give Up">G</validValue>
            <validValue name="SGXoffset" description="SGX offset">S</validValue>
        </enum>
        <enum name="CustOrdHandlInst" encodingType="charNULL">
            <validValue name="FCMprovidedscreen" description="FCM provided screen">C</validValue>
            <validValue name="Otherprovidedscreen" description="Other provided screen">D</validValue>
            <validValue name="FCMAPIorFIX" description="FCM API or FIX">G</validValue>
            <validValue name="AlgoEngine" description="Algo Engine">H</validValue>
            <validValue name="DeskElectronic" description="Desk Electronic">W</validValue>
            <validValue name="ClientElectronic" description="Client Electronic">Y</validValue>
        </enum>
        <enum name="CustOrderCapacity" encodingType="enumNULL">
            <validValue name="Membertradingfortheirownaccount" description="Member trading for their own account">1</validValue>
            <validValue name="Clearingfirmtradingforitsproprietaryaccount" description="Clearing firm trading for its proprietary account">2</validValue>
            <validValue name="Membertradingforanothermember" description="Member trading for anothermember">3</validValue>
            <validValue name="Allother" description="All other">4</validValue>
        </enum>
        <enum name="DKReason" encodingType="charNULL">
            <validValue name="UnknownSecurity" description="Unknown Security">A</validValue>
            <validValue name="WrongSide" description="Wrong Side">B</validValue>
            <validValue name="QuantityExceedsOrder" description="Quantity Exceeds Order">C</validValue>
            <validValue name="NoMatchingOrder" description="No Matching Order">D</validValue>
            <validValue name="PriceExceedsLimit" description="Price Exceeds Limit">E</validValue>
            <validValue name="CalculationDifference" description="Calculation Difference">F</validValue>
            <validValue name="NoMatchingExecutionReport" description="No Matching Execution Report">G</validValue>
            <validValue name="Other" description="Other">Z</validValue>
        </enum>
        <enum name="ExecAckStatus" encodingType="uInt8">
            <validValue name="Accepted" description="Accepted">1</validValue>
            <validValue name="Rejected" description="Rejected">2</validValue>
        </enum>
        <enum name="ExecMode" encodingType="charNULL">
            <validValue name="Aggressive" description="Aggressive">A</validValue>
            <validValue name="Passive" description="Passive">P</validValue>
        </enum>
        <enum name="ExecReason" encodingType="uInt8NULL">
            <validValue name="MarketExchangeOption" description="Market Exchange Option">8</validValue>
            <validValue name="CancelledNotBest" description="Cancelled Not Best">9</validValue>
            <validValue name="CancelOnDisconnect" description="Cancel On Disconnect">100</validValue>
            <validValue name="SelfMatchPreventionOldestOrderCancelled" description="Self Match Prevention Oldest Order Cancelled">103</validValue>
            <validValue name="CancelOnGlobexCreditControlsViolation" description="Cancel On Globex Credit Controls Violation">104</validValue>
            <validValue name="CancelFromFirmsoft" description="Cancel From Firmsoft">105</validValue>
            <validValue name="CancelFromRiskManagementAPI" description="Cancel From Risk Management API ">106</validValue>
            <validValue name="SelfMatchPreventionNewestOrderCancelled" description="Self Match Prevention Newest Order Cancelled">107</validValue>
            <validValue name="Cancelduetovolquotedoptionorderrestedqtylessthanminordersize" description="Cancel due to vol quoted option order rested qty less than min order size">108</validValue>
        </enum>
        <enum name="ExecTypTrdCxl" encodingType="CHAR">
            <validValue name="TradeCorrection" description="Trade Correction">G</validValue>
            <validValue name="TradeCancel" description="Trade Cancel">H</validValue>
        </enum>
        <enum name="ExpCycle" encodingType="uInt8NULL">
            <validValue name="ExpireOnTradingSessionClose" description="Expire On Trading Session Close">0</validValue>
            <validValue name="Expirationatgivendate" description="Expiration at given date ">2</validValue>
        </enum>
        <enum name="FTI" encodingType="uInt8NULL">
            <validValue name="Backup" description="Backup">0</validValue>
            <validValue name="Primary" description="Primary">1</validValue>
        </enum>
        <enum name="KeepAliveLapsed" encodingType="uInt8">
            <validValue name="NotLapsed" description="NotLapsed">0</validValue>
            <validValue name="Lapsed" description="Lapsed">1</validValue>
        </enum>
        <enum name="ListUpdAct" encodingType="CHAR">
            <validValue name="Add" description="Add">A</validValue>
            <validValue name="Delete" description="Delete">D</validValue>
        </enum>
        <enum name="ManualOrdInd" encodingType="enumNULL">
            <validValue name="Automated" description="Automated">0</validValue>
            <validValue name="Manual" description="Manual">1</validValue>
        </enum>
        <enum name="ManualOrdIndReq" encodingType="uInt8">
            <validValue name="Automated" description="Automated">0</validValue>
            <validValue name="Manual" description="Manual">1</validValue>
        </enum>
        <enum name="MassActionOrdTyp" encodingType="charNULL">
            <validValue name="Limit" description="Limit">2</validValue>
            <validValue name="StopLimit" description="Stop Limit">4</validValue>
        </enum>
        <enum name="MassActionResponse" encodingType="uInt8">
            <validValue name="Rejected" description="Rejected">0</validValue>
            <validValue name="Accepted" description="Accepted">1</validValue>
        </enum>
        <enum name="MassActionScope" encodingType="uInt8">
            <validValue name="Instrument" description="Instrument">1</validValue>
            <validValue name="All" description="All">7</validValue>
            <validValue name="MarketSegmentID" description="Market Segment ID">9</validValue>
            <validValue name="InstrumentGroup" description="Instrument Group">10</validValue>
            <validValue name="QuoteSetID" description="Quote Set ID">100</validValue>
        </enum>
        <enum name="MassCancelTIF" encodingType="uInt8NULL">
            <validValue name="Day" description="Day">0</validValue>
            <validValue name="GoodTillCancel" description="Good Till Cancel">1</validValue>
            <validValue name="GoodTillDate" description="Good Till Date">6</validValue>
        </enum>
        <enum name="MassCxlReqTyp" encodingType="uInt8NULL">
            <validValue name="SenderSubID" description="Sender Sub ID">100</validValue>
            <validValue name="Account" description="Account">101</validValue>
        </enum>
        <enum name="MassStatusOrdTyp" encodingType="uInt8NULL">
            <validValue name="SenderSubID" description="SenderSubID">100</validValue>
            <validValue name="Account" description="Account">101</validValue>
        </enum>
        <enum name="MassStatusReqTyp" encodingType="uInt8">
            <validValue name="Instrument" description="Instrument">1</validValue>
            <validValue name="InstrumentGroup" description="Instrument Group">3</validValue>
            <validValue name="MarketSegment" description="Market Segment">100</validValue>
        </enum>
        <enum name="MassStatusTIF" encodingType="uInt8NULL">
            <validValue name="Day" description="Day">0</validValue>
            <validValue name="GTC" description="GTC">1</validValue>
            <validValue name="GTD" description="GTD">6</validValue>
        </enum>
        <enum name="OFMOverrideReq" encodingType="uInt8">
            <validValue name="Disabled" description="Disabled">0</validValue>
            <validValue name="Enabled" description="Enabled">1</validValue>
        </enum>
        <enum name="OrdStatusTrd" encodingType="uInt8">
            <validValue name="PartiallyFilled" description="Partially Filled">1</validValue>
            <validValue name="Filled" description="Filled">2</validValue>
        </enum>
        <enum name="OrdStatusTrdCxl" encodingType="CHAR">
            <validValue name="TradeCorrection" description="Trade Correction">G</validValue>
            <validValue name="TradeCancel" description="Trade Cancel">H</validValue>
        </enum>
        <enum name="OrderEventType" encodingType="enumNULL">
            <validValue name="PartiallyFilled" description="Partially Filled">4</validValue>
            <validValue name="Filled" description="Filled">5</validValue>
        </enum>
        <enum name="OrderStatus" encodingType="CHAR">
            <validValue name="New" description="New">0</validValue>
            <validValue name="PartiallyFilled" description="Partially Filled">1</validValue>
            <validValue name="Filled" description="Filled">2</validValue>
            <validValue name="Cancelled" description="Cancelled">4</validValue>
            <validValue name="Replaced" description="Replaced">5</validValue>
            <validValue name="Rejected" description="Rejected">8</validValue>
            <validValue name="Expired" description="Expired">C</validValue>
            <validValue name="Undefined" description="Undefined">U</validValue>
        </enum>
        <enum name="OrderType" encodingType="CHAR">
            <validValue name="MarketWithProtection" description="Market With Protection">1</validValue>
            <validValue name="Limit" description="Limit">2</validValue>
            <validValue name="StopLimit" description="Stop Limit">4</validValue>
            <validValue name="MarketWithLeftoverAsLimit" description="Market With Leftover As Limit">K</validValue>
        </enum>
        <enum name="OrderTypeReq" encodingType="CHAR">
            <validValue name="MarketwithProtection" description="Market with Protection">1</validValue>
            <validValue name="Limit" description="Limit">2</validValue>
            <validValue name="StopwithProtection" description="Stop with Protection">3</validValue>
            <validValue name="StopLimit" description="Stop Limit">4</validValue>
            <validValue name="MarketWithLeftoverAsLimit" description="Market With Leftover As Limit">K</validValue>
        </enum>
        <enum name="PartyDetailRole" encodingType="uInt16">
            <validValue name="ExecutingFirm" description="Executing Firm">1</validValue>
            <validValue name="CustomerAccount" description="Customer Account">24</validValue>
            <validValue name="TakeUpFirm" description="Take Up Firm">96</validValue>
            <validValue name="Operator" description="Operator">118</validValue>
            <validValue name="TakeUpAccount" description="Take Up Account">1000</validValue>
        </enum>
        <enum name="QuoteAckStatus" encodingType="uInt8">
            <validValue name="Accepted" description="Accepted">0</validValue>
            <validValue name="Rejected" description="Rejected">5</validValue>
        </enum>
        <enum name="QuoteCxlStatus" encodingType="uInt8">
            <validValue name="CancelperInstrument" description="Cancel per Instrument">1</validValue>
            <validValue name="CancelperInstrumentgroup" description="Cancel per Instrument group">3</validValue>
            <validValue name="Cancelallquotes" description="Cancel all quotes">4</validValue>
            <validValue name="Rejected" description="Rejected">5</validValue>
            <validValue name="CancelperQuoteSet" description="Cancel per Quote Set">100</validValue>
        </enum>
        <enum name="QuoteCxlTyp" encodingType="uInt8">
            <validValue name="CancelperInstrument" description="Cancel per Instrument">1</validValue>
            <validValue name="CancelperInstrumentgroup" description="Cancel per Instrument group">3</validValue>
            <validValue name="Cancelallquotes" description="Cancel all quotes">4</validValue>
            <validValue name="CancelperQuoteSet" description="Cancel per Quote Set">100</validValue>
        </enum>
        <enum name="QuoteTyp" encodingType="enumNULL">
            <validValue name="Tradeable" description="Tradeable">1</validValue>
        </enum>
        <enum name="RFQSide" encodingType="uInt8NULL">
            <validValue name="Buy" description="Buy">1</validValue>
            <validValue name="Sell" description="Sell">2</validValue>
            <validValue name="Cross" description="Cross">8</validValue>
        </enum>
        <enum name="ReqResult" encodingType="uInt8">
            <validValue name="ValidRequest" description="Valid Request">0</validValue>
            <validValue name="NoDataFoundThatMatchedSelectionCriteria" description="No Data Found That Matched Selection Criteria">2</validValue>
            <validValue name="NotAuthorizedtoRetrieveData" description="Not Authorized to Retrieve Data">3</validValue>
            <validValue name="DataTemporarilyUnavailable" description="Data Temporarily Unavailable">4</validValue>
        </enum>
        <enum name="SLEDS" encodingType="uInt8NULL">
            <validValue name="TradeClearingatExecutionPrice" description="Trade Clearing at Execution Price">0</validValue>
            <validValue name="TradeClearingatAlternateClearingPrice" description="Trade Clearing at Alternate Clearing Price">1</validValue>
        </enum>
        <enum name="SMPI" encodingType="charNULL">
            <validValue name="CancelNewest" description="Cancel Newest">N</validValue>
            <validValue name="CancelOldest" description="Cancel Oldest">O</validValue>
        </enum>
        <enum name="SecRspTyp" encodingType="uInt8">
            <validValue name="AcceptSecurityProposalasis" description="Accept Security Proposal as is">1</validValue>
            <validValue name="AcceptSecurityproposalwithrevisionsasindicatedinthemessage" description="Accept Security proposal with revisions as indicated in the message">2</validValue>
            <validValue name="RejectSecurityProposal" description="Reject Security Proposal">5</validValue>
        </enum>
        <enum name="ShortSaleType" encodingType="enumNULL">
            <validValue name="LongSell" description="Long Sell">0</validValue>
            <validValue name="ShortSaleWithNoExemptionSESH" description="Short Sale With No Exemption SESH">1</validValue>
            <validValue name="ShortSaleWithExemptionSSEX" description="Short Sale With Exemption SSEX">2</validValue>
            <validValue name="UndisclosedSellInformationNotAvailableUNDI" description="Undisclosed Sell Information Not Available UNDI">3</validValue>
        </enum>
        <enum name="SideNULL" encodingType="enumNULL">
            <validValue name="Buy" description="Buy">1</validValue>
            <validValue name="Sell" description="Sell">2</validValue>
        </enum>
        <enum name="SideReq" encodingType="uInt8">
            <validValue name="Buy" description="Buy">1</validValue>
            <validValue name="Sell" description="Sell">2</validValue>
        </enum>
        <enum name="SideTimeInForce" encodingType="uInt8">
            <validValue name="Day" description="Day">0</validValue>
            <validValue name="FAK" description="FAK">3</validValue>
        </enum>
        <enum name="SplitMsg" encodingType="uInt8NULL">
            <validValue name="SplitMessageDelayed" description="Split Message Delayed">0</validValue>
            <validValue name="OutofOrderMessageDelayed" description="Out of Order Message Delayed">1</validValue>
            <validValue name="CompleteMessageDelayed" description="Complete Message Delayed">2</validValue>
        </enum>
        <enum name="TimeInForce" encodingType="uInt8">
            <validValue name="Day" description="Day">0</validValue>
            <validValue name="GoodTillCancel" description="Good Till Cancel">1</validValue>
            <validValue name="FillAndKill" description="Fill And Kill">3</validValue>
            <validValue name="FillOrKill" description="Fill Or Kill">4</validValue>
            <validValue name="GoodTillDate" description="Good Till Date">6</validValue>
        </enum>
        <enum name="TradeAddendum" encodingType="uInt8">
            <validValue name="PartiallyFilled" description="Partially Filled">4</validValue>
            <validValue name="Filled" description="Filled">5</validValue>
            <validValue name="TradeCancel" description="Trade Cancel">100</validValue>
            <validValue name="TradeCorrection" description="Trade Correction">101</validValue>
        </enum>
        <set name="ExecInst" encodingType="uInt8">
            <choice name="AON" description="1=All Or None,0=Not All Or None">0</choice>
            <choice name="OB" description="1=Only Best,0=Not Only Best">1</choice>
            <choice name="NH" description="1=Not Held,0=Not Not Held">2</choice>
            <choice name="Reserved1" description="0=Reserved For Future Use">3</choice>
            <choice name="Reserved2" description="0=Reserved For Future Use">4</choice>
            <choice name="Reserved3" description="0=Reserved For Future Use">5</choice>
            <choice name="Reserved4" description="0=Reserved For Future Use">6</choice>
            <choice name="Reserved5" description="0=Reserved For Future Use">7</choice>
        </set>
    </types>
    <ns2:message name="Negotiate500" id="500" description="Negotiate" blockLength="76" semanticType="Negotiate">
        <field name="CustomerFlow" id="39000" type="ClientFlowType" description="Constant value representing type of flow from customer to CME" semanticType="String"/>
        <field name="HMACVersion" id="39003" type="HMACVersion" description="Constant value representing CME HMAC version" semanticType="String"/>
        <field name="HMACSignature" id="39005" type="String32Req" description="Contains the HMAC signature." offset="0" semanticType="String"/>
        <field name="AccessKeyID" id="39004" type="String20Req" description="Contains the AccessKeyID assigned to this session on this port." offset="32" semanticType="String"/>
        <field name="UUID" id="39001" type="uInt64" description="Session Identifier defined as type long (uInt64); recommended to use timestamp as number of microseconds since epoch (Jan 1, 1970)" offset="52" semanticType="int"/>
        <field name="RequestTimestamp" id="39002" type="uInt64" description="Time of request; recommended to use timestamp as number of nanoseconds since epoch (Jan 1, 1970)" offset="60" semanticType="int"/>
        <field name="Session" id="39006" type="String3Req" description="Session ID" offset="68" semanticType="String"/>
        <field name="Firm" id="39007" type="String5Req" description="Firm ID" offset="71" semanticType="String"/>
        <data name="Credentials" id="39008" type="DATA" description="Not used and will be set to 0" semanticType="data"/>
    </ns2:message>
    <ns2:message name="NegotiationResponse501" id="501" description="NegotiationResponse" blockLength="32" semanticType="NegotiationResponse">
        <field name="ServerFlow" id="39009" type="ExchFlowTyp" description="Constant value representing type of flow from CME to customer" semanticType="String"/>
        <field name="UUID" id="39001" type="uInt64" description="Matches Negotiate.UUID" offset="0" semanticType="int"/>
        <field name="RequestTimestamp" id="39002" type="uInt64" description="Matches Negotiate.RequestTimestamp" offset="8" semanticType="int"/>
        <field name="SecretKeySecureIDExpiration" id="39022" type="uInt16NULL" description="This indicates in how many days the HMAC secret key will expire" offset="16" semanticType="int"/>
        <field name="FaultToleranceIndicator" id="39010" type="FTI" description="Indicates whether the connection is primary or backup" offset="18" semanticType="int"/>
        <field name="SplitMsg" id="9553" type="SplitMsg" description="Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2). If absent then the message was not delayed and was neither split nor received out of order" offset="19" semanticType="int"/>
        <field name="PreviousSeqNo" id="39021" type="uInt32" description="Refers to the SeqNum sent in the previous message before this one from CME" offset="20" semanticType="int"/>
        <field name="PreviousUUID" id="39015" type="uInt64" description="Refers to the UUID sent in the previous message before this one from CME" offset="24" semanticType="int"/>
        <data name="Credentials" id="39008" type="DATA" description="Not used and will be set to 0." semanticType="data"/>
    </ns2:message>
    <ns2:message name="NegotiationReject502" id="502" description="NegotiationReject" blockLength="68" semanticType="NegotiationReject">
        <field name="Reason" id="39011" type="String48" description="Reject reason details" offset="0" semanticType="String"/>
        <field name="UUID" id="39001" type="uInt64" description="Matches Negotiate.UUID" offset="48" semanticType="int"/>
        <field name="RequestTimestamp" id="39002" type="uInt64" description="Matches Negotiate.RequestTimestamp" offset="56" semanticType="int"/>
        <field name="ErrorCodes" id="39012" type="uInt16" description="Error code for reject reason" offset="64" semanticType="int"/>
        <field name="FaultToleranceIndicator" id="39010" type="FTI" description="Indicates whether the connection is primary or backup" offset="66" semanticType="int"/>
        <field name="SplitMsg" id="9553" type="SplitMsg" description="Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2). If absent then the message was not delayed and was neither split nor received out of order" offset="67" semanticType="int"/>
    </ns2:message>
    <ns2:message name="Establish503" id="503" description="Establish" blockLength="132" semanticType="Establish">
        <field name="HMACVersion" id="39003" type="HMACVersion" description="Constant value representing CME HMAC version" semanticType="String"/>
        <field name="HMACSignature" id="39005" type="String32Req" description="Contains the HMAC signature" offset="0" semanticType="String"/>
        <field name="AccessKeyID" id="39004" type="String20Req" description="Contains the AccessKeyID assigned to this session on this port" offset="32" semanticType="String"/>
        <field name="TradingSystemName" id="1603" type="String30Req" description="Provides the name of the application system being used to generate FIX application messages." offset="52" semanticType="String"/>
        <field name="TradingSystemVersion" id="1604" type="String10Req" description="Provides the version of the application system being used to initiate FIX application messages." offset="82" semanticType="String"/>
        <field name="TradingSystemVendor" id="1605" type="String10Req" description="Provides the vendor of the application system" offset="92" semanticType="String"/>
        <field name="UUID" id="39001" type="uInt64" description="Session Identifier defined as type long (uInt64); recommended to use timestamp as number of microseconds since epoch (Jan 1, 1970)" offset="102" semanticType="int"/>
        <field name="RequestTimestamp" id="39002" type="uInt64" description="Time of request; recommended to use timestamp as number of nanoseconds since epoch (Jan 1, 1970)" offset="110" semanticType="int"/>
        <field name="NextSeqNo" id="39013" type="uInt32" description="Next expected message sequence number" offset="118" semanticType="int"/>
        <field name="Session" id="39006" type="String3Req" description="Session ID" offset="122" semanticType="String"/>
        <field name="Firm" id="39007" type="String5Req" description="Firm ID" offset="125" semanticType="String"/>
        <field name="KeepAliveInterval" id="39014" type="uInt16" description="The longest time in milliseconds the customer or CME could remain silent before sending a keep alive message" offset="130" semanticType="int"/>
        <data name="Credentials" id="39008" type="DATA" description="Not used and will be set to 0" semanticType="data"/>
    </ns2:message>
    <ns2:message name="EstablishmentAck504" id="504" description="EstablishmentAck" blockLength="38" semanticType="EstablishmentAck">
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID" offset="0" semanticType="int"/>
        <field name="RequestTimestamp" id="39002" type="uInt64" description="Matches Establish.RequestTimestamp" offset="8" semanticType="int"/>
        <field name="NextSeqNo" id="39013" type="uInt32" description="Next expected message sequence number" offset="16" semanticType="int"/>
        <field name="PreviousSeqNo" id="39021" type="uInt32" description="Refers to the SeqNum sent in the previous message before this one from CME" offset="20" semanticType="int"/>
        <field name="PreviousUUID" id="39015" type="uInt64" description="Refers to the UUID sent in the previous message before this one from CME" offset="24" semanticType="int"/>
        <field name="KeepAliveInterval" id="39014" type="uInt16" description="The longest time in milliseconds the customer or CME could remain silent before sending a keep alive message" offset="32" semanticType="int"/>
        <field name="SecretKeySecureIDExpiration" id="39022" type="uInt16NULL" description="This indicates in how many days the HMAC secret key will expire" offset="34" semanticType="int"/>
        <field name="FaultToleranceIndicator" id="39010" type="FTI" description="Indicates whether the connection is primary or backup" offset="36" semanticType="int"/>
        <field name="SplitMsg" id="9553" type="SplitMsg" description="Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2). If absent then the message was not delayed and was neither split nor received out of order" offset="37" semanticType="int"/>
    </ns2:message>
    <ns2:message name="EstablishmentReject505" id="505" description="EstablishmentReject" blockLength="72" semanticType="EstablishmentReject">
        <field name="Reason" id="39011" type="String48" description="Reject reason details" offset="0" semanticType="String"/>
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID" offset="48" semanticType="int"/>
        <field name="RequestTimestamp" id="39002" type="uInt64" description="Matches Establish.RequestTimestamp" offset="56" semanticType="int"/>
        <field name="NextSeqNo" id="39013" type="uInt32" description="Next expected message sequence number" offset="64" semanticType="int"/>
        <field name="ErrorCodes" id="39012" type="uInt16" description="Error code for reject reason" offset="68" semanticType="int"/>
        <field name="FaultToleranceIndicator" id="39010" type="FTI" description="Indicates whether the connection is primary or backup" offset="70" semanticType="int"/>
        <field name="SplitMsg" id="9553" type="SplitMsg" description="Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2). If absent then the message was not delayed and was neither split nor received out of order" offset="71" semanticType="int"/>
    </ns2:message>
    <ns2:message name="Sequence506" id="506" description="Sequence" blockLength="14" semanticType="Sequence">
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID used to establish the connection" offset="0" semanticType="int"/>
        <field name="NextSeqNo" id="39013" type="uInt32" description="Next expected message sequence number" offset="8" semanticType="int"/>
        <field name="FaultToleranceIndicator" id="39010" type="FTI" description="Indicates whether the connection is primary or backup" offset="12" semanticType="int"/>
        <field name="KeepAliveIntervalLapsed" id="39016" type="KeepAliveLapsed" description="This indicates if the Sequence message being sent by CME is to warn that one keep alive interval has lapsed without any message received from customer (this can also be sent from customer to CME)" offset="13" semanticType="int"/>
    </ns2:message>
    <ns2:message name="Terminate507" id="507" description="Terminate" blockLength="67" semanticType="Terminate">
        <field name="Reason" id="39011" type="String48" description="Reject reason details" offset="0" semanticType="String"/>
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID used to establish the connection" offset="48" semanticType="int"/>
        <field name="RequestTimestamp" id="39002" type="uInt64" description="Time of request; recommended to use timestamp as number of nanoseconds since epoch (Jan 1, 1970)" offset="56" semanticType="int"/>
        <field name="ErrorCodes" id="39012" type="uInt16" description="Error code for reject reason" offset="64" semanticType="int"/>
        <field name="SplitMsg" id="9553" type="SplitMsg" description="Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2). If absent then the message was not delayed and was neither split nor received out of order" offset="66" semanticType="int"/>
    </ns2:message>
    <ns2:message name="RetransmitRequest508" id="508" description="RetransmitRequest" blockLength="30" semanticType="RetransmitRequest">
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID" offset="0" semanticType="int"/>
        <field name="LastUUID" id="39017" type="uInt64NULL" description="If RetransmitRequest is for a previous UUID then put that here otherwise put default null value" offset="8" semanticType="int"/>
        <field name="RequestTimestamp" id="39002" type="uInt64" description="Time of request; recommended to use timestamp as number of nanoseconds since epoch (Jan 1, 1970)" offset="16" semanticType="int"/>
        <field name="FromSeqNo" id="39018" type="uInt32" description="Sequence number of the first business message requested. This should not be greater than the latest sequence number from CME" offset="24" semanticType="int"/>
        <field name="MsgCount" id="39019" type="uInt16" description="Count of business messages requested" offset="28" semanticType="int"/>
    </ns2:message>
    <ns2:message name="Retransmission509" id="509" description="Retransmission" blockLength="31" semanticType="Retransmission">
        <field name="UUID" id="39001" type="uInt64" description="Matches RetransmitRequest.UUID" offset="0" semanticType="int"/>
        <field name="LastUUID" id="39017" type="uInt64NULL" description="Matches RetransmitRequest.LastUUID" offset="8" semanticType="int"/>
        <field name="RequestTimestamp" id="39002" type="uInt64" description="Matches RetransmitRequest.RequestTimestamp" offset="16" semanticType="int"/>
        <field name="FromSeqNo" id="39018" type="uInt32" description="Matches RetransmitRequest.FromSeqNo" offset="24" semanticType="int"/>
        <field name="MsgCount" id="39019" type="uInt16" description="Matches RetransmitRequest.MsgCount" offset="28" semanticType="int"/>
        <field name="SplitMsg" id="9553" type="SplitMsg" description="Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2). If absent then the message was not delayed and was neither split nor received out of order" offset="30" semanticType="int"/>
    </ns2:message>
    <ns2:message name="RetransmitReject510" id="510" description="RetransmitReject" blockLength="75" semanticType="RetransmitReject">
        <field name="Reason" id="39011" type="String48" description="Reject reason details" offset="0" semanticType="String"/>
        <field name="UUID" id="39001" type="uInt64" description="Matches RetransmitRequest.UUID" offset="48" semanticType="int"/>
        <field name="LastUUID" id="39017" type="uInt64NULL" description="Matches RetransmitRequest.LastUUID" offset="56" semanticType="int"/>
        <field name="RequestTimestamp" id="39002" type="uInt64" description="Matches RetransmitRequest.RequestTimestamp" offset="64" semanticType="int"/>
        <field name="ErrorCodes" id="39012" type="uInt16" description="Error code for reject reason" offset="72" semanticType="int"/>
        <field name="SplitMsg" id="9553" type="SplitMsg" description="Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2). If absent then the message was not delayed and was neither split nor received out of order" offset="74" semanticType="int"/>
    </ns2:message>
    <ns2:message name="NotApplied513" id="513" description="NotApplied" blockLength="17" semanticType="NotApplied">
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID" offset="0" semanticType="int"/>
        <field name="FromSeqNo" id="39018" type="uInt32" description="First not applied sequence number" offset="8" semanticType="int"/>
        <field name="MsgCount" id="39019" type="uInt32" description="Count of how many messages have not been applied" offset="12" semanticType="int"/>
        <field name="SplitMsg" id="9553" type="SplitMsg" description="Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2). If absent then the message was not delayed and was neither split nor received out of order. This is applicable only to the incoming message which triggers the gap detection and is not reflective of whether any message sent earlier as part of that sequence gap and not received by CME was delayed or not" offset="16" semanticType="int"/>
    </ns2:message>
    <ns2:message name="NewOrderSingle514" id="514" description="NewOrderSingle" blockLength="116" semanticType="D">
        <field name="Price" id="44" type="PRICENULL9" description="Price per share or contract. Conditionally required if the order type requires a price (not market orders)" offset="0" semanticType="Price"/>
        <field name="OrderQty" id="38" type="uInt32" description="Number of shares or contracts ordered" offset="8" semanticType="int"/>
        <field name="SecurityID" id="48" type="Int32" description="Security ID as defined by CME. For the security ID list, see the security definition messages" offset="12" semanticType="int"/>
        <field name="Side" id="54" type="SideReq" description="Side of order" offset="16" semanticType="int"/>
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="17" semanticType="int"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="21" semanticType="String"/>
        <field name="ClOrdID" id="11" type="String20Req" description="Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field" offset="41" semanticType="String"/>
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message" offset="61" semanticType="int"/>
        <field name="OrderRequestID" id="2422" type="uInt64" description="Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on the ExecutionReport representing the response" offset="69" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="77" semanticType="int"/>
        <field name="StopPx" id="99" type="PRICENULL9" description="The stop price of a stop protect or stop limit order. (Conditionally required if OrdType = 3 or 4)." offset="85" semanticType="Price"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="93" semanticType="String"/>
        <field name="MinQty" id="110" type="uInt32NULL" description="Minimum quantity of an order to be executed" offset="98" semanticType="int"/>
        <field name="DisplayQty" id="1138" type="uInt32NULL" description="The quantity to be displayed . Required for iceberg orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity" offset="102" semanticType="int"/>
        <field name="ExpireDate" id="432" type="LocalMktDate" description="Date of order expiration (last day the order can trade), always expressed in terms of the local market date. Applicable only to GTD orders which expire at the end of the trading session specified. This has to be a future or current session date and cannot be in the past." offset="106" semanticType="LocalMktDate"/>
        <field name="OrdType" id="40" type="OrderTypeReq" description="Order type" offset="108" semanticType="char"/>
        <field name="TimeInForce" id="59" type="TimeInForce" description="Specifies how long the order remains in effect" offset="109" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if the order was initially received manually (as opposed to electronically)" offset="110" semanticType="int"/>
        <field name="ExecInst" id="18" type="ExecInst" description="Instructions for order handling on exchange. Since more than one instruction is applicable to an order, this field can represent those using a bitset." offset="111" semanticType="MultipleCharValue"/>
        <field name="ExecutionMode" id="5906" type="ExecMode" description="Identifies whether the order should be treated as passive (will not match when entered) or aggressive (could match when entered); default behavior when absent is aggressive" offset="112" semanticType="char"/>
        <field name="LiquidityFlag" id="9373" type="BooleanNULL" description="New field added to capture if an order was submitted for market making obligation or not. Applicable only for EU fixed income markets" offset="113" semanticType="int"/>
        <field name="ManagedOrder" id="6881" type="BooleanNULL" description="Boolean: flags a managed order" offset="114" semanticType="int"/>
        <field name="ShortSaleType" id="5409" type="ShortSaleType" description="Indicates the type of short sale. Will not be used for Buy orders but Sell orders should have this tag populated for MiFID" offset="115" semanticType="int"/>
    </ns2:message>
    <ns2:message name="OrderCancelReplaceRequest515" id="515" description="OrderCancelReplaceRequest" blockLength="125" semanticType="G">
        <field name="Price" id="44" type="PRICENULL9" description="Price per share or contract. Conditionally required if the order type requires a price (not market orders)" offset="0" semanticType="Price"/>
        <field name="OrderQty" id="38" type="uInt32" description="Number of shares or contracts ordered" offset="8" semanticType="int"/>
        <field name="SecurityID" id="48" type="Int32" description="Security ID as defined by CME. For the security ID list, see the security definition messages" offset="12" semanticType="int"/>
        <field name="Side" id="54" type="SideReq" description="Side of order" offset="16" semanticType="int"/>
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="17" semanticType="int"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="21" semanticType="String"/>
        <field name="ClOrdID" id="11" type="String20Req" description="Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field" offset="41" semanticType="String"/>
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message" offset="61" semanticType="int"/>
        <field name="OrderID" id="37" type="uInt64" description="Unique identifier for order as assigned by the exchange. Uniqueness is guaranteed within a single trading day across all instruments." offset="69" semanticType="int"/>
        <field name="StopPx" id="99" type="PRICENULL9" description="The stop price of a stop protect or stop limit order. (Conditionally required if OrdType = 3 or 4)." offset="77" semanticType="Price"/>
        <field name="OrderRequestID" id="2422" type="uInt64" description="Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on the ExecutionReport representing the response" offset="85" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="93" semanticType="int"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="101" semanticType="String"/>
        <field name="MinQty" id="110" type="uInt32NULL" description="Minimum quantity of an order to be executed" offset="106" semanticType="int"/>
        <field name="DisplayQty" id="1138" type="uInt32NULL" description="Maximum number of shares or contracts within an order to be shown on the match engine at any given time" offset="110" semanticType="int"/>
        <field name="ExpireDate" id="432" type="LocalMktDate" description="Date of order expiration (last day the order can trade), always expressed in terms of the local market date. Applicable only to GTD orders which expire at the end of the trading session specified. This has to be a future or current session date and cannot be in the past." offset="114" semanticType="LocalMktDate"/>
        <field name="OrdType" id="40" type="OrderTypeReq" description="Order type" offset="116" semanticType="char"/>
        <field name="TimeInForce" id="59" type="TimeInForce" description="Specifies how long the order remains in effect" offset="117" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if the order was initially received manually (as opposed to electronically)" offset="118" semanticType="int"/>
        <field name="OFMOverride" id="9768" type="OFMOverrideReq" description="Flag indicating whether the order quantity stipulated on replace request should be entered into the market as stated without reduction for any fills that have occurred. Also once enabled in the order chain it cannot be disabled" offset="119" semanticType="int"/>
        <field name="ExecInst" id="18" type="ExecInst" description="Instructions for order handling on exchange. Since more than one instruction is applicable to an order, this field can represent those using a bitset." offset="120" semanticType="MultipleCharValue"/>
        <field name="ExecutionMode" id="5906" type="ExecMode" description="Identifies whether the order should be treated as passive (will not match when entered) or aggressive (could match when entered); default behavior when absent is aggressive" offset="121" semanticType="char"/>
        <field name="LiquidityFlag" id="9373" type="BooleanNULL" description="New field added to capture if an order was submitted for market making obligation or not. Applicable only for EU fixed income markets" offset="122" semanticType="int"/>
        <field name="ManagedOrder" id="6881" type="BooleanNULL" description="Boolean: flags a managed order" offset="123" semanticType="int"/>
        <field name="ShortSaleType" id="5409" type="ShortSaleType" description="Indicates the type of short sale. Will not be used for Buy orders but Sell orders should have this tag populated" offset="124" semanticType="int"/>
    </ns2:message>
    <ns2:message name="OrderCancelRequest516" id="516" description="OrderCancelRequest" blockLength="88" semanticType="F">
        <field name="OrderID" id="37" type="uInt64" description="Unique identifier for order as assigned by the exchange. Uniqueness is guaranteed within a single trading day across all instruments." offset="0" semanticType="int"/>
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message" offset="8" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if the order was initially received manually (as opposed to electronically)" offset="16" semanticType="int"/>
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="17" semanticType="int"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="21" semanticType="String"/>
        <field name="ClOrdID" id="11" type="String20Req" description="Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field" offset="41" semanticType="String"/>
        <field name="OrderRequestID" id="2422" type="uInt64" description="Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on the ExecutionReport representing the response" offset="61" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="69" semanticType="int"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="77" semanticType="String"/>
        <field name="SecurityID" id="48" type="Int32" description="Security ID as defined by CME. For the security ID list, see the security definition messages. Falcon ignores the incoming value except when null and returns back the correct one in the outgoing execution report." offset="82" semanticType="int"/>
        <field name="Side" id="54" type="SideReq" description="Side of order." offset="86" semanticType="int"/>
        <field name="LiquidityFlag" id="9373" type="BooleanNULL" description="New field added to capture if an order was submitted for market making obligation or not. Applicable only for EU fixed income markets" offset="87" semanticType="int"/>
    </ns2:message>
    <ns2:message name="MassQuote517" id="517" description="MassQuote" blockLength="92" semanticType="i">
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message" offset="0" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="8" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if the order was initially received manually (as opposed to electronically). Reject if greater than max length. Flip back incoming value in outgoing execution report only if either Y/N otherwise ignore. " offset="16" semanticType="int"/>
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="17" semanticType="int"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="21" semanticType="String"/>
        <field name="QuoteReqID" id="131" type="uInt64NULL" description="Unique identifier for quote request being responded to" offset="41" semanticType="int"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="49" semanticType="String"/>
        <field name="QuoteID" id="117" type="uInt32" description="Unique identifier for mass quote populated by the client system" offset="54" semanticType="int"/>
        <field name="TotNoQuoteEntries" id="304" type="uInt8" description="Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Required if NoQuoteEntries &gt; 0. Since fragmentation is not supported in practice this will always be equal to the value of NoQuoteEntries" offset="58" semanticType="int"/>
        <field name="MMProtectionReset" id="9773" type="BooleanFlag" description="When market maker protection is triggered CME will not accept any new quotes from the market maker for that product group until it receives a mass quote message with the MMProtectionReset flag set to true" offset="59" semanticType="int"/>
        <field name="LiquidityFlag" id="9373" type="BooleanNULL" description="New field added to capture if an order was submitted for market making obligation or not for MiFID" offset="60" semanticType="int"/>
        <field name="ShortSaleType" id="5409" type="ShortSaleType" description="Indicates the type of short sale. Will not be used for Buy orders but Sell orders should have this tag populated for MiFID" offset="61" semanticType="int"/>
        <field name="Reserved" id="5187" type="String30" description="Reserved for future use" offset="62" sinceVersion="5" semanticType="String"/>
        <group name="NoQuoteEntries" id="295" description="The number of quoute entries for a quote set" blockLength="38" dimensionType="groupSize">
            <field name="BidPx" id="132" type="PRICENULL9" description="Bid price/rate. This goes together with bid size (tag 134). Note that either BidPx, OfferPx or both must be specified for a new quote. Resting quote can be cancelled by not providing either of these four parameters" offset="0" semanticType="Price"/>
            <field name="OfferPx" id="133" type="PRICENULL9" description="Offer price/rate. This goes together with offer size (tag 135). Note that either BidPx, OfferPx or both must be specified for a new quote. Resting quote can be cancelled by not providing either of these four parameters" offset="8" semanticType="Price"/>
            <field name="QuoteEntryID" id="299" type="uInt32" description="Unique identifier for a quote. The QuoteEntryID stays with the quote as a static identifier even if the quote is updated. For fills this value is transposed into client order ID (tag 11)" offset="16" semanticType="int"/>
            <field name="SecurityID" id="48" type="Int32" description="Security ID as defined by CME. For the security ID list, see the security definition messages" offset="20" semanticType="int"/>
            <field name="BidSize" id="134" type="uInt32NULL" description="Quantity of bid. This goes together with bid price (tag 132)." offset="24" semanticType="int"/>
            <field name="OfferSize" id="135" type="uInt32NULL" description="Quantity of offer. This goes together with offer price (tag 133)." offset="28" semanticType="int"/>
            <field name="UnderlyingSecurityID" id="309" type="Int32NULL" description="Underlying Security ID. This value will be the same as that contained in Security Definition Tag 48-SecurityID of the underlying instrument" offset="32" semanticType="int"/>
            <field name="QuoteSetID" id="302" type="uInt16" description="Unique id for the Quote Set" offset="36" semanticType="int"/>
        </group>
    </ns2:message>
    <ns2:message name="PartyDetailsDefinitionRequest518" id="518" description="PartyDetailsDefinitionRequest" blockLength="147" semanticType="CX">
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="The unique identifier of the PartyDetailsDefinitionRequest(35=CX) message. For use with short messages and registering party details through iLink this ID should be unique. For use with long messages this ID should be set to FFFFFFFF" offset="0" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="8" semanticType="int"/>
        <field name="ListUpdateAction" id="1324" type="ListUpdAct" description="Indicates if all of the information sent in this message with a unique new PartyDetailsListRequestID is a new addition or deletion of existing information associated with an existing PartyDetailsListRequestID. For PartyDetailsListRequestID=FFFFFFFF this should always be set to &quot;A&quot;" offset="16" semanticType="char"/>
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="17" semanticType="int"/>
        <field name="Memo" id="5149" type="String75" description="This general purpose text field could be mapped from iLink to Clearing STP for trades. Not available for use with the short format where PartyDetailsListRequestID not equal to FFFFFFFF. Available for use only with the long format where PartyDetailsListRequestID=FFFFFFFF" offset="21" semanticType="String"/>
        <field name="AvgPxGroupID" id="1731" type="String20" description="Used by submitting firm to group trades being allocated into an average price group. The trades in average price group will be used to calculate an average price for the group" offset="96" semanticType="String"/>
        <field name="SelfMatchPreventionID" id="2362" type="uInt64NULL" description="Identifies an order or trade that should not be matched to an opposite order or trade if both buy and sell orders for the same asset contain the same SelfMatchPreventionID (2362) and submitted by the same firm" offset="116" semanticType="int"/>
        <field name="CmtaGiveupCD" id="9708" type="CmtaGiveUpCD" description="Indicates if the order is a give-up or SGX offset. Reject if greater than max length or not containing valid value. " offset="124" semanticType="char"/>
        <field name="CustOrderCapacity" id="582" type="CustOrderCapacity" description="Capacity of customer placing the order. Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission)" offset="125" semanticType="int"/>
        <field name="ClearingAccountType" id="1816" type="ClearingAcctType" description="Designates the account type to be used for the order when submitted to clearing" offset="126" semanticType="int"/>
        <field name="SelfMatchPreventionInstruction" id="8000" type="SMPI" description="Used to act upon the outcome when a self-match is detected and an order is prevented from trading against another order with the same SelfMatchPreventionID (Tag 2362). 1=Cancel newest signifies that incoming order is cancelled. 2=Cancel Oldest signifies that the resting order is cancelled. Absence of this field (with Tag 2362) is interpreted as cancel oldest" offset="127" semanticType="char"/>
        <field name="AvgPxIndicator" id="819" type="AvgPxInd" description="Average pricing indicator" offset="128" semanticType="int"/>
        <field name="ClearingTradePriceType" id="1598" type="SLEDS" description="Indicates to recipient whether trade is clearing at execution prices LastPx (tag 31) or alternate clearing price (prior day settlement price)" offset="129" semanticType="int"/>
        <field name="CustOrderHandlingInst" id="1031" type="CustOrdHandlInst" description="Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer. Defines source of the order " offset="130" semanticType="char"/>
        <field name="Executor" id="5290" type="uInt64NULL" description="Will be populated with a short code for the person or algo identified in FIX tag 5392 which will be mapped to National ID or Algo at reporting time. Applicable for EU fixed income markets only" offset="131" semanticType="int"/>
        <field name="IDMShortCode" id="36023" type="uInt64NULL" description="Represents the Investment Decision Maker Short Code. Applicable for EU fixed income markets only" offset="139" semanticType="int"/>
        <field name="NoPartyUpdates" id="1676" type="NoPtyUpd" description="Number of party updates. Constant value of 1" semanticType="int"/>
        <group name="NoPartyDetails" id="1671" description="Number of party details. More than one occurrence of the same party role is not allowed and will be rejected" blockLength="22" dimensionType="groupSize">
            <field name="PartyDetailID" id="1691" type="String20Req" description="The identification of the party. Required when NoPartyDetails(1671) &gt; 0" offset="0" semanticType="String"/>
            <field name="PartyDetailIDSource" id="1692" type="PartyIDSource" description="Used to identify source of PartyDetailID value. Required when NoPartyDetails(1671) greater than 0. Constant value of C" semanticType="char"/>
            <field name="PartyDetailRole" id="1693" type="PartyDetailRole" description="Identifies the type of PartyDetailID. Required when NoPartyDetails(1671) &gt; 0" offset="20" semanticType="int"/>
        </group>
        <group name="NoTrdRegPublications" id="2668" description="Number of regulatory publication rules in repeating group. Should always be &quot;1&quot; if being used otherwise set to 0" blockLength="2" sinceVersion="2" dimensionType="groupSize">
            <field name="TrdRegPublicationType" id="2669" type="uInt8" description="Specifies the type of regulatory trade publication. Additional reasons for the publication type will be specified in TrdRegPublicationReason (2670). 2=Exempt from Publication. There are allowable exemptions for the post-trade publication of trade transactions" offset="0" semanticType="int"/>
            <field name="TrdRegPublicationReason" id="2670" type="uInt8" description="Additional reason for trade publication type specified in TrdRegPublicationType (2669). Reasons may be specific to regulatory trade publication rules. 12=Exempted due to European System of Central Banks (ESCB) policy transaction" offset="1" semanticType="int"/>
        </group>
    </ns2:message>
    <ns2:message name="PartyDetailsDefinitionRequestAck519" id="519" description="PartyDetailsDefinitionRequestAck" blockLength="159" semanticType="CY">
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="0" semanticType="int"/>
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID used to establish the connection" offset="4" semanticType="int"/>
        <field name="Memo" id="5149" type="String75" description="This general purpose text field could be mapped from iLink to Clearing STP for trades" offset="12" semanticType="String"/>
        <field name="AvgPxGroupID" id="1731" type="String20" description="Used by submitting firm to group trades being allocated into an average price group. The trades in average price group will be used to calculate an average price for the group" offset="87" semanticType="String"/>
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="The unique identifier of the PartyDetailsDefinitionRequest(35=CX) message. For use with short messages and registering party details through iLink this ID should be unique. For use with long messages this ID should be set to FFFFFFFF" offset="107" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="115" semanticType="int"/>
        <field name="SelfMatchPreventionID" id="2362" type="uInt64NULL" description="Used by the Falcon engine to prevent orders from the same firm matching with each other. Each message sent with this tag and the same matching value will be eligible for Self-Match Prevention." offset="123" semanticType="int"/>
        <field name="PartyDetailRequestStatus" id="1878" type="uInt8" description="Status of party details definition request" offset="131" semanticType="int"/>
        <field name="CustOrderCapacity" id="582" type="CustOrderCapacity" description="Capacity of customer placing the order. Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission)" offset="132" semanticType="int"/>
        <field name="ClearingAccountType" id="1816" type="ClearingAcctType" description="Designates the account type to be used for the order when submitted to clearing" offset="133" semanticType="int"/>
        <field name="SelfMatchPreventionInstruction" id="8000" type="SMPI" description="Used to act upon the outcome when a self-match is detected and an order is prevented from trading against another order with the same SelfMatchPreventionID (Tag 2362). N=Cancel newest signifies that incoming order is cancelled. O=Cancel Oldest signifies that the resting order is cancelled. Absence of this field (with Tag 2362) is interpreted as cancel oldest" offset="134" semanticType="char"/>
        <field name="AvgPxIndicator" id="819" type="AvgPxInd" description="Indicates if the resulting trade is to be average priced or not. Is also used to indicate type of average price grouping" offset="135" semanticType="int"/>
        <field name="ClearingTradePriceType" id="1598" type="SLEDS" description="Indicates whether spread differential trade is clearing at execution price (LastPx Tag 31) or alternate clearing price (prior day settle price)" offset="136" semanticType="int"/>
        <field name="CmtaGiveupCD" id="9708" type="CmtaGiveUpCD" description="Indicates if the order is a give-up or SGX offset" offset="137" semanticType="char"/>
        <field name="CustOrderHandlingInst" id="1031" type="CustOrdHandlInst" description="Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer. Defines source of the order " offset="138" semanticType="char"/>
        <field name="NoPartyUpdates" id="1676" type="NoPtyUpd" description="Number of party updates. Constant value of 1" semanticType="int"/>
        <field name="ListUpdateAction" id="1324" type="ListUpdAct" description="Indicates if all of the information sent in this message with a unique new PartyDetailsListRequestID is a new addition or deletion of existing information (TBD) associated with an existing PartyDetailsListRequestID. For PartyDetailsListRequestID=FFFFFFFF this should always be set to &quot;A&quot;" offset="139" semanticType="char"/>
        <field name="PartyDetailDefinitionStatus" id="1879" type="uInt8" description="Status of party detail definition for one party" offset="140" semanticType="int"/>
        <field name="Executor" id="5290" type="uInt64NULL" description="Will be populated with a short code for the person or algo identified in FIX tag 5392 which will be mapped to National ID or Algo at reporting time" offset="141" semanticType="int"/>
        <field name="IDMShortCode" id="36023" type="uInt64NULL" description="Represents the Investment Decision Maker Short Code" offset="149" semanticType="int"/>
        <field name="PossRetransFlag" id="9765" type="BooleanFlag" description="Flags message as possible retransmission. This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses" offset="157" semanticType="int"/>
        <field name="SplitMsg" id="9553" type="SplitMsg" description="Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2). If absent then the message was not delayed and was neither split nor received out of order" offset="158" semanticType="int"/>
        <group name="NoPartyDetails" id="1671" description="Number of party details. More than one occurrence of the same party role is not allowed and will be rejected" blockLength="22" dimensionType="groupSize">
            <field name="PartyDetailID" id="1691" type="String20Req" description="The identification of the party. Required when NoPartyDetails(1671) &gt; 0" offset="0" semanticType="String"/>
            <field name="PartyDetailIDSource" id="1692" type="PartyIDSource" description="Used to identify source of PartyDetailID value. Required when NoPartyDetails(1671) &gt; 0. Constant value of &quot;C&quot;." semanticType="char"/>
            <field name="PartyDetailRole" id="1693" type="PartyDetailRole" description="Identifies the type of PartyDetailID. Required when NoPartyDetails(1671) &gt; 0" offset="20" semanticType="int"/>
        </group>
        <group name="NoTrdRegPublications" id="2668" description="Number of regulatory publication rules in repeating group. Should always be &quot;1&quot; if being used otherwise set to 0" blockLength="2" sinceVersion="2" dimensionType="groupSize">
            <field name="TrdRegPublicationType" id="2669" type="uInt8" description="Specifies the type of regulatory trade publication. Additional reasons for the publication type will be specified in TrdRegPublicationReason (2670). 2=Exempt from Publication. There are allowable exemptions for the post-trade publication of trade transactions" offset="0" semanticType="int"/>
            <field name="TrdRegPublicationReason" id="2670" type="uInt8" description="Additional reason for trade publication type specified in TrdRegPublicationType (2669). Reasons may be specific to regulatory trade publication rules. 12=Exempted due to European System of Central Banks (ESCB) policy transaction" offset="1" semanticType="int"/>
        </group>
    </ns2:message>
    <ns2:message name="BusinessReject521" id="521" description="BusinessReject" blockLength="330" semanticType="j">
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number of this message" offset="0" semanticType="int"/>
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID used to establish the connection" offset="4" semanticType="int"/>
        <field name="Text" id="58" type="String256" description="Reject reason details. Will be used only for descriptive rejects" offset="12" semanticType="String"/>
        <field name="SenderID" id="5392" type="String20" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="268" semanticType="String"/>
        <field name="PartyDetailsListReqID" id="1505" type="uInt64NULL" description="Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message" offset="288" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="296" semanticType="int"/>
        <field name="BusinessRejectRefID" id="379" type="uInt64NULL" description="The value of the business-level ID field on the message being referenced. Required unless the corresponding ID field was not specified." offset="304" semanticType="int"/>
        <field name="Location" id="9537" type="String5" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="312" semanticType="String"/>
        <field name="RefSeqNum" id="45" type="uInt32NULL" description="Tag 9726 - SeqNum of the rejected message" offset="317" semanticType="int"/>
        <field name="RefTagID" id="371" type="uInt16NULL" description="The tag number of the FIX/FIXP field being referenced which is invalid" offset="321" semanticType="int"/>
        <field name="BusinessRejectReason" id="380" type="uInt16" description="Code to identify reason for a Business Message Reject message" offset="323" semanticType="int"/>
        <field name="RefMsgType" id="372" type="String2" description="The MsgType of the FIX message being referenced." offset="325" semanticType="String"/>
        <field name="PossRetransFlag" id="9765" type="BooleanFlag" description="Flags message as possible retransmission. This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses" offset="327" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdInd" description="Indicates if order was sent manually or generated by automated trading logi" offset="328" semanticType="int"/>
        <field name="SplitMsg" id="9553" type="SplitMsg" description="Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2). If absent then the message was not delayed and was neither split nor received out of order" offset="329" semanticType="int"/>
    </ns2:message>
    <ns2:message name="ExecutionReportNew522" id="522" description="ExecutionReportNew" blockLength="209" semanticType="8">
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number of this message" offset="0" semanticType="int"/>
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID used to establish the connection" offset="4" semanticType="int"/>
        <field name="ExecID" id="17" type="String40" description="Unique identifier of execution message as assigned by the exchange and is unique per day across all instruments and across all good till orders." offset="12" semanticType="String"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="52" semanticType="String"/>
        <field name="ClOrdID" id="11" type="String20Req" description="Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field" offset="72" semanticType="String"/>
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip of what was submitted on inbound message" offset="92" semanticType="int"/>
        <field name="OrderID" id="37" type="uInt64" description="Unique identifier for order as assigned by the exchange. Uniqueness is guaranteed within a single trading day across all instruments." offset="100" semanticType="int"/>
        <field name="Price" id="44" type="PRICE9" description="Price per share or contract" offset="108" semanticType="Price"/>
        <field name="StopPx" id="99" type="PRICENULL9" description="The stop price of a stop protect or stop limit order. (Conditionally present if OrdType = 3 or 4)" offset="116" semanticType="Price"/>
        <field name="TransactTime" id="60" type="uInt64" description="Time the transaction represented by this ExecutionReport (35=8) occurred. Expressed as nanoseconds since epoch time" offset="124" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="132" semanticType="int"/>
        <field name="OrderRequestID" id="2422" type="uInt64" description="OrderRequestID used to identify a request to enter, modify or delete an order and echo the value on the ExecutionReport" offset="140" semanticType="int"/>
        <field name="CrossID" id="548" type="uInt64NULL" description="Identifier for a cross order. Will be present if execution report is in response to a cross order" offset="148" semanticType="int"/>
        <field name="HostCrossID" id="961" type="uInt64NULL" description="Host assigned entity ID that can be used to reference all components of a cross; sides +  strategy + legs. The HostCrossID will also be used to link together components of the  cross order. For example, each individual execution report associated with the order will carry HostCrossID in order to tie them back together to the original cross order." offset="156" semanticType="int"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="164" semanticType="String"/>
        <field name="SecurityID" id="48" type="Int32" description="Security ID as defined by CME. For the security ID list, see the security definition messages" offset="169" semanticType="int"/>
        <field name="OrderQty" id="38" type="uInt32" description="Order quantity submitted by client" offset="173" semanticType="int"/>
        <field name="MinQty" id="110" type="uInt32NULL" description="Minimum quantity of an order to be executed." offset="177" semanticType="int"/>
        <field name="DisplayQty" id="1138" type="uInt32NULL" description="The quantity to be displayed . Required for iceberg orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity" offset="181" semanticType="int"/>
        <field name="ExpireDate" id="432" type="LocalMktDate" description="Date of order expiration (last day the order can trade), always expressed in terms of the local market date. Applicable only to GTD orders which expire at the end of the trading session specified" offset="185" semanticType="LocalMktDate"/>
        <field name="DelayDuration" id="5904" type="uInt16NULL" description="Not being currently used" offset="187" semanticType="int"/>
        <field name="OrdStatus" id="39" type="OrdStatusNew" description="Identifies status of order as new. Constant value" semanticType="char"/>
        <field name="ExecType" id="150" type="ExecTypNew" description="Describes the specific ExecutionRpt as new. Constant value" semanticType="char"/>
        <field name="OrdType" id="40" type="OrderType" description="Order type." offset="189" semanticType="char"/>
        <field name="Side" id="54" type="SideReq" description="Side of order" offset="190" semanticType="int"/>
        <field name="TimeInForce" id="59" type="TimeInForce" description="Specifies how long the order remains in effect" offset="191" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if order was sent manually or generated by automated trading logic" offset="192" semanticType="int"/>
        <field name="PossRetransFlag" id="9765" type="BooleanFlag" description="Flags message as possible retransmission. This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses" offset="193" semanticType="int"/>
        <field name="SplitMsg" id="9553" type="SplitMsg" description="Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2). If absent then the message was not delayed and was neither split nor received out of order" offset="194" semanticType="int"/>
        <field name="CrossType" id="549" type="uInt8NULL" description="ype of cross being submitted to a market. (if in response to a cross order)" offset="195" semanticType="int"/>
        <field name="ExecInst" id="18" type="ExecInst" description="Instructions for order handling on exchange. Since more than one instruction is applicable to an order, this field can represent those using a bitset." offset="196" semanticType="MultipleCharValue"/>
        <field name="ExecutionMode" id="5906" type="ExecMode" description="Identifies whether the order should be treated as passive (will not match when entered) or aggressive (could match when entered); default behavior when absent is aggressive" offset="197" semanticType="char"/>
        <field name="LiquidityFlag" id="9373" type="BooleanNULL" description="New field added to capture if an order was submitted for market making obligation or not. Applicable only for EU fixed income markets" offset="198" semanticType="int"/>
        <field name="ManagedOrder" id="6881" type="BooleanNULL" description="Boolean: flags a managed order" offset="199" semanticType="int"/>
        <field name="ShortSaleType" id="5409" type="ShortSaleType" description="Indicates the type of short sale. Will not be used for Buy orders but Sell orders should have this tag populated for MiFID" offset="200" semanticType="int"/>
        <field name="DelayToTime" id="7552" type="uInt64NULL" description="Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a result of being out of order due to TCP retransmission (9553=1) or as a result of being queued behind a split message (9553=2). Represented as number of nanoseconds in unix epoch format (since Jan 1, 1970). Subtracting this number from FIFO time will represent original received time of delayed message" offset="201" sinceVersion="4" semanticType="int"/>
    </ns2:message>
    <ns2:message name="ExecutionReportReject523" id="523" description="ExecutionReportReject" blockLength="467" semanticType="8">
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number of this message" offset="0" semanticType="int"/>
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID used to establish the connection" offset="4" semanticType="int"/>
        <field name="Text" id="58" type="String256" description="Reject reason details. Will be used only for descriptive rejects" offset="12" semanticType="String"/>
        <field name="ExecID" id="17" type="String40" description="Unique identifier of execution message as assigned by exchange. Uniqueness will be guaranteed within a single trading day or the life of a multi-day order" offset="268" semanticType="String"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="308" semanticType="String"/>
        <field name="ClOrdID" id="11" type="String20Req" description="Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field" offset="328" semanticType="String"/>
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip of what was submitted on inbound message" offset="348" semanticType="int"/>
        <field name="OrderID" id="37" type="uInt64" description="Unique identifier for order as assigned by the exchange. Uniqueness is guaranteed within a single trading day across all instruments." offset="356" semanticType="int"/>
        <field name="Price" id="44" type="PRICENULL9" description="Price per share or contract" offset="364" semanticType="Price"/>
        <field name="StopPx" id="99" type="PRICENULL9" description="The stop price of a stop protect or stop limit order. (Conditionally present if OrdType = 3 or 4)" offset="372" semanticType="Price"/>
        <field name="TransactTime" id="60" type="uInt64" description="Time the transaction represented by this ExecutionReport (35=8) occurred. Expressed as nanoseconds since epoch time" offset="380" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="388" semanticType="int"/>
        <field name="OrderRequestID" id="2422" type="uInt64" description="OrderRequestID used to identify a request to enter, modify or delete an order and echo the value on the ExecutionReport" offset="396" semanticType="int"/>
        <field name="CrossID" id="548" type="uInt64NULL" description="Identifier for a cross order. Will be present if execution report is in response to a cross order" offset="404" semanticType="int"/>
        <field name="HostCrossID" id="961" type="uInt64NULL" description="Host assigned entity ID that can be used to reference all components of a cross; sides +  strategy + legs. The HostCrossID will also be used to link together components of the  cross order. For example, each individual execution report associated with the order will carry HostCrossID in order to tie them back together to the original cross order." offset="412" semanticType="int"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="420" semanticType="String"/>
        <field name="SecurityID" id="48" type="Int32" description="Security ID as defined by CME. For the security ID list, see the security definition messages" offset="425" semanticType="int"/>
        <field name="OrderQty" id="38" type="uInt32" description="Number of shares or contracts ordered." offset="429" semanticType="int"/>
        <field name="MinQty" id="110" type="uInt32NULL" description="Minimum quantity of an order to be executed." offset="433" semanticType="int"/>
        <field name="DisplayQty" id="1138" type="uInt32NULL" description="The quantity to be displayed . Required for iceberg orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity" offset="437" semanticType="int"/>
        <field name="OrdRejReason" id="103" type="uInt16" description="Code to identify reason for order rejection" offset="441" semanticType="int"/>
        <field name="ExpireDate" id="432" type="LocalMktDate" description="Date of order expiration (last day the order can trade), always expressed in terms of the local market date" offset="443" semanticType="LocalMktDate"/>
        <field name="DelayDuration" id="5904" type="uInt16NULL" description="Not being currently used" offset="445" semanticType="int"/>
        <field name="OrdStatus" id="39" type="OrdStatusRej" description="Identifies current status of order as rejected. Constant value" semanticType="char"/>
        <field name="ExecType" id="150" type="ExecTypRej" description="Describes the specific ExecutionRpt while OrdStatus (39) will always identify the current order status. Constant value" semanticType="char"/>
        <field name="OrdType" id="40" type="OrderType" description="Order type." offset="447" semanticType="char"/>
        <field name="Side" id="54" type="SideReq" description="Side of order." offset="448" semanticType="int"/>
        <field name="TimeInForce" id="59" type="TimeInForce" description="Specifies how long the order remains in effect" offset="449" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if order was sent manually or generated by automated trading logic " offset="450" semanticType="int"/>
        <field name="PossRetransFlag" id="9765" type="BooleanFlag" description="Flags message as possible retransmission. This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses" offset="451" semanticType="int"/>
        <field name="SplitMsg" id="9553" type="SplitMsg" description="Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2). If absent then the message was not delayed and was neither split nor received out of order" offset="452" semanticType="int"/>
        <field name="CrossType" id="549" type="uInt8NULL" description="Type of cross being submitted to a market. (if in response to a cross order) " offset="453" semanticType="int"/>
        <field name="ExecInst" id="18" type="ExecInst" description="Instructions for order handling on exchange. Since more than one instruction is applicable to an order, this field can be represented as a bitset." offset="454" semanticType="MultipleCharValue"/>
        <field name="ExecutionMode" id="5906" type="ExecMode" description="Identifies whether the order should be treated as passive (will not match when entered) or aggressive (could match when entered); default behavior when absent is aggressive" offset="455" semanticType="char"/>
        <field name="LiquidityFlag" id="9373" type="BooleanNULL" description="New field added to capture if an order was submitted for market making obligation or not. Applicable only for EU fixed income markets" offset="456" semanticType="int"/>
        <field name="ManagedOrder" id="6881" type="BooleanNULL" description="Boolean: flags a managed order" offset="457" semanticType="int"/>
        <field name="ShortSaleType" id="5409" type="ShortSaleType" description="Indicates the type of short sale. Will not be used for Buy orders but Sell orders should have this tag populated for MiFID" offset="458" semanticType="int"/>
        <field name="DelayToTime" id="7552" type="uInt64NULL" description="Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a result of being out of order due to TCP retransmission (9553=1) or as a result of being queued behind a split message (9553=2). Represented as number of nanoseconds in unix epoch format (since Jan 1, 1970). Subtracting this number from FIFO time will represent original received time of delayed message" offset="459" sinceVersion="4" semanticType="int"/>
    </ns2:message>
    <ns2:message name="ExecutionReportElimination524" id="524" description="ExecutionReportElimination" blockLength="202" semanticType="8">
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number of this message" offset="0" semanticType="int"/>
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID used to establish the connection" offset="4" semanticType="int"/>
        <field name="ExecID" id="17" type="String40" description="Unique identifier of execution message as assigned by exchange. Uniqueness will be guaranteed within a single trading day or the life of a multi-day order" offset="12" semanticType="String"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="52" semanticType="String"/>
        <field name="ClOrdID" id="11" type="String20Req" description="Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field" offset="72" semanticType="String"/>
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip of what was submitted on inbound message" offset="92" semanticType="int"/>
        <field name="OrderID" id="37" type="uInt64" description="Unique identifier for order as assigned by the exchange. Uniqueness is guaranteed within a single trading day across all instruments." offset="100" semanticType="int"/>
        <field name="Price" id="44" type="PRICE9" description="Price per share or contract" offset="108" semanticType="Price"/>
        <field name="StopPx" id="99" type="PRICENULL9" description="The stop price of a stop protect or stop limit order. (Conditionally present if OrdType = 3 or 4)" offset="116" semanticType="Price"/>
        <field name="TransactTime" id="60" type="uInt64" description="Time the transaction represented by this ExecutionReport (35=8) occurred. Expressed as nanoseconds since epoch time" offset="124" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="132" semanticType="int"/>
        <field name="OrderRequestID" id="2422" type="uInt64" description="OrderRequestID used to identify a request to enter, modify or delete an order and echo the value on the ExecutionReport" offset="140" semanticType="int"/>
        <field name="CrossID" id="548" type="uInt64NULL" description="Identifier for a cross order. Will be present if execution report is in response to a cross order" offset="148" semanticType="int"/>
        <field name="HostCrossID" id="961" type="uInt64NULL" description="Host assigned entity ID that can be used to reference all components of a cross; sides +  strategy + legs. The HostCrossID will also be used to link together components of the  cross order. For example, each individual execution report associated with the order will carry HostCrossID in order to tie them back together to the original cross order." offset="156" semanticType="int"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="164" semanticType="String"/>
        <field name="SecurityID" id="48" type="Int32" description="Security ID as defined by CME. For the security ID list, see the security definition messages" offset="169" semanticType="int"/>
        <field name="CumQty" id="14" type="uInt32" description="Total quantity filled" offset="173" semanticType="int"/>
        <field name="OrderQty" id="38" type="uInt32" description="Order quantity submitted by client" offset="177" semanticType="int"/>
        <field name="MinQty" id="110" type="uInt32NULL" description="Minimum quantity of an order to be executed." offset="181" semanticType="int"/>
        <field name="DisplayQty" id="1138" type="uInt32NULL" description="The quantity to be displayed . Required for iceberg orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity" offset="185" semanticType="int"/>
        <field name="OrdStatus" id="39" type="OrdStatusExp" description="Identifies status of order as eliminated. Constant value" semanticType="char"/>
        <field name="ExecType" id="150" type="ExecTypeExp" description="Describes the specific ExecutionRpt while OrdStatus (39) will always identify the current order status. Constant value" semanticType="char"/>
        <field name="ExpireDate" id="432" type="LocalMktDate" description="Date of order expiration (last day the order can trade), always expressed in terms of the local market date" offset="189" semanticType="LocalMktDate"/>
        <field name="OrdType" id="40" type="OrderType" description="Order type" offset="191" semanticType="char"/>
        <field name="Side" id="54" type="SideReq" description="Side of order" offset="192" semanticType="int"/>
        <field name="TimeInForce" id="59" type="TimeInForce" description="Specifies how long the order remains in effect" offset="193" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if order was sent manually or generated by automated trading logic" offset="194" semanticType="int"/>
        <field name="PossRetransFlag" id="9765" type="BooleanFlag" description="Flags message as possible retransmission. This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses" offset="195" semanticType="int"/>
        <field name="CrossType" id="549" type="uInt8NULL" description="Type of cross being submitted to a market. (if in response to a cross order)" offset="196" semanticType="int"/>
        <field name="ExecInst" id="18" type="ExecInst" description="Instructions for order handling on exchange. Since more than one instruction is applicable to an order, this field can represent those using a bitset." offset="197" semanticType="MultipleCharValue"/>
        <field name="ExecutionMode" id="5906" type="ExecMode" description="Identifies whether the order should be treated as passive (will not match when entered) or aggressive (could match when entered); default behavior when absent is aggressive" offset="198" semanticType="char"/>
        <field name="LiquidityFlag" id="9373" type="BooleanNULL" description="New field added to capture if an order was submitted for market making obligation or not. Applicable only for EU fixed income markets" offset="199" semanticType="int"/>
        <field name="ManagedOrder" id="6881" type="BooleanNULL" description="Boolean: flags a managed order" offset="200" semanticType="int"/>
        <field name="ShortSaleType" id="5409" type="ShortSaleType" description="Indicates the type of short sale. Will not be used for Buy orders but Sell orders should have this tag populated for MiFID" offset="201" semanticType="int"/>
    </ns2:message>
    <ns2:message name="ExecutionReportTradeOutright525" id="525" description="ExecutionReportTradeOutright" blockLength="235" semanticType="8">
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number of this message" offset="0" semanticType="int"/>
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID used to establish the connection" offset="4" semanticType="int"/>
        <field name="ExecID" id="17" type="String40" description="Unique identifier of execution message as assigned by the exchange; unique per day across all instruments and across all good till orders." offset="12" semanticType="String"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="52" semanticType="String"/>
        <field name="ClOrdID" id="11" type="String20Req" description="Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field" offset="72" semanticType="String"/>
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message" offset="92" semanticType="int"/>
        <field name="LastPx" id="31" type="PRICE9" description="Price of this (last) fill" offset="100" semanticType="Price"/>
        <field name="OrderID" id="37" type="uInt64" description="Unique identifier for order as assigned by the exchange. Uniqueness is guaranteed within a single trading day across all instruments" offset="108" semanticType="int"/>
        <field name="Price" id="44" type="PRICE9" description="Price per share or contract" offset="116" semanticType="Price"/>
        <field name="StopPx" id="99" type="PRICENULL9" description="The stop price of a stop protect or stop limit order. (Conditionally present if OrdType = 3 or 4)" offset="124" semanticType="Price"/>
        <field name="TransactTime" id="60" type="uInt64" description="Time the transaction represented by this ExecutionReport (35=8) occurred. Expressed as nanoseconds since epoch time" offset="132" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="140" semanticType="int"/>
        <field name="OrderRequestID" id="2422" type="uInt64" description="OrderRequestID used to identify a request to enter, modify or delete an order and echo the value on the ExecutionReport" offset="148" semanticType="int"/>
        <field name="SecExecID" id="527" type="uInt64" description="Unique identifier that allows linking id spread summary fill notice with leg fill notice and trade cancel messages" offset="156" semanticType="int"/>
        <field name="CrossID" id="548" type="uInt64NULL" description="Identifier for a cross order. Will be present if execution report is in response to a cross order" offset="164" semanticType="int"/>
        <field name="HostCrossID" id="961" type="uInt64NULL" description="Host assigned entity ID that can be used to reference all components of a cross; sides +  strategy + legs. The HostCrossID will also be used to link together components of the  cross order. For example, each individual execution report associated with the order will carry HostCrossID in order to tie them back together to the original cross order" offset="172" semanticType="int"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="180" semanticType="String"/>
        <field name="SecurityID" id="48" type="Int32" description="Security ID as defined by CME. For the security ID list, see the security definition messages" offset="185" semanticType="int"/>
        <field name="OrderQty" id="38" type="uInt32" description="Number of shares or contracts ordered." offset="189" semanticType="int"/>
        <field name="LastQty" id="32" type="uInt32" description="Quantity of shares bought/sold on this (last) fill" offset="193" semanticType="int"/>
        <field name="CumQty" id="14" type="uInt32" description="Total quantity filled" offset="197" semanticType="int"/>
        <field name="MDTradeEntryID" id="37711" type="uInt32" description="Market Data Trade Entry ID. This identifier is assigned to all trades that take place for an instrument at a particular price level" offset="201" semanticType="int"/>
        <field name="SideTradeID" id="1506" type="uInt32" description="The unique ID assigned to the trade once it is received or matched by the exchange" offset="205" semanticType="int"/>
        <field name="TradeLinkID" id="820" type="uInt32NULL" description="Contains the workup ID; unique per instrument per day" offset="209" semanticType="int"/>
        <field name="LeavesQty" id="151" type="uInt32" description="Quantity open for further execution;  LeavesQty = OrderQty (38) - CumQty (14); Only present for outrights and spreads and not spread legs" offset="213" semanticType="int"/>
        <field name="TradeDate" id="75" type="LocalMktDate" description="Indicates date of trading day (expressed in local time at place of trade)." offset="217" semanticType="LocalMktDate"/>
        <field name="ExpireDate" id="432" type="LocalMktDate" description="Date of order expiration (last day the order can trade), always expressed in terms of the local market date" offset="219" semanticType="LocalMktDate"/>
        <field name="OrdStatus" id="39" type="OrdStatusTrd" description="Identifies status of order as partially filled or completely filled" offset="221" semanticType="int"/>
        <field name="ExecType" id="150" type="ExecTypeTrade" description="Describes the specific ExecutionRpt (e.g. Cancel) while OrdStatus (39) will always identify the current order status (e.g. Partially Filled); Constant value" semanticType="char"/>
        <field name="OrdType" id="40" type="OrderType" description="Order type." offset="222" semanticType="char"/>
        <field name="Side" id="54" type="SideReq" description="Order side" offset="223" semanticType="int"/>
        <field name="TimeInForce" id="59" type="TimeInForce" description="Specifies how long the order remains in effect" offset="224" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if order was sent manually or generated by automated trading logic" offset="225" semanticType="int"/>
        <field name="PossRetransFlag" id="9765" type="BooleanFlag" description="Flags message as possible retransmission. This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses" offset="226" semanticType="int"/>
        <field name="AggressorIndicator" id="1057" type="BooleanFlag" description="Indicates if order was incoming or resting for the match event" offset="227" semanticType="int"/>
        <field name="CrossType" id="549" type="uInt8NULL" description="Type of cross being submitted to a market. (if in response to a cross order) " offset="228" semanticType="int"/>
        <field name="ExecInst" id="18" type="ExecInst" description="Instructions for order handling on exchange. Since more than one instruction is applicable to an order, this field can be represented as a bitset." offset="229" semanticType="MultipleCharValue"/>
        <field name="ExecutionMode" id="5906" type="ExecMode" description="Identifies whether the order should be treated as passive (will not match when entered) or aggressive (could match when entered); default behavior when absent is aggressive" offset="230" semanticType="char"/>
        <field name="LiquidityFlag" id="9373" type="BooleanNULL" description="New field added to capture if an order was submitted for market making obligation or not. Applicable only for EU fixed income markets" offset="231" semanticType="int"/>
        <field name="ManagedOrder" id="6881" type="BooleanNULL" description="Boolean: flags a managed order" offset="232" semanticType="int"/>
        <field name="ShortSaleType" id="5409" type="ShortSaleType" description="Indicates the type of short sale. Will not be used for Buy orders but Sell orders should have this tag populated for MiFID" offset="233" semanticType="int"/>
        <field name="Ownership" id="7191" type="uInt8" description="Specifies the owner of the work up private phase" offset="234" semanticType="int"/>
        <group name="NoFills" id="1362" description="Specifies the number of fill reasons included in this Execution Report" blockLength="15" dimensionType="groupSize">
            <field name="FillPx" id="1364" type="PRICE9" description="Price of this fill reason or allocation. Required if NoFills(1362) &gt; 0. Same as LastPx(31)" offset="0" semanticType="Price"/>
            <field name="FillQty" id="1365" type="uInt32" description="Quantity bought/sold for this fill reason" offset="8" semanticType="int"/>
            <field name="FillExecID" id="1363" type="String2" description="Used as an identifier for each fill reason or allocation reported in single Execution Report. Required if NoFills(1362) &gt; 0. Append FillExecID with ExecID to derive unique identifier for each fill reason or allocation" offset="12" semanticType="String"/>
            <field name="FillYieldType" id="1622" type="uInt8" description="Enumeration of the Fill Reason field using Integer. This identifies the type of match algorithm" offset="14" semanticType="int"/>
        </group>
        <group name="NoOrderEvents" id="1795" description="Number of fills which comprise fill quantity" blockLength="23" dimensionType="groupSize">
            <field name="OrderEventPx" id="1799" type="PRICE9" description="Refers to the fill price; same as LastPx (Tag 31) " offset="0" semanticType="Price"/>
            <field name="OrderEventText" id="1802" type="String5" description="Will not be present for BrokerTec US; Will be populated with the firm ID of the opposite order for BrokerTec EU bilateral trades" offset="8" semanticType="String"/>
            <field name="OrderEventExecID" id="1797" type="uInt32" description="This is a unique ID which ties together a specific fill between two orders; It will be unique per instrument per day" offset="13" semanticType="int"/>
            <field name="OrderEventQty" id="1800" type="uInt32" description="Refers to the specific fill quantity between this order and the opposite order " offset="17" semanticType="int"/>
            <field name="OrderEventType" id="1796" type="OrderEventType" description="The type of event affecting an order" offset="21" semanticType="int"/>
            <field name="OrderEventReason" id="1798" type="uInt8" description="Action that caused the event to ocurr. 100=Binary Trade Reporting" offset="22" semanticType="int"/>
        </group>
    </ns2:message>
    <ns2:message name="ExecutionReportTradeSpread526" id="526" description="ExecutionReportTradeSpread" blockLength="230" semanticType="8">
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number of this message" offset="0" semanticType="int"/>
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID used to establish the connection" offset="4" semanticType="int"/>
        <field name="ExecID" id="17" type="String40" description="Unique identifier of execution message as assigned by the exchange; unique per day across all instruments and across all good till orders" offset="12" semanticType="String"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="52" semanticType="String"/>
        <field name="ClOrdID" id="11" type="String20Req" description="Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field" offset="72" semanticType="String"/>
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message" offset="92" semanticType="int"/>
        <field name="LastPx" id="31" type="PRICE9" description="Price of this (last) fill" offset="100" semanticType="Price"/>
        <field name="OrderID" id="37" type="uInt64" description="Unique identifier for order as assigned by the exchange. Uniqueness is guaranteed within a single trading day across all instruments." offset="108" semanticType="int"/>
        <field name="Price" id="44" type="PRICE9" description="Price per share or contract" offset="116" semanticType="Price"/>
        <field name="StopPx" id="99" type="PRICENULL9" description="The stop price of a stop protect or stop limit order. (Conditionally present if OrdType = 3 or 4)" offset="124" semanticType="Price"/>
        <field name="TransactTime" id="60" type="uInt64" description="Time the transaction represented by this ExecutionReport (35=8) occurred. Expressed as nanoseconds since epoch time" offset="132" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="140" semanticType="int"/>
        <field name="OrderRequestID" id="2422" type="uInt64" description="OrderRequestID used to identify a request to enter, modify or delete an order and echo the value on the ExecutionReport" offset="148" semanticType="int"/>
        <field name="SecExecID" id="527" type="uInt64" description="Unique identifier that allows linking id spread summary fill notice with leg fill notice and trade cancel messages" offset="156" semanticType="int"/>
        <field name="CrossID" id="548" type="uInt64NULL" description="Identifier for a cross order. Will be present if execution report is in response to a cross order" offset="164" semanticType="int"/>
        <field name="HostCrossID" id="961" type="uInt64NULL" description="Host assigned entity ID that can be used to reference all components of a cross; sides +  strategy + legs. The HostCrossID will also be used to link together components of the  cross order. For example, each individual execution report associated with the order will carry HostCrossID in order to tie them back together to the original cross order." offset="172" semanticType="int"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="180" semanticType="String"/>
        <field name="SecurityID" id="48" type="Int32" description="Security ID as defined by CME. For the security ID list, see the security definition messages" offset="185" semanticType="int"/>
        <field name="OrderQty" id="38" type="uInt32" description="Number of shares or contracts ordered." offset="189" semanticType="int"/>
        <field name="LastQty" id="32" type="uInt32" description="Quantity of shares bought/sold on this (last) fill" offset="193" semanticType="int"/>
        <field name="CumQty" id="14" type="uInt32" description="Total quantity filled" offset="197" semanticType="int"/>
        <field name="MDTradeEntryID" id="37711" type="uInt32" description="Market Data Trade Entry ID. This identifier is assigned to all trades that take place for an instrument at a particular price level" offset="201" semanticType="int"/>
        <field name="SideTradeID" id="1506" type="uInt32" description="The unique ID assigned to the trade once it is received or matched by the exchange" offset="205" semanticType="int"/>
        <field name="LeavesQty" id="151" type="uInt32" description="Quantity open for further execution;  LeavesQty = OrderQty (38) - CumQty (14); Only present for outrights and spreads and not spread legs" offset="209" semanticType="int"/>
        <field name="TradeDate" id="75" type="LocalMktDate" description="Indicates date of trading day (expressed in local time at place of trade)." offset="213" semanticType="LocalMktDate"/>
        <field name="ExpireDate" id="432" type="LocalMktDate" description="Date of order expiration (last day the order can trade), always expressed in terms of the local market date" offset="215" semanticType="LocalMktDate"/>
        <field name="OrdStatus" id="39" type="OrdStatusTrd" description="Identifies status of order as partially filled or completely filled" offset="217" semanticType="int"/>
        <field name="ExecType" id="150" type="ExecTypeTrade" description="Describes the specific ExecutionRpt (e.g. Cancel) while OrdStatus (39) will always identify the current order status (e.g. Partially Filled); Constant value" semanticType="char"/>
        <field name="OrdType" id="40" type="OrderType" description="Order type." offset="218" semanticType="char"/>
        <field name="Side" id="54" type="SideReq" description="Order side" offset="219" semanticType="int"/>
        <field name="TimeInForce" id="59" type="TimeInForce" description="Specifies how long the order remains in effect" offset="220" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if order was sent manually or generated by automated trading logic" offset="221" semanticType="int"/>
        <field name="PossRetransFlag" id="9765" type="BooleanFlag" description="Flags message as possible retransmission. This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses" offset="222" semanticType="int"/>
        <field name="AggressorIndicator" id="1057" type="BooleanFlag" description="Indicates if order was incoming or resting for the match event" offset="223" semanticType="int"/>
        <field name="CrossType" id="549" type="uInt8NULL" description="Type of cross being submitted to a market. (if in response to a cross order) " offset="224" semanticType="int"/>
        <field name="TotalNumSecurities" id="393" type="uInt8" description="Indicates total number of leg fills for the spread; Will represent total number of ExecutionReportTradeSpreadLeg messages sent for the spread and will be set to 0 when spread leg fills are consolidated with spread fill" offset="225" semanticType="int"/>
        <field name="ExecInst" id="18" type="ExecInst" description="Instructions for order handling on exchange. Since more than one instruction is applicable to an order, this field can be represented as a bitset." offset="226" semanticType="MultipleCharValue"/>
        <field name="ExecutionMode" id="5906" type="ExecMode" description="Identifies whether the order should be treated as passive (will not match when entered) or aggressive (could match when entered); default behavior when absent is aggressive" offset="227" semanticType="char"/>
        <field name="LiquidityFlag" id="9373" type="BooleanNULL" description="Represents the market making MiFID obligation reporting" offset="228" semanticType="int"/>
        <field name="ShortSaleType" id="5409" type="ShortSaleType" description="Indicates the type of short sale. Will not be used for Buy orders but Sell orders should have this tag populated for MiFID" offset="229" semanticType="int"/>
        <group name="NoFills" id="1362" description="Specifies the number of fill reasons included in this Execution Report" blockLength="15" dimensionType="groupSize">
            <field name="FillPx" id="1364" type="PRICE9" description="Price of this fill reason or allocation. Required if NoFills(1362) &gt; 0. Same as LastPx(31)" offset="0" semanticType="Price"/>
            <field name="FillQty" id="1365" type="uInt32" description="Quantity bought/sold for this fill reason" offset="8" semanticType="int"/>
            <field name="FillExecID" id="1363" type="String2" description="Used as an identifier for each fill reason or allocation reported in single Execution Report. Required if NoFills(1362) &gt; 0. Append FillExecID with ExecID to derive unique identifier for each fill reason or allocation" offset="12" semanticType="String"/>
            <field name="FillYieldType" id="1622" type="uInt8" description="Enumeration of the Fill Reason field using Integer. This identifies the type of match algorithm" offset="14" semanticType="int"/>
        </group>
        <group name="NoLegs" id="555" description="Number of Leg executions; Will currently be set to 0 and in future will contain the leg fills for the spread when spread leg fills are consolidated with the spread fill as a single message" blockLength="29" dimensionType="groupSize">
            <field name="LegExecID" id="1893" type="uInt64" description="The ExecID (17) value corresponding to a trade leg." offset="0" semanticType="int"/>
            <field name="LegLastPx" id="637" type="PRICE9" description="Execution price assigned to a leg of a multileg instrument" offset="8" semanticType="Price"/>
            <field name="LegSecurityID" id="602" type="Int32" description="Multileg instrument's individual security's SecurityID" offset="16" semanticType="int"/>
            <field name="LegTradeID" id="1894" type="uInt32" description="The TradeID value corresponding to a trade leg" offset="20" semanticType="int"/>
            <field name="LegLastQty" id="1418" type="uInt32" description="Fill quantity for the leg instrument" offset="24" semanticType="int"/>
            <field name="LegSide" id="624" type="SideReq" description="The side of this individual leg of a multileg security" offset="28" semanticType="int"/>
        </group>
        <group name="NoOrderEvents" id="1795" description="Number of fills which comprise fill quantity" blockLength="23" dimensionType="groupSize">
            <field name="OrderEventPx" id="1799" type="PRICE9" description="Refers to the fill price; same as LastPx (Tag 31) " offset="0" semanticType="Price"/>
            <field name="OrderEventText" id="1802" type="String5" description="Will not be present for BrokerTec US; Will be populated with the firm ID of the opposite order for BrokerTec EU bilateral trades" offset="8" semanticType="String"/>
            <field name="OrderEventExecID" id="1797" type="uInt32" description="This is a unique ID which ties together a specific fill between two orders; It will be unique per instrument per day" offset="13" semanticType="int"/>
            <field name="OrderEventQty" id="1800" type="uInt32" description="Refers to the specific fill quantity between this order and the opposite order " offset="17" semanticType="int"/>
            <field name="OrderEventType" id="1796" type="OrderEventType" description="The type of event affecting an order" offset="21" semanticType="int"/>
            <field name="OrderEventReason" id="1798" type="uInt8" description="Action that caused the event to ocurr. 100=Binary Trade Reporting" offset="22" semanticType="int"/>
        </group>
    </ns2:message>
    <ns2:message name="ExecutionReportTradeSpreadLeg527" id="527" description="ExecutionReportTradeSpreadLeg" blockLength="199" semanticType="8">
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number of this message" offset="0" semanticType="int"/>
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID used to establish the connection" offset="4" semanticType="int"/>
        <field name="ExecID" id="17" type="String40" description="Unique identifier of execution message as assigned by the exchange; unique per day across all instruments and across all good till orders." offset="12" semanticType="String"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="52" semanticType="String"/>
        <field name="ClOrdID" id="11" type="String20Req" description="Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field" offset="72" semanticType="String"/>
        <field name="Volatility" id="1188" type="Decimal64NULL" description="Annualized volatility for option model calculations. Only applicable for vol quoted option trades." offset="92" semanticType="float"/>
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message" offset="101" semanticType="int"/>
        <field name="LastPx" id="31" type="PRICE9" description="Price of this (last) fill" offset="109" semanticType="Price"/>
        <field name="OrderID" id="37" type="uInt64" description="Unique identifier for order as assigned by the exchange. Uniqueness is guaranteed within a single trading day across all instruments." offset="117" semanticType="int"/>
        <field name="UnderlyingPx" id="810" type="PRICENULL9" description="Underlying price associated with a derivative instrument. Price for the future used in calculating the conversion of vol. to premium for the option. Only applicable for vol quoted option trades." offset="125" semanticType="Price"/>
        <field name="TransactTime" id="60" type="uInt64" description="Time the transaction represented by this ExecutionReport (35=8) occurred. Expressed as nanoseconds since epoch time" offset="133" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="141" semanticType="int"/>
        <field name="SecExecID" id="527" type="uInt64" description="Unique identifier that allows linking id spread summary fill notice with leg fill notice and trade cancel messages" offset="149" semanticType="int"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="157" semanticType="String"/>
        <field name="OptionDelta" id="811" type="Decimal32NULL" description="The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based. Calculated delta, expressed as a decimal between -1 and 1. Only applicable for vol quoted option trades." offset="162" semanticType="float"/>
        <field name="TimeToExpiration" id="1189" type="Decimal32NULL" description="Time to expiration in years calculated as the number of days remaining to expiration divided by 365 days per year. This value is expressed as a decimal portion of a year, typically the days to expiration divided by the days in a year. Currently the year assumption is 365. Only applicable for vol quoted option trades." offset="167" semanticType="float"/>
        <field name="RiskFreeRate" id="1190" type="Decimal32NULL" description="Interest rate. Usually some form of short term rate." offset="172" semanticType="float"/>
        <field name="SecurityID" id="48" type="Int32" description="Security ID as defined by CME. For the security ID list, see the security definition messages" offset="177" semanticType="int"/>
        <field name="LastQty" id="32" type="uInt32" description="Quantity of shares bought/sold on this (last) fill" offset="181" semanticType="int"/>
        <field name="CumQty" id="14" type="uInt32" description="Total quantity filled" offset="185" semanticType="int"/>
        <field name="SideTradeID" id="1506" type="uInt32" description="The unique ID assigned to the trade once it is received or matched by the exchange" offset="189" semanticType="int"/>
        <field name="TradeDate" id="75" type="LocalMktDate" description="Indicates date of trading day (expressed in local time at place of trade)" offset="193" semanticType="LocalMktDate"/>
        <field name="OrdStatus" id="39" type="OrdStatusTrd" description="Identifies status of order as partially filled or completely filled" offset="195" semanticType="int"/>
        <field name="ExecType" id="150" type="ExecTypeTrade" description="Describes the specific ExecutionRpt (e.g. Cancel) while OrdStatus (39) will always identify the current order status (e.g. Partially Filled); Constant value" semanticType="char"/>
        <field name="OrdType" id="40" type="OrderType" description="Order type." offset="196" semanticType="char"/>
        <field name="Side" id="54" type="SideReq" description="Order side" offset="197" semanticType="int"/>
        <field name="PossRetransFlag" id="9765" type="BooleanFlag" description="Flags message as possible retransmission. This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses" offset="198" semanticType="int"/>
        <group name="NoFills" id="1362" description="Specifies the number of fill reasons included in this Execution Report" blockLength="15" dimensionType="groupSize">
            <field name="FillPx" id="1364" type="PRICE9" description="Price of this fill reason or allocation. Required if NoFills(1362) &gt; 0. Same as LastPx(31)" offset="0" semanticType="Price"/>
            <field name="FillQty" id="1365" type="uInt32" description="Quantity bought/sold for this fill reason" offset="8" semanticType="int"/>
            <field name="FillExecID" id="1363" type="String2" description="Used as an identifier for each fill reason or allocation reported in single Execution Report. Required if NoFills(1362) &gt; 0. Append FillExecID with ExecID to derive unique identifier for each fill reason or allocation" offset="12" semanticType="String"/>
            <field name="FillYieldType" id="1622" type="uInt8" description="Enumeration of the Fill Reason field using Integer. This identifies the type of match algorithm" offset="14" semanticType="int"/>
        </group>
        <group name="NoOrderEvents" id="1795" description="Number of fills which comprise fill quantity" blockLength="23" dimensionType="groupSize">
            <field name="OrderEventPx" id="1799" type="PRICE9" description="Refers to the fill price; same as LastPx (Tag 31) " offset="0" semanticType="Price"/>
            <field name="OrderEventText" id="1802" type="String5" description="Will not be present for BrokerTec US; Will be populated with the firm ID of the opposite order for BrokerTec EU bilateral trades" offset="8" semanticType="String"/>
            <field name="OrderEventExecID" id="1797" type="uInt32" description="This is a unique ID which ties together a specific fill between two orders; It will be unique per instrument per day" offset="13" semanticType="int"/>
            <field name="OrderEventQty" id="1800" type="uInt32" description="Refers to the specific fill quantity between this order and the opposite order " offset="17" semanticType="int"/>
            <field name="OrderEventType" id="1796" type="OrderEventType" description="The type of event affecting an order" offset="21" semanticType="int"/>
            <field name="OrderEventReason" id="1798" type="uInt8" description="Action that caused the event to ocurr. 100=Binary Trade Reporting" offset="22" semanticType="int"/>
        </group>
    </ns2:message>
    <ns2:message name="QuoteCancel528" id="528" description="QuoteCancel" blockLength="52" semanticType="Z">
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message" offset="0" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="8" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if the order was initially received manually (as opposed to electronically)" offset="16" semanticType="int"/>
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="17" semanticType="int"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="21" semanticType="String"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="41" semanticType="String"/>
        <field name="QuoteID" id="117" type="uInt32" description="Identifier of the Quote Cancel message. Should be unique per trading session. Uniqueness will not be enforced by CME and is incumbent on the market participant to maintain uniqueness" offset="46" semanticType="int"/>
        <field name="QuoteCancelType" id="298" type="QuoteCxlTyp" description="Identifies the type of Quote Cancel. A working quote can be cancelled by providing either it's instrument, instrument group or by cancelling all." offset="50" semanticType="int"/>
        <field name="LiquidityFlag" id="9373" type="BooleanNULL" description="New field added to capture if an order was submitted for market making obligation or not. Applicable only for EU fixed income markets" offset="51" semanticType="int"/>
        <group name="NoQuoteEntries" id="295" description="The number of quote entries for quote sets, instruments, product group, cancel all; 298=1 (1 to 100); 298=3 (1); 298=4 (1); 298=100 (1 to 15)" blockLength="10" dimensionType="groupSize">
            <field name="SecurityGroup" id="1151" type="StringLength6" description="A specific moniker assigned to a group of related securities which may be concurrently affected by market events and actions. Has to be first field in the repeating group. Should contain [N/A] for cancel all. All quote sets and individual instruments have to belong to a specific product group and the first one determines the group to be followed for the rest of the repeating group entries and if there is a mismatch then it will be rejected " offset="0" semanticType="String"/>
            <field name="SecurityID" id="48" type="Int32NULL" description="Should be conditionally populated only for 298=1 (cancel for instrument); Will be ignored if present for any other criteria specified in QuoteCancelType besides Instrument" offset="6" semanticType="int"/>
        </group>
        <group name="NoQuoteSets" id="296" description="The number of sets of quotes in the message. Conditionally required if 298=100" blockLength="10" dimensionType="groupSize">
            <field name="BidSize" id="134" type="uInt32NULL" description="Should be conditionally populated and set to zero only for 298=100 (cancel for quote set) to cancel all buy side quotes for quote set ID; Will be ignored if present for any other criteria specified in QuoteCancelType besides Quote Set" offset="0" semanticType="int"/>
            <field name="OfferSize" id="135" type="uInt32NULL" description="Should be conditionally populated and set to zero only for 298=100 (cancel for quote set) to cancel all sell side quotes for quote set ID; Will be ignored if present for any other criteria specified in QuoteCancelType besides Quote Set" offset="4" semanticType="int"/>
            <field name="QuoteSetID" id="302" type="uInt16" description="Should be conditionally populated only for 298=100 (cancel for quote set). Will be ignored if present for any other criteria specified in QuoteCancelType besides Quote Set" offset="8" semanticType="int"/>
        </group>
    </ns2:message>
    <ns2:message name="OrderMassActionRequest529" id="529" description="OrderMassActionRequest" blockLength="71" semanticType="CA">
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message" offset="0" semanticType="int"/>
        <field name="OrderRequestID" id="2422" type="uInt64" description="Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on the OrderMassActionReport representing the response" offset="8" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if the message was initially received manually (as opposed to electronically)" offset="16" semanticType="int"/>
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="17" semanticType="int"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="21" semanticType="String"/>
        <field name="MassActionType" id="1373" type="MassAction" description="Specifies the type of action requested; Constant value" semanticType="char"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="41" semanticType="int"/>
        <field name="SecurityGroup" id="1151" type="StringLength6" description="Specifies the Product Group for which working orders should be cancelled. Conditionally required if MassActionScope=?Product Group? (Tag1374=10). Will be ignored if present for any other criteria specified in MassActionScope besides Product Group " offset="49" semanticType="String"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="55" semanticType="String"/>
        <field name="SecurityID" id="48" type="Int32NULL" description="Conditionally required if MassActionScope=?Instrument? (Tag 1374=1). Will be ignored if present for any other criteria specified in MassActionScope besides Instrument" offset="60" semanticType="int"/>
        <field name="MassActionScope" id="1374" type="MassActionScope" description="Specifies the scope of the action   " offset="64" semanticType="int"/>
        <field name="MarketSegmentID" id="1300" type="uInt8NULL" description="Specifies the market segment (physical match engine partition) for which working orders should be cancelled. Conditionally Required if MassActionScope=?Market Segment? (Tag 1374=9). Will be ignored if present for any other criteria specified in MassActionScope besides Market Segment" offset="65" semanticType="int"/>
        <field name="MassCancelRequestType" id="6115" type="MassCxlReqTyp" description="If present ? specifies the scope of the OrderMassActionRequest within the context of Session and Firm. If absent then all orders belonging to Session and Firm combination will be cancelled for specified MassActionScope   " offset="66" semanticType="int"/>
        <field name="Side" id="54" type="SideNULL" description="If provided then only orders belonging to one side will be cancelled. If absent then orders belonging to both sides will be cancelled" offset="67" semanticType="int"/>
        <field name="OrdType" id="40" type="MassActionOrdTyp" description="If provided then only orders of this type will be cancelled. If absent then all order types will be cancelled" offset="68" semanticType="char"/>
        <field name="TimeInForce" id="59" type="MassCancelTIF" description="If provided then only orders with this qualifier will be cancelled. If absent then all Day &amp; GT orders will be cancelled" offset="69" semanticType="int"/>
        <field name="LiquidityFlag" id="9373" type="BooleanNULL" description="New field added to capture if an order was submitted for market making obligation or not. Applicable only for EU fixed income markets" offset="70" semanticType="int"/>
    </ns2:message>
    <ns2:message name="OrderMassStatusRequest530" id="530" description="OrderMassStatusRequest" blockLength="68" semanticType="AF">
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message" offset="0" semanticType="int"/>
        <field name="MassStatusReqID" id="584" type="uInt64" description="Unique ID of OrderMassStatusRequest as assigned by the customer and present in Execution Report as well" offset="8" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if the order was initially received manually (as opposed to electronically)" offset="16" semanticType="int"/>
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="17" semanticType="int"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="21" semanticType="String"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="41" semanticType="int"/>
        <field name="SecurityGroup" id="1151" type="StringLength6" description="Conditionally required if OrderStatusRequestType=?Product Group? (Tag 585=3). Status for working orders belonging to this particular product group will be returned. Will be ignored if present for any other criteria specified in OrderStatusRequestType besides product group (Tag 585=3) " offset="49" semanticType="String"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="55" semanticType="String"/>
        <field name="SecurityID" id="48" type="Int32NULL" description="Conditionally required if OrderStatusRequestType=?Instrument? (Tag 585=1). Status for working orders belonging to this particular instrument will be returned. Will be ignored if present for any other criteria specified in OrderStatusRequestType besides Instrument" offset="60" semanticType="int"/>
        <field name="MassStatusReqType" id="585" type="MassStatusReqTyp" description="Specifies the scope of the OrderMassStatusRequest within the context of working orders only. Status will be returned for all orders matching the criteria specified here for Session and Firm" offset="64" semanticType="int"/>
        <field name="OrdStatusReqType" id="5000" type="MassStatusOrdTyp" description="If present ? specifies the scope of the OrderMassStatusRequest within the context of MassStatusRequestType (585) and Session and Firm for working orders only. Status will be returned for all orders matching the criteria specified here for Session and Firm combination" offset="65" semanticType="int"/>
        <field name="TimeInForce" id="59" type="MassStatusTIF" description="Specifies the scope of the OrderMassStatusRequest within the context of MassStatusRequestType (585) if present. Absence of this field is interpreted as Day &amp; GTC &amp; GTD. FAK is excluded since scope is limited to working orders only" offset="66" semanticType="int"/>
        <field name="MarketSegmentID" id="1300" type="uInt8NULL" description="Conditionally required if OrderStatusRequestType=?Market Segment? (Tag 585=100). Status for working orders belonging to this particular market segment will be returned. Will be ignored if present for any other criteria specified in OrderStatusRequestType besides market segment (Tag 585=100)" offset="67" semanticType="int"/>
    </ns2:message>
    <ns2:message name="ExecutionReportModify531" id="531" description="ExecutionReportModify" blockLength="217" semanticType="8">
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="0" semanticType="int"/>
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID used to establish the connection" offset="4" semanticType="int"/>
        <field name="ExecID" id="17" type="String40" description="Unique identifier of execution message as assigned by exchange. Uniqueness will be guaranteed within a single trading day or the life of a multi-day order" offset="12" semanticType="String"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="52" semanticType="String"/>
        <field name="ClOrdID" id="11" type="String20Req" description="Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field" offset="72" semanticType="String"/>
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip of what was submitted on inbound message" offset="92" semanticType="int"/>
        <field name="OrderID" id="37" type="uInt64" description="Unique identifier for order as assigned by the exchange. Uniqueness is guaranteed within a single trading day across all instruments" offset="100" semanticType="int"/>
        <field name="Price" id="44" type="PRICE9" description="Price per share or contract" offset="108" semanticType="Price"/>
        <field name="StopPx" id="99" type="PRICENULL9" description="The stop price of a stop limit and stop protect order (Conditionally present if OrderType=4)" offset="116" semanticType="Price"/>
        <field name="TransactTime" id="60" type="uInt64" description="Time the transaction represented by this ExecutionReport (35=8) occurred. Expressed as nanoseconds since epoch time" offset="124" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="132" semanticType="int"/>
        <field name="OrderRequestID" id="2422" type="uInt64" description="OrderRequestID used to identify a request to enter, modify or delete an order and echo the value on the ExecutionReport" offset="140" semanticType="int"/>
        <field name="CrossID" id="548" type="uInt64NULL" description="Identifier for a cross order. Will be present if execution report is in response to a cross order" offset="148" semanticType="int"/>
        <field name="HostCrossID" id="961" type="uInt64NULL" description="Host assigned entity ID that can be used to reference all components of a cross; sides +  strategy + legs. The HostCrossID will also be used to link together components of the  cross order. For example, each individual execution report associated with the order will carry HostCrossID in order to tie them back together to the original cross order." offset="156" semanticType="int"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="164" semanticType="String"/>
        <field name="SecurityID" id="48" type="Int32" description="Security ID as defined by CME. For the security ID list, see the security definition messages." offset="169" semanticType="int"/>
        <field name="OrderQty" id="38" type="uInt32" description="Number of shares or contracts ordered." offset="173" semanticType="int"/>
        <field name="CumQty" id="14" type="uInt32" description="Total quantity filled" offset="177" semanticType="int"/>
        <field name="LeavesQty" id="151" type="uInt32" description="Quantity open for further execution; LeavesQty = OrderQty (38) - CumQty (14)" offset="181" semanticType="int"/>
        <field name="MinQty" id="110" type="uInt32NULL" description="Minimum quantity of an order to be executed." offset="185" semanticType="int"/>
        <field name="DisplayQty" id="1138" type="uInt32NULL" description="The quantity to be displayed . Required for iceberg orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity" offset="189" semanticType="int"/>
        <field name="ExpireDate" id="432" type="LocalMktDate" description="Date of order expiration (last day the order can trade), always expressed in terms of the local market date" offset="193" semanticType="LocalMktDate"/>
        <field name="DelayDuration" id="5904" type="uInt16NULL" description="Not being currently used" offset="195" semanticType="int"/>
        <field name="OrdStatus" id="39" type="ModifyStatus" description="Identifies current status of order. Constant value" semanticType="char"/>
        <field name="ExecType" id="150" type="ExecTypeModify" description="Describes the specific ExecutionRpt (e.g. Cancel) while OrdStatus (39) will always identify the current order status (e.g. Partially Filled); Constant value" semanticType="char"/>
        <field name="OrdType" id="40" type="OrderType" description="Order type" offset="197" semanticType="char"/>
        <field name="Side" id="54" type="SideReq" description="Side of order" offset="198" semanticType="int"/>
        <field name="TimeInForce" id="59" type="TimeInForce" description="Specifies how long the order remains in effect" offset="199" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if order was sent manually or generated by automated trading logic" offset="200" semanticType="int"/>
        <field name="PossRetransFlag" id="9765" type="BooleanFlag" description="Flags message as possible retransmission. This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses" offset="201" semanticType="int"/>
        <field name="SplitMsg" id="9553" type="SplitMsg" description="Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2). If absent then the message was not delayed and was neither split nor received out of order" offset="202" semanticType="int"/>
        <field name="CrossType" id="549" type="uInt8NULL" description="Type of cross being submitted to a market. (if in response to a cross order)." offset="203" semanticType="int"/>
        <field name="ExecInst" id="18" type="ExecInst" description="Instructions for order handling on exchange. Since more than one instruction is applicable to an order, this field can represent those using a bitset." offset="204" semanticType="MultipleCharValue"/>
        <field name="ExecutionMode" id="5906" type="ExecMode" description="Identifies whether the order should be treated as passive (will not match when entered) or aggressive (could match when entered); default behavior when absent is aggressive" offset="205" semanticType="char"/>
        <field name="LiquidityFlag" id="9373" type="BooleanNULL" description="New field added to capture if an order was submitted for market making obligation or not. Applicable only for EU fixed income markets" offset="206" semanticType="int"/>
        <field name="ManagedOrder" id="6881" type="BooleanNULL" description="Boolean: flags a managed order" offset="207" semanticType="int"/>
        <field name="ShortSaleType" id="5409" type="ShortSaleType" description="Indicates the type of short sale. Will not be used for Buy orders but Sell orders should have this tag populated for MiFID" offset="208" semanticType="int"/>
        <field name="DelayToTime" id="7552" type="uInt64NULL" description="Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a result of being out of order due to TCP retransmission (9553=1) or as a result of being queued behind a split message (9553=2). Represented as number of nanoseconds in unix epoch format (since Jan 1, 1970). Subtracting this number from FIFO time will represent original received time of delayed message" offset="209" sinceVersion="4" semanticType="int"/>
    </ns2:message>
    <ns2:message name="ExecutionReportStatus532" id="532" description="ExecutionReportStatus" blockLength="480" semanticType="8">
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="0" semanticType="int"/>
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID used to establish the connection" offset="4" semanticType="int"/>
        <field name="Text" id="58" type="String256" description="Reject reason details; Will be used only for descriptive rejects" offset="12" semanticType="String"/>
        <field name="ExecID" id="17" type="String40" description="Unique identifier of execution message as assigned by exchange. Uniqueness will be guaranteed within a single trading day or the life of a multi-day order" offset="268" semanticType="String"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="308" semanticType="String"/>
        <field name="ClOrdID" id="11" type="String20Req" description="Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field" offset="328" semanticType="String"/>
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip of what was submitted on inbound message" offset="348" semanticType="int"/>
        <field name="OrderID" id="37" type="uInt64" description="Unique identifier for order as assigned by the exchange. Uniqueness is guaranteed within a single trading day across all instruments" offset="356" semanticType="int"/>
        <field name="Price" id="44" type="PRICENULL9" description="Price per share or contract" offset="364" semanticType="Price"/>
        <field name="StopPx" id="99" type="PRICENULL9" description="The stop price of a stop limit and stop protect order (Conditionally present if OrderType=4)" offset="372" semanticType="Price"/>
        <field name="TransactTime" id="60" type="uInt64" description="Time the transaction represented by this ExecutionReport (35=8) occurred. Expressed as nanoseconds since epoch time" offset="380" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="388" semanticType="int"/>
        <field name="OrderRequestID" id="2422" type="uInt64" description="Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on the ExecutionReport representing the response" offset="396" semanticType="int"/>
        <field name="OrdStatusReqID" id="790" type="uInt64NULL" description="Used to uniquely identify a specific Order Status Request message" offset="404" semanticType="int"/>
        <field name="MassStatusReqID" id="584" type="uInt64NULL" description="Unique ID of Order Mass Status Request as assigned by the client system " offset="412" semanticType="int"/>
        <field name="CrossID" id="548" type="uInt64NULL" description="Identifier for a cross order. Will be present if execution report is in response to a cross order" offset="420" semanticType="int"/>
        <field name="HostCrossID" id="961" type="uInt64NULL" description="Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs. The HostCrossID will also be used to link together components of the cross order. For example, each individual execution report associated with the order will carry HostCrossID in order to tie them back together to the original cross order." offset="428" semanticType="int"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="436" semanticType="String"/>
        <field name="SecurityID" id="48" type="Int32" description="Security ID as defined by CME. For the security ID list, see the security definition messages." offset="441" semanticType="int"/>
        <field name="OrderQty" id="38" type="uInt32" description="Number of shares or contracts ordered." offset="445" semanticType="int"/>
        <field name="CumQty" id="14" type="uInt32" description="Total quantity filled" offset="449" semanticType="int"/>
        <field name="LeavesQty" id="151" type="uInt32" description="Quantity open for further execution; LeavesQty = OrderQty (38) - CumQty (14)" offset="453" semanticType="int"/>
        <field name="MinQty" id="110" type="uInt32NULL" description="Minimum quantity of an order to be executed." offset="457" semanticType="int"/>
        <field name="DisplayQty" id="1138" type="uInt32NULL" description="The quantity to be displayed . Required for iceberg orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity" offset="461" semanticType="int"/>
        <field name="ExpireDate" id="432" type="LocalMktDate" description="Date of order expiration (last day the order can trade), always expressed in terms of the local market date" offset="465" semanticType="LocalMktDate"/>
        <field name="OrdStatus" id="39" type="OrderStatus" description="Identifies status of order" offset="467" semanticType="char"/>
        <field name="ExecType" id="150" type="ExecTypStatus" description="Describes the specific ExecutionRpt as order status; Constant value" semanticType="char"/>
        <field name="OrdType" id="40" type="OrderType" description="Order type" offset="468" semanticType="char"/>
        <field name="Side" id="54" type="SideReq" description="Side of order" offset="469" semanticType="int"/>
        <field name="TimeInForce" id="59" type="TimeInForce" description="Specifies how long the order remains in effect" offset="470" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if the order was initially received manually (as opposed to electronically)" offset="471" semanticType="int"/>
        <field name="PossRetransFlag" id="9765" type="BooleanFlag" description="Flags message as possible retransmission. This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses" offset="472" semanticType="int"/>
        <field name="LastRptRequested" id="912" type="BooleanNULL" description="Indicates whether this message is the last report message in response to an Order Mass Status Request. Required if responding to a Order Mass Status Request." offset="473" semanticType="int"/>
        <field name="CrossType" id="549" type="uInt8NULL" description="Type of cross being submitted to a market. (if in response to a cross order)" offset="474" semanticType="int"/>
        <field name="ExecInst" id="18" type="ExecInst" description="Instructions for order handling on exchange. Since more than one instruction is applicable to an order, this field can be represented as a bitset." offset="475" semanticType="MultipleCharValue"/>
        <field name="ExecutionMode" id="5906" type="ExecMode" description="Identifies whether the order should be treated as passive (will not match when entered) or aggressive (could match when entered); default behavior when absent is aggressive" offset="476" semanticType="char"/>
        <field name="LiquidityFlag" id="9373" type="BooleanNULL" description="New field added to capture if an order was submitted for market making obligation or not. Applicable only for EU fixed income markets" offset="477" semanticType="int"/>
        <field name="ManagedOrder" id="6881" type="BooleanNULL" description="Boolean: flags a managed order" offset="478" semanticType="int"/>
        <field name="ShortSaleType" id="5409" type="ShortSaleType" description="Indicates the type of short sale. Will not be used for Buy orders but Sell orders should have this tag populated for MiFID" offset="479" semanticType="int"/>
    </ns2:message>
    <ns2:message name="OrderStatusRequest533" id="533" description="OrderStatusRequest" blockLength="62" semanticType="H">
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message" offset="0" semanticType="int"/>
        <field name="OrdStatusReqID" id="790" type="uInt64" description="Used to uniquely identify a specific Order Status Request message. Echoed back on Execution Report as well" offset="8" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if the order was initially received manually (as opposed to electronically)" offset="16" semanticType="int"/>
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="17" semanticType="int"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="21" semanticType="String"/>
        <field name="OrderID" id="37" type="uInt64" description="Unique identifier for order as assigned by the exchange. Uniqueness is guaranteed within a single trading day across all instruments" offset="41" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="49" semanticType="int"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="57" semanticType="String"/>
    </ns2:message>
    <ns2:message name="ExecutionReportCancel534" id="534" description="ExecutionReportCancel" blockLength="214" semanticType="8">
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="0" semanticType="int"/>
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID used to establish the connection" offset="4" semanticType="int"/>
        <field name="ExecID" id="17" type="String40" description="Unique identifier of execution message as assigned by exchange. Uniqueness will be guaranteed within a single trading day or the life of a multi-day order" offset="12" semanticType="String"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="52" semanticType="String"/>
        <field name="ClOrdID" id="11" type="String20Req" description="Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field" offset="72" semanticType="String"/>
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message" offset="92" semanticType="int"/>
        <field name="OrderID" id="37" type="uInt64" description="Unique identifier for order as assigned by the exchange. Uniqueness is guaranteed within a single trading day across all instruments" offset="100" semanticType="int"/>
        <field name="Price" id="44" type="PRICE9" description="Price per share or contract" offset="108" semanticType="Price"/>
        <field name="StopPx" id="99" type="PRICENULL9" description="The stop price of a stop limit and stop protect order (Conditionally present if OrderType=4)" offset="116" semanticType="Price"/>
        <field name="TransactTime" id="60" type="uInt64" description="Time the transaction represented by this ExecutionReport (35=8) occurred. Expressed as nanoseconds since epoch time" offset="124" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="132" semanticType="int"/>
        <field name="OrderRequestID" id="2422" type="uInt64" description="Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on the ExecutionReport representing the response" offset="140" semanticType="int"/>
        <field name="CrossID" id="548" type="uInt64NULL" description="Identifier for a cross order. Will be present if execution report is in response to a cross order" offset="148" semanticType="int"/>
        <field name="HostCrossID" id="961" type="uInt64NULL" description="Host assigned entity ID that can be used to reference all components of a cross; sides +  strategy + legs. The HostCrossID will also be used to link together components of the  cross order. For example, each individual execution report associated with the order will carry HostCrossID in order to tie them back together to the original cross order." offset="156" semanticType="int"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="164" semanticType="String"/>
        <field name="SecurityID" id="48" type="Int32" description="Security ID as defined by CME. For the security ID list, see the security definition messages." offset="169" semanticType="int"/>
        <field name="OrderQty" id="38" type="uInt32" description="Number of shares or contracts ordered." offset="173" semanticType="int"/>
        <field name="CumQty" id="14" type="uInt32" description="Total quantity filled" offset="177" semanticType="int"/>
        <field name="MinQty" id="110" type="uInt32NULL" description="Minimum quantity of an order to be executed." offset="181" semanticType="int"/>
        <field name="DisplayQty" id="1138" type="uInt32NULL" description="The quantity to be displayed . Required for iceberg orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity" offset="185" semanticType="int"/>
        <field name="ExpireDate" id="432" type="LocalMktDate" description="Date of order expiration (last day the order can trade), always expressed in terms of the local market date" offset="189" semanticType="LocalMktDate"/>
        <field name="DelayDuration" id="5904" type="uInt16NULL" description="Not being currently used" offset="191" semanticType="int"/>
        <field name="OrdStatus" id="39" type="OrdStatusCxl" description="Identifies status of order as cancelled; Constant value" semanticType="char"/>
        <field name="ExecType" id="150" type="ExecTypeCxl" description="Describes the specific ExecutionRpt as cancelled; Constant value" semanticType="char"/>
        <field name="OrdType" id="40" type="OrderType" description="Order type." offset="193" semanticType="char"/>
        <field name="Side" id="54" type="SideReq" description="Side of order" offset="194" semanticType="int"/>
        <field name="TimeInForce" id="59" type="TimeInForce" description="Specifies how long the order remains in effect" offset="195" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if the order was initially received manually (as opposed to electronically)" offset="196" semanticType="int"/>
        <field name="PossRetransFlag" id="9765" type="BooleanFlag" description="Flags message as possible retransmission. This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses" offset="197" semanticType="int"/>
        <field name="SplitMsg" id="9553" type="SplitMsg" description="Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2). If absent then the message was not delayed and was neither split nor received out of order" offset="198" semanticType="int"/>
        <field name="ExecRestatementReason" id="378" type="ExecReason" description="Used to communicate unsolicited cancels" offset="199" semanticType="int"/>
        <field name="CrossType" id="549" type="uInt8NULL" description="Type of cross being submitted to a market. (if in response to a cross order) " offset="200" semanticType="int"/>
        <field name="ExecInst" id="18" type="ExecInst" description="Instructions for order handling on exchange. Since more than one instruction is applicable to an order, this field can represent those using a bitset." offset="201" semanticType="MultipleCharValue"/>
        <field name="ExecutionMode" id="5906" type="ExecMode" description="Identifies whether the order should be treated as passive (will not match when entered) or aggressive (could match when entered); default behavior when absent is aggressive" offset="202" semanticType="char"/>
        <field name="LiquidityFlag" id="9373" type="BooleanNULL" description="New field added to capture if an order was submitted for market making obligation or not. Applicable only for EU fixed income markets" offset="203" semanticType="int"/>
        <field name="ManagedOrder" id="6881" type="BooleanNULL" description="Boolean: flags a managed order" offset="204" semanticType="int"/>
        <field name="ShortSaleType" id="5409" type="ShortSaleType" description="Indicates the type of short sale. Will not be used for Buy orders but Sell orders should have this tag populated for MiFID" offset="205" semanticType="int"/>
        <field name="DelayToTime" id="7552" type="uInt64NULL" description="Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a result of being out of order due to TCP retransmission (9553=1) or as a result of being queued behind a split message (9553=2). Represented as number of nanoseconds in unix epoch format (since Jan 1, 1970). Subtracting this number from FIFO time will represent original received time of delayed message" offset="206" sinceVersion="4" semanticType="int"/>
    </ns2:message>
    <ns2:message name="OrderCancelReject535" id="535" description="OrderCancelReject" blockLength="409" semanticType="9">
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number of this message" offset="0" semanticType="int"/>
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID used to establish the connection" offset="4" semanticType="int"/>
        <field name="Text" id="58" type="String256" description="Reject reason details; Will be used only for descriptive rejects" offset="12" semanticType="String"/>
        <field name="ExecID" id="17" type="String40" description="Unique identifier of execution message as assigned by exchange. Uniqueness will be guaranteed within a single trading day or the life of a multi-day order" offset="268" semanticType="String"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="308" semanticType="String"/>
        <field name="ClOrdID" id="11" type="String20Req" description="Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field" offset="328" semanticType="String"/>
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip of what was submitted on inbound message" offset="348" semanticType="int"/>
        <field name="OrdStatus" id="39" type="OrdStatusCxlRej" description="Identifies status of modification reject; Constant value" semanticType="char"/>
        <field name="CxlRejResponseTo" id="434" type="CxlRejRsp" description="Identifies the type of request that a Cancel Reject is in response to; Constant value" semanticType="char"/>
        <field name="OrderID" id="37" type="uInt64" description="Unique identifier for order as assigned by the exchange. Uniqueness is guaranteed within a single trading day across all instruments" offset="356" semanticType="int"/>
        <field name="TransactTime" id="60" type="uInt64" description="Time the transaction represented by this OrderCancelReject (35=9) occurred. Expressed as nanoseconds since epoch time" offset="364" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="372" semanticType="int"/>
        <field name="OrderRequestID" id="2422" type="uInt64" description="Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on the OrderCancelReject representing the response" offset="380" semanticType="int"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="388" semanticType="String"/>
        <field name="CxlRejReason" id="102" type="uInt16" description="Code to identify reason for cancel rejection" offset="393" semanticType="int"/>
        <field name="DelayDuration" id="5904" type="uInt16NULL" description="Not being currently used" offset="395" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if the order was initially received manually (as opposed to electronically)" offset="397" semanticType="int"/>
        <field name="PossRetransFlag" id="9765" type="BooleanFlag" description="Flags message as possible retransmission. This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses" offset="398" semanticType="int"/>
        <field name="SplitMsg" id="9553" type="SplitMsg" description="Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2). If absent then the message was not delayed and was neither split nor received out of order" offset="399" semanticType="int"/>
        <field name="LiquidityFlag" id="9373" type="BooleanNULL" description="Represents the market making MiFID obligation reporting" offset="400" semanticType="int"/>
        <field name="DelayToTime" id="7552" type="uInt64NULL" description="Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a result of being out of order due to TCP retransmission (9553=1) or as a result of being queued behind a split message (9553=2). Represented as number of nanoseconds in unix epoch format (since Jan 1, 1970). Subtracting this number from FIFO time will represent original received time of delayed message" offset="401" sinceVersion="4" semanticType="int"/>
    </ns2:message>
    <ns2:message name="OrderCancelReplaceReject536" id="536" description="OrderCancelReplaceReject" blockLength="409" semanticType="9">
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="0" semanticType="int"/>
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID used to establish the connection" offset="4" semanticType="int"/>
        <field name="Text" id="58" type="String256" description="Reject reason details; Will be used only for descriptive rejects" offset="12" semanticType="String"/>
        <field name="ExecID" id="17" type="String40" description="Unique identifier of execution message as assigned by exchange. Uniqueness will be guaranteed within a single trading day or the life of a multi-day order" offset="268" semanticType="String"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="308" semanticType="String"/>
        <field name="ClOrdID" id="11" type="String20Req" description="Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field" offset="328" semanticType="String"/>
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip of what was submitted on inbound message" offset="348" semanticType="int"/>
        <field name="OrderID" id="37" type="uInt64" description="Unique identifier for order as assigned by the exchange. Uniqueness is guaranteed within a single trading day across all instruments" offset="356" semanticType="int"/>
        <field name="TransactTime" id="60" type="uInt64" description="Time the transaction represented by this OrderCancelReplaceReject (35=9) occurred. Expressed as nanoseconds since epoch time" offset="364" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="372" semanticType="int"/>
        <field name="OrderRequestID" id="2422" type="uInt64" description="Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on the OrderCancelReplaceReject representing the response" offset="380" semanticType="int"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="388" semanticType="String"/>
        <field name="CxlRejReason" id="102" type="uInt16" description="Code to identify reason for cancel replace rejection" offset="393" semanticType="int"/>
        <field name="DelayDuration" id="5904" type="uInt16NULL" description="Not being currently used" offset="395" semanticType="int"/>
        <field name="OrdStatus" id="39" type="OrdStatusCxrRej" description="Identifies status of modification reject; Constant value" semanticType="char"/>
        <field name="CxlRejResponseTo" id="434" type="CxrRejRsp" description="Identifies the type of request that a Cancel Reject is in response to; Constant value" semanticType="char"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if the order was initially received manually (as opposed to electronically)" offset="397" semanticType="int"/>
        <field name="PossRetransFlag" id="9765" type="BooleanFlag" description="Flags message as possible retransmission. This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses" offset="398" semanticType="int"/>
        <field name="SplitMsg" id="9553" type="SplitMsg" description="Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2). If absent then the message was not delayed and was neither split nor received out of order" offset="399" semanticType="int"/>
        <field name="LiquidityFlag" id="9373" type="BooleanNULL" description="Represents the market making MiFID obligation reporting" offset="400" semanticType="int"/>
        <field name="DelayToTime" id="7552" type="uInt64NULL" description="Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a result of being out of order due to TCP retransmission (9553=1) or as a result of being queued behind a split message (9553=2). Represented as number of nanoseconds in unix epoch format (since Jan 1, 1970). Subtracting this number from FIFO time will represent original received time of delayed message" offset="401" sinceVersion="4" semanticType="int"/>
    </ns2:message>
    <ns2:message name="PartyDetailsListRequest537" id="537" description="PartyDetailsListRequest" blockLength="20" semanticType="CF">
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="The unique identifier of the PartyDetailsListRequest(35=CF) message" offset="0" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="8" semanticType="int"/>
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="16" semanticType="int"/>
        <group name="NoRequestingPartyIDs" id="1657" description="Number of requesting party identifiers. Will be zero if specific PartyDetailsDefinitionID's are being requested. Will be populated only if all PartyDetailsDefinitions are being requested for a specific Firm" blockLength="7" dimensionType="groupSize">
            <field name="RequestingPartyID" id="1658" type="String5" description="Party identifier for the requesting party. Required when NoRequestingPartyIDs(1657) &gt; 0" offset="0" semanticType="String"/>
            <field name="RequestingPartyIDSource" id="1659" type="CHAR" description="Identifies the source of the RequestingPartyID(1658) value. Required when NoRequestingPartyIDs(1657) &gt; 0. Constant value" offset="5" semanticType="char"/>
            <field name="RequestingPartyRole" id="1660" type="CHAR" description="Identifies the type or role of the RequestingPartyID(1658) specified. Constant value" offset="6" semanticType="char"/>
        </group>
        <group name="NoPartyIDs" id="453" description="Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries. Applicable only if specific PartyDetailsDefinitions are being requested otherwise set to 0" blockLength="11" dimensionType="groupSize">
            <field name="PartyID" id="448" type="uInt64" description="Required if NoPartyIDs(453) &gt; 0. Identification of the PartyDetailsListRequestID of PartyDetailsDefinitionRequestAck" offset="0" semanticType="int"/>
            <field name="PartyIDSource" id="447" type="CHAR" description="Required if NoPartyIDs(453) &gt; 0. Used to identify classification source. Constant value" offset="8" semanticType="char"/>
            <field name="PartyRole" id="452" type="uInt16" description="Required if NoPartyIDs(453) &gt; 0. Identifies the type of PartyID(448)" offset="9" semanticType="int"/>
        </group>
    </ns2:message>
    <ns2:message name="PartyDetailsListReport538" id="538" description="PartyDetailsListReport" blockLength="93" semanticType="CG">
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="0" semanticType="int"/>
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID used to establish the connection" offset="4" semanticType="int"/>
        <field name="AvgPxGroupID" id="1731" type="String20" description="Used by submitting firm to group trades being allocated into an average price group; The trades in average price group will be used to calculate an average price for the group" offset="12" semanticType="String"/>
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="The unique identifier of the PartyDetailsDefinitionRequest(35=CX) message used to create the PartyDetailsDefinition" offset="32" semanticType="int"/>
        <field name="PartyDetailsListReportID" id="1510" type="uInt64" description="Refers to the unique identifier of the PartyDetailsListRequest(35=CF) message used to request this PartyDetailsListReport" offset="40" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="48" semanticType="int"/>
        <field name="SelfMatchPreventionID" id="2362" type="uInt64NULL" description="Identifies an order or trade that should not be matched to an opposite order or trade if both buy and sell orders for the same asset contain the same SelfMatchPreventionID (2362) and submitted by the same firm" offset="56" semanticType="int"/>
        <field name="TotNumParties" id="1512" type="uInt16" description="Indicates total number of PartyDetailsListReports being returned in response to PartyDetailsListRequest" offset="64" semanticType="int"/>
        <field name="RequestResult" id="1511" type="ReqResult" description="Status of party details list request" offset="66" semanticType="int"/>
        <field name="LastFragment" id="893" type="BooleanFlag" description="Indicates whether the message is the last message in a sequence of messages to support fragmentation" offset="67" semanticType="int"/>
        <field name="CustOrderCapacity" id="582" type="CustOrderCapacity" description="Capacity of customer placing the order; Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission)" offset="68" semanticType="int"/>
        <field name="ClearingAccountType" id="1816" type="ClearingAcctType" description="Designates the account type to be used for the order when submitted to clearing" offset="69" semanticType="int"/>
        <field name="SelfMatchPreventionInstruction" id="8000" type="SMPI" description="Used to act upon the outcome when a self-match is detected and an order is prevented from trading against another order with the same SelfMatchPreventionID (Tag 2362), N=Cancel newest signifies that incoming order is cancelled, O=Cancel Oldest signifies that the resting order is cancelled. Absence of this field (with Tag 2362) is interpreted as cancel oldest" offset="70" semanticType="char"/>
        <field name="AvgPxIndicator" id="819" type="AvgPxInd" description="Average pricing indicator" offset="71" semanticType="int"/>
        <field name="ClearingTradePriceType" id="1598" type="SLEDS" description="Indicates to recipient whether trade is clearing at execution prices LastPx (tag 31) or alternate clearing price (prior day settlement price)" offset="72" semanticType="int"/>
        <field name="CmtaGiveupCD" id="9708" type="CmtaGiveUpCD" description="Indicates if the order is a give-up or SGX offset" offset="73" semanticType="char"/>
        <field name="CustOrderHandlingInst" id="1031" type="CustOrdHandlInst" description="Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer. Defines source of the order" offset="74" semanticType="char"/>
        <field name="Executor" id="5290" type="uInt64NULL" description="Will be populated with a short code for the person or algo identified in FIX tag 5392 which will be mapped to National ID or Algo at reporting time" offset="75" semanticType="int"/>
        <field name="IDMShortCode" id="36023" type="uInt64NULL" description="Represents the Investment Decision Maker Short Code" offset="83" semanticType="int"/>
        <field name="PossRetransFlag" id="9765" type="BooleanFlag" description="Flags message as possible retransmission. This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses" offset="91" semanticType="int"/>
        <field name="SplitMsg" id="9553" type="SplitMsg" description="Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2). If absent then the message was not delayed and was neither split nor received out of order" offset="92" semanticType="int"/>
        <group name="NoPartyDetails" id="1671" description="Number of party details. More than one occurrence of the same party role is not allowed and will be rejected" blockLength="22" dimensionType="groupSize">
            <field name="PartyDetailID" id="1691" type="String20Req" description="The identification of the party. Required when NoPartyDetails(1671) &gt; 0" offset="0" semanticType="String"/>
            <field name="PartyDetailIDSource" id="1692" type="PartyIDSource" description="Used to identify source of PartyDetailID value. Required when NoPartyDetails(1671) &gt; 0. Constant value of &quot;C&quot;" semanticType="char"/>
            <field name="PartyDetailRole" id="1693" type="PartyDetailRole" description="Identifies the type of PartyDetailID. Required when NoPartyDetails(1671) &gt; 0" offset="20" semanticType="int"/>
        </group>
        <group name="NoTrdRegPublications" id="2668" description="Number of regulatory publication rules in repeating group. Should always be &quot;1&quot; if being used otherwise set to 0" blockLength="2" sinceVersion="2" dimensionType="groupSize">
            <field name="TrdRegPublicationType" id="2669" type="uInt8" description="Specifies the type of regulatory trade publication. Additional reasons for the publication type will be specified in TrdRegPublicationReason (2670). 2=Exempt from Publication. There are allowable exemptions for the post-trade publication of trade transactions" offset="0" semanticType="int"/>
            <field name="TrdRegPublicationReason" id="2670" type="uInt8" description="Additional reason for trade publication type specified in TrdRegPublicationType (2669). Reasons may be specific to regulatory trade publication rules. 12=Exempted due to European System of Central Banks (ESCB) policy transaction" offset="1" semanticType="int"/>
        </group>
    </ns2:message>
    <ns2:message name="ExecutionAck539" id="539" description="ExecutionAck" blockLength="101" semanticType="BN">
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message" offset="0" semanticType="int"/>
        <field name="OrderID" id="37" type="uInt64" description="Order ID of the problem execution" offset="8" semanticType="int"/>
        <field name="ExecAckStatus" id="1036" type="ExecAckStatus" description="Indicates the status of the execution acknowledgement" offset="16" semanticType="int"/>
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="17" semanticType="int"/>
        <field name="ClOrdID" id="11" type="String20Req" description="CIOrdID of the problem execution" offset="21" semanticType="String"/>
        <field name="SecExecID" id="527" type="uInt64" description="The binary trade number (Tag 1797) being accepted or rejected from the original fill " offset="41" semanticType="int"/>
        <field name="LastPx" id="31" type="PRICE9" description="Price of this fill" offset="49" semanticType="Price"/>
        <field name="SecurityID" id="48" type="Int32" description="Security ID as defined by CME. For the security ID list, see the security definition messages." offset="57" semanticType="int"/>
        <field name="LastQty" id="32" type="uInt32" description="Quantity of shares bought/sold on this fill" offset="61" semanticType="int"/>
        <field name="DKReason" id="127" type="DKReason" description="Reason for execution rejection" offset="65" semanticType="char"/>
        <field name="Side" id="54" type="SideReq" description="Order side" offset="66" semanticType="int"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="67" sinceVersion="4" semanticType="String"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="87" sinceVersion="5" semanticType="int"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="95" sinceVersion="5" semanticType="String"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if the message was initially received manually (as opposed to electronically) " offset="100" sinceVersion="5" semanticType="int"/>
    </ns2:message>
    <ns2:message name="RequestForQuote543" id="543" description="RequestForQuote" blockLength="55" semanticType="R">
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message" offset="0" semanticType="int"/>
        <field name="QuoteReqID" id="131" type="uInt64" description="Unique identifier for quote request message" offset="8" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if the message was initially received manually (as opposed to electronically)" offset="16" semanticType="int"/>
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="17" semanticType="int"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="21" semanticType="String"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="41" semanticType="int"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="49" semanticType="String"/>
        <field name="QuoteType" id="537" type="QuoteTyp" description="Type of quote requested " offset="54" semanticType="int"/>
        <group name="NoRelatedSym" id="146" description="Specifies the number of repeating symbols specified." blockLength="9" dimensionType="groupSize">
            <field name="SecurityID" id="48" type="Int32" description="Instrument identifier" offset="0" semanticType="int"/>
            <field name="OrderQty" id="38" type="uInt32NULL" description="RFQ quantity" offset="4" semanticType="int"/>
            <field name="Side" id="54" type="RFQSide" description="RFQ side" offset="8" semanticType="int"/>
        </group>
    </ns2:message>
    <ns2:message name="NewOrderCross544" id="544" description="NewOrderCross" blockLength="74" semanticType="c">
        <field name="CrossID" id="548" type="uInt64" description="Identifier for a cross order. Must be unique during a given trading day" offset="0" semanticType="int"/>
        <field name="OrderRequestID" id="2422" type="uInt64" description="Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on the ExecutionReport representing the response" offset="8" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if the message was initially received manually (as opposed to electronically)" offset="16" semanticType="int"/>
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="17" semanticType="int"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="21" semanticType="String"/>
        <field name="OrdType" id="40" type="CrossOrderType" description="Only limit order supported. Constant value" semanticType="char"/>
        <field name="CrossType" id="549" type="CrossType" description="Constant. A cross order which is executed on one side with any unfilled quantity remaining active" semanticType="char"/>
        <field name="CrossPrioritization" id="550" type="CrossPrioritization" description="Constant. Indicates if one side or the other of a cross order should be prioritized" semanticType="char"/>
        <field name="Price" id="44" type="PRICE9" description="Conditionally required when OrdType (40) = 2 (Limit)" offset="41" semanticType="Price"/>
        <field name="TransBkdTime" id="483" type="uInt64" description="For derivatives a date and time stamp to indicate when this order was booked with the agent prior to submission to the exchange. Indicates the time at which the order was finalized between the buyer and seller prior to submission. Expressed as nanoseconds since epoch time " offset="49" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="57" semanticType="int"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="65" semanticType="String"/>
        <field name="SecurityID" id="48" type="Int32" description="Instrument identifier" offset="70" semanticType="int"/>
        <group name="NoSides" id="552" description="Number of Side repeating group instances " blockLength="34" dimensionType="groupSize">
            <field name="ClOrdID" id="11" type="String20Req" description="Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field" offset="0" semanticType="String"/>
            <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message" offset="20" semanticType="int"/>
            <field name="OrderQty" id="38" type="uInt32" description="Order quantity. Must be the same for both sides." offset="28" semanticType="int"/>
            <field name="Side" id="54" type="SideReq" description="Side of order" offset="32" semanticType="int"/>
            <field name="SideTimeInForce" id="962" type="SideTimeInForce" description="Indicates how long the order as specified in the side stays in effect. SideTimeInForce allows a two-sided cross order to specify order behavior separately for each side. Defaults to Day if absent." offset="33" semanticType="int"/>
        </group>
    </ns2:message>
    <ns2:message name="MassQuoteAck545" id="545" description="MassQuoteAck" blockLength="350" semanticType="b">
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="0" semanticType="int"/>
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID used to establish the connection" offset="4" semanticType="int"/>
        <field name="Text" id="58" type="String256" description="Reject reason details. Will be used only for descriptive rejects" offset="12" semanticType="String"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="268" semanticType="String"/>
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip of what was submitted on inbound message" offset="288" semanticType="int"/>
        <field name="RequestTime" id="5979" type="uInt64" description="Information carried on a response to convey the time (UTC) when the request was received by the MSGW application. UTC timestamps are sent in number of nanoseconds since the UNIX epoch with microsecond precision" offset="296" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="304" semanticType="int"/>
        <field name="QuoteReqID" id="131" type="uInt64NULL" description="Conditionally present when MassQuote was sent in response to RequestForQuote" offset="312" semanticType="int"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="320" semanticType="String"/>
        <field name="QuoteID" id="117" type="uInt32" description="Unique identifier for mass quote populated by the client system" offset="325" semanticType="int"/>
        <field name="QuoteRejectReason" id="300" type="uInt16NULL" description="Contains reason (error code) the corresponding MassQuote message has been rejected. When this tag is returned, all quotes in the corresponding Mass Quote message are rejected." offset="329" semanticType="int"/>
        <field name="DelayDuration" id="5904" type="uInt16NULL" description="Not being used currently" offset="331" semanticType="int"/>
        <field name="QuoteStatus" id="297" type="QuoteAckStatus" description="Identifies the status of the quote acknowledgement." offset="333" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if the message was initially received manually (as opposed to electronically)" offset="334" semanticType="int"/>
        <field name="NoProcessedEntries" id="9772" type="uInt8" description="Number of quotes that have been accepted from the corresponding inbound message" offset="335" semanticType="int"/>
        <field name="MMProtectionReset" id="9773" type="BooleanFlag" description="When market maker protection is triggered then Falcon will not accept any new quotes from the market maker for that product group until it receives a mass quote message with the MMProtectionReset flag set to Y" offset="336" semanticType="int"/>
        <field name="SplitMsg" id="9553" type="SplitMsg" description="Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2). If absent then the message was not delayed and was neither split nor received out of order" offset="337" semanticType="int"/>
        <field name="LiquidityFlag" id="9373" type="BooleanNULL" description="Represents the market making MiFID obligation reporting" offset="338" semanticType="int"/>
        <field name="ShortSaleType" id="5409" type="ShortSaleType" description="Indicates the type of short sale. Will not be used for Buy orders but Sell orders should have this tag populated for MiFID" offset="339" semanticType="int"/>
        <field name="TotNoQuoteEntries" id="304" type="uInt8NULL" description="Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Required if NoQuoteEntries &gt; 0. Since fragmentation is not supported in practice this will always be equal to the value of NoQuoteEntries." offset="340" semanticType="int"/>
        <field name="PossRetransFlag" id="9765" type="BooleanFlag" description="Flags message as possible retransmission. This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses" offset="341" sinceVersion="2" semanticType="int"/>
        <field name="DelayToTime" id="7552" type="uInt64NULL" description="Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a result of being out of order due to TCP retransmission (9553=1) or as a result of being queued behind a split message (9553=2). Represented as number of nanoseconds in unix epoch format (since Jan 1, 1970). Subtracting this number from FIFO time will represent original received time of delayed message" offset="342" sinceVersion="4" semanticType="int"/>
        <group name="NoQuoteEntries" id="295" description="The number of quoute entries for a quote set." blockLength="11" dimensionType="groupSize">
            <field name="QuoteEntryID" id="299" type="uInt32" description="Unique identifier for a quote. The QuoteEntryID stays with the quote as a static identifier even if the quote is updated. For fills this value is transposed into client order ID (tag 11)" offset="0" semanticType="int"/>
            <field name="SecurityID" id="48" type="Int32" description="Unique instrument ID " offset="4" semanticType="int"/>
            <field name="QuoteSetID" id="302" type="uInt16" description="Unique id for the Quote Set" offset="8" semanticType="int"/>
            <field name="QuoteEntryRejectReason" id="368" type="uInt8" description="Reason (error code) quote has been rejected" offset="10" semanticType="int"/>
        </group>
    </ns2:message>
    <ns2:message name="RequestForQuoteAck546" id="546" description="RequestForQuoteAck" blockLength="358" semanticType="b">
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="0" semanticType="int"/>
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID used to establish the connection" offset="4" semanticType="int"/>
        <field name="Text" id="58" type="String256" description="Reject reason details. Will be used only for descriptive rejects" offset="12" semanticType="String"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="268" semanticType="String"/>
        <field name="ExchangeQuoteReqID" id="9770" type="String17" description="CME Globex generated QuoteID " offset="288" semanticType="String"/>
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip of what was submitted on inbound message" offset="305" semanticType="int"/>
        <field name="RequestTime" id="5979" type="uInt64" description="Information carried on a response to convey the time (UTC) when the request was received by the MSGW application. UTC timestamps are sent in number of nanoseconds since the UNIX epoch with microsecond precision" offset="313" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="321" semanticType="int"/>
        <field name="QuoteReqID" id="131" type="uInt64" description="Unique identifier for quote request message" offset="329" semanticType="int"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="337" semanticType="String"/>
        <field name="QuoteRejectReason" id="300" type="uInt16NULL" description="Contains reason (error code) the corresponding RequestForQuote message has been rejected" offset="342" semanticType="int"/>
        <field name="DelayDuration" id="5904" type="uInt16NULL" description="Not being used currently" offset="344" semanticType="int"/>
        <field name="QuoteStatus" id="297" type="QuoteAckStatus" description="Identifies the status of the quote acknowledgement." offset="346" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if the message was initially received manually (as opposed to electronically) " offset="347" semanticType="int"/>
        <field name="SplitMsg" id="9553" type="SplitMsg" description="Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2). If absent then the message was not delayed and was neither split nor received out of order" offset="348" semanticType="int"/>
        <field name="PossRetransFlag" id="9765" type="BooleanFlag" description="Flags message as possible retransmission. This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses" offset="349" sinceVersion="2" semanticType="int"/>
        <field name="DelayToTime" id="7552" type="uInt64NULL" description="Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a result of being out of order due to TCP retransmission (9553=1) or as a result of being queued behind a split message (9553=2). Represented as number of nanoseconds in unix epoch format (since Jan 1, 1970). Subtracting this number from FIFO time will represent original received time of delayed message" offset="350" sinceVersion="4" semanticType="int"/>
    </ns2:message>
    <ns2:message name="ExecutionReportTradeAddendumOutright548" id="548" description="ExecutionReportTradeAddendumOutright" blockLength="181" semanticType="8">
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="0" semanticType="int"/>
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID used to establish the connection" offset="4" semanticType="int"/>
        <field name="ExecID" id="17" type="String40" description="Unique identifier of execution message as assigned by exchange. Uniqueness will be guaranteed within a single trading day or the life of a multi-day order" offset="12" semanticType="String"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="52" semanticType="String"/>
        <field name="ClOrdID" id="11" type="String20Req" description="Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field" offset="72" semanticType="String"/>
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message" offset="92" semanticType="int"/>
        <field name="LastPx" id="31" type="PRICE9" description="Price of this (last) fill" offset="100" semanticType="Price"/>
        <field name="OrderID" id="37" type="uInt64" description="Unique Order ID" offset="108" semanticType="int"/>
        <field name="TransactTime" id="60" type="uInt64" description="Time the transaction represented by this ExecutionReport (35=8) occurred. Expressed as nanoseconds since epoch time" offset="116" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="124" semanticType="int"/>
        <field name="SecExecID" id="527" type="uInt64" description="Unique identifier that allows linking between spread summary fill notice with leg fill notice and trade cancel messages. Trade correction of previously executed trade will assign a new value" offset="132" semanticType="int"/>
        <field name="OrigSecondaryExecutionID" id="9703" type="uInt64NULL" description="Unique identifier of the fill which is being corrected" offset="140" semanticType="int"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="148" semanticType="String"/>
        <field name="SecurityID" id="48" type="Int32" description="Security ID as defined by CME. For the security ID list, see the security definition messages." offset="153" semanticType="int"/>
        <field name="LastQty" id="32" type="uInt32" description="Quantity of shares bought/sold on this (last) fill" offset="157" semanticType="int"/>
        <field name="SideTradeID" id="1506" type="uInt32" description="The unique ID assigned to the trade once it is received or matched by the exchange" offset="161" semanticType="int"/>
        <field name="OrigSideTradeID" id="1507" type="uInt32NULL" description="Refers back to the unique ID assigned to the corrected trade" offset="165" semanticType="int"/>
        <field name="TradeDate" id="75" type="LocalMktDate" description="Indicates date of trading day (expressed in local time at place of trade)." offset="169" semanticType="LocalMktDate"/>
        <field name="OrdStatus" id="39" type="OrdStatusTrdCxl" description="Identifies status of order as trade cancellation or correction" offset="171" semanticType="char"/>
        <field name="ExecType" id="150" type="ExecTypTrdCxl" description="Describes the specific ExecutionRpt as trade cancellation or correction" offset="172" semanticType="char"/>
        <field name="Side" id="54" type="SideReq" description="Order side" offset="173" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if the order was initially received manually (as opposed to electronically)" offset="174" semanticType="int"/>
        <field name="PossRetransFlag" id="9765" type="BooleanFlag" description="Flags message as possible retransmission. This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses" offset="175" semanticType="int"/>
        <field name="ExecInst" id="18" type="ExecInst" description="Instructions for order handling on exchange. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space" offset="176" semanticType="MultipleCharValue"/>
        <field name="ExecutionMode" id="5906" type="ExecMode" description="Identifies whether the order should be treated as passive (will not match when entered) or aggressive (could match when entered)" offset="177" semanticType="char"/>
        <field name="LiquidityFlag" id="9373" type="BooleanNULL" description="Represents the market making MiFID obligation reporting of the first order belonging to the trader in this event for whom the summary is being reported" offset="178" semanticType="int"/>
        <field name="ManagedOrder" id="6881" type="BooleanNULL" description="Boolean: flags a managed order" offset="179" semanticType="int"/>
        <field name="ShortSaleType" id="5409" type="ShortSaleType" description="Indicates the type of short sale. Will not be used for Buy orders but Sell orders should have this tag populated for MiFID" offset="180" semanticType="int"/>
        <group name="NoFills" id="1362" description="Specifies the number of fill reasons included in this Execution Report" blockLength="15" dimensionType="groupSize">
            <field name="FillPx" id="1364" type="PRICE9" description="Price of this fill reason or allocation. Required if NoFills(1362) &gt; 0. Same as LastPx(31)" offset="0" semanticType="Price"/>
            <field name="FillQty" id="1365" type="uInt32" description="Quantity bought/sold for this fill reason" offset="8" semanticType="int"/>
            <field name="FillExecID" id="1363" type="String2" description="Used as an identifier for each fill reason or allocation reported in single Execution Report. Required if NoFills(1362) &gt; 0. Append FillExecID with ExecID to derive unique identifier for each fill reason or allocation" offset="12" semanticType="String"/>
            <field name="FillYieldType" id="1622" type="uInt8" description="Enumeration of the Fill Reason field using Integer. This identifies the type of match algorithm" offset="14" semanticType="int"/>
        </group>
        <group name="NoOrderEvents" id="1795" description="Number of fills which comprise fill quantity" blockLength="27" dimensionType="groupSize">
            <field name="OrderEventPx" id="1799" type="PRICE9" description="Refers to the fill price; same as LastPx (Tag 31) " offset="0" semanticType="Price"/>
            <field name="OrderEventText" id="1802" type="String5" description="Will not be present for BrokerTec US; Will be populated with the firm ID of the opposite order for BrokerTec EU bilateral trades" offset="8" semanticType="String"/>
            <field name="OrderEventExecID" id="1797" type="uInt32" description="This is a unique ID which ties together a specific fill between two orders; It will be unique per instrument per day" offset="13" semanticType="int"/>
            <field name="OrderEventQty" id="1800" type="uInt32" description="Refers to the specific fill quantity between this order and the opposite order " offset="17" semanticType="int"/>
            <field name="OrderEventType" id="1796" type="TradeAddendum" description="The type of event affecting an order" offset="21" semanticType="int"/>
            <field name="OrderEventReason" id="1798" type="uInt8" description="Action that caused the event to ocurr. 100=Binary Trade Reporting" offset="22" semanticType="int"/>
            <field name="OriginalOrderEventExecID" id="6555" type="uInt32NULL" description="Contains the previous OrderEventExecID value (Tag 1797) of the trade being adjusted or busted" offset="23" sinceVersion="3" semanticType="int"/>
        </group>
    </ns2:message>
    <ns2:message name="ExecutionReportTradeAddendumSpread549" id="549" description="ExecutionReportTradeAddendumSpread" blockLength="187" semanticType="8">
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="0" semanticType="int"/>
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID used to establish the connection" offset="4" semanticType="int"/>
        <field name="ExecID" id="17" type="String40" description="Unique identifier of execution message as assigned by exchange. Uniqueness will be guaranteed within a single trading day or the life of a multi-day order" offset="12" semanticType="String"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="52" semanticType="String"/>
        <field name="ClOrdID" id="11" type="String20Req" description="Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field" offset="72" semanticType="String"/>
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message" offset="92" semanticType="int"/>
        <field name="LastPx" id="31" type="PRICE9" description="Price of this (last) fill" offset="100" semanticType="Price"/>
        <field name="OrderID" id="37" type="uInt64" description="Unique Order ID" offset="108" semanticType="int"/>
        <field name="TransactTime" id="60" type="uInt64" description="Time the transaction represented by this ExecutionReport (35=8) occurred. Expressed as nanoseconds since epoch time" offset="116" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="124" semanticType="int"/>
        <field name="SecExecID" id="527" type="uInt64" description="Unique identifier that allows linking between spread summary fill notice with leg fill notice and trade cancel messages. Trade correction of previously executed trade will assign a new value" offset="132" semanticType="int"/>
        <field name="OrigSecondaryExecutionID" id="9703" type="uInt64NULL" description="Unique identifier of the fill which is being corrected" offset="140" semanticType="int"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="148" semanticType="String"/>
        <field name="SecurityID" id="48" type="Int32" description="Unique instrument ID " offset="153" semanticType="int"/>
        <field name="MDTradeEntryID" id="37711" type="uInt32" description="Market Data Trade Entry ID" offset="157" semanticType="int"/>
        <field name="LastQty" id="32" type="uInt32" description="Quantity of shares bought/sold on this (last) fill" offset="161" semanticType="int"/>
        <field name="SideTradeID" id="1506" type="uInt32" description="The unique ID assigned to the trade once it is received or matched by the exchange or subsequently corrected" offset="165" semanticType="int"/>
        <field name="OrigSideTradeID" id="1507" type="uInt32NULL" description="Refers back to the unique ID assigned to the original trade being corrected" offset="169" semanticType="int"/>
        <field name="TradeDate" id="75" type="LocalMktDate" description="Indicates date of trading day (expressed in local time at place of trade)." offset="173" semanticType="LocalMktDate"/>
        <field name="OrdStatus" id="39" type="OrdStatusTrdCxl" description="Identifies status of order as trade cancellation or correction" offset="175" semanticType="char"/>
        <field name="ExecType" id="150" type="ExecTypTrdCxl" description="Describes the action that triggered this specific Execution Report and see the OrdStatus (39) tag for the current order status (e.g.,Partially Filled)." offset="176" semanticType="char"/>
        <field name="OrdType" id="40" type="OrderType" description="Order type." offset="177" semanticType="char"/>
        <field name="Side" id="54" type="SideReq" description="Order side" offset="178" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if order was sent manually or generated by automated trading logic" offset="179" semanticType="int"/>
        <field name="PossRetransFlag" id="9765" type="BooleanFlag" description="Flags message as possible retransmission. This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses" offset="180" semanticType="int"/>
        <field name="TotalNumSecurities" id="393" type="uInt8" description="Indicates total number of leg fills for the spread. Will represent total number of ExecutionReportTradeSpreadLeg messages sent for the spread and will be set to 0 when spread leg fills are consolidated with spread fill" offset="181" semanticType="int"/>
        <field name="ExecInst" id="18" type="ExecInst" description="Instructions for order handling on exchange. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space" offset="182" semanticType="MultipleCharValue"/>
        <field name="ExecutionMode" id="5906" type="ExecMode" description="Identifies whether the order should be treated as passive (will not match when entered) or aggressive (could match when entered)" offset="183" semanticType="char"/>
        <field name="LiquidityFlag" id="9373" type="BooleanNULL" description="Represents the market making MiFID obligation reporting" offset="184" semanticType="int"/>
        <field name="ManagedOrder" id="6881" type="BooleanNULL" description="Boolean: flags a managed order" offset="185" semanticType="int"/>
        <field name="ShortSaleType" id="5409" type="ShortSaleType" description="Indicates the type of short sale. Will not be used for Buy orders but Sell orders should have this tag populated for MiFID" offset="186" semanticType="int"/>
        <group name="NoFills" id="1362" description="Specifies the number of fill reasons included in this Execution Report" blockLength="15" dimensionType="groupSize">
            <field name="FillPx" id="1364" type="PRICE9" description="Price of this fill reason or allocation. Required if NoFills(1362) &gt; 0. Same as LastPx(31)" offset="0" semanticType="Price"/>
            <field name="FillQty" id="1365" type="uInt32" description="Quantity bought/sold for this fill reason" offset="8" semanticType="int"/>
            <field name="FillExecID" id="1363" type="String2" description="Used as an identifier for each fill reason or allocation reported in single Execution Report. Required if NoFills(1362) &gt; 0. Append FillExecID with ExecID to derive unique identifier for each fill reason or allocation" offset="12" semanticType="String"/>
            <field name="FillYieldType" id="1622" type="uInt8" description="Enumeration of the Fill Reason field using Integer. This identifies the type of match algorithm" offset="14" semanticType="int"/>
        </group>
        <group name="NoLegs" id="555" description="Number of legs (repeating groups)." blockLength="41" dimensionType="groupSize">
            <field name="LegExecID" id="1893" type="uInt64" description="Refers to the Exec ID (Tag 17) of the leg execution being reported." offset="0" semanticType="int"/>
            <field name="LegLastPx" id="637" type="PRICE9" description="Execution price assigned to a leg of a multileg instrument" offset="8" semanticType="Price"/>
            <field name="LegExecRefID" id="1901" type="uInt64NULL" description="The original ExecID(17) value corresponding to trade leg which is being corrected" offset="16" semanticType="int"/>
            <field name="LegTradeID" id="1894" type="uInt32" description="The TradeID value corresponding to a trade leg" offset="24" semanticType="int"/>
            <field name="LegTradeRefID" id="39023" type="uInt32NULL" description="Refers to the original LegTradeID of the leg trade being corrected" offset="28" semanticType="int"/>
            <field name="LegSecurityID" id="602" type="Int32" description="Unique instrument ID for the leg." offset="32" semanticType="int"/>
            <field name="LegLastQty" id="1418" type="uInt32" description="Fill quantity for the leg instrument" offset="36" semanticType="int"/>
            <field name="LegSide" id="624" type="SideReq" description="The side of the leg for this repeating group." offset="40" semanticType="int"/>
        </group>
        <group name="NoOrderEvents" id="1795" description="Number of fills which comprise fill quantity" blockLength="27" dimensionType="groupSize">
            <field name="OrderEventPx" id="1799" type="PRICE9" description="Refers to the fill price; same as LastPx (Tag 31) " offset="0" semanticType="Price"/>
            <field name="OrderEventText" id="1802" type="String5" description="Will not be present for BrokerTec US; Will be populated with the firm ID of the opposite order for BrokerTec EU bilateral trades" offset="8" semanticType="String"/>
            <field name="OrderEventExecID" id="1797" type="uInt32" description="This is a unique ID which ties together a specific fill between two orders; It will be unique per instrument per day" offset="13" semanticType="int"/>
            <field name="OrderEventQty" id="1800" type="uInt32" description="Refers to the specific fill quantity between this order and the opposite order " offset="17" semanticType="int"/>
            <field name="OrderEventType" id="1796" type="TradeAddendum" description="The type of event affecting an order" offset="21" semanticType="int"/>
            <field name="OrderEventReason" id="1798" type="uInt8" description="Action that caused the event to ocurr" offset="22" semanticType="int"/>
            <field name="OriginalOrderEventExecID" id="6555" type="uInt32NULL" description="Contains the previous OrderEventExecID value (Tag 1797) of the trade being adjusted or busted" offset="23" sinceVersion="3" semanticType="int"/>
        </group>
    </ns2:message>
    <ns2:message name="ExecutionReportTradeAddendumSpreadLeg550" id="550" description="ExecutionReportTradeAddendumSpreadLeg" blockLength="176" semanticType="8">
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="0" semanticType="int"/>
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID used to establish the connection" offset="4" semanticType="int"/>
        <field name="ExecID" id="17" type="String40" description="Unique identifier of execution message as assigned by exchange. Uniqueness will be guaranteed within a single trading day or the life of a multi-day order" offset="12" semanticType="String"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="52" semanticType="String"/>
        <field name="ClOrdID" id="11" type="String20Req" description="Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field" offset="72" semanticType="String"/>
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message" offset="92" semanticType="int"/>
        <field name="LastPx" id="31" type="PRICE9" description="Price of this (last) fill" offset="100" semanticType="Price"/>
        <field name="OrderID" id="37" type="uInt64" description="Unique identifier for order as assigned by the exchange. Uniqueness is guaranteed within a single trading day across all instruments" offset="108" semanticType="int"/>
        <field name="TransactTime" id="60" type="uInt64" description="Time the transaction represented by this ExecutionReport (35=8) occurred. Expressed as nanoseconds since epoch time" offset="116" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="124" semanticType="int"/>
        <field name="SecExecID" id="527" type="uInt64" description="Unique identifier that allows linking between spread summary fill notice with leg fill notice and trade cancel messages. Trade correction of previously executed trade will assign a new value" offset="132" semanticType="int"/>
        <field name="OrigSecondaryExecutionID" id="9703" type="uInt64NULL" description="Unique identifier of the fill which is being corrected" offset="140" semanticType="int"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="148" semanticType="String"/>
        <field name="SecurityID" id="48" type="Int32" description="Security ID as defined by CME. For the security ID list, see the security definition messages" offset="153" semanticType="int"/>
        <field name="LastQty" id="32" type="uInt32" description="Quantity of shares bought/sold on this (last) fill" offset="157" semanticType="int"/>
        <field name="SideTradeID" id="1506" type="uInt32" description="The unique ID assigned to the trade once it is received or matched by the exchange" offset="161" semanticType="int"/>
        <field name="OrigSideTradeID" id="1507" type="uInt32NULL" description="Refers back to the unique ID assigned to the original trade being corrected" offset="165" semanticType="int"/>
        <field name="TradeDate" id="75" type="LocalMktDate" description="Indicates date of trading day (expressed in local time at place of trade)." offset="169" semanticType="LocalMktDate"/>
        <field name="OrdStatus" id="39" type="OrdStatusTrdCxl" description="Identifies status of order as trade cancellation or correction" offset="171" semanticType="char"/>
        <field name="ExecType" id="150" type="ExecTypTrdCxl" description="Describes the specific ExecutionRpt as trade cancellation or correction" offset="172" semanticType="char"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if the message was initially received manually (as opposed to electronically) " offset="173" semanticType="int"/>
        <field name="PossRetransFlag" id="9765" type="BooleanFlag" description="Flags message as possible retransmission. This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses" offset="174" semanticType="int"/>
        <field name="Side" id="54" type="SideReq" description="Order side" offset="175" sinceVersion="5" semanticType="int"/>
        <group name="NoFills" id="1362" description="Specifies the number of fill reasons included in this Execution Report" blockLength="15" dimensionType="groupSize">
            <field name="FillPx" id="1364" type="PRICE9" description="Price of this fill reason or allocation. Required if NoFills(1362) &gt; 0. Same as LastPx(31)" offset="0" semanticType="Price"/>
            <field name="FillQty" id="1365" type="uInt32" description="Quantity bought/sold for this fill reason" offset="8" semanticType="int"/>
            <field name="FillExecID" id="1363" type="String2" description="Used as an identifier for each fill reason or allocation reported in single Execution Report. Required if NoFills(1362) &gt; 0. Append FillExecID with ExecID to derive unique identifier for each fill reason or allocation" offset="12" semanticType="String"/>
            <field name="FillYieldType" id="1622" type="uInt8" description="Enumeration of the Fill Reason field using Integer. This identifies the type of match algorithm" offset="14" semanticType="int"/>
        </group>
        <group name="NoOrderEvents" id="1795" description="Number of fills which comprise fill quantity" blockLength="27" dimensionType="groupSize">
            <field name="OrderEventPx" id="1799" type="PRICE9" description="Refers to the fill price; same as LastPx (Tag 31) " offset="0" semanticType="Price"/>
            <field name="OrderEventText" id="1802" type="String5" description="Will not be present for BrokerTec US; Will be populated with the firm ID of the opposite order for BrokerTec EU bilateral trades" offset="8" semanticType="String"/>
            <field name="OrderEventExecID" id="1797" type="uInt32" description="This is a unique ID which ties together a specific fill between two orders; It will be unique per instrument per day" offset="13" semanticType="int"/>
            <field name="OrderEventQty" id="1800" type="uInt32" description="Refers to the specific fill quantity between this order and the opposite order " offset="17" semanticType="int"/>
            <field name="OrderEventType" id="1796" type="TradeAddendum" description="The type of event affecting an order" offset="21" semanticType="int"/>
            <field name="OrderEventReason" id="1798" type="uInt8" description="Action that caused the event to ocurr" offset="22" semanticType="int"/>
            <field name="OriginalOrderEventExecID" id="6555" type="uInt32NULL" description="Contains the previous OrderEventExecID value (Tag 1797) of the trade being adjusted or busted" offset="23" sinceVersion="3" semanticType="int"/>
        </group>
    </ns2:message>
    <ns2:message name="SecurityDefinitionRequest560" id="560" description="SecurityDefinitionRequest" blockLength="71" semanticType="c" sinceVersion="2">
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message" offset="0" semanticType="int"/>
        <field name="SecurityReqID" id="320" type="uInt64" description="Unique identifier for a security definition request. It is incumbent on the market participant to maintain uniqueness" offset="8" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if the order was initially received manually (as opposed to electronically)" offset="16" semanticType="int"/>
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="17" semanticType="int"/>
        <field name="SenderID" id="5392" type="String20" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="21" semanticType="String"/>
        <field name="SecurityReqType" id="321" type="SecurityReqType" description="Type of Security Definition Request. Constant value" semanticType="char"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="41" semanticType="int"/>
        <field name="SecuritySubType" id="762" type="String8Req" description="Identifies specific type of UDS; valid values are COMBO, COVERED and REPO" offset="49" semanticType="String"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="57" semanticType="String"/>
        <field name="StartDate" id="916" type="LocalMktDate" description="Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral" offset="62" semanticType="LocalMktDate"/>
        <field name="EndDate" id="917" type="LocalMktDate" description="End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral" offset="64" semanticType="LocalMktDate"/>
        <field name="MaxNoOfSubstitutions" id="37715" type="uInt8NULL" description="Max number of substitutions allowed. The value of 0 indicates that substitutions are not allowed." offset="66" semanticType="int"/>
        <field name="SourceRepoID" id="5677" type="Int32NULL" description="Represents the source repo instrument on which the new tailor made repo should be modeled on" offset="67" semanticType="int"/>
        <group name="NoLegs" id="555" description="Up to 26 legs (i.e., repeating groups) supported for UDS for options. Up to 40 legs (i.e., repeating groups) supported for UDS for futures. Will be set to 0 for REPO" blockLength="19" dimensionType="groupSize">
            <field name="LegSecurityIDSource" id="603" type="LegSecIDSource" description="Identifies source of tag 602-LegSecurityID value. Constant value" semanticType="char"/>
            <field name="LegPrice" id="566" type="PRICENULL9" description="Price of the futures contract as part of UDS Covered " offset="0" semanticType="Price"/>
            <field name="LegSecurityID" id="602" type="Int32" description="ISIN code, this is the primary tag used to identify the contract and it must be populated with the corresponding tag 48-SecurityID value from the market data 35=d Security Definition message." offset="8" semanticType="int"/>
            <field name="LegOptionDelta" id="1017" type="Decimal32NULL" description="Delta used to calculate the quantity of futures used to cover the option or option strategy." offset="12" semanticType="float"/>
            <field name="LegSide" id="624" type="SideReq" description="The side of the leg for this repeating group." offset="17" semanticType="int"/>
            <field name="LegRatioQty" id="623" type="uInt8NULL" description="Specifies ratio for the instrument defined in this repeating group. Required for any UDS options leg. Optional for Covereds leg" offset="18" semanticType="int"/>
        </group>
    </ns2:message>
    <ns2:message name="SecurityDefinitionResponse561" id="561" description="SecurityDefinitionResponse" blockLength="429" semanticType="d" sinceVersion="2">
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="0" semanticType="int"/>
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID used to establish the connection" offset="4" semanticType="int"/>
        <field name="Text" id="58" type="String256" description="Reject reason details. Will be used only for descriptive rejects" offset="12" semanticType="String"/>
        <field name="FinancialInstrumentFullName" id="2714" type="StringLength35" description="Long name of the instrument for TM Repo" offset="268" semanticType="String"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="303" semanticType="String"/>
        <field name="Symbol" id="55" type="String20" description="Instrument Short Name for TM Repo " offset="323" semanticType="String"/>
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message" offset="343" semanticType="int"/>
        <field name="SecurityReqID" id="320" type="uInt64" description="Unique identifier for a security definition request" offset="351" semanticType="int"/>
        <field name="SecurityResponseID" id="322" type="uInt64" description="Unique ID of a SecurityDefinition message" offset="359" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="367" semanticType="int"/>
        <field name="SecurityGroup" id="1151" type="StringLength6" description="Security Group Code.  This tag was previously used as Product Code. An exchange specific code assigned to a group of related securities, which are concurrently affected by market events. " offset="375" semanticType="String"/>
        <field name="SecurityType" id="167" type="StringLength6" description="Indicates type of security" offset="381" semanticType="String"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="387" semanticType="String"/>
        <field name="SecurityID" id="48" type="Int32NULL" description="Unique instrument ID " offset="392" semanticType="int"/>
        <field name="Currency" id="15" type="String3" description="Identifies the currency for the price" offset="396" semanticType="String"/>
        <field name="SecurityIDSource" id="22" type="SecurityIDSource" description="Identifies class or source of the SecurityID (Tag 48) value. Constant value" semanticType="char"/>
        <field name="MaturityMonthYear" id="200" type="MaturityMonthYear" description="Instrument expiration; earliest leg maturity in the options strategy " offset="399" semanticType="MonthYear"/>
        <field name="DelayDuration" id="5904" type="uInt16NULL" description="Not being used currently" offset="404" semanticType="int"/>
        <field name="StartDate" id="916" type="LocalMktDate" description="Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral" offset="406" semanticType="LocalMktDate"/>
        <field name="EndDate" id="917" type="LocalMktDate" description="nd date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral" offset="408" semanticType="LocalMktDate"/>
        <field name="MaxNoOfSubstitutions" id="37715" type="uInt8NULL" description="Max number of substitutions allowed. The value of 0 indicates that substitutions are not allowed." offset="410" semanticType="int"/>
        <field name="SourceRepoID" id="5677" type="Int32NULL" description="Represents the source repo instrument on which the new tailor made repo should be modeled on" offset="411" semanticType="int"/>
        <field name="TerminationType" id="788" type="String8" description="Represents the term code" offset="415" sinceVersion="3" semanticType="String"/>
        <field name="SecurityResponseType" id="323" type="SecRspTyp" description="Type of security definition message response. " offset="423" semanticType="int"/>
        <field name="UserDefinedInstrument" id="9779" type="UDI" description="Identifies user-defined instruments. Constant value" semanticType="char"/>
        <field name="ExpirationCycle" id="827" type="ExpCycle" description="For tag 827-ExpirationCycle=2, instrument expires as indicated in market data Security Definition (tag 35-MsgType=d) repeating block:  Tag 865-EventType=7 (Last Eligible Trade Date) Tag 1145-EventTime" offset="424" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if the order was initially received manually (as opposed to electronically)" offset="425" semanticType="int"/>
        <field name="SplitMsg" id="9553" type="SplitMsg" description="Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2). If absent then the message was not delayed and was neither split nor received out of order" offset="426" semanticType="int"/>
        <field name="AutoQuoteRequest" id="9776" type="BooleanFlag" description="Boolean flag (0/1) to automatically send a quote request message following the security definition (35=d) message." offset="427" semanticType="int"/>
        <field name="PossRetransFlag" id="9765" type="BooleanFlag" description="Flags message as possible retransmission. This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses" offset="428" semanticType="int"/>
        <group name="NoLegs" id="555" description="Number of legs (repeating groups)." blockLength="19" dimensionType="groupSize">
            <field name="LegPrice" id="566" type="PRICENULL9" description="Price for a futures leg of a covered " offset="0" semanticType="Price"/>
            <field name="LegOptionDelta" id="1017" type="Decimal32NULL" description="Delta used to calculate the quantity of futures used to cover the option or option strategy.For a covered option outright instrument, must be between +0.01 and +1.00. For a covered option spread instrument, must be between +0.01 and +40.00" offset="8" semanticType="float"/>
            <field name="LegSecurityIDSource" id="603" type="LegSecIDSource" description="Identifies class or source of the tag 602-LegSecurityID value. Constant value" semanticType="char"/>
            <field name="LegSecurityID" id="602" type="Int32" description="Unique instrument ID for the leg." offset="13" semanticType="int"/>
            <field name="LegSide" id="624" type="SideReq" description="For Covereds, must be present for option repeating group and must = 1 (buy). For Covereds, must be present for future repeating group as well. For Combos, the first instrument in the repeating group must = 1 (buy). All UDS contract are defined from the buy side perspective (i.e. buying the spread)." offset="17" semanticType="int"/>
            <field name="LegRatioQty" id="623" type="uInt8NULL" description="Specifies ratio for the instrument defined in this repeating group. Required for any UDS options leg. Optional for Covereds leg" offset="18" semanticType="int"/>
        </group>
    </ns2:message>
    <ns2:message name="OrderMassActionReport562" id="562" description="OrderMassActionReport" blockLength="114" semanticType="BZ" sinceVersion="5">
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="0" semanticType="int"/>
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID used to establish the connection" offset="4" semanticType="int"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="12" semanticType="String"/>
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip of what was submitted on inbound message" offset="32" semanticType="int"/>
        <field name="TransactTime" id="60" type="uInt64" description="Time of execution/order creation; expressed in UTC." offset="40" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="48" semanticType="int"/>
        <field name="OrderRequestID" id="2422" type="uInt64" description="OrderRequestID used to identify an OrderMassActionRequest and echo the value on the corresponding OrderMassActionReport" offset="56" semanticType="int"/>
        <field name="MassActionReportID" id="1369" type="uInt64" description="Unique ID of Order Mass Action Report as assigned by CME. If fragmented then all messages must have the same value." offset="64" semanticType="int"/>
        <field name="MassActionType" id="1373" type="MassAction" description="Specifies the type of action requested. Constant value " semanticType="char"/>
        <field name="SecurityGroup" id="1151" type="StringLength6" description="Specifies the Product Group for which working orders should be cancelled. Conditionally present if MassActionScope=Product Group (Tag1374=10)." offset="72" semanticType="String"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="78" semanticType="String"/>
        <field name="SecurityID" id="48" type="Int32NULL" description="Conditionally present if MassActionScope=Instrument (Tag 1374=1)" offset="83" semanticType="int"/>
        <field name="DelayDuration" id="5904" type="uInt16NULL" description="Not being used currently" offset="87" semanticType="int"/>
        <field name="MassActionResponse" id="1375" type="MassActionResponse" description="Specifies the action taken by CME when it received the Order Mass Action Request." offset="89" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if the order was initially received manually (as opposed to electronically)" offset="90" semanticType="int"/>
        <field name="MassActionScope" id="1374" type="MassActionScope" description="Specifies the scope of the action  " offset="91" semanticType="int"/>
        <field name="TotalAffectedOrders" id="533" type="uInt32" description="Total number of orders affected by the Order Mass  Action Request. Will be returned as zero for rejects or if request is accepted but no orders could be cancelled. If fragmented then this is the sum of NoAffectedOrders across all messages with the same MassActionReportID. Otherwise will have same value as NoAffectedOrders when one or more orders is cancelled." offset="92" semanticType="int"/>
        <field name="LastFragment" id="893" type="BooleanFlag" description="Indicates whether the message is the last message in a sequence of messages to support fragmentation" offset="96" semanticType="int"/>
        <field name="MassActionRejectReason" id="1376" type="uInt8NULL" description="Reason Order Mass Action Request was rejected. Required if Mass Action Response=0." offset="97" semanticType="int"/>
        <field name="MarketSegmentID" id="1300" type="uInt8NULL" description="Specifies the market segment (physical match engine partition) for which working orders should be cancelled. Conditionally present if MassActionScope=Market Segment (Tag 1374=9)" offset="98" semanticType="int"/>
        <field name="MassCancelRequestType" id="6115" type="MassCxlReqTyp" description="If present specifies the scope of the OrderMassActionRequest within the context of Session and Firm. If absent then all orders belonging to Session and Firm combination will be cancelled for specified MassActionScope" offset="99" semanticType="int"/>
        <field name="Side" id="54" type="SideNULL" description="f provided then only orders belonging to one side will be cancelled. If absent then orders belonging to both sides will be cancelled" offset="100" semanticType="int"/>
        <field name="OrdType" id="40" type="MassActionOrdTyp" description="If provided then only orders of this type will be cancelled. If absent then all order types will be cancelled" offset="101" semanticType="char"/>
        <field name="TimeInForce" id="59" type="MassCancelTIF" description="If provided then only orders with this qualifier will be cancelled. If absent then all Day &amp; GT orders will be cancelled" offset="102" semanticType="int"/>
        <field name="SplitMsg" id="9553" type="SplitMsg" description="Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2). If absent then the message was not delayed and was neither split nor received out of order" offset="103" semanticType="int"/>
        <field name="LiquidityFlag" id="9373" type="BooleanNULL" description="Represents the market making MiFID obligation reporting" offset="104" semanticType="int"/>
        <field name="PossRetransFlag" id="9765" type="BooleanFlag" description="Flags message as possible retransmission. This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses" offset="105" semanticType="int"/>
        <field name="DelayToTime" id="7552" type="uInt64NULL" description="Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a result of being out of order due to TCP retransmission (9553=1) or as a result of being queued behind a split message (9553=2). Represented as number of nanoseconds in unix epoch format (since Jan 1, 1970). Subtracting this number from FIFO time will represent original received time of delayed message" offset="106" semanticType="int"/>
        <group name="NoAffectedOrders" id="534" description="Total number of order identifiers affected by the OrderMass Action Request. Only used if orders could actually be cancelled otherwise will be set to zero. Must be followed by OrigCIOrdID" blockLength="32" dimensionType="groupSize">
            <field name="OrigCIOrdID" id="41" type="String20Req" description="Contains the ClOrd of the cancelled order" offset="0" semanticType="String"/>
            <field name="AffectedOrderID" id="535" type="uInt64" description="Order ID of an order cancelled by a mass action request." offset="20" semanticType="int"/>
            <field name="CxlQuantity" id="84" type="uInt32" description="Total quantity cancelled for this order." offset="28" semanticType="int"/>
        </group>
    </ns2:message>
    <ns2:message name="QuoteCancelAck563" id="563" description="QuoteCancelAck" blockLength="351" semanticType="b" sinceVersion="5">
        <field name="SeqNum" id="9726" type="uInt32" description="Sequence number as assigned to message" offset="0" semanticType="int"/>
        <field name="UUID" id="39001" type="uInt64" description="Matches Establish.UUID used to establish the connection" offset="4" semanticType="int"/>
        <field name="Text" id="58" type="String256" description="Reject reason details. Will be used only for descriptive rejects" offset="12" semanticType="String"/>
        <field name="SenderID" id="5392" type="String20Req" description="Operator ID. Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform" offset="268" semanticType="String"/>
        <field name="PartyDetailsListReqID" id="1505" type="uInt64" description="The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip of what was submitted on inbound message" offset="288" semanticType="int"/>
        <field name="RequestTime" id="5979" type="uInt64" description="Information carried on a response to convey the time (UTC) when the request was received by the MSGW application. UTC timestamps are sent in number of nanoseconds since the UNIX epoch with microsecond precision" offset="296" semanticType="int"/>
        <field name="SendingTimeEpoch" id="5297" type="uInt64" description="Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970." offset="304" semanticType="int"/>
        <field name="CancelledSymbol" id="9774" type="StringLength6" description="Instrument Group cancelled for a Quote Cancel acknowledgement." offset="312" semanticType="String"/>
        <field name="Location" id="9537" type="String5Req" description="Text describing sender's location (i.e. geopraphic location and/or desk)" offset="318" semanticType="String"/>
        <field name="QuoteID" id="117" type="uInt32" description="Unique identifier for quote cancel message" offset="323" semanticType="int"/>
        <field name="QuoteRejectReason" id="300" type="uInt16NULL" description="Contains reason (error code) the corresponding QuoteCancel message has been rejected" offset="327" semanticType="int"/>
        <field name="DelayDuration" id="5904" type="uInt16NULL" description="Not being currently used" offset="329" semanticType="int"/>
        <field name="ManualOrderIndicator" id="1028" type="ManualOrdIndReq" description="Indicates if the message was initially received manually (as opposed to electronically)" offset="331" semanticType="int"/>
        <field name="QuoteStatus" id="297" type="QuoteCxlStatus" description="Identifies the type of Quote Cancel. A working quote can be cancelled by providing either it's instrument, quote set, product group, or by cancelling all" offset="332" semanticType="int"/>
        <field name="NoProcessedEntries" id="9772" type="uInt32" description="Number of quotes successfully cancelled (if in response to a Quote Cancel message)" offset="333" semanticType="int"/>
        <field name="MMProtectionReset" id="9773" type="BooleanFlag" description="This tag is sent and set to '1' on the quote cancel acknowledgment which is sent after Market Maker protection is triggered and all resting quotes are cancelled for that particular group (297=3)" offset="337" semanticType="int"/>
        <field name="UnsolicitedCancelType" id="9775" type="charNULL" description="Type of quote cancel generated by CME -- returned only for unsolicited quote cancels" offset="338" semanticType="char"/>
        <field name="SplitMsg" id="9553" type="SplitMsg" description="Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2). If absent then the message was not delayed and was neither split nor received out of order" offset="339" semanticType="int"/>
        <field name="TotNoQuoteEntries" id="304" type="uInt8NULL" description="Total number of quotes for the quote set across all messages. Will be populated only for enumerated rejects for Cancel By Instrument" offset="340" semanticType="int"/>
        <field name="LiquidityFlag" id="9373" type="BooleanNULL" description="Represents the market making MiFID obligation reporting" offset="341" semanticType="int"/>
        <field name="PossRetransFlag" id="9765" type="BooleanFlag" description="Flags message as possible retransmission. This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses" offset="342" semanticType="int"/>
        <field name="DelayToTime" id="7552" type="uInt64NULL" description="Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a result of being out of order due to TCP retransmission (9553=1) or as a result of being queued behind a split message (9553=2). Represented as number of nanoseconds in unix epoch format (since Jan 1, 1970). Subtracting this number from FIFO time will represent original received time of delayed message" offset="343" semanticType="int"/>
        <group name="NoQuoteEntries" id="295" description="The number of quote entries for a quote set. Will be populated only for enumerated rejects for Cancel By Instrument" blockLength="9" dimensionType="groupSize">
            <field name="QuoteEntryID" id="299" type="uInt32" description="Unique identifier for a quote. The QuoteEntryID stays with the quote as a static identifier even if the quote is updated. For fills this value is transposed into client order ID (tag 11)" offset="0" semanticType="int"/>
            <field name="SecurityID" id="48" type="Int32" description="Security ID as defined by CME. For the security ID list, see the security definition messages" offset="4" semanticType="int"/>
            <field name="QuoteEntryRejectReason" id="368" type="uInt8" description="Reason (error code) quote has been rejected" offset="8" semanticType="int"/>
        </group>
        <group name="NoQuoteSets" id="296" description="The number of sets of quotes in the message. Will be populated only for enumerated rejects for Cancel By Quote Set" blockLength="4" dimensionType="groupSize">
            <field name="QuoteSetID" id="302" type="uInt16" description="Unique id for the Quote Set" offset="0" semanticType="int"/>
            <field name="QuoteErrorCode" id="9030" type="uInt16" description="Reason (error code) quote set cancel has been rejected." offset="2" semanticType="int"/>
        </group>
    </ns2:message>
</ns2:messageSchema>