Module Full_app_records

type fix_rg_inner_trdcollgrp = {
f_TrdCollGrp_SecondaryTradeReportID : Imandra_prelude.string option;
f_TrdCollGrp_NoTrades : Imandra_prelude.int option;
f_TrdCollGrp_TradeReportID : Imandra_prelude.string option;
}
type fix_rg_trdcollgrp = fix_rg_inner_trdcollgrp list
type fix_rg_inner_nstdptys3subgrp = {
f_NstdPtys3SubGrp_Nested3PartySubID : Imandra_prelude.string option;
f_NstdPtys3SubGrp_Nested3PartySubIDType : Imandra_prelude.int option;
f_NstdPtys3SubGrp_NoNested3PartySubIDs : Imandra_prelude.int option;
}
type fix_rg_nstdptys3subgrp = fix_rg_inner_nstdptys3subgrp list
type fix_rg_inner_cpctyconfgrp = {
f_CpctyConfGrp_OrderCapacity : Full_app_enums.fix_ordercapacity option;
f_CpctyConfGrp_NoCapacities : Imandra_prelude.int option;
f_CpctyConfGrp_OrderCapacityQty : Numeric.fix_float_6 option;
f_CpctyConfGrp_OrderRestrictions : Full_app_enums.fix_orderrestrictions list option;
}
type fix_rg_cpctyconfgrp = fix_rg_inner_cpctyconfgrp list
type fix_rg_inner_compidstatgrp = {
f_CompIDStatGrp_StatusText : Imandra_prelude.string option;
f_CompIDStatGrp_LocationID : Imandra_prelude.string option;
f_CompIDStatGrp_RefSubID : Imandra_prelude.string option;
f_CompIDStatGrp_NoCompIDs : Imandra_prelude.int option;
f_CompIDStatGrp_RefCompID : Imandra_prelude.string option;
f_CompIDStatGrp_DeskID : Imandra_prelude.string option;
f_CompIDStatGrp_StatusValue : Full_app_enums.fix_statusvalue option;
}
type fix_rg_compidstatgrp = fix_rg_inner_compidstatgrp list
type fix_commissiondata = {
f_CommissionData_FundRenewWaiv : Full_app_enums.fix_fundrenewwaiv option;
f_CommissionData_Commission : Numeric.fix_float_6 option;
f_CommissionData_CommCurrency : Full_app_enums.fix_currency option;
f_CommissionData_CommType : Full_app_enums.fix_commtype option;
}
type fix_rg_inner_miscfeesgrp = {
f_MiscFeesGrp_MiscFeeBasis : Full_app_enums.fix_miscfeebasis option;
f_MiscFeesGrp_MiscFeeCurr : Full_app_enums.fix_currency option;
f_MiscFeesGrp_MiscFeeType : Full_app_enums.fix_miscfeetype option;
f_MiscFeesGrp_MiscFeeAmt : Numeric.fix_float_6 option;
f_MiscFeesGrp_NoMiscFees : Imandra_prelude.int option;
}
type fix_rg_miscfeesgrp = fix_rg_inner_miscfeesgrp list
type fix_rg_inner_execallocgrp = {
f_ExecAllocGrp_LastPx : Numeric.fix_float_6 option;
f_ExecAllocGrp_ExecID : Imandra_prelude.string option;
f_ExecAllocGrp_NoExecs : Imandra_prelude.int option;
f_ExecAllocGrp_LastParPx : Numeric.fix_float_6 option;
f_ExecAllocGrp_LastQty : Numeric.fix_float_6 option;
f_ExecAllocGrp_SecondaryExecID : Imandra_prelude.string option;
f_ExecAllocGrp_LastCapacity : Full_app_enums.fix_lastcapacity option;
}
type fix_rg_execallocgrp = fix_rg_inner_execallocgrp list
type fix_financingdetails = {
f_FinancingDetails_TerminationType : Full_app_enums.fix_terminationtype option;

A common reference to the applicable standing agreement between the principals

f_FinancingDetails_AgreementID : Imandra_prelude.string option;

Currency of the underlying agreement.

f_FinancingDetails_AgreementCurrency : Full_app_enums.fix_currency option;

The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal

f_FinancingDetails_AgreementDesc : Imandra_prelude.string option;

Percentage of cash value that underlying security collateral must meet.

f_FinancingDetails_MarginRatio : Numeric.fix_float_6 option;

A reference to the date the underlying agreement was executed.

f_FinancingDetails_AgreementDate : Datetime.fix_localmktdate option;

Repayment / repurchase date

f_FinancingDetails_EndDate : Datetime.fix_localmktdate option;

Delivery or custody arrangement for the underlying securities

f_FinancingDetails_DeliveryType : Full_app_enums.fix_deliverytype option;

Settlement date of the beginning of the deal

f_FinancingDetails_StartDate : Datetime.fix_localmktdate option;
}
type fix_rg_inner_positionamountdata = {
f_PositionAmountData_NoPosAmt : Imandra_prelude.int option;
f_PositionAmountData_PosAmt : Numeric.fix_float_6 option;
f_PositionAmountData_PosAmtType : Full_app_enums.fix_posamttype option;
}
type fix_rg_positionamountdata = fix_rg_inner_positionamountdata list
type fix_rg_inner_trdregtimestamps = {
f_TrdRegTimestamps_NoTrdRegTimestamps : Imandra_prelude.int option;

Optional

f_TrdRegTimestamps_TrdRegTimestampOrigin : Imandra_prelude.string option;

Required if NoTrdRegTimestamps > 1

f_TrdRegTimestamps_TrdRegTimestampType : Full_app_enums.fix_trdregtimestamptype option;

Required if NoTrdRegTimestamps > 1

f_TrdRegTimestamps_TrdRegTimestamp : TimeDefaults.fix_utctimestamp option;
}
type fix_rg_trdregtimestamps = fix_rg_inner_trdregtimestamps list
type fix_rg_inner_undsecaltidgrp = {
f_UndSecAltIDGrp_NoUnderlyingSecurityAltID : Imandra_prelude.int option;
f_UndSecAltIDGrp_UnderlyingSecurityAltID : Imandra_prelude.string option;
f_UndSecAltIDGrp_UnderlyingSecurityAltIDSource : Imandra_prelude.string option;
}
type fix_rg_undsecaltidgrp = fix_rg_inner_undsecaltidgrp list
type fix_rg_inner_ioiqualgrp = {
f_IOIQualGrp_NoIOIQualifiers : Imandra_prelude.int option;
f_IOIQualGrp_IOIQualifier : Full_app_enums.fix_ioiqualifier option;
}
type fix_rg_ioiqualgrp = fix_rg_inner_ioiqualgrp list
type fix_rg_inner_contamtgrp = {
f_ContAmtGrp_ContAmtValue : Numeric.fix_float option;
f_ContAmtGrp_NoContAmts : Imandra_prelude.int option;
f_ContAmtGrp_ContAmtCurr : Full_app_enums.fix_currency option;
f_ContAmtGrp_ContAmtType : Full_app_enums.fix_contamttype option;
}
type fix_rg_contamtgrp = fix_rg_inner_contamtgrp list
type fix_legbenchmarkcurvedata = {
f_LegBenchmarkCurveData_LegBenchmarkPriceType : Imandra_prelude.int option;
f_LegBenchmarkCurveData_LegBenchmarkCurveCurrency : Full_app_enums.fix_currency option;
f_LegBenchmarkCurveData_LegBenchmarkCurvePoint : Imandra_prelude.string option;
f_LegBenchmarkCurveData_LegBenchmarkCurveName : Imandra_prelude.string option;
f_LegBenchmarkCurveData_LegBenchmarkPrice : Numeric.fix_float_6 option;
}
type fix_rg_inner_legsecaltidgrp = {
f_LegSecAltIDGrp_LegSecurityAltID : Imandra_prelude.string option;
f_LegSecAltIDGrp_LegSecurityAltIDSource : Imandra_prelude.string option;
f_LegSecAltIDGrp_NoLegSecurityAltID : Imandra_prelude.int option;
}
type fix_rg_legsecaltidgrp = fix_rg_inner_legsecaltidgrp list
type fix_rg_inner_ptyssubgrp = {
f_PtysSubGrp_PartySubIDType : Full_app_enums.fix_partysubidtype option;
f_PtysSubGrp_PartySubID : Imandra_prelude.string option;
f_PtysSubGrp_NoPartySubIDs : Imandra_prelude.int option;
}
type fix_rg_ptyssubgrp = fix_rg_inner_ptyssubgrp list
type fix_rg_inner_secaltidgrp = {
f_SecAltIDGrp_NoSecurityAltID : Imandra_prelude.int option;
f_SecAltIDGrp_SecurityAltIDSource : Imandra_prelude.string option;
f_SecAltIDGrp_SecurityAltID : Imandra_prelude.string option;
}
type fix_rg_secaltidgrp = fix_rg_inner_secaltidgrp list
type fix_spreadorbenchmarkcurvedata = {
f_SpreadOrBenchmarkCurveData_BenchmarkPrice : Numeric.fix_float_6 option;
f_SpreadOrBenchmarkCurveData_BenchmarkCurveName : Imandra_prelude.string option;

For Fixed Income

f_SpreadOrBenchmarkCurveData_Spread : Numeric.fix_float_6 option;

Must be present if BenchmarkPrice is used.

f_SpreadOrBenchmarkCurveData_BenchmarkPriceType : Imandra_prelude.int option;
f_SpreadOrBenchmarkCurveData_BenchmarkCurvePoint : Imandra_prelude.string option;

The identifier of the benchmark security, e.g. Treasury against Corporate bond.

f_SpreadOrBenchmarkCurveData_BenchmarkSecurityID : Imandra_prelude.string option;

Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

f_SpreadOrBenchmarkCurveData_BenchmarkSecurityIDSource : Imandra_prelude.string option;
f_SpreadOrBenchmarkCurveData_BenchmarkCurveCurrency : Full_app_enums.fix_currency option;
}
type fix_rg_inner_routinggrp = {
f_RoutingGrp_RoutingType : Full_app_enums.fix_routingtype option;
f_RoutingGrp_NoRoutingIDs : Imandra_prelude.int option;
f_RoutingGrp_RoutingID : Imandra_prelude.string option;
}
type fix_rg_routinggrp = fix_rg_inner_routinggrp list
type fix_rg_inner_execcollgrp = {
f_ExecCollGrp_ExecID : Imandra_prelude.string option;
f_ExecCollGrp_NoExecs : Imandra_prelude.int option;
}
type fix_rg_execcollgrp = fix_rg_inner_execcollgrp list
type fix_yielddata = {
f_YieldData_YieldRedemptionDate : Datetime.fix_localmktdate option;
f_YieldData_YieldType : Full_app_enums.fix_yieldtype option;
f_YieldData_YieldRedemptionPriceType : Imandra_prelude.int option;
f_YieldData_YieldCalcDate : Datetime.fix_localmktdate option;
f_YieldData_YieldRedemptionPrice : Numeric.fix_float_6 option;
f_YieldData_Yield : Numeric.fix_float_6 option;
}
type fix_discretioninstructions = {
f_DiscretionInstructions_DiscretionScope : Full_app_enums.fix_discretionscope option;

Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType

f_DiscretionInstructions_DiscretionOffsetValue : Numeric.fix_float option;

Type of Discretion Offset (e.g. price offset, tick offset etc)

f_DiscretionInstructions_DiscretionOffsetType : Full_app_enums.fix_discretionoffsettype option;

Describes whether discretion price is static/fixed or floats

f_DiscretionInstructions_DiscretionMoveType : Full_app_enums.fix_discretionmovetype option;

If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive)

f_DiscretionInstructions_DiscretionRoundDirection : Full_app_enums.fix_discretionrounddirection option;

What the discretionary price is related to (e.g. primary price, display price etc)

f_DiscretionInstructions_DiscretionInst : Full_app_enums.fix_discretioninst option;

Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc)

f_DiscretionInstructions_DiscretionLimitType : Full_app_enums.fix_discretionlimittype option;
}
type fix_peginstructions = {
f_PegInstructions_PegOffsetValue : Numeric.fix_float option;

Describes whether peg is static/fixed or floats

f_PegInstructions_PegMoveType : Full_app_enums.fix_pegmovetype option;

Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc)

f_PegInstructions_PegLimitType : Full_app_enums.fix_peglimittype option;

The scope of the "related to" price of the peg (e.g. local, global etc)

f_PegInstructions_PegScope : Full_app_enums.fix_pegscope option;

If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive)

f_PegInstructions_PegRoundDirection : Full_app_enums.fix_pegrounddirection option;

Type of Peg Offset (e.g. price offset, tick offset etc)

f_PegInstructions_PegOffsetType : Full_app_enums.fix_pegoffsettype option;
}
type fix_rg_inner_evntgrp = {
f_EvntGrp_EventType : Full_app_enums.fix_eventtype option;
f_EvntGrp_NoEvents : Imandra_prelude.int option;
f_EvntGrp_EventText : Imandra_prelude.string option;
f_EvntGrp_EventDate : Datetime.fix_localmktdate option;
f_EvntGrp_EventPx : Numeric.fix_float_6 option;
}
type fix_rg_evntgrp = fix_rg_inner_evntgrp list
type fix_rg_inner_collinqqualgrp = {
f_CollInqQualGrp_NoCollInquiryQualifier : Imandra_prelude.int option;
f_CollInqQualGrp_CollInquiryQualifier : Full_app_enums.fix_collinquiryqualifier option;
}
type fix_rg_collinqqualgrp = fix_rg_inner_collinqqualgrp list
type fix_rg_inner_allocackgrp = {
f_AllocAckGrp_AllocPrice : Numeric.fix_float_6 option;
f_AllocAckGrp_IndividualAllocID : Imandra_prelude.string option;
f_AllocAckGrp_NoAllocs : Imandra_prelude.int option;
f_AllocAckGrp_EncodedAllocText : Imandra_prelude.string option;
f_AllocAckGrp_AllocAcctIDSource : Imandra_prelude.int option;
f_AllocAckGrp_IndividualAllocRejCode : Imandra_prelude.int option;
f_AllocAckGrp_AllocText : Imandra_prelude.string option;
f_AllocAckGrp_EncodedAllocTextLen : Imandra_prelude.int option;
f_AllocAckGrp_AllocAccount : Imandra_prelude.string option;
}
type fix_rg_allocackgrp = fix_rg_inner_allocackgrp list
type fix_rg_inner_logonmsgtypes = {
f_LogonMsgTypes_MsgDirection : Full_app_enums.fix_msgdirection option;

Specifies the number of repeating RefMsgTypes specified

f_LogonMsgTypes_NoMsgTypes : Imandra_prelude.int option;

Specifies a specific, supported MsgType. Required if NoMsgTypes is > 0. Should be specified from the point of view of the sender of the Logon message

f_LogonMsgTypes_RefMsgType : Imandra_prelude.string option;
}
type fix_rg_logonmsgtypes = fix_rg_inner_logonmsgtypes list
type fix_rg_inner_trdgsesgrp = {
f_TrdgSesGrp_NoTradingSessions : Imandra_prelude.int option;
f_TrdgSesGrp_TradingSessionSubID : Imandra_prelude.string option;
f_TrdgSesGrp_TradingSessionID : Imandra_prelude.string option;
}
type fix_rg_trdgsesgrp = fix_rg_inner_trdgsesgrp list
type fix_rg_inner_contragrp = {
f_ContraGrp_ContraTradeQty : Numeric.fix_float_6 option;
f_ContraGrp_NoContraBrokers : Imandra_prelude.int option;
f_ContraGrp_ContraTrader : Imandra_prelude.string option;
f_ContraGrp_ContraLegRefID : Imandra_prelude.string option;
f_ContraGrp_ContraBroker : Imandra_prelude.string option;
f_ContraGrp_ContraTradeTime : TimeDefaults.fix_utctimestamp option;
}
type fix_rg_contragrp = fix_rg_inner_contragrp list
type fix_rg_inner_attrbgrp = {
f_AttrbGrp_InstrAttribValue : Imandra_prelude.string option;
f_AttrbGrp_NoInstrAttrib : Imandra_prelude.int option;
f_AttrbGrp_InstrAttribType : Full_app_enums.fix_instrattribtype option;
}
type fix_rg_attrbgrp = fix_rg_inner_attrbgrp list
type fix_rg_inner_hop = {
f_Hop_HopSendingTime : TimeDefaults.fix_utctimestamp option;
f_Hop_NoHops : Imandra_prelude.int option;
f_Hop_HopCompID : Imandra_prelude.string option;
f_Hop_HopRefID : Imandra_prelude.int option;
}
type fix_rg_hop = fix_rg_inner_hop list
type fix_rg_inner_biddescreqgrp = {
f_BidDescReqGrp_LiquidityNumSecurities : Imandra_prelude.int option;
f_BidDescReqGrp_NoBidDescriptors : Imandra_prelude.int option;
f_BidDescReqGrp_LiquidityPctLow : Numeric.fix_float_6 option;
f_BidDescReqGrp_FairValue : Numeric.fix_float_6 option;
f_BidDescReqGrp_ValueOfFutures : Numeric.fix_float_6 option;
f_BidDescReqGrp_BidDescriptorType : Full_app_enums.fix_biddescriptortype option;
f_BidDescReqGrp_SideValueInd : Full_app_enums.fix_sidevalueind option;
f_BidDescReqGrp_OutsideIndexPct : Numeric.fix_float_6 option;
f_BidDescReqGrp_BidDescriptor : Imandra_prelude.string option;
f_BidDescReqGrp_LiquidityValue : Numeric.fix_float_6 option;
f_BidDescReqGrp_LiquidityPctHigh : Numeric.fix_float_6 option;
f_BidDescReqGrp_EFPTrackingError : Numeric.fix_float_6 option;
}
type fix_rg_biddescreqgrp = fix_rg_inner_biddescreqgrp list
type fix_rg_inner_legstipulations = {
f_LegStipulations_NoLegStipulations : Imandra_prelude.int option;
f_LegStipulations_LegStipulationType : Imandra_prelude.string option;
f_LegStipulations_LegStipulationValue : Imandra_prelude.string option;
}
type fix_rg_legstipulations = fix_rg_inner_legstipulations list
type fix_rg_inner_ordliststatgrp = {
f_OrdListStatGrp_CumQty : Numeric.fix_float_6 option;
f_OrdListStatGrp_OrdRejReason : Full_app_enums.fix_ordrejreason option;
f_OrdListStatGrp_EncodedText : Imandra_prelude.string option;
f_OrdListStatGrp_ClOrdID : Imandra_prelude.string option;
f_OrdListStatGrp_Text : Imandra_prelude.string option;
f_OrdListStatGrp_SecondaryClOrdID : Imandra_prelude.string option;
f_OrdListStatGrp_WorkingIndicator : Full_app_enums.fix_workingindicator option;
f_OrdListStatGrp_AvgPx : Numeric.fix_float_6 option;
f_OrdListStatGrp_EncodedTextLen : Imandra_prelude.int option;
f_OrdListStatGrp_OrdStatus : Full_app_enums.fix_ordstatus option;
f_OrdListStatGrp_NoOrders : Imandra_prelude.int option;
f_OrdListStatGrp_CxlQty : Numeric.fix_float_6 option;
f_OrdListStatGrp_LeavesQty : Numeric.fix_float_6 option;
}
type fix_rg_ordliststatgrp = fix_rg_inner_ordliststatgrp list
type fix_rg_inner_mdrjctgrp = {
f_MDRjctGrp_NoAltMDSource : Imandra_prelude.int option;
f_MDRjctGrp_AltMDSourceID : Imandra_prelude.string option;
}
type fix_rg_mdrjctgrp = fix_rg_inner_mdrjctgrp list
type fix_rg_inner_sectypesgrp = {
f_SecTypesGrp_SecurityType : Full_app_enums.fix_securitytype option;
f_SecTypesGrp_NoSecurityTypes : Imandra_prelude.int option;
f_SecTypesGrp_Product : Full_app_enums.fix_product option;
f_SecTypesGrp_SecuritySubType : Imandra_prelude.string option;
f_SecTypesGrp_CFICode : Imandra_prelude.string option;
}
type fix_rg_sectypesgrp = fix_rg_inner_sectypesgrp list
type fix_rg_inner_mdfullgrp = {
f_MDFullGrp_MDMkt : Full_app_enums.fix_exchange option;
f_MDFullGrp_Text : Imandra_prelude.string option;
f_MDFullGrp_MDEntryTime : TimeDefaults.fix_utctimeonly option;
f_MDFullGrp_TradeCondition : Full_app_enums.fix_tradecondition list option;
f_MDFullGrp_NoMDEntries : Imandra_prelude.int option;
f_MDFullGrp_TradingSessionSubID : Imandra_prelude.string option;
f_MDFullGrp_NumberOfOrders : Imandra_prelude.int option;
f_MDFullGrp_MDEntrySeller : Imandra_prelude.string option;
f_MDFullGrp_Scope : Full_app_enums.fix_scope list option;
f_MDFullGrp_MDEntryPositionNo : Imandra_prelude.int option;
f_MDFullGrp_SellerDays : Imandra_prelude.int option;
f_MDFullGrp_ExpireTime : TimeDefaults.fix_utctimestamp option;
f_MDFullGrp_MDEntryPx : Numeric.fix_float_6 option;
f_MDFullGrp_MinQty : Numeric.fix_float_6 option;
f_MDFullGrp_ExpireDate : Datetime.fix_localmktdate option;
f_MDFullGrp_EncodedText : Imandra_prelude.string option;
f_MDFullGrp_MDEntryDate : Datetime.fix_utcdateonly option;
f_MDFullGrp_TradingSessionID : Imandra_prelude.string option;
f_MDFullGrp_OrderID : Imandra_prelude.string option;
f_MDFullGrp_OpenCloseSettlFlag : Full_app_enums.fix_openclosesettlflag list option;
f_MDFullGrp_MDEntrySize : Numeric.fix_float_6 option;
f_MDFullGrp_TickDirection : Full_app_enums.fix_tickdirection option;
f_MDFullGrp_EncodedTextLen : Imandra_prelude.int option;
f_MDFullGrp_MDEntryBuyer : Imandra_prelude.string option;
f_MDFullGrp_QuoteCondition : Full_app_enums.fix_quotecondition list option;
f_MDFullGrp_MDEntryOriginator : Imandra_prelude.string option;
f_MDFullGrp_Currency : Full_app_enums.fix_currency option;
f_MDFullGrp_TimeInForce : Full_app_enums.fix_timeinforce option;
f_MDFullGrp_PriceDelta : Numeric.fix_float option;
f_MDFullGrp_LocationID : Imandra_prelude.string option;
f_MDFullGrp_QuoteEntryID : Imandra_prelude.string option;
f_MDFullGrp_ExecInst : Full_app_enums.fix_execinst list option;
f_MDFullGrp_DeskID : Imandra_prelude.string option;
f_MDFullGrp_MDEntryType : Full_app_enums.fix_mdentrytype option;
}
type fix_rg_mdfullgrp = fix_rg_inner_mdfullgrp list
type fix_rg_inner_nstdptyssubgrp = {
f_NstdPtysSubGrp_NestedPartySubIDType : Imandra_prelude.int option;
f_NstdPtysSubGrp_NestedPartySubID : Imandra_prelude.string option;
f_NstdPtysSubGrp_NoNestedPartySubIDs : Imandra_prelude.int option;
}
type fix_rg_nstdptyssubgrp = fix_rg_inner_nstdptyssubgrp list
type fix_rg_inner_stipulations = {
f_Stipulations_StipulationType : Full_app_enums.fix_stipulationtype option;
f_Stipulations_StipulationValue : Imandra_prelude.string option;
f_Stipulations_NoStipulations : Imandra_prelude.int option;
}
type fix_rg_stipulations = fix_rg_inner_stipulations list
type fix_rg_inner_affectedordgrp = {
f_AffectedOrdGrp_AffectedSecondaryOrderID : Imandra_prelude.string option;
f_AffectedOrdGrp_NoAffectedOrders : Imandra_prelude.int option;
f_AffectedOrdGrp_AffectedOrderID : Imandra_prelude.string option;
f_AffectedOrdGrp_OrigClOrdID : Imandra_prelude.string option;
}
type fix_rg_affectedordgrp = fix_rg_inner_affectedordgrp list
type fix_rg_inner_trdcapdtgrp = {
f_TrdCapDtGrp_TradeDate : Datetime.fix_localmktdate option;
f_TrdCapDtGrp_TransactTime : TimeDefaults.fix_utctimestamp option;
f_TrdCapDtGrp_NoDates : Imandra_prelude.int option;
}
type fix_rg_trdcapdtgrp = fix_rg_inner_trdcapdtgrp list
type fix_rg_inner_compidreqgrp = {
f_CompIDReqGrp_LocationID : Imandra_prelude.string option;
f_CompIDReqGrp_RefSubID : Imandra_prelude.string option;
f_CompIDReqGrp_NoCompIDs : Imandra_prelude.int option;
f_CompIDReqGrp_RefCompID : Imandra_prelude.string option;
f_CompIDReqGrp_DeskID : Imandra_prelude.string option;
}
type fix_rg_compidreqgrp = fix_rg_inner_compidreqgrp list
type fix_rg_inner_linesoftextgrp = {
f_LinesOfTextGrp_EncodedTextLen : Imandra_prelude.int option;
f_LinesOfTextGrp_NoLinesOfText : Imandra_prelude.int option;
f_LinesOfTextGrp_EncodedText : Imandra_prelude.string option;
f_LinesOfTextGrp_Text : Imandra_prelude.string option;
}
type fix_rg_linesoftextgrp = fix_rg_inner_linesoftextgrp list
type fix_rg_inner_clrinstgrp = {
f_ClrInstGrp_NoClearingInstructions : Imandra_prelude.int option;
f_ClrInstGrp_ClearingInstruction : Full_app_enums.fix_clearinginstruction option;
}
type fix_rg_clrinstgrp = fix_rg_inner_clrinstgrp list
type fix_rg_inner_rgstdistinstgrp = {
f_RgstDistInstGrp_NoDistribInsts : Imandra_prelude.int option;
f_RgstDistInstGrp_CashDistribAgentCode : Imandra_prelude.string option;
f_RgstDistInstGrp_CashDistribPayRef : Imandra_prelude.string option;
f_RgstDistInstGrp_CashDistribAgentAcctNumber : Imandra_prelude.string option;
f_RgstDistInstGrp_DistribPaymentMethod : Full_app_enums.fix_distribpaymentmethod option;
f_RgstDistInstGrp_CashDistribCurr : Full_app_enums.fix_currency option;
f_RgstDistInstGrp_CashDistribAgentName : Imandra_prelude.string option;
f_RgstDistInstGrp_DistribPercentage : Numeric.fix_float_6 option;
f_RgstDistInstGrp_CashDistribAgentAcctName : Imandra_prelude.string option;
}
type fix_rg_rgstdistinstgrp = fix_rg_inner_rgstdistinstgrp list
type fix_rg_inner_bidcompreqgrp = {
f_BidCompReqGrp_Account : Imandra_prelude.string option;
f_BidCompReqGrp_AcctIDSource : Full_app_enums.fix_acctidsource option;
f_BidCompReqGrp_Side : Full_app_enums.fix_side option;
f_BidCompReqGrp_TradingSessionSubID : Imandra_prelude.string option;
f_BidCompReqGrp_NoBidComponents : Imandra_prelude.int option;
f_BidCompReqGrp_ListID : Imandra_prelude.string option;
f_BidCompReqGrp_SettlType : Full_app_enums.fix_settltype option;
f_BidCompReqGrp_SettlDate : Datetime.fix_localmktdate option;
f_BidCompReqGrp_TradingSessionID : Imandra_prelude.string option;
f_BidCompReqGrp_NetGrossInd : Full_app_enums.fix_netgrossind option;
}
type fix_rg_bidcompreqgrp = fix_rg_inner_bidcompreqgrp list
type fix_rg_inner_quotqualgrp = {
f_QuotQualGrp_NoQuoteQualifiers : Imandra_prelude.int option;
f_QuotQualGrp_QuoteQualifier : Imandra_prelude.string option;
}
type fix_rg_quotqualgrp = fix_rg_inner_quotqualgrp list
type fix_rg_inner_settlptyssubgrp = {
f_SettlPtysSubGrp_SettlPartySubIDType : Imandra_prelude.int option;
f_SettlPtysSubGrp_NoSettlPartySubIDs : Imandra_prelude.int option;
f_SettlPtysSubGrp_SettlPartySubID : Imandra_prelude.string option;
}
type fix_rg_settlptyssubgrp = fix_rg_inner_settlptyssubgrp list
type fix_rg_inner_nstdptys2subgrp = {
f_NstdPtys2SubGrp_Nested2PartySubID : Imandra_prelude.string option;
f_NstdPtys2SubGrp_Nested2PartySubIDType : Imandra_prelude.int option;
f_NstdPtys2SubGrp_NoNested2PartySubIDs : Imandra_prelude.int option;
}
type fix_rg_nstdptys2subgrp = fix_rg_inner_nstdptys2subgrp list
type fix_rg_inner_execsgrp = {
f_ExecsGrp_ExecID : Imandra_prelude.string option;
f_ExecsGrp_NoExecs : Imandra_prelude.int option;
}
type fix_rg_execsgrp = fix_rg_inner_execsgrp list
type fix_orderqtydata = {
f_OrderQtyData_RoundingDirection : Full_app_enums.fix_roundingdirection option;

For CIV - Optional

f_OrderQtyData_RoundingModulus : Numeric.fix_float option;

For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

f_OrderQtyData_OrderPercent : Numeric.fix_float_6 option;

One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages.

f_OrderQtyData_CashOrderQty : Numeric.fix_float_6 option;

One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

f_OrderQtyData_OrderQty : Numeric.fix_float_6 option;
}
type fix_interval = {
f_interval_start_time : TimeDefaults.fix_utctimestamp option;
f_interval_duration : Datetime.fix_duration option;
}
type fix_rg_inner_mdreqgrp = {
f_MDReqGrp_NoMDEntryTypes : Imandra_prelude.int option;
f_MDReqGrp_MDEntryType : Full_app_enums.fix_mdentrytype option;
}
type fix_rg_mdreqgrp = fix_rg_inner_mdreqgrp list
type fix_rg_inner_underlyingstipulations = {
f_UnderlyingStipulations_NoUnderlyingStips : Imandra_prelude.int option;
f_UnderlyingStipulations_UnderlyingStipValue : Imandra_prelude.string option;

Required if NoUnderlyingStips >0

f_UnderlyingStipulations_UnderlyingStipType : Imandra_prelude.string option;
}
type fix_rg_underlyingstipulations = fix_rg_inner_underlyingstipulations list
type fix_rg_inner_nestedparties2 = {
f_NestedParties2_Nested2PartyRole : Imandra_prelude.int option;

Repeating group of Nested2Party sub-identifiers.

f_NestedParties2_NstdPtys2SubGrp : fix_rg_nstdptys2subgrp;

Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole

f_NestedParties2_NoNested2PartyIDs : Imandra_prelude.int option;

Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.

f_NestedParties2_Nested2PartyIDSource : Imandra_prelude.string option;

Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.

f_NestedParties2_Nested2PartyID : Imandra_prelude.string option;
}
type fix_rg_nestedparties2 = fix_rg_inner_nestedparties2 list
type fix_rg_inner_settlparties = {
f_SettlParties_NoSettlPartyIDs : Imandra_prelude.int option;

Repeating group of SettlParty sub-identifiers.

f_SettlParties_SettlPtysSubGrp : fix_rg_settlptyssubgrp;

Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0.

f_SettlParties_SettlPartyIDSource : Imandra_prelude.string option;

Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0.

f_SettlParties_SettlPartyRole : Imandra_prelude.int option;

Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0.

f_SettlParties_SettlPartyID : Imandra_prelude.string option;
}
type fix_rg_settlparties = fix_rg_inner_settlparties list
type fix_rg_inner_nestedparties = {
f_NestedParties_NstdPtysSubGrp : fix_rg_nstdptyssubgrp;

Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole

f_NestedParties_NoNestedPartyIDs : Imandra_prelude.int option;

Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.

f_NestedParties_NestedPartyID : Imandra_prelude.string option;

Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.

f_NestedParties_NestedPartyRole : Imandra_prelude.int option;

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

f_NestedParties_NestedPartyIDSource : Imandra_prelude.string option;
}
type fix_rg_nestedparties = fix_rg_inner_nestedparties list
type fix_instrumentextension = {
f_InstrumentExtension_AttrbGrp : fix_rg_attrbgrp;

Percent at risk due to lowest possible call.

f_InstrumentExtension_PctAtRisk : Numeric.fix_float_6 option;

Identifies the form of delivery.

f_InstrumentExtension_DeliveryForm : Full_app_enums.fix_deliveryform option;
}
type fix_instrument = {
f_Instrument_SecurityDesc : Imandra_prelude.string option;

Number of repeating EventType group entries.

f_Instrument_EvntGrp : fix_rg_evntgrp;

For Fixed Income.

f_Instrument_CouponRate : Numeric.fix_float_6 option;

Used for derivatives, such as options and covered warrants

f_Instrument_StrikePrice : Numeric.fix_float_6 option;
f_Instrument_CreditRating : Imandra_prelude.string option;

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

f_Instrument_IssueDate : Datetime.fix_localmktdate option;

Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode461 for this purpose.

f_Instrument_OptAttribute : Imandra_prelude.string option;

Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment.

f_Instrument_MaturityDate : Datetime.fix_localmktdate option;

Required if SecurityID is specified.

f_Instrument_SecurityIDSource : Full_app_enums.fix_securityidsource option;

Number of alternate Security Identifiers

f_Instrument_SecAltIDGrp : fix_rg_secaltidgrp;

If different from IssueDate

f_Instrument_DatedDate : Datetime.fix_localmktdate option;

Must be set if EncodedIssuer field is specified and must immediately precede it.

f_Instrument_EncodedIssuerLen : Imandra_prelude.int option;

The registration type of a commercial paper issuance

f_Instrument_CPRegType : Imandra_prelude.string option;

If different from IssueDate and DatedDate

f_Instrument_InterestAccrualDate : Datetime.fix_localmktdate option;

For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

f_Instrument_ContractMultiplier : Numeric.fix_float option;

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

f_Instrument_EncodedSecurityDescLen : Imandra_prelude.int option;

A two-character state or province abbreviation.

f_Instrument_StateOrProvinceOfIssue : Imandra_prelude.string option;

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

f_Instrument_RedemptionDate : Datetime.fix_localmktdate option;

(Deprecated, use UnderlyingSecurityType (310) )

f_Instrument_RepoCollateralSecurityType : Imandra_prelude.string option;

ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.

f_Instrument_CountryOfIssue : Full_app_enums.fix_country option;

It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode461 field instead of SecurityType167 (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)

f_Instrument_SecurityType : Full_app_enums.fix_securitytype option;

Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.

f_Instrument_SymbolSfx : Imandra_prelude.string option;
f_Instrument_Issuer : Imandra_prelude.string option;

Must be present for MBS/TBA

f_Instrument_ContractSettlMonth : Datetime.fix_monthyear option;

Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified.

f_Instrument_MaturityMonthYear : Datetime.fix_monthyear option;

Indicates the type of product the security is associated with (high-level category)

f_Instrument_Product : Full_app_enums.fix_product option;

Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "N/A" for products which do not have a symbol.

f_Instrument_Symbol : Imandra_prelude.string option;

Used for derivatives

f_Instrument_StrikeCurrency : Full_app_enums.fix_currency option;

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

f_Instrument_EncodedIssuer : Imandra_prelude.string option;

Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.

f_Instrument_CFICode : Imandra_prelude.string option;

The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues.

f_Instrument_InstrRegistry : Imandra_prelude.string option;

(Deprecated, use TerminationType (788) )

f_Instrument_RepurchaseTerm : Imandra_prelude.int option;

For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value

f_Instrument_Factor : Numeric.fix_float option;

Date interest is to be paid. Used in identifying Corporate Bond issues.

f_Instrument_CouponPaymentDate : Datetime.fix_localmktdate option;

The program under which a commercial paper is issued

f_Instrument_CPProgram : Full_app_enums.fix_cpprogram option;

Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

f_Instrument_SecurityID : Imandra_prelude.string option;

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

f_Instrument_SecuritySubType : Imandra_prelude.string option;

The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

f_Instrument_LocaleOfIssue : Imandra_prelude.string option;

(Deprecated, use Price (44) )

f_Instrument_RepurchaseRate : Numeric.fix_float_6 option;

Can be used to identify the security.

f_Instrument_SecurityExchange : Full_app_enums.fix_exchange option;

Identifies MBS / ABS pool

f_Instrument_Pool : Imandra_prelude.string option;

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

f_Instrument_EncodedSecurityDesc : Imandra_prelude.string option;
}
type fix_rg_inner_parties = {
f_Parties_PartyIDSource : Full_app_enums.fix_partyidsource option;

Repeating group of Party sub-identifiers.

f_Parties_PtysSubGrp : fix_rg_ptyssubgrp;

Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.

f_Parties_PartyID : Imandra_prelude.string option;

Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

f_Parties_PartyRole : Full_app_enums.fix_partyrole option;

Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

f_Parties_NoPartyIDs : Imandra_prelude.int option;
}
type fix_rg_parties = fix_rg_inner_parties list
type fix_instrumentleg = {
f_InstrumentLeg_LegSide : Imandra_prelude.string option;
f_InstrumentLeg_LegSymbol : Imandra_prelude.string option;
f_InstrumentLeg_LegIssuer : Imandra_prelude.string option;
f_InstrumentLeg_LegCFICode : Imandra_prelude.string option;

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

f_InstrumentLeg_LegRedemptionDate : Datetime.fix_localmktdate option;
f_InstrumentLeg_LegDatedDate : Datetime.fix_localmktdate option;
f_InstrumentLeg_LegContractSettlMonth : Datetime.fix_monthyear option;
f_InstrumentLeg_LegIssueDate : Datetime.fix_localmktdate option;
f_InstrumentLeg_LegSecurityExchange : Full_app_enums.fix_exchange option;

Identifies MBS / ABS pool

f_InstrumentLeg_LegPool : Imandra_prelude.string option;
f_InstrumentLeg_LegLocaleOfIssue : Imandra_prelude.string option;
f_InstrumentLeg_LegInterestAccrualDate : Datetime.fix_localmktdate option;
f_InstrumentLeg_LegSecuritySubType : Imandra_prelude.string option;
f_InstrumentLeg_LegSecurityDesc : Imandra_prelude.string option;
f_InstrumentLeg_EncodedLegSecurityDescLen : Imandra_prelude.int option;
f_InstrumentLeg_LegSecurityType : Imandra_prelude.string option;
f_InstrumentLeg_LegContractMultiplier : Numeric.fix_float option;
f_InstrumentLeg_LegSecurityIDSource : Imandra_prelude.string option;
f_InstrumentLeg_LegInstrRegistry : Imandra_prelude.string option;
f_InstrumentLeg_LegStrikeCurrency : Full_app_enums.fix_currency option;
f_InstrumentLeg_EncodedLegIssuer : Imandra_prelude.string option;

(Deprecated, not applicable/used for Repos)

f_InstrumentLeg_LegRepoCollateralSecurityType : Imandra_prelude.string option;
f_InstrumentLeg_LegStateOrProvinceOfIssue : Imandra_prelude.string option;

Specific to the <InstrumentLeg> (not in <Instrument>)

f_InstrumentLeg_LegRatioQty : Numeric.fix_float option;
f_InstrumentLeg_LegOptAttribute : Imandra_prelude.string option;
f_InstrumentLeg_LegSecurityID : Imandra_prelude.string option;
f_InstrumentLeg_LegProduct : Imandra_prelude.int option;
f_InstrumentLeg_LegCreditRating : Imandra_prelude.string option;
f_InstrumentLeg_LegSymbolSfx : Imandra_prelude.string option;
f_InstrumentLeg_EncodedLegIssuerLen : Imandra_prelude.int option;
f_InstrumentLeg_LegCountryOfIssue : Full_app_enums.fix_country option;
f_InstrumentLeg_LegCouponPaymentDate : Datetime.fix_localmktdate option;

(Deprecated, not applicable/used for Repos)

f_InstrumentLeg_LegRepurchaseRate : Numeric.fix_float_6 option;
f_InstrumentLeg_EncodedLegSecurityDesc : Imandra_prelude.string option;

Specific to the <InstrumentLeg> (not in <Instrument>)

f_InstrumentLeg_LegCurrency : Full_app_enums.fix_currency option;
f_InstrumentLeg_LegCouponRate : Numeric.fix_float_6 option;
f_InstrumentLeg_LegMaturityMonthYear : Datetime.fix_monthyear option;
f_InstrumentLeg_LegMaturityDate : Datetime.fix_localmktdate option;
f_InstrumentLeg_LegStrikePrice : Numeric.fix_float_6 option;
f_InstrumentLeg_LegSecAltIDGrp : fix_rg_legsecaltidgrp;
f_InstrumentLeg_LegFactor : Numeric.fix_float option;

(Deprecated, not applicable/used for Repos)

f_InstrumentLeg_LegRepurchaseTerm : Imandra_prelude.int option;
}
type fix_underlyinginstrument = {
f_UnderlyingInstrument_UnderlyingProduct : Imandra_prelude.int option;

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

f_UnderlyingInstrument_UnderlyingStartValue : Numeric.fix_float_6 option;
f_UnderlyingInstrument_UnderlyingCPProgram : Imandra_prelude.string option;

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

f_UnderlyingInstrument_UnderlyingQty : Numeric.fix_float_6 option;

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

f_UnderlyingInstrument_UnderlyingCurrentValue : Numeric.fix_float_6 option;

Specific to the <UnderlyingInstrument> (not in <Instrument>)

f_UnderlyingInstrument_UnderlyingCurrency : Full_app_enums.fix_currency option;

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

f_UnderlyingInstrument_UnderlyingPx : Numeric.fix_float_6 option;
f_UnderlyingInstrument_UnderlyingSecurityType : Imandra_prelude.string option;
f_UnderlyingInstrument_UnderlyingFactor : Numeric.fix_float option;
f_UnderlyingInstrument_UnderlyingCountryOfIssue : Full_app_enums.fix_country option;
f_UnderlyingInstrument_UnderlyingSecurityID : Imandra_prelude.string option;
f_UnderlyingInstrument_UnderlyingInstrRegistry : Imandra_prelude.string option;
f_UnderlyingInstrument_UnderlyingContractMultiplier : Numeric.fix_float option;
f_UnderlyingInstrument_UnderlyingSymbolSfx : Imandra_prelude.string option;

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

f_UnderlyingInstrument_UnderlyingEndPrice : Numeric.fix_float_6 option;
f_UnderlyingInstrument_UndSecAltIDGrp : fix_rg_undsecaltidgrp;
f_UnderlyingInstrument_UnderlyingSecuritySubType : Imandra_prelude.string option;
f_UnderlyingInstrument_EncodedUnderlyingIssuerLen : Imandra_prelude.int option;
f_UnderlyingInstrument_UnderlyingIssuer : Imandra_prelude.string option;
f_UnderlyingInstrument_UnderlyingStrikePrice : Numeric.fix_float_6 option;

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

f_UnderlyingInstrument_UnderlyingEndValue : Numeric.fix_float_6 option;
f_UnderlyingInstrument_UnderlyingSymbol : Imandra_prelude.string option;
f_UnderlyingInstrument_UnderlyingMaturityDate : Datetime.fix_localmktdate option;
f_UnderlyingInstrument_UnderlyingOptAttribute : Imandra_prelude.string option;
f_UnderlyingInstrument_UnderlyingSecurityIDSource : Imandra_prelude.string option;
f_UnderlyingInstrument_UnderlyingStateOrProvinceOfIssue : Imandra_prelude.string option;

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

f_UnderlyingInstrument_UnderlyingRedemptionDate : Datetime.fix_localmktdate option;
f_UnderlyingInstrument_EncodedUnderlyingIssuer : Imandra_prelude.string option;
f_UnderlyingInstrument_UnderlyingMaturityMonthYear : Datetime.fix_monthyear option;
f_UnderlyingInstrument_UnderlyingStrikeCurrency : Full_app_enums.fix_currency option;
f_UnderlyingInstrument_UnderlyingCouponPaymentDate : Datetime.fix_localmktdate option;
f_UnderlyingInstrument_UnderlyingCouponRate : Numeric.fix_float_6 option;
f_UnderlyingInstrument_UnderlyingCreditRating : Imandra_prelude.string option;
f_UnderlyingInstrument_UnderlyingSecurityExchange : Full_app_enums.fix_exchange option;

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

f_UnderlyingInstrument_UnderlyingStipulations : fix_rg_underlyingstipulations;
f_UnderlyingInstrument_UnderlyingIssueDate : Datetime.fix_localmktdate option;

(Deprecated, not applicable/used for Repos)

f_UnderlyingInstrument_UnderlyingRepurchaseRate : Numeric.fix_float_6 option;
f_UnderlyingInstrument_UnderlyingCFICode : Imandra_prelude.string option;
f_UnderlyingInstrument_EncodedUnderlyingSecurityDescLen : Imandra_prelude.int option;

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

f_UnderlyingInstrument_UnderlyingDirtyPrice : Numeric.fix_float_6 option;

(Deprecated, not applicable/used for Repos)

f_UnderlyingInstrument_UnderlyingRepoCollateralSecurityType : Imandra_prelude.string option;
f_UnderlyingInstrument_UnderlyingLocaleOfIssue : Imandra_prelude.string option;
f_UnderlyingInstrument_UnderlyingSecurityDesc : Imandra_prelude.string option;
f_UnderlyingInstrument_EncodedUnderlyingSecurityDesc : Imandra_prelude.string option;
f_UnderlyingInstrument_UnderlyingCPRegType : Imandra_prelude.string option;

(Deprecated, not applicable/used for Repos)

f_UnderlyingInstrument_UnderlyingRepurchaseTerm : Imandra_prelude.int option;
}
type fix_rg_inner_bidcomprspgrp = {
f_BidCompRspGrp_FairValue : Numeric.fix_float_6 option;
f_BidCompRspGrp_EncodedText : Imandra_prelude.string option;
f_BidCompRspGrp_TradingSessionID : Imandra_prelude.string option;
f_BidCompRspGrp_Text : Imandra_prelude.string option;
f_BidCompRspGrp_NetGrossInd : Full_app_enums.fix_netgrossind option;
f_BidCompRspGrp_Side : Full_app_enums.fix_side option;
f_BidCompRspGrp_TradingSessionSubID : Imandra_prelude.string option;
f_BidCompRspGrp_EncodedTextLen : Imandra_prelude.int option;
f_BidCompRspGrp_NoBidComponents : Imandra_prelude.int option;
f_BidCompRspGrp_Price : Numeric.fix_float_6 option;
f_BidCompRspGrp_ListID : Imandra_prelude.string option;
f_BidCompRspGrp_SettlType : Full_app_enums.fix_settltype option;
f_BidCompRspGrp_SettlDate : Datetime.fix_localmktdate option;
f_BidCompRspGrp_Country : Full_app_enums.fix_country option;
f_BidCompRspGrp_PriceType : Full_app_enums.fix_pricetype option;
f_BidCompRspGrp_CommissionData : fix_commissiondata;
}
type fix_rg_bidcomprspgrp = fix_rg_inner_bidcomprspgrp list
type fix_rg_inner_nestedparties3 = {
f_NestedParties3_Nested3PartyRole : Imandra_prelude.int option;

Repeating group of Nested3Party sub-identifiers.

f_NestedParties3_NstdPtys3SubGrp : fix_rg_nstdptys3subgrp;

Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0.

f_NestedParties3_Nested3PartyIDSource : Imandra_prelude.string option;

Repeating group below should contain unique combinations of Nested3PartyID, Nested3PartyIDSource, and Nested3PartyRole

f_NestedParties3_NoNested3PartyIDs : Imandra_prelude.int option;

Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0.

f_NestedParties3_Nested3PartyID : Imandra_prelude.string option;
}
type fix_rg_nestedparties3 = fix_rg_inner_nestedparties3 list
type fix_rg_inner_preallocmleggrp = {
f_PreAllocMlegGrp_IndividualAllocID : Imandra_prelude.string option;
f_PreAllocMlegGrp_NoAllocs : Imandra_prelude.int option;
f_PreAllocMlegGrp_AllocSettlCurrency : Full_app_enums.fix_currency option;
f_PreAllocMlegGrp_AllocQty : Numeric.fix_float_6 option;
f_PreAllocMlegGrp_AllocAcctIDSource : Imandra_prelude.int option;
f_PreAllocMlegGrp_AllocAccount : Imandra_prelude.string option;
f_PreAllocMlegGrp_NestedParties3 : fix_rg_nestedparties3;
}
type fix_rg_preallocmleggrp = fix_rg_inner_preallocmleggrp list
type fix_rg_inner_undinstrmtstrkpxgrp = {
f_UndInstrmtStrkPxGrp_UnderlyingInstrument : fix_underlyinginstrument;
f_UndInstrmtStrkPxGrp_Side : Full_app_enums.fix_side option;
f_UndInstrmtStrkPxGrp_EncodedTextLen : Imandra_prelude.int option;
f_UndInstrmtStrkPxGrp_Price : Numeric.fix_float_6 option;
f_UndInstrmtStrkPxGrp_Currency : Full_app_enums.fix_currency option;
f_UndInstrmtStrkPxGrp_EncodedText : Imandra_prelude.string option;
f_UndInstrmtStrkPxGrp_PrevClosePx : Numeric.fix_float_6 option;
f_UndInstrmtStrkPxGrp_ClOrdID : Imandra_prelude.string option;
f_UndInstrmtStrkPxGrp_NoUnderlyings : Imandra_prelude.int option;
f_UndInstrmtStrkPxGrp_Text : Imandra_prelude.string option;
f_UndInstrmtStrkPxGrp_SecondaryClOrdID : Imandra_prelude.string option;
}
type fix_rg_undinstrmtstrkpxgrp = fix_rg_inner_undinstrmtstrkpxgrp list
type fix_rg_inner_posundinstrmtgrp = {
f_PosUndInstrmtGrp_UnderlyingSettlPriceType : Imandra_prelude.int option;
f_PosUndInstrmtGrp_UnderlyingInstrument : fix_underlyinginstrument;
f_PosUndInstrmtGrp_NoUnderlyings : Imandra_prelude.int option;
f_PosUndInstrmtGrp_UnderlyingSettlPrice : Numeric.fix_float_6 option;
}
type fix_rg_posundinstrmtgrp = fix_rg_inner_posundinstrmtgrp list
type fix_rg_inner_undinstrmtgrp = {
f_UndInstrmtGrp_UnderlyingInstrument : fix_underlyinginstrument;
f_UndInstrmtGrp_NoUnderlyings : Imandra_prelude.int option;
}
type fix_rg_undinstrmtgrp = fix_rg_inner_undinstrmtgrp list
type fix_rg_inner_undinstrmtcollgrp = {
f_UndInstrmtCollGrp_UnderlyingInstrument : fix_underlyinginstrument;
f_UndInstrmtCollGrp_CollAction : Full_app_enums.fix_collaction option;
f_UndInstrmtCollGrp_NoUnderlyings : Imandra_prelude.int option;
}
type fix_rg_undinstrmtcollgrp = fix_rg_inner_undinstrmtcollgrp list
type fix_rg_inner_instrmtleggrp = {
f_InstrmtLegGrp_InstrumentLeg : fix_instrumentleg;
f_InstrmtLegGrp_NoLegs : Imandra_prelude.int option;
}
type fix_rg_instrmtleggrp = fix_rg_inner_instrmtleggrp list
type fix_rg_inner_instrmtlegioigrp = {
f_InstrmtLegIOIGrp_LegStipulations : fix_rg_legstipulations;
f_InstrmtLegIOIGrp_LegIOIQty : Imandra_prelude.string option;
f_InstrmtLegIOIGrp_InstrumentLeg : fix_instrumentleg;
f_InstrmtLegIOIGrp_NoLegs : Imandra_prelude.int option;
}
type fix_rg_instrmtlegioigrp = fix_rg_inner_instrmtlegioigrp list
type fix_rg_inner_instrmtlegseclistgrp = {
f_InstrmtLegSecListGrp_LegBenchmarkCurveData : fix_legbenchmarkcurvedata;
f_InstrmtLegSecListGrp_LegStipulations : fix_rg_legstipulations;
f_InstrmtLegSecListGrp_InstrumentLeg : fix_instrumentleg;
f_InstrmtLegSecListGrp_LegSwapType : Full_app_enums.fix_legswaptype option;
f_InstrmtLegSecListGrp_LegSettlType : Imandra_prelude.string option;
f_InstrmtLegSecListGrp_NoLegs : Imandra_prelude.int option;
}
type fix_rg_instrmtlegseclistgrp = fix_rg_inner_instrmtlegseclistgrp list
type fix_rg_inner_sidecrossordcxlgrp = {
f_SideCrossOrdCxlGrp_OrderQtyData : fix_orderqtydata;
f_SideCrossOrdCxlGrp_EncodedText : Imandra_prelude.string option;
f_SideCrossOrdCxlGrp_NoSides : Imandra_prelude.int option;
f_SideCrossOrdCxlGrp_ClOrdID : Imandra_prelude.string option;
f_SideCrossOrdCxlGrp_TradeOriginationDate : Datetime.fix_localmktdate option;
f_SideCrossOrdCxlGrp_Text : Imandra_prelude.string option;
f_SideCrossOrdCxlGrp_SecondaryClOrdID : Imandra_prelude.string option;
f_SideCrossOrdCxlGrp_Side : Full_app_enums.fix_side option;
f_SideCrossOrdCxlGrp_EncodedTextLen : Imandra_prelude.int option;
f_SideCrossOrdCxlGrp_Parties : fix_rg_parties;
f_SideCrossOrdCxlGrp_OrigOrdModTime : TimeDefaults.fix_utctimestamp option;
f_SideCrossOrdCxlGrp_ComplianceID : Imandra_prelude.string option;
f_SideCrossOrdCxlGrp_ClOrdLinkID : Imandra_prelude.string option;
f_SideCrossOrdCxlGrp_TradeDate : Datetime.fix_localmktdate option;
f_SideCrossOrdCxlGrp_OrigClOrdID : Imandra_prelude.string option;
}
type fix_rg_sidecrossordcxlgrp = fix_rg_inner_sidecrossordcxlgrp list
type fix_rg_inner_instrmtstrkpxgrp = {
f_InstrmtStrkPxGrp_NoStrikes : Imandra_prelude.int option;
f_InstrmtStrkPxGrp_Instrument : fix_instrument;
}
type fix_rg_instrmtstrkpxgrp = fix_rg_inner_instrmtstrkpxgrp list
type fix_rg_inner_instrmtgrp = {
f_InstrmtGrp_NoRelatedSym : Imandra_prelude.int option;
f_InstrmtGrp_Instrument : fix_instrument;
}
type fix_rg_instrmtgrp = fix_rg_inner_instrmtgrp list
type fix_rg_inner_instrmtlegexecgrp = {
f_InstrmtLegExecGrp_LegStipulations : fix_rg_legstipulations;
f_InstrmtLegExecGrp_LegQty : Numeric.fix_float_6 option;
f_InstrmtLegExecGrp_LegPositionEffect : Imandra_prelude.string option;
f_InstrmtLegExecGrp_LegSettlType : Imandra_prelude.string option;
f_InstrmtLegExecGrp_LegLastPx : Numeric.fix_float_6 option;
f_InstrmtLegExecGrp_LegPrice : Numeric.fix_float_6 option;
f_InstrmtLegExecGrp_InstrumentLeg : fix_instrumentleg;
f_InstrmtLegExecGrp_LegRefID : Imandra_prelude.string option;
f_InstrmtLegExecGrp_LegSettlDate : Datetime.fix_localmktdate option;
f_InstrmtLegExecGrp_LegSwapType : Full_app_enums.fix_legswaptype option;
f_InstrmtLegExecGrp_NestedParties : fix_rg_nestedparties;
f_InstrmtLegExecGrp_LegCoveredOrUncovered : Imandra_prelude.int option;
f_InstrmtLegExecGrp_NoLegs : Imandra_prelude.int option;
}
type fix_rg_instrmtlegexecgrp = fix_rg_inner_instrmtlegexecgrp list
type fix_rg_inner_positionqty = {
f_PositionQty_NoPositions : Imandra_prelude.int option;

Required if NoPositions > 1

f_PositionQty_PosType : Full_app_enums.fix_postype option;
f_PositionQty_ShortQty : Numeric.fix_float_6 option;
f_PositionQty_LongQty : Numeric.fix_float_6 option;
f_PositionQty_PosQtyStatus : Full_app_enums.fix_posqtystatus option;

Optional repeating group - used to associate or distribute position to a specific party other than the party that currently owns the position.

f_PositionQty_NestedParties : fix_rg_nestedparties;
}
type fix_rg_positionqty = fix_rg_inner_positionqty list
type fix_rg_inner_trdinstrmtleggrp = {
f_TrdInstrmtLegGrp_LegStipulations : fix_rg_legstipulations;
f_TrdInstrmtLegGrp_LegQty : Numeric.fix_float_6 option;
f_TrdInstrmtLegGrp_LegPositionEffect : Imandra_prelude.string option;
f_TrdInstrmtLegGrp_LegSettlType : Imandra_prelude.string option;
f_TrdInstrmtLegGrp_LegLastPx : Numeric.fix_float_6 option;
f_TrdInstrmtLegGrp_LegPrice : Numeric.fix_float_6 option;
f_TrdInstrmtLegGrp_InstrumentLeg : fix_instrumentleg;
f_TrdInstrmtLegGrp_LegRefID : Imandra_prelude.string option;
f_TrdInstrmtLegGrp_LegSettlDate : Datetime.fix_localmktdate option;
f_TrdInstrmtLegGrp_LegSwapType : Full_app_enums.fix_legswaptype option;
f_TrdInstrmtLegGrp_NestedParties : fix_rg_nestedparties;
f_TrdInstrmtLegGrp_LegCoveredOrUncovered : Imandra_prelude.int option;
f_TrdInstrmtLegGrp_NoLegs : Imandra_prelude.int option;
}
type fix_rg_trdinstrmtleggrp = fix_rg_inner_trdinstrmtleggrp list
type fix_rg_inner_legquotgrp = {
f_LegQuotGrp_LegBenchmarkCurveData : fix_legbenchmarkcurvedata;
f_LegQuotGrp_LegStipulations : fix_rg_legstipulations;
f_LegQuotGrp_LegBidPx : Numeric.fix_float_6 option;
f_LegQuotGrp_LegPriceType : Imandra_prelude.int option;
f_LegQuotGrp_LegQty : Numeric.fix_float_6 option;
f_LegQuotGrp_InstrumentLeg : fix_instrumentleg;
f_LegQuotGrp_LegSettlDate : Datetime.fix_localmktdate option;
f_LegQuotGrp_LegOfferPx : Numeric.fix_float_6 option;
f_LegQuotGrp_LegSwapType : Full_app_enums.fix_legswaptype option;
f_LegQuotGrp_LegSettlType : Imandra_prelude.string option;
f_LegQuotGrp_NestedParties : fix_rg_nestedparties;
f_LegQuotGrp_NoLegs : Imandra_prelude.int option;
}
type fix_rg_legquotgrp = fix_rg_inner_legquotgrp list
type fix_rg_inner_legquotstatgrp = {
f_LegQuotStatGrp_LegStipulations : fix_rg_legstipulations;
f_LegQuotStatGrp_LegQty : Numeric.fix_float_6 option;
f_LegQuotStatGrp_InstrumentLeg : fix_instrumentleg;
f_LegQuotStatGrp_LegSettlDate : Datetime.fix_localmktdate option;
f_LegQuotStatGrp_LegSwapType : Full_app_enums.fix_legswaptype option;
f_LegQuotStatGrp_LegSettlType : Imandra_prelude.string option;
f_LegQuotStatGrp_NestedParties : fix_rg_nestedparties;
f_LegQuotStatGrp_NoLegs : Imandra_prelude.int option;
}
type fix_rg_legquotstatgrp = fix_rg_inner_legquotstatgrp list
type fix_rg_inner_rgstdtlsgrp = {
f_RgstDtlsGrp_RegistDtls : Imandra_prelude.string option;
f_RgstDtlsGrp_OwnerType : Full_app_enums.fix_ownertype option;
f_RgstDtlsGrp_DateOfBirth : Datetime.fix_localmktdate option;
f_RgstDtlsGrp_RegistEmail : Imandra_prelude.string option;
f_RgstDtlsGrp_NoRegistDtls : Imandra_prelude.int option;
f_RgstDtlsGrp_InvestorCountryOfResidence : Full_app_enums.fix_country option;
f_RgstDtlsGrp_MailingDtls : Imandra_prelude.string option;
f_RgstDtlsGrp_NestedParties : fix_rg_nestedparties;
f_RgstDtlsGrp_MailingInst : Imandra_prelude.string option;
}
type fix_rg_rgstdtlsgrp = fix_rg_inner_rgstdtlsgrp list
type fix_rg_inner_quotreqlegsgrp = {
f_QuotReqLegsGrp_LegBenchmarkCurveData : fix_legbenchmarkcurvedata;
f_QuotReqLegsGrp_LegStipulations : fix_rg_legstipulations;
f_QuotReqLegsGrp_LegQty : Numeric.fix_float_6 option;
f_QuotReqLegsGrp_InstrumentLeg : fix_instrumentleg;
f_QuotReqLegsGrp_LegSettlDate : Datetime.fix_localmktdate option;
f_QuotReqLegsGrp_LegSwapType : Full_app_enums.fix_legswaptype option;
f_QuotReqLegsGrp_LegSettlType : Imandra_prelude.string option;
f_QuotReqLegsGrp_NestedParties : fix_rg_nestedparties;
f_QuotReqLegsGrp_NoLegs : Imandra_prelude.int option;
}
type fix_rg_quotreqlegsgrp = fix_rg_inner_quotreqlegsgrp list
type fix_rg_inner_preallocgrp = {
f_PreAllocGrp_IndividualAllocID : Imandra_prelude.string option;
f_PreAllocGrp_NoAllocs : Imandra_prelude.int option;
f_PreAllocGrp_AllocSettlCurrency : Full_app_enums.fix_currency option;
f_PreAllocGrp_AllocQty : Numeric.fix_float_6 option;
f_PreAllocGrp_AllocAcctIDSource : Imandra_prelude.int option;
f_PreAllocGrp_AllocAccount : Imandra_prelude.string option;
f_PreAllocGrp_NestedParties : fix_rg_nestedparties;
}
type fix_rg_preallocgrp = fix_rg_inner_preallocgrp list
type fix_rg_inner_dlvyinstgrp = {
f_DlvyInstGrp_DlvyInstType : Full_app_enums.fix_dlvyinsttype option;
f_DlvyInstGrp_NoDlvyInst : Imandra_prelude.int option;
f_DlvyInstGrp_SettlParties : fix_rg_settlparties;
f_DlvyInstGrp_SettlInstSource : Full_app_enums.fix_settlinstsource option;
}
type fix_rg_dlvyinstgrp = fix_rg_inner_dlvyinstgrp list
type fix_rg_inner_legpreallocgrp = {
f_LegPreAllocGrp_LegAllocAcctIDSource : Imandra_prelude.string option;
f_LegPreAllocGrp_LegIndividualAllocID : Imandra_prelude.string option;
f_LegPreAllocGrp_LegAllocQty : Numeric.fix_float_6 option;
f_LegPreAllocGrp_NoLegAllocs : Imandra_prelude.int option;
f_LegPreAllocGrp_LegSettlCurrency : Full_app_enums.fix_currency option;
f_LegPreAllocGrp_NestedParties2 : fix_rg_nestedparties2;
f_LegPreAllocGrp_LegAllocAccount : Imandra_prelude.string option;
}
type fix_rg_legpreallocgrp = fix_rg_inner_legpreallocgrp list
type fix_rg_inner_trdallocgrp = {
f_TrdAllocGrp_IndividualAllocID : Imandra_prelude.string option;
f_TrdAllocGrp_NoAllocs : Imandra_prelude.int option;
f_TrdAllocGrp_AllocSettlCurrency : Full_app_enums.fix_currency option;
f_TrdAllocGrp_AllocQty : Numeric.fix_float_6 option;
f_TrdAllocGrp_AllocAcctIDSource : Imandra_prelude.int option;
f_TrdAllocGrp_AllocAccount : Imandra_prelude.string option;
f_TrdAllocGrp_NestedParties2 : fix_rg_nestedparties2;
}
type fix_rg_trdallocgrp = fix_rg_inner_trdallocgrp list
type fix_rg_inner_ordallocgrp = {
f_OrdAllocGrp_OrderBookingQty : Numeric.fix_float_6 option;
f_OrdAllocGrp_ListID : Imandra_prelude.string option;
f_OrdAllocGrp_NoOrders : Imandra_prelude.int option;
f_OrdAllocGrp_SecondaryOrderID : Imandra_prelude.string option;
f_OrdAllocGrp_ClOrdID : Imandra_prelude.string option;
f_OrdAllocGrp_OrderAvgPx : Numeric.fix_float_6 option;
f_OrdAllocGrp_NestedParties2 : fix_rg_nestedparties2;
f_OrdAllocGrp_OrderQty : Numeric.fix_float_6 option;
f_OrdAllocGrp_SecondaryClOrdID : Imandra_prelude.string option;
f_OrdAllocGrp_OrderID : Imandra_prelude.string option;
}
type fix_rg_ordallocgrp = fix_rg_inner_ordallocgrp list
type fix_rg_inner_trdcaprptsidegrp = {
f_TrdCapRptSideGrp_TransBkdTime : TimeDefaults.fix_utctimestamp option;
f_TrdCapRptSideGrp_SolicitedFlag : Full_app_enums.fix_solicitedflag option;
f_TrdCapRptSideGrp_OrderCapacity : Full_app_enums.fix_ordercapacity option;
f_TrdCapRptSideGrp_OrdType : Full_app_enums.fix_ordtype option;
f_TrdCapRptSideGrp_SecondaryOrderID : Imandra_prelude.string option;
f_TrdCapRptSideGrp_TradeInputSource : Imandra_prelude.string option;
f_TrdCapRptSideGrp_SecondaryClOrdID : Imandra_prelude.string option;
f_TrdCapRptSideGrp_AccountType : Full_app_enums.fix_accounttype option;
f_TrdCapRptSideGrp_ProcessCode : Full_app_enums.fix_processcode option;
f_TrdCapRptSideGrp_AccruedInterestAmt : Numeric.fix_float_6 option;
f_TrdCapRptSideGrp_Concession : Numeric.fix_float_6 option;
f_TrdCapRptSideGrp_Stipulations : fix_rg_stipulations;
f_TrdCapRptSideGrp_TimeBracket : Imandra_prelude.string option;
f_TrdCapRptSideGrp_ContAmtGrp : fix_rg_contamtgrp;
f_TrdCapRptSideGrp_CommissionData : fix_commissiondata;
f_TrdCapRptSideGrp_OddLot : Full_app_enums.fix_oddlot option;
f_TrdCapRptSideGrp_Account : Imandra_prelude.string option;
f_TrdCapRptSideGrp_AcctIDSource : Full_app_enums.fix_acctidsource option;
f_TrdCapRptSideGrp_PreallocMethod : Full_app_enums.fix_preallocmethod option;
f_TrdCapRptSideGrp_MiscFeesGrp : fix_rg_miscfeesgrp;
f_TrdCapRptSideGrp_OrderID : Imandra_prelude.string option;
f_TrdCapRptSideGrp_Side : Full_app_enums.fix_side option;
f_TrdCapRptSideGrp_EncodedTextLen : Imandra_prelude.int option;
f_TrdCapRptSideGrp_AccruedInterestRate : Numeric.fix_float_6 option;
f_TrdCapRptSideGrp_InterestAtMaturity : Numeric.fix_float_6 option;
f_TrdCapRptSideGrp_NetMoney : Numeric.fix_float_6 option;
f_TrdCapRptSideGrp_ComplianceID : Imandra_prelude.string option;
f_TrdCapRptSideGrp_ExDate : Datetime.fix_localmktdate option;
f_TrdCapRptSideGrp_OrderInputDevice : Imandra_prelude.string option;
f_TrdCapRptSideGrp_ExecInst : Full_app_enums.fix_execinst list option;
f_TrdCapRptSideGrp_TradeAllocIndicator : Full_app_enums.fix_tradeallocindicator option;
f_TrdCapRptSideGrp_TotalTakedown : Numeric.fix_float_6 option;
f_TrdCapRptSideGrp_SettlCurrAmt : Numeric.fix_float_6 option;
f_TrdCapRptSideGrp_CustOrderCapacity : Full_app_enums.fix_custordercapacity option;
f_TrdCapRptSideGrp_ClOrdID : Imandra_prelude.string option;
f_TrdCapRptSideGrp_EndCash : Numeric.fix_float_6 option;
f_TrdCapRptSideGrp_StartCash : Numeric.fix_float_6 option;
f_TrdCapRptSideGrp_Text : Imandra_prelude.string option;
f_TrdCapRptSideGrp_SideMultiLegReportingType : Full_app_enums.fix_sidemultilegreportingtype option;
f_TrdCapRptSideGrp_TradingSessionSubID : Imandra_prelude.string option;
f_TrdCapRptSideGrp_GrossTradeAmt : Numeric.fix_float_6 option;
f_TrdCapRptSideGrp_ListID : Imandra_prelude.string option;
f_TrdCapRptSideGrp_ClrInstGrp : fix_rg_clrinstgrp;
f_TrdCapRptSideGrp_TradeInputDevice : Imandra_prelude.string option;
f_TrdCapRptSideGrp_OrderRestrictions : Full_app_enums.fix_orderrestrictions list option;
f_TrdCapRptSideGrp_SettlCurrFxRate : Numeric.fix_float option;
f_TrdCapRptSideGrp_NumDaysInterest : Imandra_prelude.int option;
f_TrdCapRptSideGrp_SettlCurrFxRateCalc : Full_app_enums.fix_settlcurrfxratecalc option;
f_TrdCapRptSideGrp_EncodedText : Imandra_prelude.string option;
f_TrdCapRptSideGrp_NoSides : Imandra_prelude.int option;
f_TrdCapRptSideGrp_TrdAllocGrp : fix_rg_trdallocgrp;
f_TrdCapRptSideGrp_AllocID : Imandra_prelude.string option;
f_TrdCapRptSideGrp_TradingSessionID : Imandra_prelude.string option;
f_TrdCapRptSideGrp_EndAccruedInterestAmt : Numeric.fix_float_6 option;
f_TrdCapRptSideGrp_SettlCurrency : Full_app_enums.fix_currency option;
f_TrdCapRptSideGrp_PositionEffect : Full_app_enums.fix_positioneffect option;
f_TrdCapRptSideGrp_Parties : fix_rg_parties;
f_TrdCapRptSideGrp_Currency : Full_app_enums.fix_currency option;
f_TrdCapRptSideGrp_ExchangeRule : Imandra_prelude.string option;
}
type fix_rg_trdcaprptsidegrp = fix_rg_inner_trdcaprptsidegrp list
type fix_rg_inner_legordgrp = {
f_LegOrdGrp_LegStipulations : fix_rg_legstipulations;
f_LegOrdGrp_LegQty : Numeric.fix_float_6 option;
f_LegOrdGrp_LegPositionEffect : Imandra_prelude.string option;
f_LegOrdGrp_LegSettlType : Imandra_prelude.string option;
f_LegOrdGrp_LegPrice : Numeric.fix_float_6 option;
f_LegOrdGrp_LegPreAllocGrp : fix_rg_legpreallocgrp;
f_LegOrdGrp_InstrumentLeg : fix_instrumentleg;
f_LegOrdGrp_LegRefID : Imandra_prelude.string option;
f_LegOrdGrp_LegSettlDate : Datetime.fix_localmktdate option;
f_LegOrdGrp_LegSwapType : Full_app_enums.fix_legswaptype option;
f_LegOrdGrp_NestedParties : fix_rg_nestedparties;
f_LegOrdGrp_LegCoveredOrUncovered : Imandra_prelude.int option;
f_LegOrdGrp_NoLegs : Imandra_prelude.int option;
}
type fix_rg_legordgrp = fix_rg_inner_legordgrp list
type fix_settlinstructionsdata = {
f_SettlInstructionsData_SettlDeliveryType : Full_app_enums.fix_settldeliverytype option;

Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise)

f_SettlInstructionsData_DlvyInstGrp : fix_rg_dlvyinstgrp;

Identifier used within the StandInstDbType Required if AllocSettlInstType = 3 (should not be populated otherwise)

f_SettlInstructionsData_StandInstDbID : Imandra_prelude.string option;

Required if AllocSettlInstType = 3 (should not be populated otherwise)

f_SettlInstructionsData_StandInstDbName : Imandra_prelude.string option;

Required if AllocSettlInstType = 3 (should not be populated otherwise)

f_SettlInstructionsData_StandInstDbType : Full_app_enums.fix_standinstdbtype option;
}
type fix_rg_inner_sidecrossordmodgrp = {
f_SideCrossOrdModGrp_SolicitedFlag : Full_app_enums.fix_solicitedflag option;
f_SideCrossOrdModGrp_OrderCapacity : Full_app_enums.fix_ordercapacity option;
f_SideCrossOrdModGrp_CustOrderCapacity : Full_app_enums.fix_custordercapacity option;
f_SideCrossOrdModGrp_CashMargin : Full_app_enums.fix_cashmargin option;
f_SideCrossOrdModGrp_SideComplianceID : Imandra_prelude.string option;
f_SideCrossOrdModGrp_ClOrdID : Imandra_prelude.string option;
f_SideCrossOrdModGrp_Text : Imandra_prelude.string option;
f_SideCrossOrdModGrp_SecondaryClOrdID : Imandra_prelude.string option;
f_SideCrossOrdModGrp_AccountType : Full_app_enums.fix_accounttype option;
f_SideCrossOrdModGrp_DayBookingInst : Full_app_enums.fix_daybookinginst option;
f_SideCrossOrdModGrp_QtyType : Full_app_enums.fix_qtytype option;
f_SideCrossOrdModGrp_ClearingFeeIndicator : Full_app_enums.fix_clearingfeeindicator option;
f_SideCrossOrdModGrp_OrderRestrictions : Full_app_enums.fix_orderrestrictions list option;
f_SideCrossOrdModGrp_CoveredOrUncovered : Full_app_enums.fix_coveredoruncovered option;
f_SideCrossOrdModGrp_CommissionData : fix_commissiondata;
f_SideCrossOrdModGrp_Account : Imandra_prelude.string option;
f_SideCrossOrdModGrp_AcctIDSource : Full_app_enums.fix_acctidsource option;
f_SideCrossOrdModGrp_PreallocMethod : Full_app_enums.fix_preallocmethod option;
f_SideCrossOrdModGrp_OrderQtyData : fix_orderqtydata;
f_SideCrossOrdModGrp_EncodedText : Imandra_prelude.string option;
f_SideCrossOrdModGrp_NoSides : Imandra_prelude.int option;
f_SideCrossOrdModGrp_TradeOriginationDate : Datetime.fix_localmktdate option;
f_SideCrossOrdModGrp_AllocID : Imandra_prelude.string option;
f_SideCrossOrdModGrp_Side : Full_app_enums.fix_side option;
f_SideCrossOrdModGrp_EncodedTextLen : Imandra_prelude.int option;
f_SideCrossOrdModGrp_BookingUnit : Full_app_enums.fix_bookingunit option;
f_SideCrossOrdModGrp_ForexReq : Full_app_enums.fix_forexreq option;
f_SideCrossOrdModGrp_SettlCurrency : Full_app_enums.fix_currency option;
f_SideCrossOrdModGrp_PositionEffect : Full_app_enums.fix_positioneffect option;
f_SideCrossOrdModGrp_Parties : fix_rg_parties;
f_SideCrossOrdModGrp_ClOrdLinkID : Imandra_prelude.string option;
f_SideCrossOrdModGrp_TradeDate : Datetime.fix_localmktdate option;
f_SideCrossOrdModGrp_BookingType : Full_app_enums.fix_bookingtype option;
f_SideCrossOrdModGrp_PreAllocGrp : fix_rg_preallocgrp;
}
type fix_rg_sidecrossordmodgrp = fix_rg_inner_sidecrossordmodgrp list
type fix_rg_inner_quotentrygrp = {
f_QuotEntryGrp_MidYield : Numeric.fix_float_6 option;
f_QuotEntryGrp_MidPx : Numeric.fix_float_6 option;
f_QuotEntryGrp_ValidUntilTime : TimeDefaults.fix_utctimestamp option;
f_QuotEntryGrp_OrdType : Full_app_enums.fix_ordtype option;
f_QuotEntryGrp_BidForwardPoints2 : Numeric.fix_float_6 option;
f_QuotEntryGrp_OfferSpotRate : Numeric.fix_float_6 option;
f_QuotEntryGrp_OfferYield : Numeric.fix_float_6 option;
f_QuotEntryGrp_BidForwardPoints : Numeric.fix_float_6 option;
f_QuotEntryGrp_TradingSessionSubID : Imandra_prelude.string option;
f_QuotEntryGrp_Instrument : fix_instrument;
f_QuotEntryGrp_BidSpotRate : Numeric.fix_float_6 option;
f_QuotEntryGrp_OfferPx : Numeric.fix_float_6 option;
f_QuotEntryGrp_OfferSize : Numeric.fix_float_6 option;
f_QuotEntryGrp_TradingSessionID : Imandra_prelude.string option;
f_QuotEntryGrp_SettlDate2 : Datetime.fix_localmktdate option;
f_QuotEntryGrp_BidSize : Numeric.fix_float_6 option;
f_QuotEntryGrp_TransactTime : TimeDefaults.fix_utctimestamp option;
f_QuotEntryGrp_OrderQty2 : Numeric.fix_float_6 option;
f_QuotEntryGrp_Currency : Full_app_enums.fix_currency option;
f_QuotEntryGrp_QuoteEntryID : Imandra_prelude.string option;
f_QuotEntryGrp_BidPx : Numeric.fix_float_6 option;
f_QuotEntryGrp_InstrmtLegGrp : fix_rg_instrmtleggrp;
f_QuotEntryGrp_BidYield : Numeric.fix_float_6 option;
f_QuotEntryGrp_SettlDate : Datetime.fix_localmktdate option;
f_QuotEntryGrp_OfferForwardPoints : Numeric.fix_float_6 option;
f_QuotEntryGrp_OfferForwardPoints2 : Numeric.fix_float_6 option;
f_QuotEntryGrp_NoQuoteEntries : Imandra_prelude.int option;
}
type fix_rg_quotentrygrp = fix_rg_inner_quotentrygrp list
type fix_rg_inner_quotentryackgrp = {
f_QuotEntryAckGrp_MidYield : Numeric.fix_float_6 option;
f_QuotEntryAckGrp_MidPx : Numeric.fix_float_6 option;
f_QuotEntryAckGrp_ValidUntilTime : TimeDefaults.fix_utctimestamp option;
f_QuotEntryAckGrp_OrdType : Full_app_enums.fix_ordtype option;
f_QuotEntryAckGrp_BidForwardPoints2 : Numeric.fix_float_6 option;
f_QuotEntryAckGrp_OfferSpotRate : Numeric.fix_float_6 option;
f_QuotEntryAckGrp_OfferYield : Numeric.fix_float_6 option;
f_QuotEntryAckGrp_BidForwardPoints : Numeric.fix_float_6 option;
f_QuotEntryAckGrp_TradingSessionSubID : Imandra_prelude.string option;
f_QuotEntryAckGrp_Instrument : fix_instrument;
f_QuotEntryAckGrp_BidSpotRate : Numeric.fix_float_6 option;
f_QuotEntryAckGrp_OfferPx : Numeric.fix_float_6 option;
f_QuotEntryAckGrp_OfferSize : Numeric.fix_float_6 option;
f_QuotEntryAckGrp_TradingSessionID : Imandra_prelude.string option;
f_QuotEntryAckGrp_SettlDate2 : Datetime.fix_localmktdate option;
f_QuotEntryAckGrp_BidSize : Numeric.fix_float_6 option;
f_QuotEntryAckGrp_TransactTime : TimeDefaults.fix_utctimestamp option;
f_QuotEntryAckGrp_QuoteEntryRejectReason : Imandra_prelude.int option;
f_QuotEntryAckGrp_OrderQty2 : Numeric.fix_float_6 option;
f_QuotEntryAckGrp_Currency : Full_app_enums.fix_currency option;
f_QuotEntryAckGrp_QuoteEntryID : Imandra_prelude.string option;
f_QuotEntryAckGrp_BidPx : Numeric.fix_float_6 option;
f_QuotEntryAckGrp_InstrmtLegGrp : fix_rg_instrmtleggrp;
f_QuotEntryAckGrp_BidYield : Numeric.fix_float_6 option;
f_QuotEntryAckGrp_SettlDate : Datetime.fix_localmktdate option;
f_QuotEntryAckGrp_OfferForwardPoints : Numeric.fix_float_6 option;
f_QuotEntryAckGrp_OfferForwardPoints2 : Numeric.fix_float_6 option;
f_QuotEntryAckGrp_NoQuoteEntries : Imandra_prelude.int option;
}
type fix_rg_quotentryackgrp = fix_rg_inner_quotentryackgrp list
type fix_rg_inner_relsymderivsecgrp = {
f_RelSymDerivSecGrp_TradingSessionSubID : Imandra_prelude.string option;
f_RelSymDerivSecGrp_ExpirationCycle : Full_app_enums.fix_expirationcycle option;
f_RelSymDerivSecGrp_EncodedTextLen : Imandra_prelude.int option;
f_RelSymDerivSecGrp_Currency : Full_app_enums.fix_currency option;
f_RelSymDerivSecGrp_NoRelatedSym : Imandra_prelude.int option;
f_RelSymDerivSecGrp_EncodedText : Imandra_prelude.string option;
f_RelSymDerivSecGrp_InstrmtLegGrp : fix_rg_instrmtleggrp;
f_RelSymDerivSecGrp_Instrument : fix_instrument;
f_RelSymDerivSecGrp_TradingSessionID : Imandra_prelude.string option;
f_RelSymDerivSecGrp_Text : Imandra_prelude.string option;
f_RelSymDerivSecGrp_InstrumentExtension : fix_instrumentextension;
}
type fix_rg_relsymderivsecgrp = fix_rg_inner_relsymderivsecgrp list
type fix_rg_inner_rfqreqgrp = {
f_RFQReqGrp_UndInstrmtGrp : fix_rg_undinstrmtgrp;
f_RFQReqGrp_TradingSessionSubID : Imandra_prelude.string option;
f_RFQReqGrp_NoRelatedSym : Imandra_prelude.int option;
f_RFQReqGrp_InstrmtLegGrp : fix_rg_instrmtleggrp;
f_RFQReqGrp_QuoteType : Full_app_enums.fix_quotetype option;
f_RFQReqGrp_Instrument : fix_instrument;
f_RFQReqGrp_PrevClosePx : Numeric.fix_float_6 option;
f_RFQReqGrp_QuoteRequestType : Full_app_enums.fix_quoterequesttype option;
f_RFQReqGrp_TradingSessionID : Imandra_prelude.string option;
}
type fix_rg_rfqreqgrp = fix_rg_inner_rfqreqgrp list
type fix_rg_inner_quotcxlentriesgrp = {
f_QuotCxlEntriesGrp_FinancingDetails : fix_financingdetails;
f_QuotCxlEntriesGrp_UndInstrmtGrp : fix_rg_undinstrmtgrp;
f_QuotCxlEntriesGrp_InstrmtLegGrp : fix_rg_instrmtleggrp;
f_QuotCxlEntriesGrp_Instrument : fix_instrument;
f_QuotCxlEntriesGrp_NoQuoteEntries : Imandra_prelude.int option;
}
type fix_rg_quotcxlentriesgrp = fix_rg_inner_quotcxlentriesgrp list
type fix_rg_inner_quotreqgrp = {
f_QuotReqGrp_NoRelatedSym : Imandra_prelude.int option;
f_QuotReqGrp_OrdType : Full_app_enums.fix_ordtype option;
f_QuotReqGrp_ValidUntilTime : TimeDefaults.fix_utctimestamp option;
f_QuotReqGrp_QuoteRequestType : Full_app_enums.fix_quoterequesttype option;
f_QuotReqGrp_AccountType : Full_app_enums.fix_accounttype option;
f_QuotReqGrp_TradingSessionSubID : Imandra_prelude.string option;
f_QuotReqGrp_Stipulations : fix_rg_stipulations;
f_QuotReqGrp_QtyType : Full_app_enums.fix_qtytype option;
f_QuotReqGrp_Price : Numeric.fix_float_6 option;
f_QuotReqGrp_SettlType : Full_app_enums.fix_settltype option;
f_QuotReqGrp_QuoteType : Full_app_enums.fix_quotetype option;
f_QuotReqGrp_Instrument : fix_instrument;
f_QuotReqGrp_ExpireTime : TimeDefaults.fix_utctimestamp option;
f_QuotReqGrp_PriceType : Full_app_enums.fix_pricetype option;
f_QuotReqGrp_QuotReqLegsGrp : fix_rg_quotreqlegsgrp;
f_QuotReqGrp_Account : Imandra_prelude.string option;
f_QuotReqGrp_AcctIDSource : Full_app_enums.fix_acctidsource option;
f_QuotReqGrp_FinancingDetails : fix_financingdetails;
f_QuotReqGrp_UndInstrmtGrp : fix_rg_undinstrmtgrp;
f_QuotReqGrp_OrderQtyData : fix_orderqtydata;
f_QuotReqGrp_QuotQualGrp : fix_rg_quotqualgrp;
f_QuotReqGrp_QuotePriceType : Full_app_enums.fix_quotepricetype option;
f_QuotReqGrp_TradeOriginationDate : Datetime.fix_localmktdate option;
f_QuotReqGrp_TradingSessionID : Imandra_prelude.string option;
f_QuotReqGrp_SettlDate2 : Datetime.fix_localmktdate option;
f_QuotReqGrp_TransactTime : TimeDefaults.fix_utctimestamp option;
f_QuotReqGrp_OrderQty2 : Numeric.fix_float_6 option;
f_QuotReqGrp_SpreadOrBenchmarkCurveData : fix_spreadorbenchmarkcurvedata;
f_QuotReqGrp_Side : Full_app_enums.fix_side option;
f_QuotReqGrp_Price2 : Numeric.fix_float_6 option;
f_QuotReqGrp_Currency : Full_app_enums.fix_currency option;
f_QuotReqGrp_Parties : fix_rg_parties;
f_QuotReqGrp_PrevClosePx : Numeric.fix_float_6 option;
f_QuotReqGrp_SettlDate : Datetime.fix_localmktdate option;
f_QuotReqGrp_YieldData : fix_yielddata;
}
type fix_rg_quotreqgrp = fix_rg_inner_quotreqgrp list
type fix_rg_inner_quotreqrjctgrp = {
f_QuotReqRjctGrp_NoRelatedSym : Imandra_prelude.int option;
f_QuotReqRjctGrp_OrdType : Full_app_enums.fix_ordtype option;
f_QuotReqRjctGrp_QuoteRequestType : Full_app_enums.fix_quoterequesttype option;
f_QuotReqRjctGrp_AccountType : Full_app_enums.fix_accounttype option;
f_QuotReqRjctGrp_TradingSessionSubID : Imandra_prelude.string option;
f_QuotReqRjctGrp_Stipulations : fix_rg_stipulations;
f_QuotReqRjctGrp_QtyType : Full_app_enums.fix_qtytype option;
f_QuotReqRjctGrp_Price : Numeric.fix_float_6 option;
f_QuotReqRjctGrp_SettlType : Full_app_enums.fix_settltype option;
f_QuotReqRjctGrp_QuoteType : Full_app_enums.fix_quotetype option;
f_QuotReqRjctGrp_Instrument : fix_instrument;
f_QuotReqRjctGrp_ExpireTime : TimeDefaults.fix_utctimestamp option;
f_QuotReqRjctGrp_PriceType : Full_app_enums.fix_pricetype option;
f_QuotReqRjctGrp_QuotReqLegsGrp : fix_rg_quotreqlegsgrp;
f_QuotReqRjctGrp_Account : Imandra_prelude.string option;
f_QuotReqRjctGrp_AcctIDSource : Full_app_enums.fix_acctidsource option;
f_QuotReqRjctGrp_FinancingDetails : fix_financingdetails;
f_QuotReqRjctGrp_UndInstrmtGrp : fix_rg_undinstrmtgrp;
f_QuotReqRjctGrp_OrderQtyData : fix_orderqtydata;
f_QuotReqRjctGrp_QuotQualGrp : fix_rg_quotqualgrp;
f_QuotReqRjctGrp_QuotePriceType : Full_app_enums.fix_quotepricetype option;
f_QuotReqRjctGrp_TradeOriginationDate : Datetime.fix_localmktdate option;
f_QuotReqRjctGrp_TradingSessionID : Imandra_prelude.string option;
f_QuotReqRjctGrp_SettlDate2 : Datetime.fix_localmktdate option;
f_QuotReqRjctGrp_TransactTime : TimeDefaults.fix_utctimestamp option;
f_QuotReqRjctGrp_OrderQty2 : Numeric.fix_float_6 option;
f_QuotReqRjctGrp_SpreadOrBenchmarkCurveData : fix_spreadorbenchmarkcurvedata;
f_QuotReqRjctGrp_Side : Full_app_enums.fix_side option;
f_QuotReqRjctGrp_Price2 : Numeric.fix_float_6 option;
f_QuotReqRjctGrp_Currency : Full_app_enums.fix_currency option;
f_QuotReqRjctGrp_Parties : fix_rg_parties;
f_QuotReqRjctGrp_PrevClosePx : Numeric.fix_float_6 option;
f_QuotReqRjctGrp_SettlDate : Datetime.fix_localmktdate option;
f_QuotReqRjctGrp_YieldData : fix_yielddata;
}
type fix_rg_quotreqrjctgrp = fix_rg_inner_quotreqrjctgrp list
type fix_rg_inner_mdincgrp = {
f_MDIncGrp_MDMkt : Full_app_enums.fix_exchange option;
f_MDIncGrp_Text : Imandra_prelude.string option;
f_MDIncGrp_MDEntryTime : TimeDefaults.fix_utctimeonly option;
f_MDIncGrp_TradeCondition : Full_app_enums.fix_tradecondition list option;
f_MDIncGrp_NoMDEntries : Imandra_prelude.int option;
f_MDIncGrp_TradingSessionSubID : Imandra_prelude.string option;
f_MDIncGrp_NumberOfOrders : Imandra_prelude.int option;
f_MDIncGrp_MDEntrySeller : Imandra_prelude.string option;
f_MDIncGrp_Scope : Full_app_enums.fix_scope list option;
f_MDIncGrp_MDEntryID : Imandra_prelude.string option;
f_MDIncGrp_MDEntryPositionNo : Imandra_prelude.int option;
f_MDIncGrp_Instrument : fix_instrument;
f_MDIncGrp_SellerDays : Imandra_prelude.int option;
f_MDIncGrp_ExpireTime : TimeDefaults.fix_utctimestamp option;
f_MDIncGrp_CorporateAction : Full_app_enums.fix_corporateaction list option;
f_MDIncGrp_DeleteReason : Full_app_enums.fix_deletereason option;
f_MDIncGrp_UndInstrmtGrp : fix_rg_undinstrmtgrp;
f_MDIncGrp_NetChgPrevDay : Numeric.fix_float_6 option;
f_MDIncGrp_MDEntryPx : Numeric.fix_float_6 option;
f_MDIncGrp_MinQty : Numeric.fix_float_6 option;
f_MDIncGrp_ExpireDate : Datetime.fix_localmktdate option;
f_MDIncGrp_EncodedText : Imandra_prelude.string option;
f_MDIncGrp_MDUpdateAction : Full_app_enums.fix_mdupdateaction option;
f_MDIncGrp_MDEntryDate : Datetime.fix_utcdateonly option;
f_MDIncGrp_TradingSessionID : Imandra_prelude.string option;
f_MDIncGrp_FinancialStatus : Full_app_enums.fix_financialstatus list option;
f_MDIncGrp_OrderID : Imandra_prelude.string option;
f_MDIncGrp_MDEntryRefID : Imandra_prelude.string option;
f_MDIncGrp_OpenCloseSettlFlag : Full_app_enums.fix_openclosesettlflag list option;
f_MDIncGrp_MDEntrySize : Numeric.fix_float_6 option;
f_MDIncGrp_TickDirection : Full_app_enums.fix_tickdirection option;
f_MDIncGrp_EncodedTextLen : Imandra_prelude.int option;
f_MDIncGrp_MDEntryBuyer : Imandra_prelude.string option;
f_MDIncGrp_QuoteCondition : Full_app_enums.fix_quotecondition list option;
f_MDIncGrp_MDEntryOriginator : Imandra_prelude.string option;
f_MDIncGrp_Currency : Full_app_enums.fix_currency option;
f_MDIncGrp_TimeInForce : Full_app_enums.fix_timeinforce option;
f_MDIncGrp_PriceDelta : Numeric.fix_float option;
f_MDIncGrp_LocationID : Imandra_prelude.string option;
f_MDIncGrp_QuoteEntryID : Imandra_prelude.string option;
f_MDIncGrp_InstrmtLegGrp : fix_rg_instrmtleggrp;
f_MDIncGrp_ExecInst : Full_app_enums.fix_execinst list option;
f_MDIncGrp_DeskID : Imandra_prelude.string option;
f_MDIncGrp_MDEntryType : Full_app_enums.fix_mdentrytype option;
}
type fix_rg_mdincgrp = fix_rg_inner_mdincgrp list
type fix_rg_inner_instrmtmdreqgrp = {
f_InstrmtMDReqGrp_UndInstrmtGrp : fix_rg_undinstrmtgrp;
f_InstrmtMDReqGrp_NoRelatedSym : Imandra_prelude.int option;
f_InstrmtMDReqGrp_InstrmtLegGrp : fix_rg_instrmtleggrp;
f_InstrmtMDReqGrp_Instrument : fix_instrument;
}
type fix_rg_instrmtmdreqgrp = fix_rg_inner_instrmtmdreqgrp list
type fix_rg_inner_listordgrp = {
f_ListOrdGrp_SolicitedFlag : Full_app_enums.fix_solicitedflag option;
f_ListOrdGrp_OrderCapacity : Full_app_enums.fix_ordercapacity option;
f_ListOrdGrp_SideValueInd : Full_app_enums.fix_sidevalueind option;
f_ListOrdGrp_OrdType : Full_app_enums.fix_ordtype option;
f_ListOrdGrp_MaxShow : Numeric.fix_float_6 option;
f_ListOrdGrp_SecondaryClOrdID : Imandra_prelude.string option;
f_ListOrdGrp_AccountType : Full_app_enums.fix_accounttype option;
f_ListOrdGrp_MaxFloor : Numeric.fix_float_6 option;
f_ListOrdGrp_ProcessCode : Full_app_enums.fix_processcode option;
f_ListOrdGrp_Stipulations : fix_rg_stipulations;
f_ListOrdGrp_TargetStrategy : Full_app_enums.fix_targetstrategy option;
f_ListOrdGrp_QtyType : Full_app_enums.fix_qtytype option;
f_ListOrdGrp_ClearingFeeIndicator : Full_app_enums.fix_clearingfeeindicator option;
f_ListOrdGrp_GTBookingInst : Full_app_enums.fix_gtbookinginst option;
f_ListOrdGrp_ExDestination : Full_app_enums.fix_exchange option;
f_ListOrdGrp_PriceType : Full_app_enums.fix_pricetype option;
f_ListOrdGrp_CommissionData : fix_commissiondata;
f_ListOrdGrp_Account : Imandra_prelude.string option;
f_ListOrdGrp_AcctIDSource : Full_app_enums.fix_acctidsource option;
f_ListOrdGrp_UndInstrmtGrp : fix_rg_undinstrmtgrp;
f_ListOrdGrp_EffectiveTime : TimeDefaults.fix_utctimestamp option;
f_ListOrdGrp_MinQty : Numeric.fix_float_6 option;
f_ListOrdGrp_PreallocMethod : Full_app_enums.fix_preallocmethod option;
f_ListOrdGrp_OrderQtyData : fix_orderqtydata;
f_ListOrdGrp_ExpireDate : Datetime.fix_localmktdate option;
f_ListOrdGrp_TradeOriginationDate : Datetime.fix_localmktdate option;
f_ListOrdGrp_SettlDate2 : Datetime.fix_localmktdate option;
f_ListOrdGrp_TransactTime : TimeDefaults.fix_utctimestamp option;
f_ListOrdGrp_SpreadOrBenchmarkCurveData : fix_spreadorbenchmarkcurvedata;
f_ListOrdGrp_OrderQty2 : Numeric.fix_float_6 option;
f_ListOrdGrp_Side : Full_app_enums.fix_side option;
f_ListOrdGrp_EncodedTextLen : Imandra_prelude.int option;
f_ListOrdGrp_ParticipationRate : Numeric.fix_float_6 option;
f_ListOrdGrp_Price2 : Numeric.fix_float_6 option;
f_ListOrdGrp_ForexReq : Full_app_enums.fix_forexreq option;
f_ListOrdGrp_TimeInForce : Full_app_enums.fix_timeinforce option;
f_ListOrdGrp_ComplianceID : Imandra_prelude.string option;
f_ListOrdGrp_ClOrdLinkID : Imandra_prelude.string option;
f_ListOrdGrp_PrevClosePx : Numeric.fix_float_6 option;
f_ListOrdGrp_ExecInst : Full_app_enums.fix_execinst list option;
f_ListOrdGrp_BookingType : Full_app_enums.fix_bookingtype option;
f_ListOrdGrp_PreAllocGrp : fix_rg_preallocgrp;
f_ListOrdGrp_YieldData : fix_yielddata;
f_ListOrdGrp_Designation : Imandra_prelude.string option;
f_ListOrdGrp_SettlInstMode : Full_app_enums.fix_settlinstmode option;
f_ListOrdGrp_QuoteID : Imandra_prelude.string option;
f_ListOrdGrp_LocateReqd : Full_app_enums.fix_locatereqd option;
f_ListOrdGrp_CustOrderCapacity : Full_app_enums.fix_custordercapacity option;
f_ListOrdGrp_CashMargin : Full_app_enums.fix_cashmargin option;
f_ListOrdGrp_ClOrdID : Imandra_prelude.string option;
f_ListOrdGrp_Text : Imandra_prelude.string option;
f_ListOrdGrp_ListSeqNo : Imandra_prelude.int option;
f_ListOrdGrp_DayBookingInst : Full_app_enums.fix_daybookinginst option;
f_ListOrdGrp_StopPx : Numeric.fix_float_6 option;
f_ListOrdGrp_TargetStrategyParameters : Imandra_prelude.string option;
f_ListOrdGrp_Price : Numeric.fix_float_6 option;
f_ListOrdGrp_SettlType : Full_app_enums.fix_settltype option;
f_ListOrdGrp_Instrument : fix_instrument;
f_ListOrdGrp_ExpireTime : TimeDefaults.fix_utctimestamp option;
f_ListOrdGrp_OrderRestrictions : Full_app_enums.fix_orderrestrictions list option;
f_ListOrdGrp_CoveredOrUncovered : Full_app_enums.fix_coveredoruncovered option;
f_ListOrdGrp_EncodedText : Imandra_prelude.string option;
f_ListOrdGrp_AllocID : Imandra_prelude.string option;
f_ListOrdGrp_PegInstructions : fix_peginstructions;
f_ListOrdGrp_DiscretionInstructions : fix_discretioninstructions;
f_ListOrdGrp_BookingUnit : Full_app_enums.fix_bookingunit option;
f_ListOrdGrp_TrdgSesGrp : fix_rg_trdgsesgrp;
f_ListOrdGrp_IOIID : Imandra_prelude.string option;
f_ListOrdGrp_SettlCurrency : Full_app_enums.fix_currency option;
f_ListOrdGrp_PositionEffect : Full_app_enums.fix_positioneffect option;
f_ListOrdGrp_NoOrders : Imandra_prelude.int option;
f_ListOrdGrp_Parties : fix_rg_parties;
f_ListOrdGrp_Currency : Full_app_enums.fix_currency option;
f_ListOrdGrp_SettlDate : Datetime.fix_localmktdate option;
f_ListOrdGrp_TradeDate : Datetime.fix_localmktdate option;
f_ListOrdGrp_HandlInst : Full_app_enums.fix_handlinst option;
}
type fix_rg_listordgrp = fix_rg_inner_listordgrp list
type fix_rg_inner_seclistgrp = {
f_SecListGrp_FinancingDetails : fix_financingdetails;
f_SecListGrp_UndInstrmtGrp : fix_rg_undinstrmtgrp;
f_SecListGrp_InstrmtLegSecListGrp : fix_rg_instrmtlegseclistgrp;
f_SecListGrp_NoRelatedSym : Imandra_prelude.int option;
f_SecListGrp_EncodedText : Imandra_prelude.string option;
f_SecListGrp_TradingSessionID : Imandra_prelude.string option;
f_SecListGrp_Text : Imandra_prelude.string option;
f_SecListGrp_InstrumentExtension : fix_instrumentextension;
f_SecListGrp_SpreadOrBenchmarkCurveData : fix_spreadorbenchmarkcurvedata;
f_SecListGrp_MinTradeVol : Numeric.fix_float_6 option;
f_SecListGrp_TradingSessionSubID : Imandra_prelude.string option;
f_SecListGrp_Stipulations : fix_rg_stipulations;
f_SecListGrp_ExpirationCycle : Full_app_enums.fix_expirationcycle option;
f_SecListGrp_EncodedTextLen : Imandra_prelude.int option;
f_SecListGrp_RoundLot : Numeric.fix_float_6 option;
f_SecListGrp_Currency : Full_app_enums.fix_currency option;
f_SecListGrp_Instrument : fix_instrument;
f_SecListGrp_YieldData : fix_yielddata;
}
type fix_rg_seclistgrp = fix_rg_inner_seclistgrp list
type fix_rg_inner_quotsetackgrp = {
f_QuotSetAckGrp_UnderlyingInstrument : fix_underlyinginstrument;
f_QuotSetAckGrp_QuotEntryAckGrp : fix_rg_quotentryackgrp;
f_QuotSetAckGrp_QuoteSetID : Imandra_prelude.string option;
f_QuotSetAckGrp_LastFragment : Full_app_enums.fix_lastfragment option;
f_QuotSetAckGrp_NoQuoteSets : Imandra_prelude.int option;
f_QuotSetAckGrp_TotNoQuoteEntries : Imandra_prelude.int option;
}
type fix_rg_quotsetackgrp = fix_rg_inner_quotsetackgrp list
type fix_rg_inner_quotsetgrp = {
f_QuotSetGrp_UnderlyingInstrument : fix_underlyinginstrument;
f_QuotSetGrp_QuoteSetID : Imandra_prelude.string option;
f_QuotSetGrp_LastFragment : Full_app_enums.fix_lastfragment option;
f_QuotSetGrp_NoQuoteSets : Imandra_prelude.int option;
f_QuotSetGrp_QuoteSetValidUntilTime : TimeDefaults.fix_utctimestamp option;
f_QuotSetGrp_TotNoQuoteEntries : Imandra_prelude.int option;
f_QuotSetGrp_QuotEntryGrp : fix_rg_quotentrygrp;
}
type fix_rg_quotsetgrp = fix_rg_inner_quotsetgrp list
type fix_rg_inner_settlinstgrp = {
f_SettlInstGrp_SettlInstRefID : Imandra_prelude.string option;
f_SettlInstGrp_SecurityType : Full_app_enums.fix_securitytype option;
f_SettlInstGrp_CardNumber : Imandra_prelude.string option;
f_SettlInstGrp_CardExpDate : Datetime.fix_localmktdate option;
f_SettlInstGrp_EffectiveTime : TimeDefaults.fix_utctimestamp option;
f_SettlInstGrp_PaymentDate : Datetime.fix_localmktdate option;
f_SettlInstGrp_PaymentRemitterID : Imandra_prelude.string option;
f_SettlInstGrp_SettlInstTransType : Full_app_enums.fix_settlinsttranstype option;
f_SettlInstGrp_SettlInstructionsData : fix_settlinstructionsdata;
f_SettlInstGrp_Product : Full_app_enums.fix_product option;
f_SettlInstGrp_CFICode : Imandra_prelude.string option;
f_SettlInstGrp_CardHolderName : Imandra_prelude.string option;
f_SettlInstGrp_Side : Full_app_enums.fix_side option;
f_SettlInstGrp_LastUpdateTime : TimeDefaults.fix_utctimestamp option;
f_SettlInstGrp_Parties : fix_rg_parties;
f_SettlInstGrp_NoSettlInst : Imandra_prelude.int option;
f_SettlInstGrp_PaymentMethod : Full_app_enums.fix_paymentmethod option;
f_SettlInstGrp_PaymentRef : Imandra_prelude.string option;
f_SettlInstGrp_SettlInstID : Imandra_prelude.string option;
f_SettlInstGrp_ExpireTime : TimeDefaults.fix_utctimestamp option;
f_SettlInstGrp_CardIssNum : Imandra_prelude.string option;
f_SettlInstGrp_CardStartDate : Datetime.fix_localmktdate option;
}
type fix_rg_settlinstgrp = fix_rg_inner_settlinstgrp list
type fix_rg_inner_allocgrp = {
f_AllocGrp_AllocAccruedInterestAmt : Numeric.fix_float_6 option;
f_AllocGrp_NoAllocs : Imandra_prelude.int option;
f_AllocGrp_AllocSettlCurrAmt : Numeric.fix_float_6 option;
f_AllocGrp_SettlCurrAmt : Numeric.fix_float_6 option;
f_AllocGrp_AllocText : Imandra_prelude.string option;
f_AllocGrp_SettlInstructionsData : fix_settlinstructionsdata;
f_AllocGrp_AllocSettlInstType : Full_app_enums.fix_allocsettlinsttype option;
f_AllocGrp_ProcessCode : Full_app_enums.fix_processcode option;
f_AllocGrp_EncodedAllocText : Imandra_prelude.string option;
f_AllocGrp_AllocAvgPx : Numeric.fix_float_6 option;
f_AllocGrp_ClrInstGrp : fix_rg_clrinstgrp;
f_AllocGrp_EncodedAllocTextLen : Imandra_prelude.int option;
f_AllocGrp_AllocHandlInst : Full_app_enums.fix_allochandlinst option;
f_AllocGrp_CommissionData : fix_commissiondata;
f_AllocGrp_SettlCurrFxRate : Numeric.fix_float option;
f_AllocGrp_AllocNetMoney : Numeric.fix_float_6 option;
f_AllocGrp_AllocQty : Numeric.fix_float_6 option;
f_AllocGrp_AllocAcctIDSource : Imandra_prelude.int option;
f_AllocGrp_MiscFeesGrp : fix_rg_miscfeesgrp;
f_AllocGrp_SettlCurrFxRateCalc : Full_app_enums.fix_settlcurrfxratecalc option;
f_AllocGrp_AllocAccount : Imandra_prelude.string option;
f_AllocGrp_AllocPrice : Numeric.fix_float_6 option;
f_AllocGrp_IndividualAllocID : Imandra_prelude.string option;
f_AllocGrp_AllocSettlCurrency : Full_app_enums.fix_currency option;
f_AllocGrp_SettlCurrency : Full_app_enums.fix_currency option;
f_AllocGrp_NotifyBrokerOfCredit : Full_app_enums.fix_notifybrokerofcredit option;
f_AllocGrp_AllocInterestAtMaturity : Numeric.fix_float_6 option;
f_AllocGrp_MatchStatus : Full_app_enums.fix_matchstatus option;
f_AllocGrp_NestedParties : fix_rg_nestedparties;
}
type fix_rg_allocgrp = fix_rg_inner_allocgrp list
type full_fix_app_record_data =
| FIX_Record_TrdCollGrp of fix_rg_trdcollgrp
| FIX_Record_NstdPtys3SubGrp of fix_rg_nstdptys3subgrp
| FIX_Record_CpctyConfGrp of fix_rg_cpctyconfgrp
| FIX_Record_CompIDStatGrp of fix_rg_compidstatgrp
| FIX_Record_CommissionData of fix_commissiondata
| FIX_Record_MiscFeesGrp of fix_rg_miscfeesgrp
| FIX_Record_ExecAllocGrp of fix_rg_execallocgrp
| FIX_Record_FinancingDetails of fix_financingdetails
| FIX_Record_PositionAmountData of fix_rg_positionamountdata
| FIX_Record_TrdRegTimestamps of fix_rg_trdregtimestamps
| FIX_Record_UndSecAltIDGrp of fix_rg_undsecaltidgrp
| FIX_Record_IOIQualGrp of fix_rg_ioiqualgrp
| FIX_Record_ContAmtGrp of fix_rg_contamtgrp
| FIX_Record_LegBenchmarkCurveData of fix_legbenchmarkcurvedata
| FIX_Record_LegSecAltIDGrp of fix_rg_legsecaltidgrp
| FIX_Record_PtysSubGrp of fix_rg_ptyssubgrp
| FIX_Record_SecAltIDGrp of fix_rg_secaltidgrp
| FIX_Record_SpreadOrBenchmarkCurveData of fix_spreadorbenchmarkcurvedata
| FIX_Record_RoutingGrp of fix_rg_routinggrp
| FIX_Record_ExecCollGrp of fix_rg_execcollgrp
| FIX_Record_YieldData of fix_yielddata
| FIX_Record_DiscretionInstructions of fix_discretioninstructions
| FIX_Record_PegInstructions of fix_peginstructions
| FIX_Record_EvntGrp of fix_rg_evntgrp
| FIX_Record_CollInqQualGrp of fix_rg_collinqqualgrp
| FIX_Record_AllocAckGrp of fix_rg_allocackgrp
| FIX_Record_LogonMsgTypes of fix_rg_logonmsgtypes
| FIX_Record_TrdgSesGrp of fix_rg_trdgsesgrp
| FIX_Record_ContraGrp of fix_rg_contragrp
| FIX_Record_AttrbGrp of fix_rg_attrbgrp
| FIX_Record_Hop of fix_rg_hop
| FIX_Record_BidDescReqGrp of fix_rg_biddescreqgrp
| FIX_Record_LegStipulations of fix_rg_legstipulations
| FIX_Record_OrdListStatGrp of fix_rg_ordliststatgrp
| FIX_Record_MDRjctGrp of fix_rg_mdrjctgrp
| FIX_Record_SecTypesGrp of fix_rg_sectypesgrp
| FIX_Record_MDFullGrp of fix_rg_mdfullgrp
| FIX_Record_NstdPtysSubGrp of fix_rg_nstdptyssubgrp
| FIX_Record_Stipulations of fix_rg_stipulations
| FIX_Record_AffectedOrdGrp of fix_rg_affectedordgrp
| FIX_Record_TrdCapDtGrp of fix_rg_trdcapdtgrp
| FIX_Record_CompIDReqGrp of fix_rg_compidreqgrp
| FIX_Record_LinesOfTextGrp of fix_rg_linesoftextgrp
| FIX_Record_ClrInstGrp of fix_rg_clrinstgrp
| FIX_Record_RgstDistInstGrp of fix_rg_rgstdistinstgrp
| FIX_Record_BidCompReqGrp of fix_rg_bidcompreqgrp
| FIX_Record_QuotQualGrp of fix_rg_quotqualgrp
| FIX_Record_SettlPtysSubGrp of fix_rg_settlptyssubgrp
| FIX_Record_NstdPtys2SubGrp of fix_rg_nstdptys2subgrp
| FIX_Record_ExecsGrp of fix_rg_execsgrp
| FIX_Record_OrderQtyData of fix_orderqtydata
| FIX_Record_interval of fix_interval
| FIX_Record_MDReqGrp of fix_rg_mdreqgrp
| FIX_Record_UnderlyingStipulations of fix_rg_underlyingstipulations
| FIX_Record_NestedParties2 of fix_rg_nestedparties2
| FIX_Record_SettlParties of fix_rg_settlparties
| FIX_Record_NestedParties of fix_rg_nestedparties
| FIX_Record_InstrumentExtension of fix_instrumentextension
| FIX_Record_Instrument of fix_instrument
| FIX_Record_Parties of fix_rg_parties
| FIX_Record_InstrumentLeg of fix_instrumentleg
| FIX_Record_UnderlyingInstrument of fix_underlyinginstrument
| FIX_Record_BidCompRspGrp of fix_rg_bidcomprspgrp
| FIX_Record_NestedParties3 of fix_rg_nestedparties3
| FIX_Record_PreAllocMlegGrp of fix_rg_preallocmleggrp
| FIX_Record_UndInstrmtStrkPxGrp of fix_rg_undinstrmtstrkpxgrp
| FIX_Record_PosUndInstrmtGrp of fix_rg_posundinstrmtgrp
| FIX_Record_UndInstrmtGrp of fix_rg_undinstrmtgrp
| FIX_Record_UndInstrmtCollGrp of fix_rg_undinstrmtcollgrp
| FIX_Record_InstrmtLegGrp of fix_rg_instrmtleggrp
| FIX_Record_InstrmtLegIOIGrp of fix_rg_instrmtlegioigrp
| FIX_Record_InstrmtLegSecListGrp of fix_rg_instrmtlegseclistgrp
| FIX_Record_SideCrossOrdCxlGrp of fix_rg_sidecrossordcxlgrp
| FIX_Record_InstrmtStrkPxGrp of fix_rg_instrmtstrkpxgrp
| FIX_Record_InstrmtGrp of fix_rg_instrmtgrp
| FIX_Record_InstrmtLegExecGrp of fix_rg_instrmtlegexecgrp
| FIX_Record_PositionQty of fix_rg_positionqty
| FIX_Record_TrdInstrmtLegGrp of fix_rg_trdinstrmtleggrp
| FIX_Record_LegQuotGrp of fix_rg_legquotgrp
| FIX_Record_LegQuotStatGrp of fix_rg_legquotstatgrp
| FIX_Record_RgstDtlsGrp of fix_rg_rgstdtlsgrp
| FIX_Record_QuotReqLegsGrp of fix_rg_quotreqlegsgrp
| FIX_Record_PreAllocGrp of fix_rg_preallocgrp
| FIX_Record_DlvyInstGrp of fix_rg_dlvyinstgrp
| FIX_Record_LegPreAllocGrp of fix_rg_legpreallocgrp
| FIX_Record_TrdAllocGrp of fix_rg_trdallocgrp
| FIX_Record_OrdAllocGrp of fix_rg_ordallocgrp
| FIX_Record_TrdCapRptSideGrp of fix_rg_trdcaprptsidegrp
| FIX_Record_LegOrdGrp of fix_rg_legordgrp
| FIX_Record_SettlInstructionsData of fix_settlinstructionsdata
| FIX_Record_SideCrossOrdModGrp of fix_rg_sidecrossordmodgrp
| FIX_Record_QuotEntryGrp of fix_rg_quotentrygrp
| FIX_Record_QuotEntryAckGrp of fix_rg_quotentryackgrp
| FIX_Record_RelSymDerivSecGrp of fix_rg_relsymderivsecgrp
| FIX_Record_RFQReqGrp of fix_rg_rfqreqgrp
| FIX_Record_QuotCxlEntriesGrp of fix_rg_quotcxlentriesgrp
| FIX_Record_QuotReqGrp of fix_rg_quotreqgrp
| FIX_Record_QuotReqRjctGrp of fix_rg_quotreqrjctgrp
| FIX_Record_MDIncGrp of fix_rg_mdincgrp
| FIX_Record_InstrmtMDReqGrp of fix_rg_instrmtmdreqgrp
| FIX_Record_ListOrdGrp of fix_rg_listordgrp
| FIX_Record_SecListGrp of fix_rg_seclistgrp
| FIX_Record_QuotSetAckGrp of fix_rg_quotsetackgrp
| FIX_Record_QuotSetGrp of fix_rg_quotsetgrp
| FIX_Record_SettlInstGrp of fix_rg_settlinstgrp
| FIX_Record_AllocGrp of fix_rg_allocgrp