ICS A 11 JR 中华人民共和国金融行业标准 JR/T 0078—2014 银行间市场数据接口 Inter-bank market data interface 2014 - 1 - 16实施 2014 - 1- 16发布 发布中国人民银行
JR/T 0078—2014 目 次 前言 ................................................................................ IV 引言 ................................................................................. V 1 范围 .............................................................................. 1 2 规范性引用文件 .................................................................... 1 3 术语和定义 ........................................................................ 1 4 银行间市场数据接口描述 ............................................................ 2 5 银行间市场数据接口规范维护与管理 .................................................. 3 6 应用编程接口规范 .................................................................. 3 应用编程接口总体结构 .......................................................... 3 编程接口定义 .................................................................. 6 编程接口调用规范 ............................................................. 16 编程接口异常处理规范 ......................................................... 22 编程接口调用示例 ............................................................. 25 7 IMIX报文接口规范 ................................................................. 40 报文格式简介 ................................................................. 40 报文接口定义 ................................................................. 41 基于XML的IMIXML接口定义 .................................................... 55 8 数据传输压缩接口规范 ............................................................. 55 压缩算法定义 ................................................................. 55 传输方式 ..................................................................... 56 压缩接口方法定义 ............................................................. 56 9 数据落地接口规范 ................................................................. 57 Store数据落地规范 ............................................................ 57 Queue数据落地规范 ............................................................ 59 数据落地编程接口规范 ......................................................... 60 10 日志接口规范 .................................................................... 63 11 配置文件接口规范 ................................................................ 64 12 报文快速访问接口规范 ............................................................ 69 13 订阅发布模式接口规范 ............................................................ 69 主题Topic的定义 ............................................................ 69 订阅报文定义 ................................................................ 70 14 业务数据精度标准 ................................................................ 70 报价数据精度标准 ............................................................ 70 I
JR/T 0078—2014 成交数据精度标准 ............................................................. 72 附录A（资料性附录） IMIX协议元数据模板 ............................................. 75 附录B（资料性附录） IMIX协议元数据模板结构定义 .................................... 265 参考文献 ............................................................................ 268 图1 数据接口整体结构框图 ............................................................ 3 图2 Client部分主要类图 .............................................................. 5 图3 Server部分主要类图 .............................................................. 6 图4 Client端数据接口建立时序图 ..................................................... 17 图5 Server端数据接口建立时序图 ..................................................... 18 图6 Client端数据接口会话销毁时序图 ................................................. 19 图7 Server端数据接口会话销毁时序图 ................................................. 20 图8 Client端数据交换时序图 ......................................................... 21 图9 Server端数据交换时序图 ......................................................... 22 图10 IMIX报文接口类图 .............................................................. 42 图11 数据传输压缩接口流程 .......................................................... 55 图12 数据压缩传输方式 .............................................................. 56 图13 Store数据文件名示例 ........................................................... 57 图14 Sequnms文件结构 ............................................................... 57 图15 Body文件结构 .................................................................. 57 图16 Header文件结构 ................................................................ 57 图17 Session文件结构 ............................................................... 58 图18 Queue数据文件名示例 ........................................................... 60 图19 Time文件结构 .................................................................. 60 图20 Queue文件结构 ................................................................. 60 图21 Offset文件结构 ................................................................ 60 图22 分层次主题命名 ................................................................ 70 表1 Client部分主要类描述 ............................................................ 4 表2 Server部分主要类描述 ............................................................ 4 表3 监听回调接口公共方法 ............................................................ 6 表4 IMIX会话类公共方法 .............................................................. 8 表5 IMIX应用类公共方法 ............................................................. 10 表6 事件回调接口公共方法 ........................................................... 11 表7 报文接收回调接口公共方法 ....................................................... 11 表8 报文发送回调接口公共方法 ....................................................... 12 表9 登录验证回调接口公共方法 ....................................................... 13 表10 IMIX会话类公共方法 ............................................................ 14 表11 IMIX应用类公共方法 ............................................................ 16 表12 Field类公共方法 ............................................................... 42 表13 布尔型基类公共方法 ............................................................ 43 表14 BidPx类公共方法 ............................................................... 45 II
JR/T 0078—2014 表15 域集合类公共方法 .............................................................. 45 表16 报文基类公共方法 .............................................................. 47 表17 报文基类公共方法 ...................................................... 50 表18 ExecutionReport报文类公共方法 ................................................ 51 表19 NoUnderlyings重复组域集合公共方法 ............................................ 52 表20 IMIX数据字典类公共方法 ....................................................... 53 表21 SessionTable表结构 ........................................................... 58 表22 MessageTable表结构 ........................................................... 58 表23 MessageStoreTable表结构 ...................................................... 59 表24 数据落地编程接口公共方法 ...................................................... 60 表25 日志编程接口公共方法 .......................................................... 63 表26 会话ID属性 ................................................................... 64 表27 IMIX配置文件说明 ............................................................. 64 表28 报价数据精度标准 .............................................................. 70 表29 成交数据精度标准 .............................................................. 72 III
JR/T 0078—2014 前 言 本标准依据GB/T -2009给出的规则起草。 本标准由全国金融标准化技术委员会（SAC/TC 180）归口。 本标准提出单位：中国外汇交易中心暨全国银行间同业拆借中心。 本标准负责起草单位：中国外汇交易中心暨全国银行间同业拆借中心。 本标准主要起草人：许再越、戴德毅、崔嵬、许琳、胡剑、姜才康、许继红、朱荣、郦永达、王成勇、叶胜国、孙小林、沈薇薇、茅廷、陈晓跃、孙英昊、崔奇、何帆、周毅、王晓光、赵俊峰、程晓松、尹秀资、刘丽莉、胡卫平、夏志江、方剑锋、徐振端。 本标准为首次制定。 IV
JR/T 0078—2014 引 言 本标准是根据银行间市场的业务需求制定的。本标准所包含的接口规范是银行间市场系统基于银行间市场业务数据交换协议（IMIX协议）实现数据交换的约定。本标准通过一组规范的接口属性及规范说明对数据接口进行描述。本标准是实施银行间市场系统的数据采集、数据交换和信息发布的重要基础标准。 V
JR/T 0078—2014 银行间市场数据接口 1 范围 本标准规定了银行间市场业务（外汇交易、信用拆借、债券回购、现券买卖、票据等）数据交换和共享所使用的应用接口规范、使用方式和所使用的银行间市场数据交换报文的内容、格式及其使用方法。本标准的内容覆盖应用编程接口描述、数据传输压缩接口规范、数据落地接口规范、日志接口规范、配置接口规范、业务报文内容快速访问接口规范、订阅发布模式接口规范、业务数据精度标准。 本标准适用于银行间市场业务活动中涉及到的银行间市场系统的所有业务流程中的数据交换接口及所有使用银行间市场数据交换协议的相关系统。 2 规范性引用文件 下列文件对于本文件的应用是必不可少的。凡是注日期的引用文件，仅所注日期的版本适用于本文件。凡是不注日期的引用文件，其最新版本（包括所有的修改单）适用于本文件。 JR/T 0065-2011银行间市场基础数据元 JR/T 0066-2011银行间市场业务数据交换协议 3 术语和定义 下列术语和定义适用于本文件。 外汇交易 foreign exchange trading 在我国银行间市场进行的不同货币之间的交易。目前国内银行间外汇市场可进行人民币与外币的即期、远期、掉期交易。 外汇交易系统 foreign exchange trading system 外汇交易中心为会员之间进行外汇交易和资金清算所提供的电子系统。 银行间外汇交易市场 inter-bank foreign exchange trading market 中国外汇交易中心为会员间进行外汇交易(目前为人民币和外币之间的即期、远期、掉期交易)所提供的交易和清算服务场所或系统。 银行间市场 inter-bank market 1
JR/T 0078—2014 银行间市场是金融市场体系的核心。在银行间市场产生的指数，如拆借利率指数、债券回购指数、债券收益率，是其他金融产品和衍生工具定价的基础。银行间市场由拆借市场、债券市场和人民币利率衍生品市场组成。通过信用拆借、质押式回购、买断式回购、现券买卖、债券借贷、债券远期、利率互换、远期利率协议等交易，金融机构可以利用银行间市场管理资金头寸、调整资产负债结构和进行投资理财。在银行间市场交易的证券种类包括国债、央行票据、金融债、次级债、公司债、国际开发机构债券、短期融资券、资产支持证券等。本币市场成员涵盖商业银行、证券公司、保险公司、信托公司、基金、企业年金等各类金融机构。 应用编程接口 application programming interface(API) 应用编程接口是软件系统不同组成部分衔接的约定。近年来金融系统软件的规模日益庞大，常常会需要把复杂的系统划分成小的组成部分，编程接口的设计十分重要。程序设计的实践中，编程接口的设计首先要使软件系统的职责得到合理划分。良好的接口设计可以降低系统各部分的相互依赖，提高组成单元的内聚性，降低组成单元间的耦合程度，从而提高系统的维护性和扩展性。 银行间市场数据接口 inter-bank market data interface 银行间市场数据接口是银行间市场系统业务数据交换衔接的约定。包括银行间市场数据应用编程接口、业务数据使用规范、数据传输压缩加密规范等。 银行间市场业务数据交换 inter-bank market data exchange(IMIX) 银行间市场业务数据交换是银行间市场业务活动中涉及到的银行间市场系统的数据交换行为及内容约定。 银行间市场业务数据交换报文 inter-bank market data exchange message(IMIX message) 银行间市场业务数据交换报文是银行间市场业务活动中涉及到的银行间市场系统的数据交换的基本单位。 4 银行间市场数据接口描述 银行间市场数据接口是银行间市场基础数据元标准（标准号JR/T 0065）和银行间市场业务数据交换（IMIX）协议标准（标准号JR/T 0066）的延伸和系统实现。JR/T 0065标准规定了银行间市场业务活动中涉及到的银行间市场系统的数据元的标记、名称、说明及相关内容；JR/T 0066标准规定了银行间市场参与者之间进行银行间交易所需的通讯协议。JR/T 0065和JR/T0066标准组成了银行间市场业务数据标准体系，完整定义了相关业务系统数据交互所需使用的数据结构。在此基础上，银行间市场数据接口封装了银行间市场业务数据交换协议和银行间市场基础数据元标准的使用方法和系统实现，提供了规范的应用编程、IMIX报文等接口，完整定义了银行间市场业务系统数据交互技术标准。 银行间市场数据接口包含以下内容： a) 应用编程接口：基于IMIX协议构建银行业务应用系统编程接口，具体规范定义见第6章。 2
JR/T 0078—2014 b) 报文接口：基于IMIX协议的业务报文接口，具体规范定义见第7章。 c) IMIX传输压缩接口：基于IMIX协议的报文传输压缩接口，具体规范定义见第8章。 d) 数据落地接口：基于IMIX协议的数据落地接口，具体规范定义见第9章。 e) 日志接口：IMIX应用系统日志接口，具体规范定义见第10章。 f) 配置文件接口：IMIX应用系统配置文件规范，具体描述见第11章。 g) 报文快速访问接口：IMIX报文内容快速访问规范，具体描述见第12章。 h) 订阅发布模式接口：基于IMIX协议的订阅发布模式规范，具体描述见第13章。 i) 业务精度标准：IMIX协议的业务数据精度标准规范，具体描述见第14章。 银行间市场数据接口整体结构描述如图1所示。 数据接口规范业务精度标准订阅发布模式应用编程接口规范IMIX传输压缩日志ImixSessionImixApplication消息接口规范Listener数据落地配置文件消息快速访问接收消息处理事件发送消息关闭会话初始化应用关闭应用 图1 数据接口整体结构框图 5 银行间市场数据接口规范维护与管理 本标准由全国金融标准化技术委员会授权的机构负责维护与管理。鉴于银行间市场业务（包括外汇交易、信用拆借、债券回购、现券买卖、票据等）涉及银行机构的流动性等风险，监管部门因监管需要可对涉及使用此标准的银行间市场业务的信息系统进行延伸检查。 6 应用编程接口规范 应用编程接口提供构建银行应用系统进行业务数据交换和共享功能必要的接口与方法。考虑到银行间市场业务系统平台繁多，本章定义了基于跨平台的Java编程语言的接口、方法、函数、参数及使用规范。 应用编程接口总体结构 使用应用编程接口构建系统时需要实现自定义的回调函数以完成对报文以及事件的处理，同时需要根据指定的配置文件创建标准IMIX会话。 标准IMIX会话分为Initiator和Acceptor。Initiator用于发起连接请求，Acceptor监听特定端口并接受连接请求。 根据应用编程接口使用者的角色不同，编程接口分为Client部分和Server部分。Client部分封装了Initiator，主要用于发起连接请求；Server部分则封装了Initiator/Accpetor，用于接受连接请求并做验证。 Client部分主要类描述见表1。 3
JR/T 0078—2014 表1 Client部分主要类描述 序号 类名 描述 1 提供给用户使用报文及事件回调函数。 2 . ImixSession 标准IMIX会话类。 3 . ImixApplication 所启动的IMIX应用实例。 Server部分主要类描述见表2。 表2 Server部分主要类描述 序号 类名 描述 1 提供给用户事件回调函数。 2 提供给用户报文接收回调函数。 3 提供给用户报文发送回调函数。 4 提供给用户登录验证回调函数。 5 标准IMIX会话类。支持Initator/Acceptor类型。 6 . ImixApplication 所启动的IMIX应用实例。 Client部分主要类图如图2所示。 4
JR/T 0078—2014 图2 Client部分主要类图 Server部分主要类图如图3所示。 5
JR/T 0078—2014 图3 Server部分主要类图 编程接口定义 Client部分 应用编程接口Client部分包含以下Interface及Class： ——Interface名称：final public interface 此Interface定义收发数据各状态时的监听回调接口方法。其公共方法如表3。 表3 监听回调接口公共方法 报文回调接口方法 public void toApp(Message message, ImixSession 所有发出的应用类报文都会调用此回imixSession) throws DoNotSend; 调。 public void fromAdmin(Message message, ImixSession 所有收到的管理类报文都会调用此回imixSession) throws FieldNotFound, 调。 IncorrectDataFormat,IncorrectTagValue; public void fromApp(Message message, ImixSession 所有收到的应用类报文都会调用此回imixSession) throws FieldNotFound, 调。 IncorrectDataFormat,IncorrectTagValue, UnsupportedMessageType; 登陆事件回调接口方法 public void onLogon(ImixSession imixSession); 会话成功登陆后会调用此回调。 public void onLogout(ImixSession imixSession); 会话结束后会调用此回调。 异常信息回调接口方法 public void onError(ImixSession imixSession, int type); 出现异常情况时会调用此回调。 Listener Interface接口方法定义如下： 6
JR/T 0078—2014 a) toApp方法 方法名称：toApp 返回类型：void 方法说明：此回调方法会在任意报文发送时被调用。如此方法抛出DoNotSend异常，则此报文将不会被发送。如果是因为序列号有gap在恢复session的时候导致API底层自动重发（即PossDup被设置为True，43号域），此时API不会继续发这条报文，取而代之的是发一条sequence reset，让对方跳过本条报文。应用场景比如当向市场发送一条已经过期的Order的报文时，可以使用。 异常申明： 1) 报文不发送异常，具体参见相应类定义。 参数定义： 1) message IMIX报文对象类型，具体参见相应类定义。 2) imixSession IMIX会话对象类型，具体参见相应类定义。 b) fromAdmin方法 方法名称：fromAdmin 返回类型：void 方法说明：此回调方法会在收到管理类报文时被调用。可能收到的管理类报文包括Reject Session-level(MsgType=3)报文和logout(MsgType=5)报文。并在报文中Text域包含登出或拒绝原因。如当应用发送的logon报文包含错误用户信息（密码错误）时，此应用将收到58域包含错误码为4（4=密码错）的logout报文。 异常申明： 1) 报文域未发现异常，具体参见相应类定义。 2) 数据格式错误异常，具体参见相应类定义。 3) 数据域错误异常，具体参见相应类定义。 参数定义： 1) message IMIX报文对象类型，具体参见相应类定义。 2) imixSession IMIX会话对象类型，具体参见相应类定义。 c) fromApp方法 方法名称：fromApp 返回类型：void 方法说明：此回调方法会在收到业务类报文时被调用。此方法为构建应用系统核心接入点。如应用系统为卖方交易系统，此方法将收到成交请求报文；如应用系统为买方系统，此方法将收到成交确认报文。如抛出FieldNotFound异常，对端系统将收到拒绝报文表示相应的域缺失；对于单一IMIX Session而言，此方法是同步的，即单一IMIX Session接收的报文会排队等待。 异常申明： 1) 报文域未发现异常，具体参见相应类定义。 2) 数据格式错误异常，具体参见相应类定义。 3) 数据域错误异常，具体参见相应类定义。 4) 报文类型未支持异常，具体参见相应类定义。 参数定义： 1) message IMIX报文对象类型，具体参见相应类定义。 2) imixSession IMIX会话对象类型，具体参见相应类定义。 d) onLogon方法 方法名称：onLogon 7
JR/T 0078—2014 返回类型：void 方法说明：此回调方法会在收到IMIX会话建立成功后调用。 异常申明：N/A 参数定义： 1) imixSession IMIX会话对象类型，具体参见相应类定义。 e) onLogout方法 方法名称：onLogout 返回类型：void 方法说明：此回调方法会在收到IMIX会话出现异常时调用。 异常申明：N/A 参数定义： 1) IMIX会话对象类型，具体参见相应类定义。 2) int type 错误码，具体可由数据交换双方应用系统协商定义。 f) onError方法 方法名称：onError 返回类型：void 方法说明：此回调方法会在收到IMIX会话登出后调用。 异常申明：N/A 参数定义： 1) imixSession IMIX会话对象类型，具体参见相应类定义。 ——Class名称：final public class 标准IMIX会话类，封装Initiator类型，维护标准IMIX会话生命周期、定义所有操作。其公共方法如表4。 表4 IMIX会话类公共方法 IMIX会话类方法 public static ImixSession lookupIMIXSession(Message 根据接收到的报文检索对应的IMIX会message); 话。 public static ImixSession lookupIMIXSession(SessionID 根据SessionID，检索对应的IMIX会sessionID); 话。 public Boolean isStarted(); 检查IMIX会话是否启动成功。 public Boolean send(Message message); 发送报文到IMIX会话对端。 public synchronized boolean start(); 启动IMIX会话。 public synchronized boolean start(int overTime); 启动IMIX会话并设定最长超时事件。 public synchronized void stop(); 停止IMIX会话。 public synchronized void stop(boolean force); 不等待IMIX会话对端Logout报文，强行终止会话。 Class ImixSession类方法定义如下： a) lookupIMIXSession方法 方法名称：lookupIMIXSession 方法类型：静态 返回类型： IMIX会话类型。 8
JR/T 0078—2014 方法说明：根据接收到的报文检索对应的IMIX会话。 异常申明：N/A 参数定义： 1) message IMIX报文对象类型，具体参见相应类定义。 b) lookupIMIXSession方法 方法名称：lookupIMIXSession 方法类型：静态 返回类型： IMIX会话类型。 方法说明：根据会话ID检索对应的IMIX会话。 异常申明：N/A 参数定义： 1) seesionID IMIX会话ID对象类型，具体参见相应类定义。 c) isStarted方法 方法名称：isStarted 返回类型：boolean 方法说明：检查IMIX会话是否启动成功。 异常申明：N/A 参数定义：N/A d) send方法 方法名称：send 返回类型：boolean 方法说明：发送报文到IMIX会话对端。发送成功返回true，失败返回false。 异常申明：N/A 参数定义： 1) message IMIX报文对象类型，具体参见相应类定义。 e) start方法 方法名称：start 方法类型：同步 返回类型：boolean 方法说明：启动IMIX会话。成功返回true，失败返回false。 异常申明：N/A 参数定义：N/A f) start方法 方法名称：start 方法类型：同步 返回类型：boolean 方法说明：启动IMIX会话并设置最大超时时间。成功返回true，失败返回false。 异常申明：N/A 参数定义： 1) int overTime 超时时间，单位毫秒。 g) stop方法 方法名称：stop 方法类型：同步 9
JR/T 0078—2014 返回类型：void 方法说明：停止IMIX会话。 异常申明：N/A 参数定义：N/A h) stop方法 方法名称：stop 方法类型：同步 返回类型：void 方法说明：根据参数强行停止IMIX会话或停止会话。强行停止会话将不等待对端logout报文。 异常申明：N/A 参数定义： 1) boolean force 是否强行停止会话。 ——Class名称：final public class 标准IMIX应用类，维护IMIX应用生命周期、定义所有操作。其公共方法如表5。 表5 IMIX应用类公共方法 IMIX应用类方法 public static final Logger getLogger(); 得到IMIX应用使用的Logger。 public static void initialize(Listener lis, String 初始化IMIX应用。 configFilePath)throwsConfigError; public static void stop(); 关闭IMIX应用。 Class ImixApplication类方法定义如下： a) getLogger方法 方法名称：getLogger 方法类型：静态 返回类型： slf4j框架Logger类型。 方法说明：得到IMIX应用使用的Logger。 异常申明：N/A 参数定义：N/A b) initialize方法 方法名称：initialize 方法类型：静态 返回类型：void 方法说明：初始化IMIX应用。注册监听类并通过配置文件初始化应用。配置文件具体规范见相应章节。 异常申明：N/A 参数定义： 1) lis IMIX回调接口实现类型。 2) String configFilePath 配置文件路径。 c) stop方法 方法名称：stop 10
JR/T 0078—2014 方法类型：静态 返回类型：void 方法说明：停止IMIX应用。 异常申明：N/A 参数定义：N/A ——Class名称：final public class IMIX报文不发送异常，用于触发不发送报文行为。 Server部分 应用编程接口Server部分包含以下Interface及Class： ——Interface名称：final public interface 事件回调接口，定义标准IMIX会话生命周期中各类事件回调接口。其公共方法如表6。 表6 事件回调接口公共方法 事件回调接口方法 public void onLogout(ImixSession session); 会话登出回调。 public void onLogon(ImixSession session); 会话登录回调。 public void onCreate(ImixSession session); 会话创建回调。 Interface EventListener接口方法定义如下： a) onLogon方法 方法名称：onLogon 返回类型：void 方法说明：此回调方法会在收到IMIX会话建立成功后调用。 异常申明：N/A 参数定义： 1) imixSession IMIX会话对象类型，具体参见相应类定义。 b) onLogout方法 方法名称：onLogout 返回类型：void 方法说明：此回调方法会在收到IMIX会话出现异常时调用。 异常申明：N/A 参数定义： 1) IMIX会话对象类型，具体参见相应类定义。 c) onCreate方法 方法名称：onCreate 返回类型：void 方法说明：此回调方法会在收到IMIX会话建立时调用。 异常申明：N/A 参数定义： 1) imixSession IMIX会话对象类型，具体参见相应类定义。 ——Interface名称：final public interface 此接口类定义报文接收回调接口。其公共方法如表7。 表7 报文接收回调接口公共方法 11
JR/T 0078—2014 报文回调 public void fromAdmin(Message message, ImixSession session) throws 所有收到的管理类报文都会调用此回调。 FieldNotFound,IncorrectDataFormat,IncorrectTagValue,UnsupportedMessageType,IOException; public void void fromApp(Message message, ImixSession sessionId) 所有收到的应用类报文都会调用此回调。 throws FieldNotFound,IncorrectDataFormat,IncorrectTagValue,UnsupportedMessageType,IOException; Interface MessageReceiveListener接口方法定义如下： a) fromAdmin方法 方法名称：fromAdmin 返回类型：void 方法说明：此回调方法会在收到管理类报文时被调用。可能收到的管理类报文包括Reject Session-level(MsgType=3)报文和logout(MsgType=5)报文。并在报文中Text域包含登出或拒绝原因。如当应用发送的logon报文包含错误用户信息（密码错误）时，此应用将收到58域包含错误码为4（4=密码错）的logout报文。 异常申明： 1) 报文域未发现异常，具体参见相应类定义。 2) 数据格式错误异常，具体参见相应类定义。 3) 数据域错误异常，具体参见相应类定义。 参数定义： 1) message IMIX报文对象类型，具体参见相应类定义。 2) imixSession IMIX会话对象类型，具体参见相应类定义。 b) fromApp方法 方法名称：fromApp 返回类型：void 方法说明：此回调方法会在收到业务类报文时被调用。此方法为构建应用系统核心接入点。如应用系统为卖方交易系统，此方法将收到成交请求报文；如应用系统为买方系统，此方法将收到成交确认报文。如抛出FieldNotFound异常，对端系统将收到拒绝报文表示相应的域缺失；对于单一IMIX Session而言，此方法是同步的，即单一IMIX Session接收的报文会排队等待。 异常申明： 1) 报文域未发现异常，具体参见相应类定义。 2) 数据格式错误异常，具体参见相应类定义。 3) 数据域错误异常，具体参见相应类定义。 4) 报文类型未支持异常，具体参见相应类定义。 参数定义： 1) message IMIX报文对象类型，具体参见相应类定义。 2) imixSession IMIX会话对象类型，具体参见相应类定义。 ——Interface名称：final public interface 此接口类定义报文发送时的回调接口。其公共方法如表8。 表8 报文发送回调接口公共方法 12
JR/T 0078—2014 报文回调 public void toApp(Message message, ImixSession imixSession) 所有发出的应用类报文都会调用此回调。 throws DoNotSend; public void toAdmin(Message message, ImixSession imixSession); 所有发送管理类报文都会调用此回调。 Interface MessageSendListener接口方法定义如下： a) toApp方法 方法名称：toApp 返回类型：void 方法说明：此回调方法会在任意报文发送时被调用。如此方法抛出DoNotSend异常，则此报文将不会被发送。如果是因为序列号有gap在恢复session的时候导致API底层自动重发（即PossDup被设置为True，43号域），此时API不会继续发这条报文，取而代之的是发一条sequence reset，让对方跳过本条报文。应用场景比如当向市场发送一条已经过期的Order的报文时，可以使用。 异常申明： 1) 报文不发送异常，具体参见相应类定义。 参数定义： 1) message IMIX报文对象类型，具体参见相应类定义。 2) imixSession IMIX会话对象类型，具体参见相应类定义。 b) toAdmin方法 方法名称：toAdmin 返回类型：void 方法说明：此回调方法会在任意管理类报文发送时被调用。 异常申明：N/A 参数定义： 1) message IMIX报文对象类型，具体参见相应类定义。 2) imixSession IMIX会话对象类型，具体参见相应类定义。 ——Interface名称：final public interface 此接口类定义登录验证时的回调接口。其公共方法如表9。 表9 登录验证回调接口公共方法 登录验证回调接口 public void verifyLogon(Message message, ImixSession session) throws 验证登录报文时调用此回调。 FieldNotFound,IncorrectDataFormat,IncorrectTagValue, RejectLogon; public void void fillLogon(Message message, ImixSession session); 发送登录报文时会调用此回调。 Interface UserListener接口方法定义如下： a) verifyLogon方法 方法名称：verifyLogon 返回类型：void 方法说明：此方法会在验证登录报文时被调用。 异常申明： 1) 报文域未发现异常，具体参见相应类定义。 2) 数据格式错误异常，具体参见相应类定义。 3) 数据域错误异常，具体参见相应类定义。 13
JR/T 0078—2014 4) 拒绝登录异常，具体参见相应类定义。 参数定义： 1) message IMIX报文对象类型，具体参见相应类定义。 2) imixSession IMIX会话对象类型，具体参见相应类定义。 b) fillLogon方法 方法名称：fillLogon 返回类型：void 方法说明：此方法会在发送登录报文时被调用。 异常申明：N/A 参数定义： 1) message IMIX报文对象类型，具体参见相应类定义。 2) imixSession IMIX会话对象类型，具体参见相应类定义。 ——Class名称：final public class 标准IMIX会话类，封装Initiator/Acceptor类型会话。其公共方法如表10。 表10 IMIX会话类公共方法 IMIX会话类方法 public static ImixSession lookupIMIXSession(Message message); 根据接收到的报文检索对应的IMIX会话。 public static ImixSession lookupIMIXSession(SessionID 根据SessionID，检索对应的IMIX会话。 sessionID); public Boolean isStarted(); 检查IMIX会话是否启动成功。 public Boolean send(Message message); 发送报文到IMIX会话对端。 public synchronized boolean start(); 启动IMIX会话。 public synchronized boolean start(int overTime); 启动IMIX会话并设定最长超时事件。 public synchronized void stop(); 停止IMIX会话。 public synchronized void stop(boolean force); 不等待IMIX会话对端Logout报文，强行终止会话。 Class ImixSession类方法定义如下： a) lookupIMIXSession方法 方法名称：lookupIMIXSession 方法类型：静态 返回类型： IMIX会话类型。 方法说明：根据接收到的报文检索对应的IMIX会话。 异常申明：N/A 参数定义： 1) message IMIX报文对象类型，具体参见相应类定义。 b) lookupIMIXSession方法 方法名称：lookupIMIXSession 方法类型：静态 返回类型： IMIX会话类型。 方法说明：根据会话ID检索对应的IMIX会话。 14
JR/T 0078—2014 异常申明： N/A 参数定义： 1) seesionID IMIX会话ID对象类型，具体参见相应类定义。 c) isStarted方法 方法名称：isStarted 返回类型：boolean 方法说明：检查IMIX会话是否启动成功。 异常申明：N/A 参数定义：N/A d) send方法 方法名称：send 返回类型：boolean 方法说明：发送报文到IMIX会话对端。发送成功返回true，失败返回false。 异常申明：N/A 参数定义： 1) message IMIX报文对象类型，具体参见相应类定义。 e) start方法 方法名称：start 方法类型：同步 返回类型：boolean 方法说明：启动IMIX会话。成功返回true，失败返回false。 异常申明：N/A 参数定义：N/A f) start方法 方法名称：start 方法类型：同步 返回类型：boolean 方法说明：启动IMIX会话并设置最大超时时间。成功返回true，失败返回false。 异常申明：N/A 参数定义： 1) int overTime 超时时间，单位毫秒。 g) stop方法 方法名称：stop 方法类型：同步 返回类型：void 方法说明：停止IMIX会话。 异常申明：N/A 参数定义：N/A h) stop方法 方法名称：stop 方法类型：同步 返回类型：void 方法说明：根据参数强行停止IMIX会话或停止会话。强行停止会话将不等待对端logout报文。 15
JR/T 0078—2014 异常申明：N/A 参数定义： 1) boolean force 是否强行停止会话。 ——Class名称：final public class IMIX应用类，维护IMIX应用。其公共方法如表11。 表11 IMIX应用类公共方法 IMIX应用类方法 public static final Logger getLogger(); 得到IMIX应用使用的Logger。 public static void initialize(Listener lis, String 初始化IMIX应用。 configFilePath) throws ConfigError; public static void stop(); 关闭IMIX应用。 Class ImixApplication类方法定义如下： a) getLogger方法 方法名称：getLogger 方法类型：静态 返回类型： slf4j框架Logger类型。 方法说明：得到IMIX应用使用的Logger。 异常申明：N/A 参数定义：N/A b) initialize方法 方法名称：initialize 方法类型：静态 返回类型：void 方法说明：初始化IMIX应用。注册监听类并通过配置文件初始化应用。配置文件具体规范见相应章节。 异常申明：N/A 参数定义： 1) lis IMIX回调接口实现类型。 2) String configFilePath 配置文件路径。 c) stop方法 方法名称：stop 方法类型：静态 返回类型：void 方法说明：停止IMIX应用。 异常申明：N/A 参数定义： ——Class名称：final public class IMIX报文不发送异常，用以触发不发送报文行为。 ——Class名称：final public class IMIX会话登录异常，用以触发发送Logout报文行为。 编程接口调用规范 16
JR/T 0078—2014 本条定义了构建系统时各类场景编程接口的调用规范及通用的异常流程处理规范。 数据接口会话建立 Client端数据接口会话建立时序如图4。 图4 Client端数据接口建立时序图 流程说明： a) 用户系统调用方法进行初始化。 b) 调用ImixSession构造方法创建ImixSession会话实例。 c) 调用方法启动会话，如启动成功则调用回调方法。 d) 调用方法启动会话，如启动失败则调用回调方法。 Server端数据接口会话建立时序如图5。 17
JR/T 0078—2014 图5 Server端数据接口建立时序图 流程说明： a) 服务器系统调用方法进行初始化。 b) 收到客户端发送的Logon登录请求后，ImixApplication调用fromAdmin方法，通知MessageReceiveListener。 c) MessageReceiveListener实例调用fromAdmin回调方法。 d) 收到客户端发送的Logon登录请求后，ImixApplication调用fromAdmin方法，通知UserListener。 e) UserListener实例调用verifyLogon回调方法。 数据接口会话销毁 Client端数据接口会话销毁时序如图6。 18
JR/T 0078—2014 图6 Client端数据接口会话销毁时序图 流程说明： a) 调用ImixSession方法主动销毁会话。 b) 回调方法被调用。 c) 如出现会话状态异常，回调方法被调用；并回调方法被调用。 Server端数据接口会话销毁时序如图7。 19
JR/T 0078—2014 图7 Server端数据接口会话销毁时序图 流程说明： a) 收到客户端发来Logout报文，回调方法被调用。 b) 回调方法被调用。 c) 服务端主动断开会话，调用方法；回调方法被调用。 数据交换 Client端数据交换时序如图8。 20
JR/T 0078—2014 图8 Client端数据交换时序图 流程说明： a) 调用方法发送报文；回调方法被调用。 b) 如收到Admin报文，回调方法被调用。 c) 如收到App报文，回调方法被调用。 Server端数据交换时序如图9。 21
JR/T 0078—2014 图9 Server端数据交换时序图 流程说明： a) 调用方法发送Admin报文；回调方法被调用。 b) 调用方法发送App报文；回调方法被调用。 c) 如收到Admin报文，回调方法被调用。 d) 如收到App报文，回调方法被调用。 编程接口异常处理规范 本条定义了编程接口异常返回码、异常流程处理及异常报文格式说明。 异常返回码 编程接口规定1至100000为保留异常返回码；100000以上为自定义码，开放给客户系统使用。 返回码定义如下： 1=Logged in 2=Not logged in 3=User not recognized 4=Password incorrect 7=Client's SenderCompID is not right 8=Client's SenderSubID is not right 11=client logout 12=agent logout 22
JR/T 0078—2014 13=hub logout 14=server logout 15=client not working(BE message,client logout or crashes) 16=agent not working 17=server not working 18=hub or server not working 19=username is null 20=bad CompID 21=can not find the correct Session to Hub 22=schedule is overtime 异常处理规范 异常类型和处理规范定义如下： ——public class ConfigError extends 此异常在接口检测到配置错误时抛出。用户应用捕获此异常后，需检测相关配置错误、进行相应修正并再次处理。常见的可能引发配置错误异常的情况包括： a) 配置文件读取失败，如配置文件不存在、无读取权限、读取过程被强制终端等。 b) 缺少关键配置项信息，如缺少SessionID相关配置项、缺少版本信息等。 c) 配置项错误配置，如配置重复的SessionID、数据字典路径错误、数据字典文件内容错误等。 ——public static class extends 此异常为DataDictionary对象内建静态异常类，在数据字典处理相关过程出现错误后抛出。用户应用捕获此异常后，需重新建立DataDictionary对象实例。常见的可能引发此异常的情况包括： a) 数据字典文件不存在。 b) 应用无数据字典文件读权限。 c) 应用读数据字典文件时出现IO错误。 ——public class DoNotSend extends 用户应用可以通过抛出此异常用于终止发送或重发一个报文。用户应用可根据需求自行设计是否持久化终止发送的报文内容。常见用户应用可能需终止发送的情况包括： a) 用户应用在发送报文前检测到报文内容异常。 b) 用户应用在发送报文前检测到会话状态异常。 c) 用户应用在发送报文前检测到其他异常。 ——public class FieldConvertError extends IMIX域值转换问题异常。当无法正常将报文内域内容转换为域对象时抛出。用户应用可根据需求自行设计在该错误发生时，应用是否继续处理。常见域值转换问题场景包括： a) Int转换错误。 b) Boolean转换错误。 c) Char转换错误。 d) 日期转换错误。 e) Double转换错误。 f) Decimal转换错误。 ——public class FieldException extends 23
JR/T 0078—2014 报文域值运行时异常。在数据交互双方发送的报文未按约定规则封装时抛出，通常会引发会话层的报文拒绝场景（发送拒绝类型报文，详见JR/T 0066标准中相关规定）。建议用户应用在捕获此异常后按JR/T 0066中相关规定发送会话拒绝报文。常见发生报文域值运行时异常的情况包括： a) 0 - 存在无效的域 b) 1 - 该消息中必须的域丢失 c) 2 - 该消息中出现未曾定义的域 d) 3 - 未定义域号 e) 4 - 域未赋值 f) 5 - 域取值错误（范围溢出） g) 6 - 取值格式错误 h) 7 - 解密错误 i) 8 - 签名错误 j) 9 – 会话标识错误 k) 10 - 发送时间精度错误 l) 11 - 无效的消息类型 m) 12 - XML验证错误 n) 13 - 同一个域多次出现（非重复组） o) 14 - 有序的域出现次序错误 p) 15 - 重复组域次序错误 q) 16 - 重复组重复次数错误 r) 17 - 非data数据域中出现域界定符 ——public class FieldNotFound extends 在报文中读取域未找到时抛出的异常。用户应用捕获此异常时，需确定是在正确的报文区域内读取域，如报文头域需在报文头区块中读取，直接在报文体中读取会导致错误。 ——public class IncorrectDataFormat extends 域格式错误异常。IMIX报文中域均有格式规定（详见JR/T 0066标准中相关规定），报文中域内容未按规定格式填写，数据接口抛出此异常。用户应用需捕获此异常并按需求设计处理方式。此异常可视作FieldConvertError异常的子集。当域格式错误时，对用户应用暴露的通常为IncorrectDataFormat异常。常见导致域格式错误异常发生的情况包括： a) 日期格式错误。 b) 双精度格式错误。 c) 整型格式错误。 d) 布尔型格式错误。 e) 字符型格式错误。 f) 其他强类型域格式错误，通常为枚举值不符。 ——public class IncorrectTagValue extends 当域号在数据字典中未定义时由数据接口抛出的异常。通常是由于数据交互双方使用的IMIX协议版本不一致导致。用户应用可根据自身需求，决定是否忽略此异常。 ——public class InvalidMessage extends 非法报文异常，在报文不合规定时由数据接口抛出。用户应用捕获后根据自身需求决定是否忽略或请求重发。导致报文异常的场景，除上述各类异常外，常见的还包括： a) 分隔符错误。 b) 等号错误。 24
JR/T 0078—2014 c) 域号格式错误。 d) 报文类型未定义。 e) 报文头域乱序。 f) 域重复设置。 ——public class NoTagValue extends 域值未定义异常，在某个域号下未设置域值时由接口抛出。 ——public class RejectLogon extends 此异常引发登陆请求拒绝，并立即断开会话连接。用户应用在收到登陆请求报文后，如验证失败，可抛出此异常，用于断开连接。 ——public class RuntimeError extends 用户应用引发的严重的运行时错误。用户应用必须捕获并处理。 ——public class SessionNotFound extends 会话未定义异常。通常因配置错误引发。用户应用捕获此异常后，需检测相关配置文件并重启应用。 ——public class UnsupportedMessageType extends 报文类型未支持异常。通常是由于用户应用使用的IMIX协议版本过久导致。用户应用捕获此异常后可根据需求决定是否更新协议版本并重启应用。 异常流程处理规范 常见异常流程处理规范定义如下： ——登录异常 验证登录报文未通过时，如密码错等，需在方法中抛出RejectLogon异常，RejectLogon异常中的message将作为拒绝登录原因填充至返回给客户端的Logout报文。 ——发送报文异常 发送报文过程中，可在方法中实现校验逻辑，如出现异常，需抛出DoNotSend异常，中断报文发送流程。 ——接收报文异常 接收报文过程中，可在方法中实现校验逻辑，如出现异常，根据异常种类，分别抛出FieldNotFound、IncorrectDataFormat、IncorrectTagValue、UnsupportMessageType，以中断该报文接收流程。 异常对象规范 各类异常均继承自类和类。 编程接口调用示例 基于应用编程接口，用户可构建包括Client端和Server端在内的业务数据交换系统。举例说明如下： ——Client部分 示例1：Client应用类，用于创建Client端应用、管理会话生命周期以及发送IMIX报文。 /** * * * Copyright (c) 2007 China Foreign Exchange Trade System and National Interbank Funding Center. * Building 30,1387 zhangdong Road, Shanghai, China. 25
JR/T 0078—2014 * All rights reserved. * * "[Description of code or deliverable as appropriate] is the copyrighted, * proprietary property of State Street Bank and Trust Company and its * subsidiaries and affiliates which retain all right, title and interest * therein." * * Revision History * * Date Programmer Notes * --------- --------------------- -------------------------------------------- * 2007-8-24 Mike Gu, Bill Zhou initial */ package demo; import ; import ; import ; import ; import ; import ; import ; import ; import ; import ; public class Client { private static BlockingQueue<Message> messages = new LinkedBlockingQueue<Message>(); public static void main(String[] args) throws ConfigError, InvalidMessage, InterruptedException { DataDictionary dd = new DataDictionary(""); ClientListener listener = new ClientListener(); String configfile = ""; if ( == 0) { configfile = "cfg/"; } else if ( == 1) { configfile = args[0]; 26
JR/T 0078—2014 } (listener, configfile); ImixSession imixSession = null; String userName = "demo"; String password = "test"; try { imixSession = new ImixSession(userName, password); } catch (ImixSessionExistingException e) { (1); } try { (new ExecutionReport()); } catch (InterruptedException e) { (); } Sender sender = new Sender(imixSession); (); } public static class Sender extends Thread { private ImixSession session; public Sender(ImixSession session) { = session; } public void run() { while (!().isInterrupted()) { try { Message message = (); (message); } catch (InterruptedException e) { (); } } } } } 27
JR/T 0078—2014 示例2：Listener回调方法实现类，用于处理接收会话事件和IMIX报文。 /** * * * Copyright (c) 2007 China Foreign Exchange Trade System and National Interbank Funding Center. * Building 30,1387 zhangdong Road, Shanghai, China. * All rights reserved. * * "[Description of code or deliverable as appropriate] is the copyrighted, * proprietary property of State Street Bank and Trust Company and its * subsidiaries and affiliates which retain all right, title and interest * therein." * * Revision History * * Date Programmer Notes * --------- --------------------- -------------------------------------------- * 2007-8-24 Mike Gu initial */ package demo; import ; import ; import ; import ; import ; import ; import ; import ; import ; import ; import ; import ; import ; import ; import ; import ; import ; import ; import ; import ; import ; 28
JR/T 0078—2014 import ; import ; import ; import ; import ; import ; import ; import ; import ; public class ClientListener extends MessageCracker implements Listener { public void fromApp(Message message, ImixSession imixSession) throws UnsupportedMessageType, FieldNotFound, IncorrectTagValue { // ("==============fromApp()================="); // ("imixSession:" + imixSession); // messageCrack(message); // ("========================================"); } public void onLogon(ImixSession imixSession) { ("==============onLogon()================="); ("imixSession:" + imixSession); ("========================================"); } public void onLogout(ImixSession imixSession) { ("==============onLogout()================"); ("imixSession:" + imixSession); ("========================================"); } public void toApp(Message message, ImixSession imixSession) { // ("==============toApp()==================="); // ("imixSession:" + imixSession); // ("========================================"); } public void fromAdmin(Message message, ImixSession imixSession) { // ("==============fromAdmin()==============="); // ("imixSession:" + imixSession); // ("========================================"); 29
JR/T 0078—2014 } public void onError(ImixSession imixSession, int type) { ("==============onError()================="); if (_FAILURE == type) { ("connection failure"); ("========================================"); } } public void onMessage(QueryReject queryReject) throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue { // print message received DataDictionary dd = (queryReject).getDataDictionary(); String msgType = ().getString(); ("\r\n\r\n");// printFieldMap("", dd, msgType, queryReject); ("\r\n\r\n");// // get message received QueryRequestID queryRequestID = new QueryRequestID(); QueryType queryType = new QueryType(); (queryRequestID); (queryType); QueryRequest queryRequest = new QueryRequest(); ((), idPlusOne(queryRequestID)); (queryType); (new QueryDataBaseName("D*")); /** * set the DeliverToCompID */ ().setString(, "CFETS"); (queryReject).send(queryRequest); } public void onMessage(QueryResult queryResult) throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue { // print message received DataDictionary dd = (queryResult).getDataDictionary(); 30
JR/T 0078—2014 String msgType = ().getString(); ("\r\n\r\n");// printFieldMap("", dd, msgType, queryResult); ("\r\n\r\n");// // get message received Message msg = new Message(); QueryType queryType = new QueryType(); (queryType); if (() == 21) { msg = queryRequest_QueryType_22(queryResult); } else if (() == 22) { msg = queryRequest_QueryType_23(queryResult); } else if (() == 23) { msg = queryRequest_QueryType_25(queryResult); } else if (() == 25) { msg = queryRequest_QueryType_30(queryResult); } else { msg = null; } if (msg != null) { ().setString(, "CFETS"); (queryResult).send(msg); } } public static QueryRequest queryRequest_QueryType_22(QueryResult queryResult) throws FieldNotFound { // get message received QueryRequestID queryRequestID = new QueryRequestID(); NoDBNames noDBNames = new NoDBNames(); DataBaseName dataBaseName = new DataBaseName(); (queryRequestID); (1, noDBNames); (dataBaseName); QueryRequest queryRequest = new QueryRequest(); ((), idPlusOne(queryRequestID)); (new QueryType(22)); (new QueryDataBaseName(())); 31
JR/T 0078—2014 (new QueryDBSchemaName("D*")); return queryRequest; } public static QueryRequest queryRequest_QueryType_23(QueryResult queryResult) throws FieldNotFound { // get message received QueryRequestID queryRequestID = new QueryRequestID(); QueryDataBaseName queryDataBaseName = new QueryDataBaseName(); (queryRequestID); (queryDataBaseName); QueryRequest queryRequest = new QueryRequest(); ((), idPlusOne(queryRequestID)); (new QueryType(23)); (queryDataBaseName); return queryRequest; } public static QueryRequest queryRequest_QueryType_25(QueryResult queryResult) throws FieldNotFound { // get message received QueryRequestID queryRequestID = new QueryRequestID(); QueryDataBaseName queryDataBaseName = new QueryDataBaseName(); (queryRequestID); (queryDataBaseName); QueryRequest queryRequest = new QueryRequest(); ((), idPlusOne(queryRequestID)); (new QueryType(25)); (queryDataBaseName); (new QueryDBSchemaName("FC")); (new QueryDBTableName("u*")); return queryRequest; } public static QueryRequest queryRequest_QueryType_30(QueryResult queryResult) throws FieldNotFound { // get message received QueryRequestID queryRequestID = new QueryRequestID(); 32
JR/T 0078—2014 QueryDataBaseName queryDataBaseName = new QueryDataBaseName(); (queryRequestID); (queryDataBaseName); QueryRequest queryRequest = new QueryRequest(); ((), idPlusOne(queryRequestID)); (new QueryType(30)); (queryDataBaseName); (new DBSQLStatement("select * from user")); (new QueryPageSize(5)); (new QueryStartNumber(10)); return queryRequest; } public void onMessage(ExecutionReport executionReport) throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue { // get message received // ExecID execID = new ExecID(); // TradeDate tradeDate = new TradeDate(); // TotNumReports totNumReports = new TotNumReports(); // LastRptRequested lastRptRequested = new LastRptRequested(); // QueryRequestID queryRequestID = new QueryRequestID(); // QueryPageNumber queryPageNumber = new QueryPageNumber(); // NoPartyIDs noPartyIDs = new NoPartyIDs(); // PartyID partyID = new PartyID(); // PartyRole partyRole = new PartyRole(); // NoPartySubIDs noPartySubIDs = new NoPartySubIDs(); // PartySubID partySubID = new PartySubID(); // PartySubIDType partySubIDType = new PartySubIDType(); // // SimpleDateFormat datafmt = new SimpleDateFormat("yyyyMMdd"); // try{ // (new TradeDate(("20071123"))); // }catch(ParseException e){ // // } // // (execID); // (tradeDate); // (totNumReports); // (lastRptRequested); // (queryRequestID); 33
JR/T 0078—2014 // (queryPageNumber); // (()); // (()); // (()); // (()); // (()); // (()); // // ("------"); // ((new // ()).getValue()); // (" ------"); // // for(int i = 1; i <= (new // ()).getValue(); i++) // { // (i, noPartyIDs); // (partyID); // (partyRole); // (" -> " + ()); // (" -> " + ()); // // (" ------"); // (" -> " + (new // ()).getValue()); // (" ------"); // // for(int j = 1; j <= (new // ()).getValue(); j++) // { // (j, noPartySubIDs); // (partySubID); // (partySubIDType); // (" -> -> " + ()); // (" -> -> " + ()); // (" ------"); // } // // (" ------"); // } // // ("------"); 34
JR/T 0078—2014 // print message received DataDictionary dd = (executionReport).getDataDictionary(); String msgType = ().getString(); printFieldMap("", dd, msgType, ()); printFieldMap("", dd, msgType, executionReport); printFieldMap("", dd, msgType, ()); } private static void printFieldMap(String prefix, DataDictionary dd, String msgType, FieldMap fieldMap) throws FieldNotFound { Iterator fieldIterator = (); while (()) { Field field = (Field) (); if (!isGroupCountField(dd, field)) { String value = (()); if ((())) { value = ((), (())) + " (" + value + ")"; } (prefix + (()) + ": " + value); } } Iterator groupsKeys = (); while (()) { int groupCountTag = ((Integer) ()).intValue(); (prefix + (groupCountTag) + ": count = " + (groupCountTag)); Group g = new Group(groupCountTag, 0); int i = 1; while ((i, groupCountTag)) { if (i > 1) { (prefix + " ----"); } (i, g); printFieldMap(prefix + " ", dd, msgType, g); i++; } } } 35
JR/T 0078—2014 private static boolean isGroupCountField(DataDictionary dd, Field field) { return (()) == ; } private static String idPlusOne(StringField field) { String str = (); char[] id = new char[()]; (0, (), id, 0); str = new String(plusOne(id, () - 1)); return str; } private static char[] plusOne(char[] id, int address) { char a = id[address]; if (a < '9' && a >= '0') { id[address] = (char) (a + 1); } else if (a == '9') { id[address] = '0'; if (address > 0) { plusOne(id, address - 1); } } return id; } } ——Server部分 示例3：Client应用类，用于创建Client端应用、管理会话生命周期以及发送IMIX报文。 package server; import ; import ; public class Server { /** * @param args * @throws IOException */ public static void main(String[] args) throws IOException { IMIXApplication app = new IMIXApplication("cfg/"); 36
JR/T 0078—2014 if(!()){ ("Init failed!"); return; } (new ServerUserListenerImpl()); (new MessageReceiveListenerImpl()); (new MessageSendListenerImpl()); (new EventListenerImpl()); (); (); (); } } 示例4：会话验证Listener回调方法实现类，用于处理会话登陆。 package server; import ; import ; import ; import ; import ; import ; import ; import ; import ; import ; public class ServerUserListenerImpl implements UserListener { public void verifyLogon(Message message, SessionID sessionId) throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, RejectLogon { //server need to verify username and password if(().contains("reject")){ throw new RejectLogon("contains reject"); }else{ ("user:" + () + " will pass 37
JR/T 0078—2014 logon!"); } Session session = (sessionId); //(message); } public void fillLogon(Message message, SessionID sessionId) { //server do not need to fill username and password //ignore } } 示例5：报文接收Listener回调方法实现类，用于接收到的IMIX报文。 package server; import ; import ; import ; import ; import ; import ; import ; import ; import ; import ; import ; import ; public class MessageReceiveListenerImpl extends MessageCracker implements MessageReceiveListener { @Override public void onMessage(HeartBeat message) throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue { } @Override public void onMessage(ExecutionReport message) throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue { } 38
JR/T 0078—2014 public void fromApp(Message message, SessionID sessionId) throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, UnsupportedMessageType, IOException { ("fromApp(), message: " + message + " from:" + sessionId); // fire the MessageCracker dispatcher here! crack(message); } public void fromAdmin(Message message, SessionID sessionId) throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, RejectLogon { ("fromAdmin(), message: " + message + " from:" + sessionId); // fire the MessageCracker dispatcher here! try { crack(message); } catch (UnsupportedMessageType e) { (); } } } 示例6：报文发送Listener回调方法实现类，用于处理发送的IMIX报文。 package server; import ; import ; import ; import ; public class MessageSendListenerImpl implements MessageSendListener { public void toApp(Message message, SessionID sessionId) throws DoNotSend { // TODO Auto-generated method stub } public void toAdmin(Message message, SessionID sessionId) { 39
JR/T 0078—2014 // TODO Auto-generated method stub } } 示例7：事件Listener回调方法实现类，用于处理会话事件。 package server; import ; import ; public class EventListenerImpl implements EventListener { public void onLogout(SessionID sessionId) { ("onLogout(): " + sessionId); } public void onLogon(SessionID sessionId) { ("onLogon(): " + sessionId); } public void onCreate(SessionID sessionId) { ("onCreate(): " + sessionId); } } 7 IMIX报文接口规范 IMIX报文是银行间市场业务数据交换的基本单位。IMIX报文接口提供构建银行应用系统进行业务数据解析和封装必要的接口与方法。本章定义了接口、方法、函数、参数及使用规范。 报文格式简介 IMIX报文分为报文头（Header）、报文体（Body）、报文尾（Trailer）三部分，报文头（Header）主要承载报文传输协议本身所需要的一些信息；报文体（Body）主要承载报文内容本身；报文尾（Trailer）主要负责检验等工作。 为保证报文被正确传输，域“8、9、10、34、35、49、52、56”在“”协议中为必需域，在报文头（Header）、报文尾（Trailer）中使用。 ——8 BeginString ——9 BodyLength ——35 MsgType ——49 SenderCompID ——56 TargetCompID 40
JR/T 0078—2014 ——34 MsgSeqNum ——52 SendingTime ——10 CheckSum 域“43、50、57、89、90、91、93、97、115、116、122、128、129、142、143、144、145、212、213、347、369、627、628、629、630”在IMIX协议中作为可选域，在报文头（Header）、报文尾（Trailer）中使用，来保证报文被正确、安全地在多方之间传输。 报文头（Header）中的MsgType域（域 35）被用来设定报文类型； 其中，“0”、 “1”、“2”、“3”、“4”、“5”、“A” 七种报文类型被用来作为 Admin报文，以保证报文通讯。其他报文类型均为App报文。 报文接口定义 本条将对描述IMIX报文的主要类及接口进行定义。 IMIX报文接口整体类图如图10。 41
JR/T 0078—2014 图10 IMIX报文接口类图 IMIX报文接口主要包含以下Interface及Class： ——Class名称：public class IMIX报文域基类，用于描述业务内容的最小单位。所有业务域均继承自此类。其主要公共方法如表12。 表12 Field类公共方法 构造函数 public Field Field(int tag, T object); 构造函数。 域内容接口 public int getTag(); 获取域号。 public void setTag(int tag); 对域号赋值。 public T getObject(); 获取域值对象。 public void setObject(T object); 域赋值。 Class Field类方法定义如下： a) Field方法 方法名称：Field 返回类型：Field 方法说明：报文域构造函数，初始化域标号及域值对象。 异常申明：N/A 参数定义： 1) int tag 报文域标号。 2) T object 域值对象。 b) getTag方法 方法名称：getTag 返回类型：int 方法说明：获取域标号。 异常申明：N/A 参数定义：N/A c) setTag方法 方法名称：setTag 返回类型：void 方法说明：对域标号赋值。 异常申明：N/A 参数定义： 1) int tag 报文域标号。 d) getObject方法 方法名称：getObject 返回类型：T 方法说明：获取域值对象。 异常申明：N/A 参数定义：N/A 42
JR/T 0078—2014 e) setObject方法 方法名称：setObject 返回类型：void 方法说明：对域赋值。 异常申明：N/A 参数定义： 1) T object 域值对象。 ——Class名称：public class 等 IMIX报文接口定义了一组IMIX基本类型报文域基类，用于描述各种类型的报文域值。此处以布尔型基类为例说明，所有的域类型可查询附录A。其主要公共方法如表13。 表13 布尔型基类公共方法 构造函数 public BooleanField BooleanField(int tag); 构造函数。 public BooleanField BooleanField(int tag, boolean 构造函数。 data); public BooleanField BooleanField(int tag, Boolean 构造函数。 data); 域内容接口 public boolean getValue(); 获取域值。 public void setValue(boolean value); 对域赋值。 public void setValue(Boolean value); 对域赋值。 public boolean valueEquals(boolean value); 比较域值。 public boolean valueEquals(boolean value); 比较域值。 Class BooleanField类方法定义如下： a) BooleanField方法 方法名称：BooleanField 返回类型：BooleanField 方法说明：报文域构造函数，初始化域标号，默认域值初始为false。 异常申明：N/A 参数定义： 1) int tag 报文域标号。 b) BooleanField方法 方法名称：BooleanField 返回类型：BooleanField 方法说明：报文域构造函数，初始化域标号及域值。 异常申明：N/A 参数定义： 1) int tag 报文域标号。 2) boolean data 报文域值。 c) BooleanField方法 方法名称：BooleanField 返回类型：BooleanField 43
JR/T 0078—2014 方法说明：报文域构造函数，初始化域标号及域值。 异常申明：N/A 参数定义： 1) int tag 报文域标号。 2) Boolean data 报文域值。 d) getValue方法 方法名称：getValue 返回类型：boolean 方法说明：获取域值。 异常申明：N/A 参数定义：N/A e) setValue方法 方法名称：setValue 返回类型：void 方法说明：对域赋值。 异常申明：N/A 参数定义： 1) boolean value 域值。 f) setValue方法 方法名称：setValue 返回类型：void 方法说明：对域赋值。 异常申明：N/A 参数定义： 1) Boolean value 域值。 g) valueEquals方法 方法名称：valueEquals 返回类型：boolean 方法说明：比较域值，如相同返回true，否则返回false。 异常申明：N/A 参数定义： 1) Boolean value 域值。 h) valueEquals方法 方法名称：valueEquals 返回类型：boolean 方法说明：比较域值，如相同返回true，否则返回false。 异常申明：N/A 参数定义： 1) boolean value 域值。 ——Class名称：public class 等 包下定义了一组IMIX业务报文域，继承自相应类型域基类。此处以为例说明，所有的域类可查询附录A。其主要公共方法如表14。 44
JR/T 0078—2014 表14 BidPx类公共方法 构造函数 public BidPx BidPx (); 构造函数。 public BidPx BidPx (String data); 构造函数。 Class BidPx类方法定义如下： a) BidPx方法 方法名称：BidPx 返回类型：BidPx 方法说明：报文域构造函数，域标号根据域类型内置，无需构造。 异常申明：N/A 参数定义：N/A b) BidPx方法 方法名称：BidPx 返回类型：BidPx 方法说明：报文域构造函数，初始化域值。 异常申明：N/A 参数定义： 1) String data 报文域值。 ——Class名称：public class 描述IMIX域集合基类。所有IMIX报文类均继承此基类。通过定义一系列getField方法及setField方法用于域值获取及赋值，同时也提供更为基础的通过域标号获取及对域赋值的方法。其主要公共方法如表15。 表15 域集合类公共方法 报文域接口 public Field<?> getField(Field<?> field) throws 获取域。 FieldNotFound; public void setField(Field<?> field); 对域赋值。 public String getString(int field) throws 以String形式获取域。 FieldNotFound; public void setString(int filed, String 以String形式对域赋值。 value); 报文重复组接口 public Group getGroup(int num, Group group) 获取重复组内容。 throws FieldNotFound; public void addGroup(Group group); 添加重复组内容。 Class FieldMap类方法定义如下： a) getField方法 方法名称：getField 返回类型：Field<?> 一组域类型 方法说明：获取域，对传入域对象赋值。注：为值拷贝而非引用赋值。 异常申明： 45
JR/T 0078—2014 1) FieldNotFound 域未发现异常。 参数定义： 1) Field<?> field 不同的继承自Field类的基础类型，如BooleanField。 b) setField方法 方法名称：setField 返回类型：void 方法说明：域赋值，根据传入参数域对象进行赋值。注：为值拷贝而非引用赋值。 异常申明：N/A 参数定义： 1) Field<?> field 不同的继承自Field类的基础类型，如BooleanField。 c) getString方法 方法名称：getString 返回类型：String 方法说明：以string形式获取域。 异常申明： 1) FieldNotFound 域未发现异常。 参数定义： 2) int field 域号。 d) setString方法 方法名称：setString 返回类型：void 方法说明：域赋值，根据传入域值及域号进行赋值。 异常申明：N/A 参数定义： 1) int field 域号。 2) String value 域值。 e) getGroup方法 方法名称：getGroup 返回类型： 方法说明：获取重复组内容，通过传入重复组下标及重复组对象，对重复组对象进行值拷贝。 异常申明： 1) FieldNotFound 域未发现异常。 参数定义： 1) int num 重复组下标，从1开始。 2) group 重复组对。 f) addGroup方法 方法名称：addGroup 返回类型：void 方法说明：重复组内容赋值，根据传入重复组，对其内容添加值域集合中。 异常申明：N/A 参数定义： 1) group 重复组对。 ——Class名称：public class 46
JR/T 0078—2014 IMIX报文基类。所有业务报文类均继承此基类。其主要公共方法如表16。 表16 报文基类公共方法 构造函数 public Message Message(); 构造函数。 public Message Message(String string) throws InvalidMessage; 构造函数，通过报文文本构造报文对象。 public Message Message(String string, boolean validate) 构造函数，通过报文文本构造报文对throws InvalidMessage; 象，并设置是否检查校验码。 public Message Message(String string, DataDictionary dd) 构造函数，通过报文文本构造报文对throws InvalidMessage; 象，并通过数据字典验证。 public Message Message(String string, DataDictionary dd, 构造函数，通过报文文本构造报文对boolean validate) throws InvalidMessage; 象，并通过数据字典验证，同时设置是否检查校验码。 public void fromString(String messageData, 初始化函数，通过报文文本初始化报文DataDictionary dd, boolean doValidate) throws 对象，并通过数据字典验证，同时设置InvalidMessage; 是否检查校验码。 报文内容获取接口 public String getBodyString(); 获取报文体文本。 public final Header getHeader(); 获取报文头结构体。 public final Trailer getTrailer(); 获取报文尾结构图。 报文内容验证接口 public void verify(DataDictionary dd) throws 根据数据字典验证报文内容。 InvalidMessage; public String verifyToString(DataDictionary dd) throws 根据数据字典验证报文内容后返回报InvalidMessage; 文文本。 public Boolean isAdmin(); 是否是管理类报文。 public Boolean isApp(); 是否是业务类报文。 public Boolean isEmpty(); 报文是否为空。 报文内容转换接口 public String toString(); 返回报文内容文本。 public String toXML(); 返回XML格式报文内容文本。 public String toXML(DataDictionary dataDictionary); 根据数据字典验证报文内容后返回XML。 Class Message类方法定义如下： a) Message方法 方法名称：Message 返回类型：Message 方法说明：报文构造函数。 异常申明：N/A 参数定义：N/A b) Message方法 47
JR/T 0078—2014 方法名称：Message 返回类型：Message 方法说明：报文构造函数，通过报文文本构造报文对象。 异常申明： 1) 非法报文异常。 参数定义： 1) String string 报文内容文本。 c) Message方法 方法名称：Message 返回类型：Message 方法说明：报文构造函数，通过报文文本构造报文对象，并设置是否检查校验码。 异常申明： 1) 非法报文异常。 参数定义： 1) String string 报文内容文本。 2) boolean validate 是否验证校验码。 d) Message方法 方法名称：Message 返回类型：Message 方法说明：报文构造函数，通过报文文本构造报文对象，并设置是否检查校验码。 异常申明： 1) 非法报文异常。 参数定义： 1) String string 报文内容文本。 2) dd IMIX数据字典。 e) Message方法 方法名称：Message 返回类型：Message 方法说明：报文构造函数，通过报文文本构造报文对象，并设置是否检查校验码。 异常申明： 1) 非法报文异常。 参数定义： 1) String string 报文内容文本。 2) dd IMIX数据字典。 3) boolean valiate 是否验证校验码。 f) fromString方法 方法名称：fromString 返回类型：void 方法说明：初始化报文内容。 异常申明： 1) 非法报文异常。 参数定义： 1) String messageData 报文内容文本。 48
JR/T 0078—2014 2) dd IMIX数据字典。 3) boolean valiate 是否验证校验码。 g) getBodyString方法 方法名称：getBodyString 返回类型：String 方法说明：获取报文体文本内容（除头尾结构）。 异常申明：N/A 参数定义：N/A h) getHeader方法 方法名称：getHeader 返回类型： 方法说明：获取报文头结构。 异常申明：N/A 参数定义：N/A i) getTrailer方法 方法名称：getTrailer 返回类型： 方法说明：获取报文尾结构。 异常申明：N/A 参数定义：N/A j) verify方法 方法名称：verify 返回类型：void 方法说明：根据数据字典验证报文。 异常申明： 1) 非法报文异常。 参数定义： 1) dd 数据字典。 k) verifyToString方法 方法名称：verifyToString 返回类型：String 方法说明：根据数据字典验证报文并返回报文内容文本。 异常申明： 1) 非法报文异常。 参数定义： 1) dd 数据字典。 l) isAdmin方法 方法名称：isAdmin 返回类型：boolean 方法说明：是否为管理类报文类型。 异常申明：N/A 参数定义：N/A m) isApp方法 49
JR/T 0078—2014 方法名称：isApp 返回类型：boolean 方法说明：是否为业务类报文类型。 异常申明：N/A 参数定义：N/A n) isEmpty方法 方法名称：isEmpty 返回类型：boolean 方法说明：报文内容是否为空。 异常申明：N/A 参数定义：N/A o) toString方法 方法名称：toString 返回类型：String 方法说明：返回报文内容文本。 异常申明：N/A 参数定义：N/A p) toXML方法 方法名称：toXML 返回类型：String 方法说明：以XML形式返回报文内容文本。 异常申明：N/A 参数定义：N/A q) toXML方法 方法名称：toXML 返回类型：String 方法说明：根据数据字典验证并以XML形式返回报文内容文本。 异常申明：N/A 参数定义： 1) dd 数据字典。 ——Class名称：public class IMIX报文头类。 ——Class名称：public class IMIX报文头类。 ——Class名称：public class IMIX 版报文基类，继承自并实现必要的方法支持协议报文。此类定义了同名但参数及返回类型各不相同的三组方法用于报文内数据获取和设置：get方法组、set方法组、isSet方法组。其主要公共方法如表17。 表17 报文基类公共方法 构造函数 public Message Message(); 构造函数。 50
JR/T 0078—2014 报文内容接口 public Field<?> get(Field<?> field) throws FieldNotFound; get方法组，用于获取报文体内数据。 public void set(Field<?> field); set方法组，用于设置报文内容。 public Boolean isSet(Field<?> field); 判断域是否被赋值。 Class Message类方法定义如下： a) Message方法 方法名称：Message 返回类型：Message 方法说明：报文构造函数。 异常申明：N/A 参数定义：N/A b) get方法 方法名称：get 返回类型：Field<?> 一组域类型 方法说明：获取域，对传入域对象赋值。注：为值拷贝而非引用赋值。 异常申明： 1) FieldNotFound 域未发现异常。 参数定义： 1) Field<?> field 不同的继承自Field类的业务类型，如BidPx。 c) set方法 方法名称：set 返回类型：void 方法说明：域赋值，根据传入参数域对象进行赋值。注：为值拷贝而非引用赋值。 异常申明：N/A 参数定义： 1) Field<?> field 不同的继承自Field类的业务类型，如BidPx。 d) isSet方法 方法名称：isSet 返回类型：boolean 方法说明：判断此域是否被赋值。 异常申明：N/A 参数定义： 1) Field<?> field 不同的继承自Field类的业务类型，如BidPx。 ——Class名称：public class 等 在包内定义了各类业务报文类，继承自并实现必要的方法支持各类业务。此种类定义了同名但参数及返回类型各不相同的三组方法用于报文内数据获取和设置：get方法组、set方法组、isSet方法组，详细报文类型参见附录A。以下以类为例说明。其主要公共方法如表18。 表18 ExecutionReport报文类公共方法 构造函数 public ExecutionReport ExecutionReport(); 构造函数。 报文内容接口 51
JR/T 0078—2014 public Field<?> get(Field<?> field) throws FieldNotFound; get方法组，用于获取报文体内数据。 public void set(Field<?> field); set方法组，用于设置报文内容。 public Boolean isSet(Field<?> field); 判断域是否被赋值。 Class ExecutionReport类方法定义如下： a) ExecutionReport方法 方法名称：ExecutionReport 返回类型：ExecutionReport 方法说明：报文构造函数。 异常申明：N/A 参数定义：N/A b) get方法 方法名称：get 返回类型：Field<?> 一组域类型 方法说明：获取域，对传入域对象赋值。注：为值拷贝而非引用赋值。 异常申明： 1) FieldNotFound 域未发现异常。 参数定义： 1) Field<?> field 不同的继承自Field类的业务类型，如BidPx。 c) set方法 方法名称：set 返回类型：void 方法说明：域赋值，根据传入参数域对象进行赋值。注：为值拷贝而非引用赋值。 异常申明：N/A 参数定义： 1) Field<?> field 不同的继承自Field类的业务类型，如BidPx。 d) isSet方法 方法名称：isSet 返回类型：boolean 方法说明：判断此域是否被赋值。 异常申明：N/A 参数定义： 1) Field<?> field 不同的继承自Field类的业务类型，如BidPx。 ——Class名称：public class IMIX重复组基类。对报文内重复出现的域聚合为重复组对象，用于描述重复出现的域集合。 ——Class名称：public class 等 IMIX重复组业务类，作为静态类定义在不同的业务报文内，对其报文内重复组域集合进行定义。其重要公告方法如表19。 表19 NoUnderlyings重复组域集合公共方法 构造函数 public NoUnderlyings NoUnderlyings(); 构造函数。 报文内容接口 52
JR/T 0078—2014 public Field<?> get(Field<?> field) throws FieldNotFound; get方法组，用于获取报文体内数据。 public void set(Field<?> field); set方法组，用于设置报文内容。 public boolean isSet(Field<?> field); 判断域是否被赋值。 Class NoUnderlyings类方法定义如下： a) NoUnderlyings方法 方法名称：NoUnderlyings 返回类型：NoUnderlyings 方法说明：报文构造函数。 异常申明：N/A 参数定义：N/A b) get方法 方法名称：get 返回类型：Field<?> 一组域类型 方法说明：获取域，对传入域对象赋值。注：为值拷贝而非引用赋值。 异常申明： 1) FieldNotFound 域未发现异常。 参数定义： 1) Field<?> field 不同的继承自Field类的业务类型，如BidPx。 c) set方法 方法名称：set 返回类型：void 方法说明：域赋值，根据传入参数域对象进行赋值。注：为值拷贝而非引用赋值。 异常申明：N/A 参数定义： 1) Field<?> field 不同的继承自Field类的业务类型，如BidPx。 d) isSet方法 方法名称：isSet 返回类型：boolean 方法说明：判断此域是否被赋值。 异常申明：N/A 参数定义： 1) Field<?> field 不同的继承自Field类的业务类型，如BidPx。 ——Class名称：public class IMIX数据字典类。根据不同协议版本的元数据模板初始化，用于验证报文结构、报文内容、域格式、域取值等。其主要公共方法如表20。 表20 IMIX数据字典类公共方法 构造函数 public DataDictionary DataDictionary(String location); 构造函数，通过元数据模板路径初始化。 验证接口 public String getVersion(); 获取协议版本号。 public void validate(Message message) throws 根据模板验证报文。 53
JR/T 0078—2014 IncorrectTagValue, FieldNotFound, IncorrectDataFormat; public void validate(Message message, boolean bodyOnly) 根据模板验证报文，并设置是否值验证throws IncorrectTagValue, FieldNotFound, 报文体而忽略头尾。 IncorrectDataFormat, UnsupportedVersion; Class DataDictionary类方法定义如下： a) DataDictionary方法 方法名称：DataDictionary 返回类型：DataDictionary 方法说明：报文构造函数。 异常申明：N/A 参数定义： 1) String location 协议元数据模板路径。 b) getVersion方法 方法名称：getVersion 返回类型：String 方法说明：获取协议版本号 异常申明：N/A 参数定义：N/A c) validate方法 方法名称：validate 返回类型：void 方法说明：根据模板验证报文。 异常申明： 1) IncorrectTagValue 域标号错误异常。 2) FieldNotFound 域未发现异常。 3) IncorrectDataFormat 域格式错误异常。 参数定义： 1) message imix报文对象。 d) validate方法 方法名称：validate 返回类型：void 方法说明：根据模板验证报文，并设置是否值验证报文体而忽略头尾。 异常申明： 1) IncorrectTagValue 域标号错误异常。 2) FieldNotFound 域未发现异常。 3) IncorrectDataFormat 域格式错误异常。 4) UnsupportedVersion 协议版本不支持异常。 参数定义： 1) message imix报文对象。 2) boolean bodyOnly 是否只验证报文体。 ——Class名称：public class 54
JR/T 0078—2014 IMIX域未发现异常类。 ——Class名称：public class IMIX非法报文异常类。 ——Class名称：public class IMIX域数据格式错误异常类。 ——Class名称：public class IMIX域标号错误异常类。 ——Class名称：public class IMIX报文类型未支持异常类。 ——Class名称：public class IMIX协议版本未支持异常类。 ——Class名称：public class IMIX配置错误类。 基于XML的IMIXML接口定义 IMIX报文可以通过Schema的约束转换成XML格式，对应的方法如下： ——获得IMIXML字串方法 public static String toIMIXML( imixMsg) ——从IMIXML字串获得报文方法 public static fromIMIXML(String imixmlStr) 8 数据传输压缩接口规范 压缩算法定义 压缩算法分为三个阶段：报文转换、域转换和传输转换三个阶段，对其进行二进制化处理，如图11所示。 消息模板域类型StopBit域索引域属性二进制编码消息转换域转换传输转换 图11 数据传输压缩接口流程 压缩算法关键步骤如下： ——报文模板 基于IMIX协议，为每种报文类型建立统一的报文模板。传输时，只需按照模板中定义的报文域顺序，在模板编号后添加所有的域值（未赋值的可选域用NULL表示，占1个字节）和域分隔符即可，以节省报文域号的传输。 ——域索引 根据报文模板，在报文及每个重复组最前面设置域索引，每个比特位0或1的取值表示相应的域或重复组是否存在。避免使用NULL替代未赋值的域，将开销从字节级降至比特级。 ——域类型 在模板中将字符串类型的域细分为ASCII、UTF8、DATE三个模板域类型。ASCII对应英文字符；UTF855
JR/T 0078—2014 对应中文字符；DATE对应日期、时间和时间戳，本策略将日期、时间转化为32位整型，将时间戳转化为64位整型，以便二进制编码时进一步压缩空间。 ——域属性 在模板中设置某些域的default属性及其默认值。若该域在索引中比特位为1，且域值为NULL，则取其默认值；若域值不为NULL，则取其域值。 ——StopBit 除UTF8以外的域类型，均使用每个字节8个比特中的最高位作为StopBit，来代替IMIX报文中的域分隔符<SOH>：1表示域分隔；0表示仍为同一域。其余7个比特为数据位，从而缩减了域分隔符。而对于UTF8域类型，其对应的中文字符编码最高位为1，使用StopBit反而增加编码长度和复杂度，因此通过附加1个字节的长度域的方式进行域分隔。 ——二进制编码 将整数和浮点数类型的域值作为数值转为二进制形式，而不是以文本字符形式传输；并利用StopBit，缩减整型数值传输时所占字节数。如：以字符方式传输IMIX中的报文时间戳“20090726-13:06:”需21个字节，而以64位整型数值20060726130658100传输只需要8个字节；整数10传输时只占用1个字节。 传输方式 压缩完的报文是完全的二进制数据流，当通过网络字节流传输时接收方需要能够将报文完整的从字节流中分离出来，所以需要在每条被压缩后的报文头增加报文长度，建议使用4个字节长度来表示下面被压缩的报文的长度（可以支持最大4G大小被压缩后的报文）。如图12所示。 Length Compressed Message Data 4 Bytes Length Length Compressed Message Data Length Compressed Message Data Messages Stream 注：统一传输标准，开头的4个字节的long类型的长度使用的是网络字节序（即Big-Endian） 图12 数据压缩传输方式 压缩接口方法定义 压缩方法定义如下： ——public static byte[] encode( imixMsg) ——public static byte[] encode(String messageData) 解压方法定义如下： ——public static decode(byte[] encoding) 56
JR/T 0078—2014 9 数据落地接口规范 IMIX应用系统涉及需要落地的数据分为两类：Store和Queue。Store数据用于存储报文和序列号，保证异步通信的可靠性；Queue数据用于缓解服务器压力，临时存储报文。 Store数据落地规范 Store文件落地规范 文件落地规范包括以下部分： ——文件命名规范 Store文件保存在应用系统配置的路径“FileStorePath”配置项下，缺省为“data/store”。每个IMIX会话store包含4个文件，文件以store的SessionID命名，后缀分别为“.body”、“.header”、“.seqnums”和“.session”。 因为序列号顺序存储，所以各文件在数据交换过程中不可被删除。只有在store被reset时，文件会被自动删除或重命名。 示例：ID为“-SENDER-TARGET0”的store所使用的数据文件如图13。 图13 Store数据文件名示例 ——文件结构规范 “.seqnums”文件是定长文件，长10个字节，存储进出两个序列号，结构如图14。 4Byte2Byte4ByteSenderSeqNumTargetSeqNum: 图14 Sequnms文件结构 “.body”文件是变长文件，里面按顺序存储每条发送过的报文，结构如图15。 Msg1Msg2Msg3…… 图15 Body文件结构 “.header”文件是变长文件，存储每条报文的序列号、头部偏移量和长度，用于对发送报文做索引，结构如图16。 4Byte8Byte4Byte4Byte8Byte4Byte……SenderSeqOffsetSizeNum 图16 Header文件结构 57
JR/T 0078—2014 “.session”文件是定长文件，格式是UTP-8编码的字符串，长度是17字节或21字节，存储store创建时间，结构如图17。 UTF-8 StringCreate time 图17 Session文件结构 Store数据库落地规范 若使用数据库存储Store数据，需要创建三个表，分别为：SessionTable、MessageTable和MessageStoreTable。 SessionTable用于存放会话信息；MessageTable和MessageStroreTable存储报文内容，使用MsgID字段关联，如报文长度小于4000，直接存放在MessageTable中，超过4000，则存放在MessageStoreTable中。 表结构定义如下： ——SessionTable表结构如表21。 表21 SessionTable表结构 字段名 数据类型 长度 是否非空 描述 BeginString Varchar2 20 是 SessionID元素。 SenderCompId Varchar2 50 是 SessionID元素。 SenderSubId Varchar2 50 否 SessionID元素。 TargetCompId Varchar2 50 是 SessionID元素。 TargetSubId Varchar2 50 否 SessionID元素。 CreationTime Date 是 Session创建时间。 IncomingSeqNum Number 30 是 接收最大序列号。 OutgoingSeqNum Number 30 是 发送最大序列号。 ——MessageTable表结构如表22。 表22 MessageTable表结构 字段名 数据类型 长度 是否非空 描述 MsgId Number 50 是 报文唯一ID。 BeginString Varchar2 20 是 SessionID元素。 SenderCompId Varchar2 50 是 SessionID元素。 SenderSubId Varchar2 50 否 SessionID元素。 TargetCompId Varchar2 50 是 SessionID元素。 TargetSubId Varchar2 50 否 SessionID元素。 MsgSeqNum Number 30 是 发送的序列号。 Message Varchar2 4000 否 报文字符串。 ——MessageStoreTable表结构如表23。 58
JR/T 0078—2014 表23 MessageStoreTable表结构 字段名 数据类型 长度 是否非空 描述 MsgId Number 50 是 报文唯一ID。 Message Clob 是 报文字符串。 Store数据归档清理规范 Store数据存储报文序列号和报文内容，用于维护数据交换会话通信可靠性。因此Store数据生命周期必须与数据交换会话生命周期保持一致。在会话状态重置或创建新会话时，历史Store数据需被归档清理。 Store数据清理规范如下： ——交互一方发起重置请求流程 根据《银行间市场业务数据交换协议》标准（标准号JR/T 0066）中规定，数据交互会话中一方可发起重置请求报文，进行会话重置和Store数据清理。步骤如下： 1、重置发起方发送序号重设模式（SeqReset）SequenceReset报文。 2、重置接收方接收请求并出发Store清理工作。 3、对于以文件形式落地的Store数据，删除该SessionID下包括后缀为“.body”、“.header”、“.seqnums”和“.session”在内的所有文件；对于以数据库落地的Store数据，以“BeginString”、“SenderCompId”、“SenderSubId”、“TargetCompId”和“TargetSubId”为组合键值（即SessionID），删除“SessionTable”、“MessageTable”和“MessageStoreTable”三张表中数据。 4、序列号重置从自然数1开始。 ——定时重置流程 数据交互双方可对会话约定重置周期，如每日0时重置、每周日0时重置等。步骤如下： 1、双方断开会话。 2、对于以文件形式落地的Store数据，删除该SessionID下包括后缀为“.body”、“.header”、“.seqnums”和“.session”在内的所有文件；对于以数据库落地的Store数据，以“BeginString”、“SenderCompId”、“SenderSubId”、“TargetCompId”和“TargetSubId”为组合键值（即SessionID），删除“SessionTable”、“MessageTable”和“MessageStoreTable”三张表中数据。 3、序列号重置从自然数1开始。 Queue数据落地规范 基于性能考虑，Queue数据目前只定义一种方式存储，即文件。规范包括以下部分： ——文件命名规范 文件保存在配置的路径下，例如“data/queue”。每个queue生成1个后缀为“time”的文件（文件以queue的ID命名）和若干后缀为“.offset”和“.queue”的文件。Queue中每天的报文存储在不同的文件里，以日期来区分，每天对应一个“.offset”和一个“.queue”文件。此外，“”文件记录整个QueueServer的操作时间。 通过配置文件设定queue过期的期限，缺省为5天，5天外的数据将不被使用，可根据需要自行备份或删除过期的报文文件。 示例：ID为“-SENDER-)TARGET0”的queue所使用的数据文件，该queue生成了3天（2009-6-18到2009-6-20）的数据文件，如图18。 59
JR/T 0078—2014 图18 Queue数据文件名示例 ——文件结构规范 “.time”文件是定长文件，格式是UTP-8编码的字符串，长度是17字节或21字节，存储queue操作时间，结构如图19。 UTF-8 StringOperate time 图19 Time文件结构 “.queue”文件是变长文件，格式是一个int型整数和一条报文字符串的循环，存储每条报文，结构如图20。 4ByteMsg14ByteMsg2……MsgLengthMessageMsgLengthMessage 图20 Queue文件结构 “.offset”文件是变长文件，存储queue的偏移量，以及最后一条报文是否被取过，结构如图21。 8Byte2Byte4Byte2Byte21Byte2Byte4Byte or 5Byte2ByteMsgPeekflag|LastMsgOffset：Length|Createtime| 图21 Offset文件结构 数据落地编程接口规范 数据落地编程接口公共方法定义如表24。 表24 数据落地编程接口公共方法 数据处理接口 public boolean set(int sequence, String message); public void get(int startSequence, int endSequence, Collection messages) throws IOException; public int getNextSenderMsgSeqNum() throws IOException; public int getNextTargetMsgSeqNum() throws IOException; public void setNextSenderMsgSeqNum(int next) throws IOException; 60
JR/T 0078—2014 public void setNextTargetMsgSeqNum(int next) throws IOException; public void incrNextSenderMsgSeqNum() throws IOException; public void incrNextTargetMsgSeqNum() throws IOException; public Date getCreationTime() throws IOException; public void reset() throws IOException; public void refresh() throws IOException; 公共方法具体定义如下： a) set方法 方法名称：set 方法类型：非静态 返回类型：boolean 方法说明：设置序列号为sequence的报文为message 异常申明：N/A 参数定义： 1) int sequence 报文保存时对应的报文序列号 2) String message 待保存的报文 b) get方法 方法名称：get 方法类型：非静态 返回类型：boolean 方法说明：将序列号从startSequence到endSequence的报文放到messages中 异常申明： 1) IOException，若出现IO问题，抛出此异常 参数定义： 1) int startSequence 开始的报文对应的序列号 2) int endSequence 结束的报文对应的序列号 3) Collection messages 存放从开始到结束对应的所有报文的容器，用于返回 c) getNextSenderMsgSeqNum方法 方法名称：getNextSenderMsgSeqNum 方法类型：非静态 返回类型：int 方法说明：得到本方将要发送的下一条报文对应的序列号 异常申明： 1) IOException，若出现IO问题，抛出此异常 参数定义： N/A d) getNextTargetMsgSeqNum方法 方法名称：getNextTargetMsgSeqNum 方法类型：非静态 返回类型：int 方法说明：得到对手方将要发送的下一条报文对应的序列号 异常申明： 1) IOException，若出现IO问题，抛出此异常 参数定义：N/A 61
JR/T 0078—2014 e) setNextSenderMsgSeqNum方法 方法名称：setNextSenderMsgSeqNum 方法类型：非静态 返回类型：int 方法说明：设置本方将要发送的下一条报文的序列号 异常申明： 1) IOException，若出现IO问题，抛出此异常 参数定义： 1) int next f) setNextTargetMsgSeqNum方法 方法名称：setNextTargetMsgSeqNum 方法类型：非静态 返回类型：int 方法说明：设置对手方将要发送的下一条报文的序列号 异常申明： 1) IOException，若出现IO问题，抛出此异常 参数定义： 1) int next g) incrNextSenderMsgSeqNum方法 方法名称：incrNextSenderMsgSeqNum 方法类型：非静态 返回类型：void 方法说明：本方待发送报文的序列号增加1 异常申明： 1) IOException，若出现IO问题，抛出此异常 参数定义：N/A h) incrNextTargetMsgSeqNum方法 方法名称：incrNextTargetMsgSeqNum 方法类型：非静态 返回类型：void 方法说明：对手方待发送报文的序列号增加1 异常申明： 1) IOException，若出现IO问题，抛出此异常 参数定义：N/A i) getCreationTime方法 方法名称：getCreationTime 方法类型：非静态 返回类型：Date 方法说明：获得session对应创建时间 异常申明：IOException，若出现IO问题，抛出此异常 参数定义：N/A j) reset方法 方法名称：reset 62
JR/T 0078—2014 方法类型：非静态 返回类型：void 方法说明：重置整个Message Store 异常申明：IOException，若出现IO问题，抛出此异常 参数定义：N/A k) refresh方法 方法名称：refresh 方法类型：非静态 返回类型：void 方法说明：从存储介质中重新读取Message Store信息进行刷新 异常申明：IOException，若出现IO问题，抛出此异常 参数定义：N/A 10 日志接口规范 日志编程接口公共方法定义如表25。 表25 日志编程接口公共方法 数据处理接口 public void clear(); 清除日志并且删除所有持久化的日志记录。 public void onIncoming(String message); 记录一条收到的报文。 public void onOutgoing(String message); 记录一条发出的报文。 public void onEvent(String text); 记录一个会话事件。 公共方法具体定义如下： a) clear方法 方法名称：clear 方法类型：非静态 返回类型：void 方法说明：清除日志并且删除所有持久化的日志记录 异常申明：N/A 参数定义：N/A b) onIncoming方法 方法名称：onIncoming 方法类型：非静态 返回类型：void 方法说明：记录一条收到的报文 异常申明：N/A 参数定义： 1) String message , String类型的报文 c) onOutgoing方法 方法名称：onOutgoing 方法类型：非静态 返回类型：void 63
JR/T 0078—2014 方法说明：记录一条发出的报文 异常申明：N/A 参数定义： 1) String message , String类型的报文 d) onEvent方法 方法名称：onEvent 方法类型：非静态 返回类型：void 方法说明：记录一个会话事件 异常申明：N/A 参数定义： 1) String message , String类型的事件 11 配置文件接口规范 IMIX应用允许同时建立多个IMIX会话，包括Initiator和Acceptor。一个IMIX会话可由配置文件中的一块配置中的一组设置来唯一确定（也可以从default 段落继承），其会话ID的设置属性如表26。其中，Sender的设置(SenderCompID和SenderSubID)是本方ID，而Target的设置是对手方的ID。 表26 会话ID属性 Setting Required BeginString Y SenderCompID Y SenderSubID N TargetCompID Y TargetSubID N 配置文件由两种 “配置块头”(heading) 构成，分别为[DEFAULT]和[SESSION]头；[SESSION]表示一个新的IMIX Session将要在下面被定义。[DEFAULT]是存放那些可以被其他session继承的设定，前提是这些属性在session各自的定义段落中没有显示地被定义。如果没有提供IMIX 需要的设置，IMIX接口需抛出一个ConfigError，表示找不到配置文件或者配置错误。 具体配置文件说明如表27。 表27 IMIX配置文件说明 ID Description Valid Values Default Session 协议版本号。 BeginString 当前Session应该用的版本号。 如：。 与该Session相关的本方ID。如果属性值为*（针对acceptor）或%（针对SenderCompID 大小写敏感的字母-数字的字符串。 initiator），则表示真实的值会被动态设定。 64
JR/T 0078—2014 与该Session相关的对手方ID。如果属性值为*（针对acceptor）或%（针对TargetCompID 大小写敏感的字母-数字的字符串。 initiator），则表示真实的值会被动态设定。 initiator/acceptor 定义该session充当的类型，是ConnectionType Note: Client只能是initiator； initiator还是acceptor。 Server只能是acceptor。 与该Session相关的本方SubID。如果属性值为*（针对acceptor）或%（针对SenderSubID 大小写敏感的字母-数字的字符串。 initiator），则表示真实的值会被动态设定。 与该Session相关的对手方SubID。如果属性值为*（针对acceptor）或%（针TargetSubID 大小写敏感的字母-数字的字符串。 对initiator），则表示真实的值会被动态设定。 与该Session相关的市场类型. (只适Market CFETS-FX/CFETS-FI。 用于Client和Hub)。 该Session的Time Zone; 如果设置了Time zone ID (America/New_York, TimeZone 该值，session的开始时间和结束时间 Asia/Tokyo, Europe/London 等)。 将从当前时区转换为UTC。 时间格式为 HH:MM:SS [timezone]。其中timezone 是可选的. 如果设置了TimeZone，则启用其设定，如果没有，则启用缺损的设定，即UTCStartTime 该IMIX Session启动的时间。 时区。表示timezone的String必须是TimeZone class能够辨认的字符串。比如，“15:00:00 US/Central”。 时间格式为 HH:MM:SS [timezone]。其中timezone 是可选的. 如果设置了TimeZone，则启用其设定，如果没有，则启用缺损的设定，即UTCEndTime 该IMIX Session停用的时间。 时区。表示timezone的String必须是TimeZone class能够辨认的字符串。比如， “09:00:00 US/Eastern”。 用于连接长度为期（或超过）一周的默认语境中的星期几 (比如StartDay session。表示session启动的日期。Monday, mon, lundi, lun等)(注： 与StartTime一起使用。 lundi是法文)。 用于连接长度为期（或超过）一周的默认语境中的星期几 (比如EndDay session。表示session停用的日期。Monday, mon, lundi, lun等)(注： 与EndTime一起使用。 lundi是法文)。 MillisecondsInTimeStamp 表示是否在timestamps中添加Y或N。 Y 65
JR/T 0078—2014 milliseconds。 LogoutReasonFilePath Logout reasons文件的存放路径。 有效的目录或文件路径。 sessionMapping 文件的粗放路径。 SessionMappingFilePath 有效的目录或文件路径。 (只适用于Agent) receive queue的大小，表示在该queueImixReceiveQueueSize 中可以buffer的报文的数量。用于报positive integer。 3000 文的流量限制。 ImixMaximumConnectionBufConnection的buffer size的最大值。positive integer。 1048576 ferSize 单位是byte。用于报文的流量限制。 Validation 表示Session是否使用数据字典(data UseDataDictionary dictionary)。如果你会用到repeating Y或N Y groups，建议总是使用数据字典。 Valid XML data dictionary file. Likes . 有效的XML字典文件，比如。 如果设定了UserDataDictionary=Y，但却没有即数据字典，用于验证收到的IMIX报指定DataDictionary，那么IMIX文正确性的XML定义文件。如果没有提会首先根据session的DataDictionary 供数据字典，则只能验证基础报文的正BeginString(比如，确性。 =)来查找默认的字典。字典文件的查找策略是首先使用URL，然后是文件系统，然后是线程上下文的 Classloader，（如果有的话）。然后是DataDictionary实例的类加载器。 如果设置为N，则field可以乱序排列(比如，body的field在header中，或者header的field在body中)不会被ValidateFieldsOutOfOrder Y或N。 Y 视为非法而被拒绝。适合于连接那些没有进行对field进行适当而有序排列的系统。 如果设置为N，则那些不含值(empty)的field不会被视为非法而被拒绝。适ValidateFieldsHaveValues Y或N。 Y 合于连接那些常不恰当发送空tag的系统。 If set to N, user defined fields will not be rejected if they are not ValidateUserDefinedFielddefined in the data dictionary, or Y或N。 N s are present in messages they do not belong to. 66
JR/T 0078—2014 如果设置为N，首先用户自定义的field不会被拒绝，即使这些field在字典中没有定义，另外如果这些field被放置在了它本不属于的报文中也不会被拒绝。 如果设置为Y,则从对手方发出的报文必须在一个定义的时间区间内(秒为单CheckLatency 位)被接收到（查看MaxLatency）。如果Y或N Y 系统使用localTime作为它的时间戳，而不是GMT，则应将其设置为N。 如果CheckLatency被设置为Y,则该值MaxLatency 表示了可允许报文延迟最大时间（单位positive integer。 120 是秒）。默认值是120秒。 Initiator 表示该session是static session的InitiatorTemplate Y或N。 N 还是dynamic session。 两次重连尝试之间的时间间隔，单位是ReconnectInterval positive integer。 30 秒。只用于initiators。 ResetOnLogon 表示在logon过程中，是否重置序列号。 Y或N。 N 心跳间隔，单位是秒。只用于HeartBtInt positive integer。 initiators。 等待logon response的时间，单位是LogonTimeout positive integer。 10 秒，如果等待超时，则断开session。 等待logout response的时间，单位是LogoutTimeout positive integer。 2 秒，如果等待超时，则断开session。 用于建立session连接的Socket 端口SocketConnectPort positive integer。 号。只适用于SocketInitiator。 要连接的Host地址。只适用于格式可以是的有效IP地SocketConnectHost SocketInitiator。 址 ，或者是一个domain name。 用于session的失败恢复的可选的socket 主机地址，其中n是一个整数。 比如： 格式可以是的有效IP地SocketConnectHost<n> SocketConnectHost1, 址 ，或者是一个domain name。 SocketConnectHost2... 必须是连续的，而且要有一个相匹配的SocketConnectPort[n] 用于session的失败恢复的可选的SocketConnectPort<n> socket 端口，其中n是一个整数。必positive integer。 须与SocketConnectHost[n]匹配使用。 Acceptor 表示该session是static session的AcceptorTemplate Y或N。 N 还是dynamic session。 67
JR/T 0078—2014 用于监听连接的Socket端口。只适用有效并被开启的socket端口。目前，SocketAcceptPort 于SocketAcceptor。 该值必须在[DEFAULT]段落中定义。 一个主机名，或者能够被解读的IPSocketAcceptAddress 用于绑定监听端口的本地IP地址。 地址。目前，该值必须在[DEFAULT]段落中定义。 表示当接收到logon报文后，刷新RefreshOnLogon session的状态。当message store data 被持久化时，这样的设置可以起到简单 的失败恢复的功能。如果message Y或N。 N store data没有被持久化（如 MemoryStore），那么该设置会被忽略。 （在Hub和Server上，该设置也适用于Initiator。 Secure Communication Options 表示Session是否使用CA验证 CAEnable Y或N。 N (只适用于agent 和 hub)。 CA配置文件的路径。 CAConfigFilePath 有效的目录或文件路径。 (只适用于agent 和 hub)。 Storage 如果设置为Delete，当session被重置后，所有的message store会被删除。 如果设置为Rename，当session被重置FileStoreResetMode Rename/Delete。 Delete 后，所有的message store会被重新命名，规则是在每个文件末尾添加时间戳。 如果设置为N，则报文不会被持久化。该设置会强迫IMIX总是发送GapFillsPersistMessages 报文，而不是重新发送报文。如果你知Y或N。 Y 道你永远不会重新发送报文，则可以使用该设置。适合于市场数据流。 用于存放sequence number和message有效的目录路径。该目录要用于存FileStorePath 文件的路径。只用于FileStoreFactory 储文件，所以必须有写权限。 类。 Miscellaneous 接收STOP命令的端口（只适用于agentStoppingPort Number。 和hub。 表示一个正常的logout终止后，是否ResetOnLogout Y或N。 N 将报文的sequence number重置为1。 表示一个异常的终止后，是否将报文的ResetOnDisconnect Y或N。 N sequence number重置为1。 SendResetSeqNumFlag 当初始化一个logon时，发送一个序列Y或N。 N 68
JR/T 0078—2014 号reset报文。 ContinueInitializationOn如果异常发生依旧初始化session。 Y或N。 N Error 12 报文快速访问接口规范 IMIX报文采用树形嵌套方式描述复杂业务数据，即业务报文下也循环包含重复组（group）、重复组下可循环嵌套包含重复组。通过快速访问接口方法可直接访问深层嵌套的重复组，包括group中的group。方法定义如下： ——(String…para) 其中的可变参数需按如下规则使用： 在奇数i（i=1，3，5…）位置填入需要访问的group的名字，在i+1填入需要访问的group的序列号。参数的个数必须是偶数。 示例： Message_A中有3个Group_a，而每个Group_a中含有4个SubGroup_aa，而每个SubGroup_aa中含有2个域Field_1和Field_2。现在用户想访问该类型报文message_A中第2个Group_a中的第3个SubGroup_aa中的域Field_2，可如下通过该方法得到。 SubGroup_aa tmpSubGrp = (“Grop_a”, “2”, “SubGoup_aa”, “3”); Field_2 field_2 = _2(); 以此类推，如果想定位访问第N嵌套层的第K个GroupN，可通过如下调用方法得到： (“Group1”, “i”, “Group2”, “j”…… “GroupN”, “k”); 其中“i”, “j” , “k”分别是第1嵌套，第2嵌套和第N嵌套层Group所在的索引。 注意事项： 表示group（或component）位置的序列号必须是从1开始的int值对应的字符串，如果此参数不是int或其代表的int值小于1,则抛出IllegalArgumentException异常。 如果某一group（或component）只有一个，则其对应序列号参数为“1”。 如果参数列表错误，则抛出IllegalArgumentException，如果在解析group或component时出错，则抛出FieldNotFound异常。 如果想得到报文QueryRequest 中的第2个重复组UndInstrmtGrp中的UnderlyingInstrument的域UnderlyingCouponPaymentDate： (“UndInstrmtGrp”, “2”,”UnderlyingInstrument”, “1”).get; getUnderlyingIssueDate(); 13 订阅发布模式接口规范 主题Topic的定义 服务器根据一定的规则定义可用的主题名字，并将数据发布到不同的主题上。客户端登录后，根据其订阅的主题发送相应的报文。 主题的命名分两种方式：无层次结构的字符串命名和分层次的主题命名。 无层次的命名方式比较简单，保证名称唯一即可。 分层次主题命名是一种主题(Topic)分组定义的方法，使主题更便于管理和使用。除此之外，还可以使用模式匹配的方式同时订阅多个主题，从而可以完成在单主题订阅模式下无法完成的特性。当对一个主题命名时也同时定义了这个主题所处的层次结构。在一个不分层的命名系统中，所有的名字都是孤69
JR/T 0078—2014 立的，彼此之间没有任何关系，当主题增加时会带来很大的管理负担。而在一个分层次命名系统中名字之间具有一定的上下级关系，从而可以对层次结构中的一组结点进行管理并明确指明结点之间的关系。分层次命名方式使用'.'分隔符来指明这种上下级关系，类似于文件系统中使用'/'分隔符来区分上下级目录。向主题发布报文时可以发布到层次结构中的任何一个结点上，而在订阅报文时可以使用模式匹配的方式同时订阅多个主题，这些主题可以是层次结构中的某个分支，也可以是一些并没有命名关系的主题。模式匹配所使用的语法很简单但很强大，可以灵活地选择需要的主题。如图22所示，定义了一个分层次的主题，订阅者可以直接订阅最顶端的主题A，也可以订阅某一层次上的子主题。 Topic: Msg发布者ASub Msg订阅主题：ABCSub Msg订阅主题: 图22 分层次主题命名 订阅报文定义 用于订阅的报文包括： ——订阅请求报文 客户端登录后，如果想接收某个主题上的报文，需发送一个订阅请求，报文内至少含有订阅的主题名字和订阅者两部分信息。如果订阅请求被接收，客户端将会收到订阅主题上的业务报文。 ——取消订阅报文 当用户不再需要订阅的报文时，需要发送一条取消订阅的请求，报文内含有取消订阅的主题名和订阅者信息，告诉服务器自己不再接收这个主题上的报文。 ——订阅异常报文 服务器端在处理订阅请求和取消订阅报文时可能会出现错误，比如订阅的主题不存在，此时需要通过订阅异常报文通知客户端，该报文包含一个错误编码，用户可以根据不同的编码进行相应的处理。 14 业务数据精度标准 报价数据精度标准 报价数据精度标准如表28。 表28 报价数据精度标准 产品 属性 界面精度 XML数据精度 报文数据精度 净价（元） 4 4 4 债券买卖 全价（元） 4 4 4 70
JR/T 0078—2014 交易金额（元） 2 2 2 券面总额（万元） 0 0 0 应计利息（元） 5 5 5 收益率（%） 4 4 4 结算金额（元） 2 2 2 回购利率（%） 4 4 4 交易金额（元） 2 2 2 质押式回购 到期结算金额（元） 2 2 2 券面总额（万元） 0 0 0 首次净价（元） 4 4 4 首次收益率（%） 4 4 4 首次应计利息（元） 5 5 5 到期净价（元） 4 4 4 到期收益率（%） 4 4 4 到期应计利息（元） 5 5 5 买断式回购 首次全价（元） 4 4 4 首次结算金额（元） 2 2 2 到期全价（元） 4 4 4 到期结算金额（元） 2 2 2 保证金金额（万元） 4 4 4 保证金券面总额合计（万元） 0 0 0 远期净价（元） 4 4 4 远期收益率（%） 4 4 4 券面总额（万元） 0 0 0 交易金额（元） 2 2 2 债券远期 应计利息（元） 5 5 5 全价（元） 4 4 4 结算金额（元） 2 2 2 保证金金额（万元） 4 4 4 保证金券面总额合计（万元） 0 0 0 拆借利率（%） 4 4 4 拆借金额（万元） 2 2 2 信用拆借 应计利息（元） 2 2 2 到期还款金额（元） 2 2 2 名义本金（万元） 0 0 0 固定利率（%） 4 4 4 浮动利率（%） 6 6 6 远期利率协议 贴现率（%） 6 6 6 保证金金额（万元） 4 4 4 保证金全面总额（万元） 0 0 0 券面总额合计（万元） 0 0 无此域 71
JR/T 0078—2014 借贷费率（%） 4 4 4 标的债券券面总额（万元） 0 0 0 债券借贷 借贷费用（元） 2 2 2 质押债券券面总额（万元） 0 0 0 名义本金金额（万元） 0 0 0 固定利率（%） 4 4 4 参考利率利差（bps） 2 2 2 初始互换金额（元） 0 0 0 利率互换 名义本金重置百分比（%） 2 2 2 名义本金重置金额（万元） 0 0 0 保证金金额（万元） 4 4 4 保证金券面总额（万元） 0 0 0 保证金券面总额合计（万元） 0 0 0 每百元本金额（元） 2 2 2 净价（元） 4 4 4 券面总额（万元） 0 0 0 当前本金额（元） 2 2 2 交易金额（元） 2 2 2 应计利息（元） 5 5 5 全价（元） 5 5 5 资产支持证券 应计利息总额（元） 2 2 2 结算金额（元） 2 2 2 最小成交券面总额（万元） 0 0 0 最大成交券面总额（万元） 0 0 0 最大显示券面总额（万元） 0 0 0 最小变动单位（万元） 0 0 0 已成交券面总额（万元） 0 0 0 未成交量（万元） 0 0 0 成交数据精度标准 成交数据精度标准如表29。 表29 成交数据精度标准 产品 属性 界面精度 XML数据精度 报文数据精度 净价（元） 4 4 4 全价（元） 4 4 4 交易金额（元） 2 2 2 债券买卖 券面总额（万元） 0 0 0 应计利息（元） 5 5 5 应计利息总额（元） 2 2 2 72
JR/T 0078—2014 收益率（%） 4 4 4 结算金额（元） 2 2 2 回购利率（%） 4 4 4 交易金额（元） 2 2 2 质押式回购 到期结算金额（元） 2 2 2 券面总额（万元） 0 0 0 首次净价（元） 4 4 4 首次收益率（%） 4 4 4 首次应计利息（元） 5 5 5 到期净价（元） 4 4 4 到期收益率（%） 4 4 4 到期应计利息（元） 5 5 5 买断式回购 首次全价（元） 4 4 4 首次结算金额（元） 2 2 2 到期全价（元） 4 4 4 到期结算金额（元） 2 2 2 保证金金额（万元） 4 4 4 保证金券面总额合计（万元） 0 0 0 远期净价（元） 4 4 4 远期收益率（%） 4 4 4 券面总额（万元） 0 0 0 交易金额（元） 2 2 2 债券远期 应计利息（元） 5 5 5 全价（元） 4 4 4 结算金额（元） 2 2 2 保证金金额（万元） 4 4 4 保证金券面总额合计（万元） 0 0 0 拆借利率（%） 4 4 4 拆借金额（万元） 2 2 2 信用拆借 应计利息（元） 2 2 2 到期还款金额（元） 2 2 2 名义本金（万元） 0 0 0 固定利率（%） 4 4 4 浮动利率（%） 6 6 6 远期利率协议 贴现率（%） 6 6 6 保证金金额（万元） 4 4 4 保证金全面总额（万元） 0 0 0 券面总额合计（万元） 0 0 无此域 借贷费率（%） 4 4 4 债券借贷 标的债券券面总额（万元） 0 0 0 借贷费用（元） 2 2 2 73
JR/T 0078—2014 质押债券券面总额（万元） 0 0 0 名义本金金额（万元） 0 0 0 固定利率（%） 4 4 4 参考利率利差（bps） 2 2 2 初始互换金额（元） 0 0 0 利率互换 名义本金重置百分比（%） 2 2 2 名义本金重置金额（万元） 0 0 0 保证金金额（万元） 4 4 4 保证金券面总额（万元） 0 0 0 保证金券面总额合计（万元） 0 0 0 每百元本金额（元） 2 2 2 净价（元） 4 4 4 券面总额（万元） 0 0 0 当前本金额（元） 2 2 2 交易金额（元） 2 2 2 应计利息（元） 5 5 5 全价（元） 4 4 4 资产支持证券 应计利息总额（元） 2 2 2 结算金额（元） 2 2 2 最小成交券面总额（万元） 0 0 无此域 最大成交券面总额（万元） 0 0 无此域 最大显示券面总额（万元） 0 0 无此域 最小变动单位（万元） 0 0 无此域 已成交券面总额（万元） 0 0 0 未成交量（万元） 0 0 0 74
JR/T 0078—2014 AA 附 录 A （资料性附录） IMIX协议元数据模板 <?xml version="" encoding="utf-8"?> <imix major="1" minor="0" version=""> <header> <field name="BeginString" required="Y" /> <field name="BodyLength" required="Y" /> <field name="MsgSeqNum" required="Y" /> <field name="MsgType" required="Y" /> <field name="SenderCompID" required="Y" /> <field name="SendingTime" required="Y" /> <field name="TargetCompID" required="Y" /> <field name="DeliverToCompID" required="N" /> <field name="DeliverToSubID" required="N" /> <field name="ErrorCode" required="N" /> <field name="LastMsgSeqNumProcessed" required="N" /> <field name="MessageEncoding" required="N" /> <field name="OnBehalfOfCompID" required="N" /> <field name="OnBehalfOfSubID" required="N" /> <field name="OrigSendingTime" required="N" /> <field name="PossDupFlag" required="N" /> <field name="PossResend" required="N" /> <field name="SecureData" required="N" /> <field name="SecureDataLen" required="N" /> <field name="SegmentID" required="N" /> <field name="SenderSubID" required="N" /> <field name="SignatureMethod" required="N" /> <field name="SysSeqNo" required="N" /> <field name="TargetSubID" required="N" /> <field name="UserSeqNo" required="N" /> <component name="HopsGroup" required="N" /> </header> <trailer> <field name="CheckSum" required="Y" /> <field name="Signature" required="N" /> <field name="SignatureLength" required="N" /> </trailer> <messages> <message name="ADFRequest" description="" msgtype="U24" msgcat="app"> 75
JR/T 0078—2014 <field name="RICName" required="N" /> <field name="Text" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="ADFResponse" description="" msgtype="U25" msgcat="app"> <field name="ExecID" required="N" /> <field name="NDFCurrency" required="N" /> <field name="NDFDate" required="N" /> <field name="Side" required="N" /> <field name="Text" required="N" /> <field name="TradeDate" required="N" /> <field name="TradeTime" required="N" /> <field name="TransactTime" required="N" /> <component name="LiquidProviderGrp" required="N" /> <component name="MDTypeGrp" required="N" /> <component name="Parties" required="N" /> </message> <message name="BreakContractRequest" description="" msgtype="U08" msgcat="app"> <field name="BreakContractRequestID" required="N" /> <field name="BreakContractRequestType" required="N" /> <field name="ExecID" required="N" /> <field name="TradeDate" required="N" /> <field name="TradeTime" required="N" /> <field name="TransactTime" required="N" /> <component name="Parties" required="N" /> </message> <message name="BreakContractRequestAck" description="" msgtype="U09" msgcat="app"> <field name="BreakContraAckStatus" required="N" /> <field name="BreakContractRequestID" required="N" /> <field name="ExecID" required="N" /> <field name="TransactTime" required="N" /> <component name="Parties" required="N" /> </message> <message name="BulletinInquiry" description="" msgtype="U62" msgcat="app"> <field name="BulletinByIndc" required="N" /> <field name="BulletinInqID" required="N" /> <field name="IssueDate" required="N" /> <field name="QueryEndDate" required="N" /> <field name="QueryPageNumber" required="N" /> <field name="QueryStartDate" required="N" /> <field name="SentOrReceived" required="N" /> 76
JR/T 0078—2014 <field name="TransactTime" required="N" /> </message> <message name="BulletinReport" description="" msgtype="U63" msgcat="app"> <field name="BulletinInqID" required="N" /> <field name="BulletinRptID" required="N" /> <field name="BulletinStatus" required="N" /> <field name="BulletinTransType" required="N" /> <field name="SettlReportType" required="N" /> <field name="Text" required="N" /> <field name="TransactTime" required="N" /> <component name="BulletinGrp" required="N" /> <component name="PaginationCtrl" required="N" /> </message> <message name="BulletinReportAck" description="" msgtype="U64" msgcat="app"> <field name="BulletinInfoStatus" required="N" /> <field name="BulletinRptID" required="N" /> <field name="Text" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="BusinessMessageReject" description="" msgtype="j" msgcat="app"> <field name="BusinessRejectReason" required="N" /> <field name="BusinessRejectRefID" required="N" /> <field name="EncodedText" required="N" /> <field name="EncodedTextLen" required="N" /> <field name="RefMsgType" required="N" /> <field name="RefSeqNum" required="N" /> <field name="Text" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="CollAssignmentResponse" description="" msgtype="U47" msgcat="app"> <field name="AssignmentRespStatus" required="N" /> <field name="CollAsgnID" required="N" /> <field name="CollAsgnRespID" required="N" /> <field name="Text" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="CollAssignmentResponseAck" description="" msgtype="U61" msgcat="app"> <field name="CollAsgnRespID" required="N" /> <field name="TransactTime" required="N" /> </message> 77
JR/T 0078—2014 <message name="CollateralARDtlReport" description="" msgtype="U55" msgcat="app"> <field name="ARReportType" required="N" /> <field name="CollARDtlRptID" required="N" /> <field name="CollARInquiryID" required="N" /> <field name="CollARRptStatus" required="N" /> <field name="SettlReportType" required="N" /> <field name="Text" required="N" /> <field name="TransactTime" required="N" /> <component name="MarginARDtlGrp" required="N" /> <component name="Parties" required="N" /> </message> <message name="CollateralARDtlRptAck" description="" msgtype="U56" msgcat="app"> <field name="CollARDtlRptID" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="CollateralARInquiry" description="" msgtype="U54" msgcat="app"> <field name="ARReportType" required="N" /> <field name="CollARInquiryID" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="CollateralAssignment" description="" msgtype="AY" msgcat="app"> <field name="CollARInquiryID" required="N" /> <field name="CollAsgnID" required="N" /> <field name="CollAsgnReason" required="N" /> <field name="Currency" required="N" /> <field name="CurrNumOfTot" required="N" /> <field name="LastRptRequested" required="N" /> <field name="MarginIndicator" required="N" /> <field name="PaymentRoute" required="N" /> <field name="Quantity" required="N" /> <field name="RelatedReference" required="N" /> <field name="SettlDate" required="N" /> <field name="SettlReportStatus" required="N" /> <field name="SettlReportType" required="N" /> <field name="SWIFTType" required="N" /> <field name="Text" required="N" /> <field name="TotNumReports" required="N" /> <field name="TradeDate" required="N" /> <field name="TransactTime" required="N" /> 78
JR/T 0078—2014 <component name="Instrument" required="N" /> <component name="MarginInfoGrp" required="N" /> <component name="Parties" required="N" /> </message> <message name="CollateralAssignmentAck" description="" msgtype="U37" msgcat="app"> <field name="CollAsgnID" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="CollateralBaseInfo" description="" msgtype="U52" msgcat="app"> <field name="CollBaseInfoID" required="N" /> <field name="CollBaseInfoReqID" required="N" /> <field name="SettlReportStatus" required="N" /> <field name="SettlReportType" required="N" /> <field name="Text" required="N" /> <field name="TransactTime" required="N" /> <component name="MarginBaseInfoGrp" required="N" /> <component name="RateBaseInfo" required="N" /> </message> <message name="CollateralBaseInfoAck" description="" msgtype="U59" msgcat="app"> <field name="CollBaseInfoID" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="CollateralBaseInfoRequest" description="" msgtype="U53" msgcat="app"> <field name="CollBaseInfoReqID" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="CollateralDetailReport" description="" msgtype="U35" msgcat="app"> <field name="ClearingBusinessDate" required="N" /> <field name="CollDetailRepID" required="N" /> <field name="CollInquiryID" required="N" /> <field name="CollInquiryType" required="N" /> <field name="CurrNumOfTot" required="N" /> <field name="ExecID" required="N" /> <field name="InterestRecDate" required="N" /> <field name="LastRptRequested" required="N" /> <field name="QueryRequestID" required="N" /> <field name="SettlReportStatus" required="N" /> <field name="SettlReportType" required="N" /> 79
JR/T 0078—2014 <field name="Text" required="N" /> <field name="TotNumReports" required="N" /> <field name="TradeDate" required="N" /> <field name="TransactTime" required="N" /> <field name="U35DataType" required="N" /> <component name="MarginInfoGrp" required="N" /> <component name="Parties" required="N" /> </message> <message name="CollateralDetailReportAck" description="" msgtype="U36" msgcat="app"> <field name="CollDetailRepID" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="CollateralDPDtlReport" description="" msgtype="U42" msgcat="app"> <field name="CollDPDtlRptID" required="N" /> <field name="CollDPInquiryID" required="N" /> <field name="CollDPRptStatus" required="N" /> <field name="DPReportType" required="N" /> <field name="SettlReportStatus" required="N" /> <field name="SettlReportType" required="N" /> <field name="Text" required="N" /> <field name="TransactTime" required="N" /> <component name="MarginDPDtlGrp" required="N" /> <component name="Parties" required="N" /> </message> <message name="CollateralDPDtlRptAck" description="" msgtype="U44" msgcat="app"> <field name="CollDPDtlRptID" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="CollateralDPInquiry" description="" msgtype="U43" msgcat="app"> <field name="CollDPInquiryID" required="N" /> <field name="CollDPInquiryType" required="N" /> <field name="SettlDate" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="CollateralDrawRequest" description="" msgtype="U10" msgcat="app"> <field name="DrawAmt" required="N" /> <field name="DrawRequestID" required="N" /> <field name="DrawRequestTime" required="N" /> 80
JR/T 0078—2014 <field name="TransactTime" required="N" /> <component name="MarginDPDtlGrp" required="N" /> <component name="Parties" required="N" /> </message> <message name="CollateralDrawRequestAck" description="" msgtype="U11" msgcat="app"> <field name="DrawAmt" required="N" /> <field name="DrawReqAckStatus" required="N" /> <field name="DrawRequestID" required="N" /> <field name="DrawRequestTime" required="N" /> <field name="TransactTime" required="N" /> <component name="Parties" required="N" /> </message> <message name="CollateralDrawResponse" description="" msgtype="U12" msgcat="app"> <field name="DrawAmt" required="N" /> <field name="DrawReqRejReason" required="N" /> <field name="DrawRequestID" required="N" /> <field name="DrawRequestTime" required="N" /> <field name="DrawRespID" required="N" /> <field name="DrawRespStatus" required="N" /> <field name="Text" required="N" /> <field name="TransactTime" required="N" /> <component name="Parties" required="N" /> </message> <message name="CollateralDrawResponseAck" description="" msgtype="U13" msgcat="app"> <field name="DrawAmt" required="N" /> <field name="DrawRequestID" required="N" /> <field name="DrawRequestTime" required="N" /> <field name="DrawRespAckStatus" required="N" /> <field name="DrawRespID" required="N" /> <field name="TransactTime" required="N" /> <component name="Parties" required="N" /> </message> <message name="CollateralInfoChange" description="" msgtype="U14" msgcat="app"> <field name="CollateralInfoChangeID" required="N" /> <field name="CollateralInfoChangeType" required="N" /> <field name="ExecID" required="N" /> <field name="TradeDate" required="N" /> <field name="TradeTime" required="N" /> <field name="TransactTime" required="N" /> 81
JR/T 0078—2014 <component name="ExecCollGrp" required="N" /> <component name="MarginAccountInfo" required="N" /> <component name="Parties" required="N" /> </message> <message name="CollateralInfoChangeAck" description="" msgtype="U15" msgcat="app"> <field name="CollateralInfoChangeAckStatus" required="N" /> <field name="CollateralInfoChangeID" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="CollateralInfoChangeRequest" description="" msgtype="U28" msgcat="app"> <field name="CollateralInfoChangeID" required="N" /> <field name="CollateralInfoChangeType" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="CollateralInquiry" description="" msgtype="BB" msgcat="app"> <field name="ClearingBusinessDate" required="N" /> <field name="CollInquiryID" required="N" /> <field name="CollInquiryType" required="N" /> <field name="TradeDate" required="N" /> <field name="TransactTime" required="N" /> <component name="Parties" required="N" /> </message> <message name="CollDrawCancelRequest" description="" msgtype="U46" msgcat="app"> <field name="DrawAmt" required="N" /> <field name="DrawCancelRequestID" required="N" /> <field name="DrawRequestID" required="N" /> <field name="TransactTime" required="N" /> <component name="MarginDPDtlGrp" required="N" /> <component name="Parties" required="N" /> </message> <message name="CollDrawCancelResponse" description="" msgtype="U67" msgcat="app"> <field name="DrawCancelRejReason" required="N" /> <field name="DrawCancelRequestID" required="N" /> <field name="DrawCancelRespID" required="N" /> <field name="DrawCancelRespStatus" required="N" /> <field name="Text" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="CollDrawCancelResponseAck" description="" msgtype="U57" 82
JR/T 0078—2014 msgcat="app"> <field name="DrawCancelRespID" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="CollTransferRequest" description="" msgtype="U48" msgcat="app"> <field name="CollTransferCnclID" required="N" /> <field name="CollTransferReqID" required="N" /> <field name="TransactTime" required="N" /> <field name="TransferDirection" required="N" /> <field name="TransferReqType" required="N" /> <component name="MarginAMTGrp" required="N" /> <component name="Parties" required="N" /> </message> <message name="CollTransferRequestAck" description="" msgtype="U49" msgcat="app"> <field name="CollTransferReqID" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="CollTransferResponse" description="" msgtype="U50" msgcat="app"> <field name="CollTransferCnclID" required="N" /> <field name="CollTransferReqID" required="N" /> <field name="CollTransferRespID" required="N" /> <field name="Text" required="N" /> <field name="TransactTime" required="N" /> <field name="TransferDirection" required="N" /> <field name="TransferReqRejReason" required="N" /> <field name="TransferReqType" required="N" /> <field name="TransferRespStatus" required="N" /> <component name="MarginAMTGrp" required="N" /> <component name="Parties" required="N" /> </message> <message name="CollTransferResponseAck" description="" msgtype="U51" msgcat="app"> <field name="CollTransferRespID" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="Confirmation" description="" msgtype="AK" msgcat="app"> <field name="CNYTradedIndic" required="N" /> <field name="ConfirmID" required="N" /> <field name="ConfirmReqID" required="N" /> <field name="ConfirmStatus" required="N" /> 83
JR/T 0078—2014 <field name="MarketIndicator" required="N" /> <field name="TradeInstrument" required="N" /> <field name="TradSesCloseTime" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="Confirmation_Ack" description="" msgtype="AU" msgcat="app"> <field name="ConfirmID" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="ConfirmationRequest" description="" msgtype="BH" msgcat="app"> <field name="CNYTradedIndic" required="N" /> <field name="ConfirmReqID" required="N" /> <field name="ConfirmType" required="N" /> <field name="MarketIndicator" required="N" /> <field name="TradeInstrument" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="DataDownloadRequest" description="" msgtype="U06" msgcat="app"> <field name="DataDownloadEndTime" required="N" /> <field name="DataDownloadStartTime" required="N" /> <field name="DataDownloadType" required="N" /> <field name="DownloadRequestID" required="N" /> <field name="TradeMethod" required="N" /> <field name="TransactTime" required="N" /> <component name="DownloadParamGrp" required="N" /> <component name="Instrument" required="N" /> <component name="Parties" required="N" /> </message> <message name="DataDownloadResponse" description="" msgtype="U07" msgcat="app"> <field name="DataDownloadType" required="N" /> <field name="DownloadRequestID" required="N" /> <field name="GrossOrNet" required="N" /> <field name="LimitCategory" required="N" /> <field name="LimitValue" required="N" /> <field name="NoLimitInfo" required="N" /> <field name="NoLimits" required="N" /> <field name="TradeMethod" required="N" /> <field name="TransactTime" required="N" /> <field name="ValidUntilDate" required="N" /> <component name="DownloadedDataGrp" required="N" /> 84
JR/T 0078—2014 <component name="Instrument" required="N" /> <component name="Parties" required="N" /> </message> <message name="ExecutionAcknowledgement" description="" msgtype="BN" msgcat="app"> <field name="ClOrdID" required="N" /> <field name="CNYTradedIndic" required="N" /> <field name="DKReason" required="N" /> <field name="ExecAckStatus" required="N" /> <field name="ExecID" required="N" /> <field name="OrderID" required="N" /> <field name="QuoteID" required="N" /> <field name="Text" required="N" /> <field name="TradeInstrument" required="N" /> <field name="TransactTime" required="N" /> <component name="Instrument" required="N" /> </message> <message name="ExecutionReport" description="" msgtype="8" msgcat="app"> <field name="AccruedInterestAmt" required="N" /> <field name="AccruedInterestRate" required="N" /> <field name="AccruedInterestTotalAmt" required="N" /> <field name="AnonymousIndicator" required="N" /> <field name="AutoTraderPickup" required="N" /> <field name="BaseAmountDPs" required="N" /> <field name="CalculateAgency" required="N" /> <field name="CalculatedCcyLastQty" required="N" /> <field name="CashHoldingDays" required="N" /> <field name="CashPaymentType" required="N" /> <field name="ClOrdID" required="N" /> <field name="CNYTradedIndic" required="N" /> <field name="CollateralType" required="N" /> <field name="ContingencyIndicator" required="N" /> <field name="CouponPaymentDateReset" required="N" /> <field name="CouponPaymentIndicator" required="N" /> <field name="Currency" required="N" /> <field name="Currency1" required="N" /> <field name="Currency2" required="N" /> <field name="DataCategoryIndicator" required="N" /> <field name="DataSource" required="N" /> <field name="DataSourceString" required="N" /> <field name="DateConfirmed" required="N" /> <field name="DayCount" required="N" /> <field name="DealID" required="N" /> 85
JR/T 0078—2014 <field name="DealMethod" required="N" /> <field name="DealSerialNo" required="N" /> <field name="DealTransType" required="N" /> <field name="DecimalPlaces" required="N" /> <field name="DeliveryDate" required="N" /> <field name="DerivativeExerciseStatus" required="N" /> <field name="DerivativeExerciseStyle" required="N" /> <field name="DerivativeOptAttribute" required="N" /> <field name="DirtyPrice" required="N" /> <field name="DirtyPrice2" required="N" /> <field name="DiscountRate" required="N" /> <field name="DisplayQty" required="N" /> <field name="DisputeSettlementMethod" required="N" /> <field name="DownloadedDataType" required="N" /> <field name="DownloadRequestID" required="N" /> <field name="DV01" required="N" /> <field name="EffectiveTime" required="N" /> <field name="EncodedText" required="N" /> <field name="EncodedTextLen" required="N" /> <field name="ExecID" required="N" /> <field name="ExecInst" required="N" /> <field name="ExecRptDataIndic" required="N" /> <field name="ExecType" required="N" /> <field name="ExpireDate" required="N" /> <field name="ExpireTime" required="N" /> <field name="ExpireTimeZone" required="N" /> <field name="ForwardScaleDecimalPlaces" required="N" /> <field name="FWDecimalPlaces" required="N" /> <field name="InCompetition" required="N" /> <field name="Industry" required="N" /> <field name="IniExReqIndicator" required="N" /> <field name="InterestAccrualMethod" required="N" /> <field name="InterestAccuralDaysAdjustment" required="N" /> <field name="InterestFixDate" required="N" /> <field name="InterestFixDateAdjustment" required="N" /> <field name="LastForwardPoints" required="N" /> <field name="LastModifyTime" required="N" /> <field name="LastPx" required="N" /> <field name="LastQty" required="N" /> <field name="LastSpotRate" required="N" /> <field name="LastSwapPoints" required="N" /> <field name="LeavesTotalQty" required="N" /> <field name="LegInfrmnIndicator" required="N" /> 86
JR/T 0078—2014 <field name="LimitOrderSubType" required="N" /> <field name="MarginChangeIndicator" required="N" /> <field name="MarginRequired" required="N" /> <field name="MaturityDateType" required="N" /> <field name="MaxFloor" required="N" /> <field name="MaxQty" required="N" /> <field name="MinQty" required="N" /> <field name="MinTickSize" required="N" /> <field name="MMETSId" required="N" /> <field name="NDFCurrency" required="N" /> <field name="NDFDate" required="N" /> <field name="NegotiationCount" required="N" /> <field name="NetCashFlowPV" required="N" /> <field name="NetGrossInd" required="N" /> <field name="NetMoney" required="N" /> <field name="NotionalExchangeType" required="N" /> <field name="OPTDataType" required="N" /> <field name="OptPayoutType" required="N" /> <field name="OrderEntryTime" required="N" /> <field name="OrderID" required="N" /> <field name="OrdQtyResetAmount" required="N" /> <field name="OrdQtyResetDate" required="N" /> <field name="OrdQtyResetFrequency" required="N" /> <field name="OrdQtyResetPercentage" required="N" /> <field name="OrdQtyResetRequired" required="N" /> <field name="OrdQtyResetType" required="N" /> <field name="OrdRejReason" required="N" /> <field name="OrdStatus" required="N" /> <field name="OrdStatusReqID" required="N" /> <field name="OrdType" required="N" /> <field name="ParentOrderID" required="N" /> <field name="PayTotalSettlAmt" required="N" /> <field name="PortfolioID" required="N" /> <field name="PortfolioName" required="N" /> <field name="PreDealFlag" required="N" /> <field name="Price" required="N" /> <field name="PriceType" required="N" /> <field name="QueryOrdStatus" required="N" /> <field name="QueryRequestID" required="N" /> <field name="QueryResultStatus" required="N" /> <field name="QuoteID" required="N" /> <field name="QuoteRespID" required="N" /> <field name="QuoteTime" required="N" /> 87
JR/T 0078—2014 <field name="QuoteType" required="N" /> <field name="ReasonType" required="N" /> <field name="RecTotalSettlAmt" required="N" /> <field name="Reference" required="N" /> <field name="RelatedReference" required="N" /> <field name="RemarkIndicator" required="N" /> <field name="RiskCurrency" required="N" /> <field name="RiskLastQty" required="N" /> <field name="RoundDownCurrencies" required="N" /> <field name="SecurityHoldingDays" required="N" /> <field name="SettlCurrAmt" required="N" /> <field name="SettlCurrAmt2" required="N" /> <field name="SettlCurrency" required="N" /> <field name="SettlCurrency2" required="N" /> <field name="SettlDate" required="N" /> <field name="SettlDate2" required="N" /> <field name="SettlDateAdjustment" required="N" /> <field name="SettlDateTerm" required="N" /> <field name="SettlResetDate" required="N" /> <field name="SettlType" required="N" /> <field name="Side" required="N" /> <field name="SpotDate" required="N" /> <field name="StopPx" required="N" /> <field name="StrikeDayPrice" required="N" /> <field name="StrikeTime" required="N" /> <field name="StrikeUser" required="N" /> <field name="StubIndicator" required="N" /> <field name="StubRequired" required="N" /> <field name="SupplementaryClause" required="N" /> <field name="TermAmountDPs" required="N" /> <field name="TerminationTime" required="N" /> <field name="Text" required="N" /> <field name="TimeInForce" required="N" /> <field name="TimeToLive" required="N" /> <field name="TotalDiscountAmt" required="N" /> <field name="TradeCashAmt" required="N" /> <field name="TradeCashSpread" required="N" /> <field name="TradeDate" required="N" /> <field name="TradeFwdDays" required="N" /> <field name="TradeInstrument" required="N" /> <field name="TradeLimitDays" required="N" /> <field name="TradeMethod" required="N" /> <field name="TradeSubType" required="N" /> 88
JR/T 0078—2014 <field name="TradeTime" required="N" /> <field name="TradeType" required="N" /> <field name="TradingSessionID" required="N" /> <field name="TransactTime" required="N" /> <field name="Turnover" required="N" /> <field name="UpdateTime" required="N" /> <field name="Username" required="N" /> <field name="Volatility" required="N" /> <component name="ContAmtGrp" required="N" /> <component name="DeliveryOptionGrp" required="N" /> <component name="FinancingDetails" required="N" /> <component name="InitialExGrp" required="N" /> <component name="InstrmtLegExecGrp" required="N" /> <component name="Instrument" required="N" /> <component name="InstrumentExtension" required="N" /> <component name="MarginInfoGrp" required="N" /> <component name="MiscFeesGrp" required="N" /> <component name="OrderQtyData" required="N" /> <component name="PaginationCtrl" required="N" /> <component name="Parties" required="N" /> <component name="SpreadOrBenchmarkCurveData" required="N" /> <component name="Stipulations" required="N" /> <component name="StubGrp" required="N" /> <component name="UndInstrmtGrp" required="N" /> <component name="YieldData" required="N" /> </message> <message name="FreeFormatMessage" description="" msgtype="F01" msgcat="app"> <field name="FreeMsgID" required="N" /> <field name="FreeMsgType" required="N" /> <field name="Text" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="FundValueRpt" description="" msgtype="U71" msgcat="app"> <field name="FundValueRptID" required="N" /> <field name="FundValueRptType" required="N" /> <field name="QueryRequestID" required="N" /> <component name="FundValueGrp" required="N" /> <component name="Parties" required="N" /> </message> <message name="FundValueRptAck" description="" msgtype="U72" msgcat="app"> <field name="FundValueRptID" required="N" /> <field name="FundValueRptStatus" required="N" /> </message> 89
JR/T 0078—2014 <message name="HeartBeat" description="" msgtype="0" msgcat="admin"> <field name="TestReqID" required="N" /> </message> <message name="HoldRequest" description="" msgtype="U60" msgcat="app"> <field name="HoldRequestID" required="N" /> <field name="OrdType" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="IOI" description="" msgtype="6" msgcat="app"> <field name="AccruedInterestAmt" required="N" /> <field name="AccruedInterestRate" required="N" /> <field name="AccruedInterestTotalAmt" required="N" /> <field name="AnonymousIndicator" required="N" /> <field name="CalculateAgency" required="N" /> <field name="CashHoldingDays" required="N" /> <field name="ClOrdID" required="N" /> <field name="ConstituentIndicator" required="N" /> <field name="ContingencyIndicator" required="N" /> <field name="CouponPaymentDateReset" required="N" /> <field name="Currency" required="N" /> <field name="DataCategoryIndicator" required="N" /> <field name="DayCount" required="N" /> <field name="DirtyPrice" required="N" /> <field name="DirtyPrice2" required="N" /> <field name="DiscountRate" required="N" /> <field name="DisputeSettlementMethod" required="N" /> <field name="EffectiveTime" required="N" /> <field name="EncodedText" required="N" /> <field name="EncodedTextLen" required="N" /> <field name="IniExReqIndicator" required="N" /> <field name="InterestAccuralDaysAdjustment" required="N" /> <field name="InterestFixDate" required="N" /> <field name="InterestFixDateAdjustment" required="N" /> <field name="IOIID" required="N" /> <field name="IOIQty" required="N" /> <field name="IOITransType" required="N" /> <field name="MarginRequired" required="N" /> <field name="NetGrossInd" required="N" /> <field name="OrdQtyResetAmount" required="N" /> <field name="OrdQtyResetDate" required="N" /> <field name="OrdQtyResetFrequency" required="N" /> <field name="OrdQtyResetPercentage" required="N" /> <field name="OrdQtyResetRequired" required="N" /> 90
JR/T 0078—2014 <field name="OrdQtyResetType" required="N" /> <field name="Price" required="N" /> <field name="PriceType" required="N" /> <field name="QueryRequestID" required="N" /> <field name="QuoteMethod" required="N" /> <field name="QuoteStatus" required="N" /> <field name="QuoteTime" required="N" /> <field name="QuoteType" required="N" /> <field name="RemarkIndicator" required="N" /> <field name="SecurityHoldingDays" required="N" /> <field name="SendingScope" required="N" /> <field name="SettlCurrAmt" required="N" /> <field name="SettlCurrAmt2" required="N" /> <field name="SettlDate" required="N" /> <field name="SettlDate2" required="N" /> <field name="SettlDateAdjustment" required="N" /> <field name="SettlDateTerm" required="N" /> <field name="SettlType" required="N" /> <field name="Side" required="N" /> <field name="StubIndicator" required="N" /> <field name="TerminationTime" required="N" /> <field name="Text" required="N" /> <field name="TimeInForce" required="N" /> <field name="TradeCashAmt" required="N" /> <field name="TradeDate" required="N" /> <field name="TradeFwdDays" required="N" /> <field name="TradeLimitDays" required="N" /> <field name="TradeMethod" required="N" /> <field name="TradeTime" required="N" /> <field name="TradeType" required="N" /> <field name="TransactTime" required="N" /> <field name="ValidUntilTime" required="N" /> <component name="DeliveryOptionGrp" required="N" /> <component name="FinancingDetails" required="N" /> <component name="GroupGrp" required="N" /> <component name="InitialExGrp" required="N" /> <component name="InstrmtLegIOIGrp" required="N" /> <component name="Instrument" required="N" /> <component name="MarginInfoGrp" required="N" /> <component name="MiscFeesGrp" required="N" /> <component name="OrderQtyData" required="N" /> <component name="PaginationCtrl" required="N" /> <component name="Parties" required="N" /> 91
JR/T 0078—2014 <component name="RoutingGrp" required="N" /> <component name="SpreadOrBenchmarkCurveData" required="N" /> <component name="Stipulations" required="N" /> <component name="StubGrp" required="N" /> <component name="UndInstrmtGrp" required="N" /> </message> <message name="JournalEntry" description="Journal Entry message." msgtype="A02" msgcat="app"> <field name="Account" required="N" /> <field name="AccountAmount" required="N" /> <field name="AccountCode" required="N" /> <field name="AccountDesc" required="N" /> <field name="BatchCode" required="N" /> <field name="BundleCode" required="N" /> <field name="InBalShtIndic" required="N" /> <field name="JournalEntryID" required="N" /> <field name="JournalEntryReqID" required="N" /> <field name="JournalEntryStatus" required="N" /> <field name="KeepFolder" required="N" /> <field name="MessageID" required="N" /> <field name="Password" required="N" /> <field name="ProcessStatus" required="N" /> <field name="SettlDate" required="N" /> <field name="Side" required="N" /> <field name="Text" required="N" /> <field name="TransactTime" required="N" /> <field name="Username" required="N" /> <component name="PaginationCtrl" required="N" /> <component name="Parties" required="N" /> </message> <message name="JournalEntryAck" description="Journal Entry Acknowledgment." msgtype="A03" msgcat="app"> <field name="JournalEntryID" required="N" /> <field name="JournalEntryStatus" required="N" /> <field name="MessageID" required="N" /> <field name="Text" required="N" /> </message> <message name="JournalEntryRequest" description="Journal entry request message." msgtype="A01" msgcat="app"> <field name="Account" required="N" /> <field name="AccountCode" required="N" /> <field name="BatchCode" required="N" /> <field name="JournalEntryReqID" required="N" /> 92
JR/T 0078—2014 <field name="KeepFolder" required="N" /> <field name="Password" required="N" /> <field name="SettlDate" required="N" /> <field name="Username" required="N" /> </message> <message name="LimitInfo" description="" msgtype="U26" msgcat="app"> <field name="LastRptRequested" required="N" /> <field name="LimitInfoID" required="N" /> <field name="LimitTransType" required="N" /> <field name="QueryRequestID" required="N" /> <field name="TransactTime" required="N" /> <component name="LimitInfoGrp" required="N" /> </message> <message name="LimitInfoAck" description="" msgtype="U70" msgcat="app"> <field name="LimitInfoID" required="N" /> <field name="LimitInfoStatus" required="N" /> <field name="Text" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="Logon" description="" msgtype="A" msgcat="admin"> <field name="EncryptMethod" required="N" /> <field name="EntitySerialNum" required="N" /> <field name="HeartBtInt" required="N" /> <field name="MaxMessageSize" required="N" /> <field name="NewPassword" required="N" /> <field name="NextExpectedMsgSeqNum" required="N" /> <field name="NextSystemSeqNo" required="N" /> <field name="NextUserSeqNo" required="N" /> <field name="Password" required="N" /> <field name="PriviledgeNo" required="N" /> <field name="PutOrCallDueDate" required="N" /> <field name="PwdExpiryFlag" required="N" /> <field name="RawData" required="N" /> <field name="RawDataLength" required="N" /> <field name="ResetSeqNumFlag" required="N" /> <field name="SessionStatus" required="N" /> <field name="SoftwareType" required="N" /> <field name="TestMessageIndicator" required="N" /> <field name="Text" required="N" /> <field name="TradingSessionID" required="N" /> <field name="Username" required="N" /> <field name="VersionNo" required="N" /> </message> 93
JR/T 0078—2014 <message name="Logout" description="" msgtype="5" msgcat="admin"> <field name="EncodedText" required="N" /> <field name="EncodedTextLen" required="N" /> <field name="LogoutStatus" required="N" /> <field name="SessionStatus" required="N" /> <field name="Text" required="N" /> <field name="Username" required="N" /> </message> <message name="MarketDataAck" description="" msgtype="U74" msgcat="app"> <field name="MDReportID" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="MarketDataIncrementalRefresh" description="" msgtype="X" msgcat="app"> <field name="DownloadedDataType" required="N" /> <field name="DownloadRequestID" required="N" /> <field name="EncodedText" required="N" /> <field name="EncodedTextLen" required="N" /> <field name="ExecID" required="N" /> <field name="IssueTime" required="N" /> <field name="MarketDataCancel" required="N" /> <field name="QuoteTime" required="N" /> <field name="Text" required="N" /> <field name="TransactTime" required="N" /> <field name="UniqueOutputKey" required="N" /> <component name="LiquidProviderGrp" required="N" /> <component name="MDTypeGrp" required="N" /> </message> <message name="MarketDataRequest" description="" msgtype="V" msgcat="app"> <field name="ContinueBroadcast" required="N" /> <field name="MDReqID" required="N" /> <field name="RecoveryAdjustment" required="N" /> <field name="RecoveryFromTime" required="N" /> <field name="SubscriptionRequestType" required="N" /> <field name="TransactTime" required="N" /> <field name="UniqueOutputKey" required="N" /> <component name="MDReqGrp" required="N" /> </message> <message name="MarketDataSnapshotFullRefresh" description="" msgtype="W" msgcat="app"> <field name="BenchmarkEffectiveDate" required="N" /> <field name="DataSourceString" required="N" /> <field name="DelayPeriod" required="N" /> 94
JR/T 0078—2014 <field name="DownloadedDataType" required="N" /> <field name="DownloadRequestID" required="N" /> <field name="EncodedText" required="N" /> <field name="EncodedTextLen" required="N" /> <field name="ExecID" required="N" /> <field name="IssueTime" required="N" /> <field name="MarketDataCancel" required="N" /> <field name="MDReportID" required="N" /> <field name="MDReqID" required="N" /> <field name="QuoteTime" required="N" /> <field name="SnapshotInterval" required="N" /> <field name="Text" required="N" /> <field name="TradeDate" required="N" /> <field name="TransactTime" required="N" /> <field name="UniqueOutputKey" required="N" /> <component name="LiquidProviderGrp" required="N" /> <component name="MDTypeGrp" required="N" /> </message> <message name="MassQuote" description="" msgtype="i" msgcat="app"> <field name="TermToMaturity" required="N" /> <field name="TransactTime" required="N" /> <component name="QuotSetGrp" required="N" /> </message> <message name="MassTrdReport" description="" msgtype="U16" msgcat="app"> <field name="TradeReportID" required="N" /> <field name="TransactTime" required="N" /> <component name="TrdRptGrp" required="N" /> </message> <message name="MassTrdReportAck" description="" msgtype="U17" msgcat="app"> <field name="Text" required="N" /> <field name="TradeReportID" required="N" /> <field name="TradeReportRejectReason" required="N" /> <field name="TransactTime" required="N" /> <field name="TrdRptStatus" required="N" /> </message> <message name="NewOrderMultileg" description="" msgtype="AB" msgcat="app"> <field name="AutoTraderPickup" required="N" /> <field name="BaseAmountDPs" required="N" /> <field name="BidSpotRate" required="N" /> <field name="ClOrdID" required="N" /> <field name="Currency" required="N" /> <field name="DecimalPlaces" required="N" /> <field name="ExpireDate" required="N" /> 95
JR/T 0078—2014 <field name="ExpireTime" required="N" /> <field name="ForwardScaleDecimalPlaces" required="N" /> <field name="FWDecimalPlaces" required="N" /> <field name="InCompetition" required="N" /> <field name="OfferSpotRate" required="N" /> <field name="OrderID" required="N" /> <field name="OrdStatus" required="N" /> <field name="OrdType" required="N" /> <field name="QuoteID" required="N" /> <field name="Reference" required="N" /> <field name="RiskCurrency" required="N" /> <field name="RiskLastQty" required="N" /> <field name="RoundDownCurrencies" required="N" /> <field name="Side" required="N" /> <field name="SpotRate" required="N" /> <field name="TermAmountDPs" required="N" /> <field name="Text" required="N" /> <field name="TimeInForce" required="N" /> <field name="TimeToLive" required="N" /> <field name="TradeInstrument" required="N" /> <field name="TransactTime" required="N" /> <component name="Instrument" required="N" /> <component name="LegOrdGrp" required="N" /> <component name="Parties" required="N" /> </message> <message name="NewOrderSingle" description="" msgtype="D" msgcat="app"> <field name="AccruedInterestAmt" required="N" /> <field name="AccruedInterestRate" required="N" /> <field name="AccruedInterestTotalAmt" required="N" /> <field name="AnonymousIndicator" required="N" /> <field name="AutoTraderPickup" required="N" /> <field name="BaseAmountDPs" required="N" /> <field name="BidForwardPoints" required="N" /> <field name="BidPx" required="N" /> <field name="BidSpotRate" required="N" /> <field name="CalculatedCcyLastQty" required="N" /> <field name="CashHoldingDays" required="N" /> <field name="CashPaymentType" required="N" /> <field name="ClOrdID" required="N" /> <field name="ContingencyIndicator" required="N" /> <field name="Currency" required="N" /> <field name="DataCategoryIndicator" required="N" /> <field name="DayCount" required="N" /> 96
JR/T 0078—2014 <field name="DecimalPlaces" required="N" /> <field name="DirtyPrice" required="N" /> <field name="DirtyPrice2" required="N" /> <field name="DiscountRate" required="N" /> <field name="DisputeSettlementMethod" required="N" /> <field name="EffectiveTime" required="N" /> <field name="EncodedText" required="N" /> <field name="EncodedTextLen" required="N" /> <field name="ExecID" required="N" /> <field name="ExecInst" required="N" /> <field name="ExpireDate" required="N" /> <field name="ExpireTime" required="N" /> <field name="ForwardPoints" required="N" /> <field name="ForwardScaleDecimalPlaces" required="N" /> <field name="FWDecimalPlaces" required="N" /> <field name="InCompetition" required="N" /> <field name="IniExReqIndicator" required="N" /> <field name="InterestFixDate" required="N" /> <field name="InterestFixDateAdjustment" required="N" /> <field name="LastQty" required="N" /> <field name="LeavesTotalQty" required="N" /> <field name="LimitOrderSubType" required="N" /> <field name="MarginRequired" required="N" /> <field name="MaxFloor" required="N" /> <field name="MaxQty" required="N" /> <field name="MinQty" required="N" /> <field name="MinTickSize" required="N" /> <field name="NDFCurrency" required="N" /> <field name="NDFDate" required="N" /> <field name="NegotiationCount" required="N" /> <field name="NetGrossInd" required="N" /> <field name="OfferForwardPoints" required="N" /> <field name="OfferPx" required="N" /> <field name="OfferSpotRate" required="N" /> <field name="OrderEntryTime" required="N" /> <field name="OrderID" required="N" /> <field name="OrdQtyResetAmount" required="N" /> <field name="OrdQtyResetDate" required="N" /> <field name="OrdQtyResetFrequency" required="N" /> <field name="OrdQtyResetPercentage" required="N" /> <field name="OrdQtyResetRequired" required="N" /> <field name="OrdQtyResetType" required="N" /> <field name="OrdStatus" required="N" /> 97
JR/T 0078—2014 <field name="OrdType" required="N" /> <field name="ParentOrderID" required="N" /> <field name="Price" required="N" /> <field name="PriceType" required="N" /> <field name="QueryRequestID" required="N" /> <field name="QuoteID" required="N" /> <field name="QuoteRespID" required="N" /> <field name="QuoteTime" required="N" /> <field name="QuoteType" required="N" /> <field name="Reference" required="N" /> <field name="RemarkIndicator" required="N" /> <field name="RiskCurrency" required="N" /> <field name="RiskLastQty" required="N" /> <field name="RoundDownCurrencies" required="N" /> <field name="SettlCurrAmt" required="N" /> <field name="SettlCurrAmt2" required="N" /> <field name="SettlCurrency" required="N" /> <field name="SettlCurrency2" required="N" /> <field name="SettlDate" required="N" /> <field name="SettlDate2" required="N" /> <field name="SettlDateAdjustment" required="N" /> <field name="SettlResetDate" required="N" /> <field name="SettlType" required="N" /> <field name="Side" required="N" /> <field name="SpotDate" required="N" /> <field name="SpotRate" required="N" /> <field name="StopPx" required="N" /> <field name="StubIndicator" required="N" /> <field name="SupplementaryClause" required="N" /> <field name="TermAmountDPs" required="N" /> <field name="TerminationTime" required="N" /> <field name="Text" required="N" /> <field name="TimeInForce" required="N" /> <field name="TimeToLive" required="N" /> <field name="TradeCashAmt" required="N" /> <field name="TradeCashSpread" required="N" /> <field name="TradeFwdDays" required="N" /> <field name="TradeInstrument" required="N" /> <field name="TradeLimitDays" required="N" /> <field name="TradeMethod" required="N" /> <field name="TradeTime" required="N" /> <field name="TradeType" required="N" /> <field name="TradingSessionID" required="N" /> 98
JR/T 0078—2014 <field name="TransactTime" required="N" /> <field name="Turnover" required="N" /> <field name="ValidDays" required="N" /> <field name="ValidUntilDate" required="N" /> <field name="ValidUntilTime" required="N" /> <component name="DeliveryOptionGrp" required="N" /> <component name="FinancingDetails" required="N" /> <component name="GroupGrp" required="N" /> <component name="Instrument" required="N" /> <component name="MarginInfoGrp" required="N" /> <component name="MiscFeesGrp" required="N" /> <component name="OrderQtyData" required="N" /> <component name="PaginationCtrl" required="N" /> <component name="Parties" required="N" /> <component name="RoutingGrp" required="N" /> <component name="SpreadOrBenchmarkCurveData" required="N" /> <component name="Stipulations" required="N" /> <component name="StubGrp" required="N" /> <component name="UndInstrmtGrp" required="N" /> </message> <message name="OrdDisplay" description="" msgtype="U18" msgcat="app"> <field name="DisplayType" required="N" /> <field name="TransactTime" required="N" /> <component name="Instrument" required="N" /> <component name="LegOrdGrp" required="N" /> <component name="LegParties" required="N" /> <component name="MMSetGrp" required="N" /> </message> <message name="OrderCancelReject" description="" msgtype="9" msgcat="app"> <field name="ClOrdID" required="N" /> <field name="EncodedText" required="N" /> <field name="EncodedTextLen" required="N" /> <field name="MarketIndicator" required="N" /> <field name="OrderID" required="N" /> <field name="OrdStatus" required="N" /> <field name="OrdType" required="N" /> <field name="Price" required="N" /> <field name="Side" required="N" /> <field name="Text" required="N" /> <field name="TradingSessionID" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="OrderCancelReplaceRequest" description="" msgtype="G" 99
JR/T 0078—2014 msgcat="app"> <field name="AccruedInterestAmt" required="N" /> <field name="AccruedInterestRate" required="N" /> <field name="AccruedInterestTotalAmt" required="N" /> <field name="AnonymousIndicator" required="N" /> <field name="CashHoldingDays" required="N" /> <field name="CashPaymentType" required="N" /> <field name="ClOrdID" required="N" /> <field name="ContingencyIndicator" required="N" /> <field name="Currency" required="N" /> <field name="DayCount" required="N" /> <field name="DirtyPrice" required="N" /> <field name="DirtyPrice2" required="N" /> <field name="DisputeSettlementMethod" required="N" /> <field name="EffectiveTime" required="N" /> <field name="EncodedText" required="N" /> <field name="EncodedTextLen" required="N" /> <field name="ExecID" required="N" /> <field name="ExecInst" required="N" /> <field name="ExecType" required="N" /> <field name="ExpireDate" required="N" /> <field name="ExpireTime" required="N" /> <field name="InterestAccuralDaysAdjustment" required="N" /> <field name="InterestFixDate" required="N" /> <field name="InterestFixDateAdjustment" required="N" /> <field name="LeavesTotalQty" required="N" /> <field name="MarginRequired" required="N" /> <field name="MaxFloor" required="N" /> <field name="MaxQty" required="N" /> <field name="MinQty" required="N" /> <field name="MinTickSize" required="N" /> <field name="NegotiationCount" required="N" /> <field name="OrderEntryTime" required="N" /> <field name="OrderID" required="N" /> <field name="OrdQtyResetAmount" required="N" /> <field name="OrdQtyResetDate" required="N" /> <field name="OrdQtyResetFrequency" required="N" /> <field name="OrdQtyResetPercentage" required="N" /> <field name="OrdQtyResetRequired" required="N" /> <field name="OrdQtyResetType" required="N" /> <field name="OrdStatus" required="N" /> <field name="OrdType" required="N" /> <field name="Price" required="N" /> 100
JR/T 0078—2014 <field name="PriceType" required="N" /> <field name="QuoteRespID" required="N" /> <field name="RemarkIndicator" required="N" /> <field name="SettlCurrAmt" required="N" /> <field name="SettlCurrAmt2" required="N" /> <field name="SettlCurrency" required="N" /> <field name="SettlCurrency2" required="N" /> <field name="SettlDate" required="N" /> <field name="SettlDate2" required="N" /> <field name="SettlDateAdjustment" required="N" /> <field name="SettlResetDate" required="N" /> <field name="SettlType" required="N" /> <field name="Side" required="N" /> <field name="StopPx" required="N" /> <field name="SupplementaryClause" required="N" /> <field name="TerminationTime" required="N" /> <field name="Text" required="N" /> <field name="TimeInForce" required="N" /> <field name="TradeCashAmt" required="N" /> <field name="TradeCashSpread" required="N" /> <field name="TradeFwdDays" required="N" /> <field name="TradeLimitDays" required="N" /> <field name="TradeMethod" required="N" /> <field name="TradeType" required="N" /> <field name="TradingSessionID" required="N" /> <field name="TransactTime" required="N" /> <field name="Turnover" required="N" /> <field name="ValidDays" required="N" /> <field name="ValidUntilDate" required="N" /> <field name="ValidUntilTime" required="N" /> <component name="DeliveryOptionGrp" required="N" /> <component name="FinancingDetails" required="N" /> <component name="Instrument" required="N" /> <component name="MarginInfoGrp" required="N" /> <component name="MiscFeesGrp" required="N" /> <component name="OrderQtyData" required="N" /> <component name="Parties" required="N" /> <component name="SpreadOrBenchmarkCurveData" required="N" /> <component name="Stipulations" required="N" /> <component name="StubGrp" required="N" /> <component name="UndInstrmtGrp" required="N" /> </message> <message name="OrderCancelRequest" description="" msgtype="F" msgcat="app"> 101
JR/T 0078—2014 <field name="ClOrdID" required="N" /> <field name="ContingencyIndicator" required="N" /> <field name="Currency" required="N" /> <field name="EncodedText" required="N" /> <field name="EncodedTextLen" required="N" /> <field name="OrderID" required="N" /> <field name="OrdStatus" required="N" /> <field name="OrdType" required="N" /> <field name="Price" required="N" /> <field name="Side" required="N" /> <field name="Text" required="N" /> <field name="TradeMethod" required="N" /> <field name="TransactTime" required="N" /> <component name="Instrument" required="N" /> <component name="Parties" required="N" /> </message> <message name="OrderStatusRequest" description="" msgtype="H" msgcat="app"> <field name="ClOrdID" required="N" /> <field name="OrderID" required="N" /> <field name="OrdStatusReqID" required="N" /> <field name="OrdStatusReqType" required="N" /> <field name="OrdType" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="PartyDetailsListReport" description="" msgtype="CG" msgcat="app"> <field name="PartyDetailsListReportID" required="N" /> <field name="PartyDetailsListRequestID" required="N" /> <field name="PartyInfoType" required="N" /> <field name="TotNoPartyList" required="N" /> <field name="TradeDate" required="N" /> <field name="TransactTime" required="N" /> <component name="PaginationCtrl" required="N" /> <component name="PartyListGrp" required="N" /> </message> <message name="PartyDetailsListRequest" description="" msgtype="CF" msgcat="app"> <field name="PartyDetailsListRequestID" required="N" /> <field name="PartyInfoType" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="PartyInfo" description="" msgtype="U22" msgcat="app"> <field name="PartyInfoID" required="N" /> 102
JR/T 0078—2014 <field name="PartyInfoType" required="N" /> <field name="PartyTransType" required="N" /> <field name="QueryRequestID" required="N" /> <field name="TransactTime" required="N" /> <component name="GroupGrp" required="N" /> <component name="Parties" required="N" /> </message> <message name="PartyInfoAck" description="" msgtype="U39" msgcat="app"> <field name="PartyDetailsListReportID" required="N" /> <field name="PartyInfoID" required="N" /> <field name="PartyInfoStatus" required="N" /> <field name="PartyInfoType" required="N" /> <field name="Text" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="PositionReport" description="" msgtype="AP" msgcat="app"> <field name="PosMaintRptID" required="N" /> <field name="PosReqType" required="N" /> <field name="ProductComplex" required="N" /> <field name="SecurityType" required="N" /> <component name="Parties" required="N" /> <component name="PositionAmountData" required="N" /> </message> <message name="QueryReject" description="" msgtype="U04" msgcat="app"> <field name="LimitInfoType" required="N" /> <field name="QueryRejectReason" required="N" /> <field name="QueryRequestID" required="N" /> <field name="QueryType" required="N" /> <field name="RatioType" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="QueryRequest" description="" msgtype="U02" msgcat="app"> <field name="CNYTradedIndic" required="N" /> <field name="DBDDLStatement" required="N" /> <field name="DBSQLStatement" required="N" /> <field name="ExecID" required="N" /> <field name="InquiryLayer" required="N" /> <field name="IOIID" required="N" /> <field name="LimitInfoType" required="N" /> <field name="LimitType" required="N" /> <field name="MarginAgency" required="N" /> <field name="OrderID" required="N" /> <field name="QueryDataBaseName" required="N" /> 103
JR/T 0078—2014 <field name="QueryDBSchemaName" required="N" /> <field name="QueryDBTableColName" required="N" /> <field name="QueryDBTableName" required="N" /> <field name="QueryDBTimeFormat" required="N" /> <field name="QueryDBViewName" required="N" /> <field name="QueryEndDate" required="N" /> <field name="QueryEndExecID" required="N" /> <field name="QueryEndSettlDate" required="N" /> <field name="QueryEndTime" required="N" /> <field name="QueryExecType" required="N" /> <field name="QueryMaxFwdTerm" required="N" /> <field name="QueryMaxTerm" required="N" /> <field name="QueryMinFwdTerm" required="N" /> <field name="QueryMinTerm" required="N" /> <field name="QueryOrdStatus" required="N" /> <field name="QueryPageNumber" required="N" /> <field name="QueryPageSize" required="N" /> <field name="QueryQuoteType" required="N" /> <field name="QueryRequestID" required="N" /> <field name="QueryStartDate" required="N" /> <field name="QueryStartNumber" required="N" /> <field name="QueryStartSettlDate" required="N" /> <field name="QueryStartTime" required="N" /> <field name="QueryType" required="N" /> <field name="QuoteID" required="N" /> <field name="RatioType" required="N" /> <field name="RecoveryAdjustment" required="N" /> <field name="RecoveryFromTime" required="N" /> <field name="Side" required="N" /> <field name="TradeInstrument" required="N" /> <field name="TradeMethod" required="N" /> <field name="TradeType" required="N" /> <field name="TransactTime" required="N" /> <field name="UniqueOutputKey" required="N" /> <component name="BenchmarkGrp" required="N" /> <component name="Instrument" required="N" /> <component name="Parties" required="N" /> <component name="QueryParamGrp" required="N" /> <component name="SpreadOrBenchmarkCurveData" required="N" /> <component name="UndInstrmtGrp" required="N" /> </message> <message name="QueryResult" description="" msgtype="U01" msgcat="app"> <field name="Currency" required="N" /> 104
JR/T 0078—2014 <field name="DBDDLStatement" required="N" /> <field name="DBSQLResultCols" required="N" /> <field name="DBSQLStatement" required="N" /> <field name="DBTime" required="N" /> <field name="ExecID" required="N" /> <field name="LimitInfoType" required="N" /> <field name="LimitType" required="N" /> <field name="MarginRequired" required="N" /> <field name="QueryDataBaseName" required="N" /> <field name="QueryDBSchemaName" required="N" /> <field name="QueryDBTableColName" required="N" /> <field name="QueryDBTableName" required="N" /> <field name="QueryDBTimeFormat" required="N" /> <field name="QueryDBViewName" required="N" /> <field name="QueryRequestID" required="N" /> <field name="QueryStartNumber" required="N" /> <field name="QueryTime" required="N" /> <field name="QueryType" required="N" /> <field name="RatioType" required="N" /> <field name="SettlCurrAmt" required="N" /> <field name="TotalDealCount" required="N" /> <field name="TotalValidDealCount" required="N" /> <field name="TradeCashAmt" required="N" /> <field name="TradeDate" required="N" /> <field name="TransactTime" required="N" /> <component name="DBCharactersetsGrp" required="N" /> <component name="DBNameGrp" required="N" /> <component name="DBSchemaGrp" required="N" /> <component name="DBTableColGrp" required="N" /> <component name="DBTableGrp" required="N" /> <component name="DBViewGrp" required="N" /> <component name="FinancingDetails" required="N" /> <component name="Instrument" required="N" /> <component name="MarginInfoGrp" required="N" /> <component name="MiscFeesGrp" required="N" /> <component name="OrderQtyData" required="N" /> <component name="PaginationCtrl" required="N" /> <component name="Parties" required="N" /> <component name="QueryResultGrp" required="N" /> <component name="RatioDataGrp" required="N" /> <component name="SpreadOrBenchmarkCurveData" required="N" /> </message> <message name="QuickCancel" description="" msgtype="U20" msgcat="app"> 105
JR/T 0078—2014 <field name="QuoteType" required="N" /> <field name="Side" required="N" /> <field name="Text" required="N" /> <field name="TradeMethod" required="N" /> <field name="TransactTime" required="N" /> <component name="Instrument" required="N" /> <component name="Parties" required="N" /> </message> <message name="QuickCancelStatusReport" description="" msgtype="U21" msgcat="app"> <field name="QuoteType" required="N" /> <field name="Side" required="N" /> <field name="TradeMethod" required="N" /> <field name="TransactTime" required="N" /> <component name="Instrument" required="N" /> <component name="Parties" required="N" /> </message> <message name="Quote" description="" msgtype="S" msgcat="app"> <field name="AccruedInterestAmt" required="N" /> <field name="AccruedInterestRate" required="N" /> <field name="AccruedInterestTotalAmt" required="N" /> <field name="AnonymousIndicator" required="N" /> <field name="AutoQuoteIndicator" required="N" /> <field name="AutoTradable" required="N" /> <field name="BaseAmountDPs" required="N" /> <field name="BidForwardPoints" required="N" /> <field name="BidPx" required="N" /> <field name="BidSpotRate" required="N" /> <field name="CalculateAgency" required="N" /> <field name="CalculatedCcyLastQty" required="N" /> <field name="CashHoldingDays" required="N" /> <field name="CashPaymentType" required="N" /> <field name="ClOrdID" required="N" /> <field name="ConstituentIndicator" required="N" /> <field name="ContingencyIndicator" required="N" /> <field name="CouponPaymentDateReset" required="N" /> <field name="Currency" required="N" /> <field name="DataCategoryIndicator" required="N" /> <field name="DataSourceString" required="N" /> <field name="DayCount" required="N" /> <field name="DecimalPlaces" required="N" /> <field name="DirtyPrice" required="N" /> <field name="DirtyPrice2" required="N" /> 106
JR/T 0078—2014 <field name="DiscountRate" required="N" /> <field name="DisputeSettlementMethod" required="N" /> <field name="DownloadedDataType" required="N" /> <field name="DownloadRequestID" required="N" /> <field name="EffectiveTime" required="N" /> <field name="EncodedText" required="N" /> <field name="EncodedTextLen" required="N" /> <field name="ExecID" required="N" /> <field name="ExpireDate" required="N" /> <field name="ExpireTime" required="N" /> <field name="ForwardScaleDecimalPlaces" required="N" /> <field name="FWDecimalPlaces" required="N" /> <field name="InCompetition" required="N" /> <field name="IniExReqIndicator" required="N" /> <field name="InterestAccuralDaysAdjustment" required="N" /> <field name="InterestFixDate" required="N" /> <field name="InterestFixDateAdjustment" required="N" /> <field name="LastModifyTime" required="N" /> <field name="LastQty" required="N" /> <field name="LeavesTotalQty" required="N" /> <field name="MarginRequired" required="N" /> <field name="MaxFloor" required="N" /> <field name="MaxQty" required="N" /> <field name="MinQty" required="N" /> <field name="MinTickSize" required="N" /> <field name="NDFCurrency" required="N" /> <field name="NDFDate" required="N" /> <field name="NegotiationCount" required="N" /> <field name="NetGrossInd" required="N" /> <field name="OfferForwardPoints" required="N" /> <field name="OfferPx" required="N" /> <field name="OfferSpotRate" required="N" /> <field name="OrderEntryTime" required="N" /> <field name="OrdQtyResetAmount" required="N" /> <field name="OrdQtyResetDate" required="N" /> <field name="OrdQtyResetFrequency" required="N" /> <field name="OrdQtyResetPercentage" required="N" /> <field name="OrdQtyResetRequired" required="N" /> <field name="OrdQtyResetType" required="N" /> <field name="Price" required="N" /> <field name="PriceType" required="N" /> <field name="QueryRequestID" required="N" /> <field name="QuoteID" required="N" /> 107
JR/T 0078—2014 <field name="QuoteMethod" required="N" /> <field name="QuoteMode" required="N" /> <field name="QuoteReqID" required="N" /> <field name="QuoteRespID" required="N" /> <field name="QuoteSN" required="N" /> <field name="QuoteStatus" required="N" /> <field name="QuoteTime" required="N" /> <field name="QuoteTransType" required="N" /> <field name="QuoteType" required="N" /> <field name="QuoteWindow" required="N" /> <field name="Reference" required="N" /> <field name="RemarkIndicator" required="N" /> <field name="RiskCurrency" required="N" /> <field name="RiskLastQty" required="N" /> <field name="RoundDownCurrencies" required="N" /> <field name="SecurityHoldingDays" required="N" /> <field name="SendingScope" required="N" /> <field name="SettlCurrAmt" required="N" /> <field name="SettlCurrAmt2" required="N" /> <field name="SettlCurrency" required="N" /> <field name="SettlCurrency2" required="N" /> <field name="SettlDate" required="N" /> <field name="SettlDate2" required="N" /> <field name="SettlDateAdjustment" required="N" /> <field name="SettlDateTerm" required="N" /> <field name="SettlResetDate" required="N" /> <field name="SettlType" required="N" /> <field name="Side" required="N" /> <field name="SpotDate" required="N" /> <field name="StopPx" required="N" /> <field name="StubIndicator" required="N" /> <field name="SupplementaryClause" required="N" /> <field name="TermAmountDPs" required="N" /> <field name="TerminationTime" required="N" /> <field name="Text" required="N" /> <field name="TimeToLive" required="N" /> <field name="TradeCashAmt" required="N" /> <field name="TradeCashSpread" required="N" /> <field name="TradeDate" required="N" /> <field name="TradeFwdDays" required="N" /> <field name="TradeInstrument" required="N" /> <field name="TradeLimitDays" required="N" /> <field name="TradeMethod" required="N" /> 108
JR/T 0078—2014 <field name="TradeTime" required="N" /> <field name="TradeType" required="N" /> <field name="TradingSessionID" required="N" /> <field name="TransactTime" required="N" /> <field name="Turnover" required="N" /> <field name="ValidDays" required="N" /> <field name="ValidUntilDate" required="N" /> <field name="ValidUntilTime" required="N" /> <component name="DeliveryOptionGrp" required="N" /> <component name="DisplayInstruction" required="N" /> <component name="FinancingDetails" required="N" /> <component name="GroupGrp" required="N" /> <component name="InitialExGrp" required="N" /> <component name="Instrument" required="N" /> <component name="LegQuotGrp" required="N" /> <component name="MarginInfoGrp" required="N" /> <component name="MiscFeesGrp" required="N" /> <component name="OrderQtyData" required="N" /> <component name="PaginationCtrl" required="N" /> <component name="Parties" required="N" /> <component name="RoutingGrp" required="N" /> <component name="SpreadOrBenchmarkCurveData" required="N" /> <component name="Stipulations" required="N" /> <component name="StubGrp" required="N" /> <component name="UndInstrmtGrp" required="N" /> </message> <message name="QuoteAck" description="" msgtype="U30" msgcat="app"> <field name="ClOrdID" required="N" /> <field name="QuoteID" required="N" /> <field name="QuoteMode" required="N" /> <field name="QuoteReqID" required="N" /> <field name="QuoteStatus" required="N" /> <field name="Text" required="N" /> <field name="TransactTime" required="N" /> <component name="Instrument" required="N" /> </message> <message name="QuoteCancel" description="" msgtype="Z" msgcat="app"> <field name="ClOrdID" required="N" /> <field name="ContingencyIndicator" required="N" /> <field name="Currency" required="N" /> <field name="EncodedText" required="N" /> <field name="EncodedTextLen" required="N" /> <field name="Price" required="N" /> 109
JR/T 0078—2014 <field name="QuoteID" required="N" /> <field name="QuoteReqID" required="N" /> <field name="QuoteRespID" required="N" /> <field name="QuoteStatus" required="N" /> <field name="QuoteTime" required="N" /> <field name="QuoteTransType" required="N" /> <field name="QuoteType" required="N" /> <field name="Side" required="N" /> <field name="Text" required="N" /> <field name="TradeMethod" required="N" /> <field name="TradeType" required="N" /> <field name="TradingSessionID" required="N" /> <field name="TransactTime" required="N" /> <field name="ValidUntilTime" required="N" /> <component name="Instrument" required="N" /> <component name="LegQuotGrp" required="N" /> <component name="Parties" required="N" /> </message> <message name="QuoteRequest" description="" msgtype="R" msgcat="app"> <field name="AskPriceMax" required="N" /> <field name="AskPriceMin" required="N" /> <field name="AutoTraderPickup" required="N" /> <field name="BidPriceMax" required="N" /> <field name="BidPriceMin" required="N" /> <field name="ClOrdID" required="N" /> <field name="DecimalPlaces" required="N" /> <field name="FWDecimalPlaces" required="N" /> <field name="InCompetition" required="N" /> <field name="MRFQId" required="N" /> <field name="QuoteReqID" required="N" /> <field name="QuoteRequestType" required="N" /> <field name="QuoteWindow" required="N" /> <field name="SettlDate" required="N" /> <field name="Text" required="N" /> <field name="TradeInstrument" required="N" /> <field name="TransactTime" required="N" /> <field name="VolumeMax" required="N" /> <field name="VolumeMin" required="N" /> <component name="Instrument" required="N" /> <component name="QuotReqGrp" required="N" /> </message> <message name="QuoteRequestAck" description="" msgtype="U29" msgcat="app"> <field name="AutoTraderPickup" required="N" /> 110
JR/T 0078—2014 <field name="QuoteReqID" required="N" /> <field name="TransactTime" required="N" /> <component name="Parties" required="N" /> </message> <message name="QuoteRequestCancel" description="" msgtype="U32" msgcat="app"> <field name="QuoteReqID" required="N" /> <field name="Text" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="QuoteRequestReject" description="" msgtype="AG" msgcat="app"> <field name="QuoteReqID" required="N" /> <field name="Text" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="QuoteResponse" description="" msgtype="AJ" msgcat="app"> <field name="AccruedInterestAmt" required="N" /> <field name="AccruedInterestRate" required="N" /> <field name="AccruedInterestTotalAmt" required="N" /> <field name="AnonymousIndicator" required="N" /> <field name="CalculateAgency" required="N" /> <field name="CashHoldingDays" required="N" /> <field name="CashPaymentType" required="N" /> <field name="ClOrdID" required="N" /> <field name="ContingencyIndicator" required="N" /> <field name="CouponPaymentDateReset" required="N" /> <field name="Currency" required="N" /> <field name="DayCount" required="N" /> <field name="DirtyPrice" required="N" /> <field name="DirtyPrice2" required="N" /> <field name="DiscountRate" required="N" /> <field name="DisplayQty" required="N" /> <field name="DisputeSettlementMethod" required="N" /> <field name="EffectiveTime" required="N" /> <field name="EncodedText" required="N" /> <field name="EncodedTextLen" required="N" /> <field name="ExpireDate" required="N" /> <field name="ExpireTime" required="N" /> <field name="IniExReqIndicator" required="N" /> <field name="InterestAccuralDaysAdjustment" required="N" /> <field name="InterestFixDate" required="N" /> <field name="InterestFixDateAdjustment" required="N" /> <field name="IOIID" required="N" /> 111
JR/T 0078—2014 <field name="LeavesTotalQty" required="N" /> <field name="MarginRequired" required="N" /> <field name="MaxFloor" required="N" /> <field name="MaxQty" required="N" /> <field name="MinQty" required="N" /> <field name="MinTickSize" required="N" /> <field name="NegotiationCount" required="N" /> <field name="OrderEntryTime" required="N" /> <field name="OrdQtyResetAmount" required="N" /> <field name="OrdQtyResetDate" required="N" /> <field name="OrdQtyResetFrequency" required="N" /> <field name="OrdQtyResetPercentage" required="N" /> <field name="OrdQtyResetRequired" required="N" /> <field name="OrdQtyResetType" required="N" /> <field name="Price" required="N" /> <field name="PriceType" required="N" /> <field name="QuoteID" required="N" /> <field name="QuoteMethod" required="N" /> <field name="QuoteReqID" required="N" /> <field name="QuoteRespID" required="N" /> <field name="QuoteRespType" required="N" /> <field name="QuoteStatus" required="N" /> <field name="QuoteTime" required="N" /> <field name="QuoteTransType" required="N" /> <field name="QuoteType" required="N" /> <field name="ReasonType" required="N" /> <field name="RemarkIndicator" required="N" /> <field name="RICName" required="N" /> <field name="SecurityHoldingDays" required="N" /> <field name="SendingScope" required="N" /> <field name="SettlCurrAmt" required="N" /> <field name="SettlCurrAmt2" required="N" /> <field name="SettlCurrency" required="N" /> <field name="SettlCurrency2" required="N" /> <field name="SettlDate" required="N" /> <field name="SettlDate2" required="N" /> <field name="SettlDateAdjustment" required="N" /> <field name="SettlDateTerm" required="N" /> <field name="SettlResetDate" required="N" /> <field name="SettlType" required="N" /> <field name="Side" required="N" /> <field name="StopPx" required="N" /> <field name="StubIndicator" required="N" /> 112
JR/T 0078—2014 <field name="SupplementaryClause" required="N" /> <field name="TerminationTime" required="N" /> <field name="Text" required="N" /> <field name="TradeCashAmt" required="N" /> <field name="TradeCashSpread" required="N" /> <field name="TradeDate" required="N" /> <field name="TradeFwdDays" required="N" /> <field name="TradeLimitDays" required="N" /> <field name="TradeMethod" required="N" /> <field name="TradeTime" required="N" /> <field name="TradeType" required="N" /> <field name="TradingSessionID" required="N" /> <field name="TransactTime" required="N" /> <field name="Turnover" required="N" /> <field name="ValidDays" required="N" /> <field name="ValidUntilDate" required="N" /> <field name="ValidUntilTime" required="N" /> <component name="DeliveryOptionGrp" required="N" /> <component name="FinancingDetails" required="N" /> <component name="GroupGrp" required="N" /> <component name="InitialExGrp" required="N" /> <component name="Instrument" required="N" /> <component name="LegQuotGrp" required="N" /> <component name="MarginInfoGrp" required="N" /> <component name="MiscFeesGrp" required="N" /> <component name="OrderQtyData" required="N" /> <component name="Parties" required="N" /> <component name="RoutingGrp" required="N" /> <component name="SpreadOrBenchmarkCurveData" required="N" /> <component name="Stipulations" required="N" /> <component name="StubGrp" required="N" /> <component name="UndInstrmtGrp" required="N" /> </message> <message name="QuoteStatusReport" description="" msgtype="AI" msgcat="app"> <field name="ClOrdID" required="N" /> <field name="ConstituentIndicator" required="N" /> <field name="ContingencyIndicator" required="N" /> <field name="Currency" required="N" /> <field name="EncodedText" required="N" /> <field name="EncodedTextLen" required="N" /> <field name="Price" required="N" /> <field name="QuoteID" required="N" /> <field name="QuoteRespID" required="N" /> 113
JR/T 0078—2014 <field name="QuoteStatus" required="N" /> <field name="QuoteStatusReqID" required="N" /> <field name="QuoteTime" required="N" /> <field name="QuoteTransType" required="N" /> <field name="QuoteType" required="N" /> <field name="Side" required="N" /> <field name="Text" required="N" /> <field name="TradeMethod" required="N" /> <field name="TradeType" required="N" /> <field name="TradingSessionID" required="N" /> <field name="TransactTime" required="N" /> <component name="Instrument" required="N" /> <component name="LegQuotGrp" required="N" /> <component name="Parties" required="N" /> <component name="RoutingGrp" required="N" /> </message> <message name="QuoteStatusRequest" description="This message is used to request a quote status report message." msgtype="a" msgcat="app"> <field name="ClOrdID" required="N" /> <field name="QuoteID" required="N" /> <field name="QuoteStatusReqID" required="N" /> <field name="QuoteType" required="N" /> <component name="Parties" required="N" /> </message> <message name="Reject" description="" msgtype="3" msgcat="admin"> <field name="ClOrdID" required="N" /> <field name="EncodedText" required="N" /> <field name="EncodedTextLen" required="N" /> <field name="RefMsgType" required="N" /> <field name="RefSeqNum" required="N" /> <field name="RefTagID" required="N" /> <field name="SessionRejectReason" required="N" /> <field name="Text" required="N" /> </message> <message name="Remider" description="" msgtype="U77" msgcat="app"> <field name="ReminderDate" required="N" /> <field name="ReminderEvent" required="N" /> <field name="ReminderObjectID" required="N" /> <field name="ReminderObjectName" required="N" /> <field name="ReminderType" required="N" /> <field name="Text" required="N" /> </message> <message name="ResendRequest" description="" msgtype="2" msgcat="admin"> 114
JR/T 0078—2014 <field name="BeginSeqNo" required="N" /> <field name="EndSeqNo" required="N" /> <field name="NextSystemSeqNo" required="N" /> <field name="NextUserSeqNo" required="N" /> </message> <message name="SecListUpdReportAck" description="" msgtype="U38" msgcat="app"> <field name="SecurityReportID" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="SecurityDefinition" description="" msgtype="d" msgcat="app"> <field name="AccruedInterestAmt" required="N" /> <field name="BenchmarkEffectiveDate" required="N" /> <field name="CalculateAgency" required="N" /> <field name="CalculateAgencyDesc" required="N" /> <field name="ConvertIndicator" required="N" /> <field name="Currency" required="N" /> <field name="DayCount" required="N" /> <field name="DecimalPlaces" required="N" /> <field name="DeliveryDesc" required="N" /> <field name="ExpectedMaturityDate" required="N" /> <field name="FeeMethod" required="N" /> <field name="FundType" required="N" /> <field name="HaltedPeriodFrom" required="N" /> <field name="HaltedPeriodReason" required="N" /> <field name="HaltedPeriodTo" required="N" /> <field name="Industry" required="N" /> <field name="InterestAccrualMethod" required="N" /> <field name="InterestFixDate" required="N" /> <field name="InterestFixDateAdjustment" required="N" /> <field name="InterstAllocationMethod" required="N" /> <field name="IntFixRtAdjmtDesc" required="N" /> <field name="IssuerShotName" required="N" /> <field name="LastTradeCashSpread" required="N" /> <field name="LegalMaturityDate" required="N" /> <field name="NextValueDate" required="N" /> <field name="Originator" required="N" /> <field name="PaymentDate" required="N" /> <field name="PrincipalPayFrequency" required="N" /> <field name="ProductComplex" required="N" /> <field name="PutOrCallDueDate" required="N" /> <field name="RedemptionIndicator" required="N" /> <field name="ReissueIndicator" required="N" /> 115
JR/T 0078—2014 <field name="RoundOffType" required="N" /> <field name="SecurityReportID" required="N" /> <field name="SecurityStatus" required="N" /> <field name="SettlDate" required="N" /> <field name="Text" required="N" /> <field name="TradingSessionID" required="N" /> <field name="TransactTime" required="N" /> <component name="BusinessParamGrp" required="N" /> <component name="ComplexEvents" required="N" /> <component name="ConvertInfoGrp" required="N" /> <component name="CredtRateAgencyInfoGrp" required="N" /> <component name="EligibilityIndicators" required="N" /> <component name="EvntGrp" required="N" /> <component name="HistoryInfoGrp" required="N" /> <component name="InheritInfo" required="N" /> <component name="Instrument" required="N" /> <component name="InstrumentExtension" required="N" /> <component name="IssuerGrp" required="N" /> <component name="MarginInfoGrp" required="N" /> <component name="MarketGrp" required="N" /> <component name="Parties" required="N" /> <component name="RedemptionInfoGrp" required="N" /> <component name="ReissueInfoGrp" required="N" /> <component name="SecAltIDGrp" required="N" /> <component name="SpreadOrBenchmarkCurveData" required="N" /> <component name="Stipulations" required="N" /> <component name="SwapBondGrp" required="N" /> <component name="UnderwriterInfoGrp" required="N" /> <component name="UndInstrmtGrp" required="N" /> </message> <message name="SecurityDefinitionAck" description="" msgtype="U75" msgcat="app"> <field name="ProductComplex" required="N" /> <field name="SecurityDefinitionStatus" required="N" /> <field name="SecurityReportID" required="N" /> <field name="Text" required="N" /> <component name="Instrument" required="N" /> </message> <message name="SecurityList" description="" msgtype="y" msgcat="app"> <field name="SecurityListID" required="N" /> <field name="SecurityListType" required="N" /> <field name="SecurityReqID" required="N" /> <field name="TransactTime" required="N" /> 116
JR/T 0078—2014 <component name="SecListGrp" required="N" /> </message> <message name="SecurityListAck" description="" msgtype="U69" msgcat="app"> <field name="SecurityListID" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="SecurityListRequest" description="" msgtype="x" msgcat="app"> <field name="SecurityListRequestType" required="N" /> <field name="SecurityReqID" required="N" /> <field name="TransactTime" required="N" /> <component name="SecListGrp" required="N" /> </message> <message name="SecurityListRequestAck" description="" msgtype="U68" msgcat="app"> <field name="SecurityReqID" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="SecurityListUpdateReport" description="" msgtype="BK" msgcat="app"> <field name="ClearingBusinessDate" required="N" /> <field name="SecurityListReqID" required="N" /> <field name="SecurityReportID" required="N" /> <field name="SecurityUpdateAction" required="N" /> <field name="SettlReportStatus" required="N" /> <field name="SettlReportType" required="N" /> <field name="Text" required="N" /> <field name="TotNoRelatedSym" required="N" /> <field name="TransactTime" required="N" /> <field name="UpdatedSecurityType" required="N" /> <component name="SecLstUpdRelSymGrp" required="N" /> </message> <message name="SecurityListUpdRequest" description="" msgtype="U40" msgcat="app"> <field name="SecurityListReqID" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="SequenceReset" description="" msgtype="4" msgcat="admin"> <field name="GapFillFlag" required="N" /> <field name="NewSeqNo" required="N" /> </message> <message name="SettlDetailRequest" description="" msgtype="U65" msgcat="app"> <field name="ClearingBusinessDate" required="N" /> 117
JR/T 0078—2014 <field name="SettlInstReqID" required="N" /> <field name="TransactTime" required="N" /> <component name="Parties" required="N" /> </message> <message name="SettlementDetailReport" description="" msgtype="U33" msgcat="app"> <field name="ClearingBusinessDate" required="N" /> <field name="DistrictBelongedTo" required="N" /> <field name="SettlInstReqID" required="N" /> <field name="SettlObligMsgID" required="N" /> <field name="SettlReportStatus" required="N" /> <field name="SettlReportType" required="N" /> <field name="SettRepConDtlID" required="N" /> <field name="SettRepConInquiryID" required="N" /> <field name="Text" required="N" /> <field name="TransactTime" required="N" /> <component name="SettlCurrGrp" required="N" /> <component name="SettlCurrPairsGrp" required="N" /> </message> <message name="SettlementDetailReportAck" description="" msgtype="U34" msgcat="app"> <field name="SettlObligMsgID" required="N" /> <field name="SettRepConDtlID" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="SettlementInstructionRequest" description="" msgtype="AV" msgcat="app"> <field name="ClearingBusinessDate" required="N" /> <field name="CNYTradedIndic" required="N" /> <field name="EffectiveTime" required="N" /> <field name="ExecID" required="N" /> <field name="ExpireTime" required="N" /> <field name="MarketIndicator" required="N" /> <field name="Password" required="N" /> <field name="QueryPageNumber" required="N" /> <field name="QueryPageSize" required="N" /> <field name="SettlDate" required="N" /> <field name="SettlInstReqID" required="N" /> <field name="SettlInstReqType" required="N" /> <field name="SettlObligID" required="N" /> <field name="SettlObligMode" required="N" /> <field name="SettlObligTransType" required="N" /> <field name="Side" required="N" /> 118
JR/T 0078—2014 <field name="SingleDataIndic" required="N" /> <field name="TradeInstrument" required="N" /> <field name="TransactTime" required="N" /> <field name="Username" required="N" /> <component name="Parties" required="N" /> </message> <message name="SettlementObligationReport" description="" msgtype="BQ" msgcat="app"> <field name="ClearingBusinessDate" required="N" /> <field name="CNYTradedIndic" required="N" /> <field name="MarketIndicator" required="N" /> <field name="MessageID" required="N" /> <field name="Password" required="N" /> <field name="PaymentDate" required="N" /> <field name="ReceivingDate" required="N" /> <field name="SettlInstReqID" required="N" /> <field name="SettlObligMode" required="N" /> <field name="SettlObligMsgID" required="N" /> <field name="SettlReportStatus" required="N" /> <field name="SettlReportType" required="N" /> <field name="SubmitTime" required="N" /> <field name="Text" required="N" /> <field name="TradeInstrument" required="N" /> <field name="TransactTime" required="N" /> <field name="Username" required="N" /> <component name="PaginationCtrl" required="N" /> <component name="SettlObligationInstruction" required="N" /> </message> <message name="SettlObligationReportAck" description="" msgtype="U31" msgcat="app"> <field name="MessageID" required="N" /> <field name="SettlObligID" required="N" /> <field name="SettlObligMode" required="N" /> <field name="SettlObligMsgID" required="N" /> <field name="SettlReportStatus" required="N" /> <field name="Text" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="SettRepConfirm" description="" msgtype="U41" msgcat="app"> <field name="SettlExecStatus" required="N" /> <field name="SettlObligMsgID" required="N" /> <field name="SettRepCnfID" required="N" /> <field name="Text" required="N" /> 119
JR/T 0078—2014 <field name="TransactTime" required="N" /> <component name="SettlExecGrp" required="N" /> </message> <message name="SettRepConfirmAck" description="" msgtype="U66" msgcat="app"> <field name="SettRepCnfID" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="SettRepConInquiry" description="" msgtype="U58" msgcat="app"> <field name="ClearingBusinessDate" required="N" /> <field name="SettRepConInquiryID" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="SubscribRequest" description="" msgtype="U27" msgcat="app"> <field name="QuoteMode" required="N" /> <field name="SubscriptionRequestID" required="N" /> <field name="SubscriptionRequestType" required="N" /> <field name="SubscriptionTransType" required="N" /> <field name="TransactTime" required="N" /> <component name="Instrument" required="N" /> <component name="MDEntryGrp" required="N" /> </message> <message name="SubscribRequestAck" description="The acknowledgement of SubscribRequest message to indicate whether it is accepted." msgtype="U76" msgcat="app"> <field name="QuoteMode" required="N" /> <field name="SubscriptionRequestID" required="N" /> <field name="SubscriptionStatus" required="N" /> <field name="Text" required="N" /> <component name="Instrument" required="N" /> </message> <message name="TadeFeeInfo" description="" msgtype="U19" msgcat="app"> <field name="DataCategoryIndicator" required="N" /> <field name="ExecID" required="N" /> <field name="FeeActualAmt" required="N" /> <field name="FeePreferentialAmt" required="N" /> <field name="FeeRate" required="N" /> <field name="FeesInfoType" required="N" /> <field name="IncrementalTradeAmt" required="N" /> <field name="PreferentialSpread" required="N" /> <field name="PreferentialType" required="N" /> <field name="QueryRequestID" required="N" /> <field name="Side" required="N" /> <field name="TermType" required="N" /> 120
JR/T 0078—2014 <field name="TradeDate" required="N" /> <field name="TradeLimitDays" required="N" /> <field name="TradeTime" required="N" /> <field name="TransactTime" required="N" /> <field name="UpdateTime" required="N" /> <field name="UpdateUser" required="N" /> <component name="Instrument" required="N" /> <component name="MiscFeesGrp" required="N" /> <component name="OrderQtyData" required="N" /> <component name="PaginationCtrl" required="N" /> <component name="Parties" required="N" /> <component name="TradeFeeGrp" required="N" /> </message> <message name="TestRequest" description="" msgtype="1" msgcat="admin"> <field name="TestReqID" required="N" /> </message> <message name="TradeCaptureReport" description="" msgtype="AE" msgcat="app"> <field name="AbnorExecDesc" required="N" /> <field name="AccruedInterestAmt" required="N" /> <field name="AccruedInterestTotalAmt" required="N" /> <field name="CalculatedCcyLastQty" required="N" /> <field name="CashHoldingDays" required="N" /> <field name="CNYTradedIndic" required="N" /> <field name="ContingencyIndicator" required="N" /> <field name="Currency" required="N" /> <field name="DateConfirmed" required="N" /> <field name="DealID" required="N" /> <field name="DirtyPrice" required="N" /> <field name="ExecCxlID" required="N" /> <field name="ExecCxlTime" required="N" /> <field name="ExecID" required="N" /> <field name="ExecType" required="N" /> <field name="FeedBackIndicator" required="N" /> <field name="LastModifyTime" required="N" /> <field name="LastPx" required="N" /> <field name="LastQty" required="N" /> <field name="LastRptRequested" required="N" /> <field name="MarginRequired" required="N" /> <field name="MsgNumofCurrPage" required="N" /> <field name="Price" required="N" /> <field name="QueryRequestID" required="N" /> <field name="QuoteID" required="N" /> <field name="RiskLastQty" required="N" /> 121
JR/T 0078—2014 <field name="SettlCurrAmt" required="N" /> <field name="SettlCurrAmt2" required="N" /> <field name="SettlDate" required="N" /> <field name="SettlDate2" required="N" /> <field name="SettlType" required="N" /> <field name="Side" required="N" /> <field name="Text" required="N" /> <field name="TotNumReports" required="N" /> <field name="TradeDate" required="N" /> <field name="TradeFwdDays" required="N" /> <field name="TradeInstrument" required="N" /> <field name="TradeLimitDays" required="N" /> <field name="TradeMethod" required="N" /> <field name="TradeReportID" required="N" /> <field name="TradeReportTransType" required="N" /> <field name="TradeTime" required="N" /> <field name="TradeType" required="N" /> <field name="TradingSessionID" required="N" /> <field name="TransactTime" required="N" /> <component name="FinancingDetails" required="N" /> <component name="InstrmtLegExecGrp" required="N" /> <component name="Instrument" required="N" /> <component name="MiscFeesGrp" required="N" /> <component name="OrderQtyData" required="N" /> <component name="SpreadOrBenchmarkCurveData" required="N" /> <component name="Stipulations" required="N" /> <component name="TrdCapRptSideGrp" required="N" /> <component name="UndInstrmtGrp" required="N" /> <component name="YieldData" required="N" /> </message> <message name="TradeCaptureReportAck" description="" msgtype="AR" msgcat="app"> <field name="CNYTradedIndic" required="N" /> <field name="ExecID" required="N" /> <field name="MarketIndicator" required="N" /> <field name="Text" required="N" /> <field name="TradeInstrument" required="N" /> <field name="TradeReportID" required="N" /> <field name="TradeReportRejectReason" required="N" /> <field name="TradingSessionID" required="N" /> <field name="TransactTime" required="N" /> <field name="TrdRptStatus" required="N" /> </message> 122
JR/T 0078—2014 <message name="TradeControlReport" description="" msgtype="U03" msgcat="app"> <field name="ExecID" required="N" /> <field name="FeedBackIndicator" required="N" /> <field name="PreDealFlag" required="N" /> <field name="Side" required="N" /> <field name="Text" required="N" /> <field name="TradeReportRejectReason" required="N" /> <field name="TradingSessionID" required="N" /> <field name="TransactTime" required="N" /> <field name="TrdContrRepID" required="N" /> <component name="Instrument" required="N" /> <component name="OrderQtyData" required="N" /> <component name="Parties" required="N" /> </message> <message name="TradingSessionStatus" description="" msgtype="h" msgcat="app"> <field name="CNYTradedIndic" required="N" /> <field name="TotalDealCount" required="N" /> <field name="TradeInstrument" required="N" /> <field name="TradeMethod" required="N" /> <field name="TradingSessionID" required="N" /> <field name="TradSesCloseTime" required="N" /> <field name="TradSesEndTime" required="N" /> <field name="TradSesOpenTime" required="N" /> <field name="TradSesPreCloseTime" required="N" /> <field name="TradSesReqID" required="N" /> <field name="TradSesStartTime" required="N" /> <field name="TradSesStatus" required="N" /> <field name="TransactTime" required="N" /> <component name="Instrument" required="N" /> </message> <message name="TradingSessionStatusAck" description="" msgtype="U73" msgcat="app"> <field name="TradingSessionID" required="N" /> <field name="TransactTime" required="N" /> </message> <message name="TradingSessionStatusRequest" description="" msgtype="g" msgcat="app"> <field name="CNYTradedIndic" required="N" /> <field name="MarketIndicator" required="N" /> <field name="TradeInstrument" required="N" /> <field name="TradSesReqID" required="N" /> 123
JR/T 0078—2014 <field name="TransactTime" required="N" /> </message> <message name="UserRequest" description="" msgtype="BE" msgcat="app"> <field name="NewPassword" required="N" /> <field name="Password" required="N" /> <field name="RawData" required="N" /> <field name="RawDataLength" required="N" /> <field name="TransactTime" required="N" /> <field name="Username" required="N" /> <field name="UserRequestID" required="N" /> <field name="UserRequestType" required="N" /> </message> <message name="UserResponse" description="" msgtype="BF" msgcat="app"> <field name="TransactTime" required="N" /> <field name="Username" required="N" /> <field name="UserRequestID" required="N" /> <field name="UserStatus" required="N" /> <field name="UserStatusText" required="N" /> </message> </messages> <components> <component name="AccountInfoGrp" description=""> <group name="NoAccountInfo" required="N"> <field name="AccountInfoID" required="Y" /> <field name="AccountInfoIDType" required="N" /> <field name="Currency" required="N" /> </group> </component> <component name="AttrbGrp" description=""> <group name="NoInstrAttrib" required="N"> <field name="InstrAttribType" required="Y" /> <field name="InstrAttribValue" required="N" /> </group> </component> <component name="BenchmarkGrp" description=""> <group name="NoBenchmarks" required="N"> <component name="SpreadOrBenchmarkCurveData" required="Y" /> </group> </component> <component name="BulletinGrp" description=""> <group name="NoBulletins" required="N"> <field name="BulletinID" required="Y" /> <field name="BulletinCaption" required="N" /> 124
JR/T 0078—2014 <field name="EndDate" required="N" /> <field name="FeedBackIndicator" required="N" /> <field name="IssueDate" required="N" /> <field name="StartDate" required="N" /> <field name="Text" required="N" /> <component name="Parties" required="N" /> </group> </component> <component name="BusinessParamGrp" description=""> <group name="NoBusinessParams" required="N"> <field name="MarketIndicator" required="Y" /> <component name="BusinessParamSubGrp" required="N" /> </group> </component> <component name="BusinessParamSubGrp" description=""> <group name="NoSubParams" required="N"> <field name="BusinessParamType" required="Y" /> <field name="BusinessParamValue" required="N" /> </group> </component> <component name="CollApplGrp" description=""> <group name="NoCollAppl" required="N"> <field name="CollApplType" required="Y" /> </group> </component> <component name="ComplexEventDates" description=""> <group name="NoComplexEventDates" required="N"> <field name="ComplexEventDateType" required="Y" /> <field name="ComplexEventEndDate" required="N" /> <field name="ComplexEventStartDate" required="N" /> </group> </component> <component name="ComplexEvents" description=""> <group name="NoComplexEvents" required="N"> <field name="ComplexEventType" required="Y" /> <field name="ComplexEventPrice" required="N" /> <field name="ComplexEventPriceBoundaryMethod" required="N" /> <field name="ComplexEventSequence" required="N" /> <field name="ComplexEventUnstrikeCouponRate" required="N" /> <field name="ComplexEventUnstrikeSpread" required="N" /> <field name="TriggerDesc" required="N" /> <field name="TriggerIndicator" required="N" /> <component name="ComplexEventDates" required="N" /> 125
JR/T 0078—2014 </group> </component> <component name="ContactInfoGrp" description=""> <group name="NoContactInfos" required="N"> <field name="ContactInfoID" required="Y" /> <field name="ContactInfoIDType" required="N" /> </group> </component> <component name="ContAmtGrp" description=""> <group name="NoContAmts" required="N"> <field name="ContAmtValue" required="Y" /> <field name="ContAmtType" required="N" /> </group> </component> <component name="ConvertInfoGrp" description=""> <group name="NoConvertInfo" required="N"> <field name="ConvertType" required="Y" /> <field name="ConvertDate" required="N" /> <field name="ConvertOfFaceValue" required="N" /> <field name="ConvertPx" required="N" /> </group> </component> <component name="ConvertIntoGrp" description=""> <group name="NoConverts" required="N"> <field name="CnvtIntoAmt" required="Y" /> <field name="CnvtIntoCurrency" required="N" /> <field name="CurrentFXRate" required="N" /> </group> </component> <component name="CredtRateAgencyInfoGrp" description=""> <group name="NoCredtRateAgencyInfo" required="N"> <field name="CreditRatingAgency" required="Y" /> <field name="CreditRating" required="N" /> <field name="CreditRatingType" required="N" /> <field name="CreditValidityFrom" required="N" /> <field name="CreditValidityTo" required="N" /> <field name="RatedExpect" required="N" /> <field name="RatedObjectID" required="N" /> <field name="RatedObjectName" required="N" /> </group> </component> <component name="CurvePxGrp" description=""> <group name="NoCurves" required="N"> 126
JR/T 0078—2014 <field name="CurveType" required="Y" /> <field name="Spread" required="N" /> <field name="YieldPx" required="N" /> </group> </component> <component name="DBCharactersetsGrp" description=""> <group name="NoDBCharactersets" required="N"> <field name="DBCharactersetsName" required="Y" /> <field name="DBCharactersetsValue" required="N" /> </group> </component> <component name="DBNameGrp" description=""> <group name="NoDBNames" required="N"> <field name="DataBaseName" required="Y" /> </group> </component> <component name="DBSchemaGrp" description=""> <group name="NoDBSchemas" required="N"> <field name="DBSchemaName" required="Y" /> </group> </component> <component name="DBTableColGrp" description=""> <group name="NoDBTableColumns" required="N"> <field name="DBTableColName" required="Y" /> <field name="DBTableColComments" required="N" /> <field name="DBTableColDefault" required="N" /> <field name="DBTableColNull" required="N" /> <field name="DBTableColPKey" required="N" /> <field name="DBTableColType" required="N" /> </group> </component> <component name="DBTableGrp" description=""> <group name="NoDBTables" required="N"> <field name="DBTableName" required="Y" /> <field name="DBTableComments" required="N" /> </group> </component> <component name="DBViewGrp" description=""> <group name="NoDBViews" required="N"> <field name="DBViewName" required="Y" /> <field name="DBViewComments" required="N" /> </group> </component> 127
JR/T 0078—2014 <component name="DeliveryOptionGrp" description=""> <group name="NoDeliveryTypeOption" required="N"> <field name="DeliveryOptionDirection" required="Y" /> <field name="DeliveryTypeOption" required="N" /> </group> </component> <component name="DisplayInstruction" description=""> <field name="DisplayQty" required="N" /> </component> <component name="DownloadedDataGrp" description=""> <group name="NoDownloadedData" required="N"> <field name="DownloadedDataType" required="Y" /> <field name="DownloadedDataValue" required="N" /> </group> </component> <component name="DownloadParamGrp" description=""> <group name="NoDownloadParam" required="N"> <field name="DownloadParamType" required="Y" /> <field name="DownloadParamValue" required="N" /> </group> </component> <component name="EligibilityIndicators" description=""> <field name="CashBondIndicator" required="Y" /> <field name="BondForwardIndicator" required="N" /> <field name="CollateralRepoEligibilityIndicator" required="N" /> <field name="OptionEligibilityIndicator" required="N" /> <field name="OutrightRepoEligibilityIndicator" required="N" /> <field name="SBLIndicator" required="N" /> <field name="WhenIssuedIndicator" required="N" /> </component> <component name="EvntGrp" description=""> <group name="NoEvents" required="N"> <field name="EventType" required="Y" /> <field name="EventDate" required="N" /> <field name="EventPx" required="N" /> <field name="EventText" required="N" /> <component name="Stipulations" required="N" /> </group> </component> <component name="ExecCollGrp" description=""> <group name="NoExecs" required="N"> <field name="ExecID" required="Y" /> <field name="LastMarginSubmitDate" required="N" /> 128
JR/T 0078—2014 <field name="LastModifyTime" required="N" /> <field name="MarginAMTRequired" required="N" /> <field name="MarginSubmitAmt" required="N" /> <field name="ProcessingStatus" required="N" /> <field name="TradeDate" required="N" /> <field name="TradeTime" required="N" /> <field name="UpdatOperation" required="N" /> <component name="Parties" required="N" /> </group> </component> <component name="FinancingDetails" description=""> <field name="DeliveryType" required="N" /> <field name="DeliveryType2" required="N" /> <field name="EndDate" required="N" /> <field name="StartDate" required="N" /> </component> <component name="FundValueGrp" description=""> <group name="NoFundValues" required="N"> <field name="NetTotalIndicator" required="Y" /> <field name="EffectiveTime" required="N" /> <field name="FundValue" required="N" /> <field name="ProcessingStatus" required="N" /> </group> </component> <component name="GroupGrp" description=""> <group name="NoGroupsIDs" required="N"> <field name="GroupID" required="Y" /> <field name="GroupRole" required="N" /> <component name="Parties" required="N" /> </group> </component> <component name="HistoryInfoGrp" description=""> <group name="NoHistoryInfo" required="N"> <field name="CreditValidityFrom" required="Y" /> <field name="AmendmentDate" required="N" /> <field name="CirculationSize" required="N" /> <field name="CreditRating" required="N" /> <field name="CreditRatingAgency" required="N" /> <field name="CreditValidityTo" required="N" /> <field name="Issuer" required="N" /> <field name="Principal" required="N" /> </group> </component> 129
JR/T 0078—2014 <component name="HopsGroup" description=""> <group name="NoHops" required="N"> <field name="HopCompID" required="Y" /> <field name="HopRefID" required="N" /> <field name="HopSendingTime" required="N" /> </group> </component> <component name="InheritInfo" description=""> <group name="NoInheritInfo" required="N"> <field name="InheritInstitutionName" required="Y" /> <field name="InheritDate" required="N" /> <field name="InheritDesc" required="N" /> </group> </component> <component name="InitialExGrp" description=""> <group name="NoInitialExchange" required="N"> <field name="IniExReqIndicator" required="Y" /> <field name="IniExAmount" required="N" /> <field name="IniExDate" required="N" /> <field name="IniExDirIndicator" required="N" /> </group> </component> <component name="InstrmtLegExecGrp" description=""> <group name="NoLegs" required="N"> <component name="InstrumentLeg" required="Y" /> <field name="LegCalculatedCcyLastQty" required="N" /> <field name="LegInterestAccuralDaysAdjustment" required="N" /> <field name="LegLastForwardPoints" required="N" /> <field name="LegLastPx" required="N" /> <field name="LegLastSpotRate" required="N" /> <field name="LegOrderQty" required="N" /> <field name="LegPrice" required="N" /> <field name="LegPriceType" required="N" /> <field name="LegRiskOrderQty" required="N" /> <field name="LegSettlCurrency" required="N" /> <field name="LegSettlDate" required="N" /> <field name="LegSettlType" required="N" /> <field name="LegSpotDate" required="N" /> <component name="LegBenchmarkCurveData" required="N" /> <component name="LegStipulations" required="N" /> </group> </component> <component name="InstrmtLegIOIGrp" description=""> 130
JR/T 0078—2014 <group name="NoLegs" required="N"> <component name="InstrumentLeg" required="Y" /> <field name="LegInterestAccuralDaysAdjustment" required="N" /> <field name="LegIOIQty" required="N" /> <field name="LegPrice" required="N" /> <field name="LegPriceType" required="N" /> <field name="LegSettlDate" required="N" /> <field name="LegSettlType" required="N" /> <field name="LegSign" required="N" /> <component name="LegBenchmarkCurveData" required="N" /> <component name="LegStipulations" required="N" /> </group> </component> <component name="Instrument" description=""> <field name="SecurityID" required="Y" /> <field name="ActualMaturityDate" required="N" /> <field name="AnnouncementDate" required="N" /> <field name="CalcMethod" required="N" /> <field name="CashSubPropCap" required="N" /> <field name="CirculationSize" required="N" /> <field name="ContractSettlMonth" required="N" /> <field name="CorrespStrdSecurityTerm" required="N" /> <field name="CountryOfIssue" required="N" /> <field name="CouponPaymentDate" required="N" /> <field name="CouponPaymentFrequency" required="N" /> <field name="CouponRate" required="N" /> <field name="CouponRateType" required="N" /> <field name="CpnPmtFreqDesc" required="N" /> <field name="CreditRating" required="N" /> <field name="CreditRatingAgency" required="N" /> <field name="DatedDate" required="N" /> <field name="DelistDate" required="N" /> <field name="EstablishDate" required="N" /> <field name="FaceValue" required="N" /> <field name="FirstPeriodStartDate" required="N" /> <field name="FullSymbol" required="N" /> <field name="IndexOfPresentTotalValue" required="N" /> <field name="InterestAccrualDate" required="N" /> <field name="InterestAccrualResetFrequency" required="N" /> <field name="InterestCurrency" required="N" /> <field name="IOPValue" required="N" /> <field name="IssueDate" required="N" /> <field name="IssueMethod" required="N" /> 131
JR/T 0078—2014 <field name="IssuePx" required="N" /> <field name="Issuer" required="N" /> <field name="IssuerAltName" required="N" /> <field name="IssuerCountry" required="N" /> <field name="IssuerProperty" required="N" /> <field name="IssueSize" required="N" /> <field name="IssueSizeForPlan" required="N" /> <field name="LastIOPValue" required="N" /> <field name="LastSubRedempMinUnit" required="N" /> <field name="LastTradeDate" required="N" /> <field name="ListDate" required="N" /> <field name="ListedIndicator" required="N" /> <field name="MarketID" required="N" /> <field name="MarketIndicator" required="N" /> <field name="MaturityDate" required="N" /> <field name="MaxSingleDayLimit" required="N" /> <field name="MaxSingleDayLimitReminder" required="N" /> <field name="MinSingleDayLimit" required="N" /> <field name="MinSingleDayLimitReminder" required="N" /> <field name="NextCouponPaymentDate" required="N" /> <field name="NextSingleDayBuyLimit" required="N" /> <field name="NextSingleDaySellLimit" required="N" /> <field name="OfferMethod" required="N" /> <field name="Principal" required="N" /> <field name="PrincipalPaymentRate" required="N" /> <field name="PutOrCall" required="N" /> <field name="RedemptionDate" required="N" /> <field name="RedemptionFrequency" required="N" /> <field name="RegisteredCapital" required="N" /> <field name="SecSettleLocation" required="N" /> <field name="SecurityAttribute" required="N" /> <field name="SecurityIDSource" required="N" /> <field name="SecurityISINID" required="N" /> <field name="SecurityTerm" required="N" /> <field name="SecurityTermString" required="N" /> <field name="SecurityType" required="N" /> <field name="SingleDayUtilizeLimit" required="N" /> <field name="SplitIndicator" required="N" /> <field name="StrikePrice" required="N" /> <field name="SubRedempIndicator" required="N" /> <field name="SubRedempMinUnit" required="N" /> <field name="Symbol" required="N" /> <field name="TermToMaturity" required="N" /> 132
JR/T 0078—2014 <field name="TotalPrincipal" required="N" /> <field name="TradeEstimatedCashAmt" required="N" /> <field name="UnderWriteMethond" required="N" /> <field name="WithDrawIndic" required="N" /> </component> <component name="InstrumentExtension" description=""> <field name="DeliveryForm" required="N" /> <component name="AttrbGrp" required="N" /> </component> <component name="InstrumentLeg" description=""> <field name="LegSide" required="Y" /> <field name="LegAccruedInterestAmt" required="N" /> <field name="LegAccruedInterestTotalAmt" required="N" /> <field name="LegBenchmarkTenor" required="N" /> <field name="LegCouponPaymentDate" required="N" /> <field name="LegCouponPaymentDateReset" required="N" /> <field name="LegCouponPaymentFrequency" required="N" /> <field name="LegCouponRate" required="N" /> <field name="LegCurrency" required="N" /> <field name="LegDayCount" required="N" /> <field name="LegDeliveryType" required="N" /> <field name="LegDeliveryType2" required="N" /> <field name="LegDirtyPrice" required="N" /> <field name="LegFixingDateIndicator" required="N" /> <field name="LegInterestAccrualDate" required="N" /> <field name="LegInterestAccrualMethod" required="N" /> <field name="LegInterestAccrualResetDateAdjust" required="N" /> <field name="LegInterestAccrualResetFrequency" required="N" /> <field name="LegInterestFixDateAdjustment" required="N" /> <field name="LegIssueDate" required="N" /> <field name="LegIssuer" required="N" /> <field name="LegLastQty" required="N" /> <field name="LegMaturityDate" required="N" /> <field name="LegMaturityMonthYear" required="N" /> <field name="LegMaxFloor" required="N" /> <field name="LegMaxQty" required="N" /> <field name="LegMinQty" required="N" /> <field name="LegMinTickSize" required="N" /> <field name="LegPrincipal" required="N" /> <field name="LegSecurityID" required="N" /> <field name="LegSecurityIDSource" required="N" /> <field name="LegSettlCurrAmt" required="N" /> <field name="LegSettlCurrAmt2" required="N" /> 133
JR/T 0078—2014 <field name="LegSolveForIndicator" required="N" /> <field name="LegSymbol" required="N" /> <field name="LegTotalPrincipal" required="N" /> <field name="LegTradeCashAmt" required="N" /> <field name="LegValidUntilTime" required="N" /> </component> <component name="IssuerGrp" description=""> <group name="NoIssuer" required="N"> <field name="Issuer" required="Y" /> <field name="EstablishDate" required="N" /> <field name="Industry" required="N" /> <field name="IssuerLimit" required="N" /> <field name="IssuerProperty" required="N" /> <field name="ListedIndicator" required="N" /> <field name="RegisteredCapital" required="N" /> <component name="Parties" required="N" /> </group> </component> <component name="LegBenchmarkCurveData" description=""> <field name="LegBenchmarkCurveCurrency" required="N" /> <field name="LegBenchmarkCurveName" required="N" /> <field name="LegBenchmarkCurvePoint" required="N" /> <field name="LegBenchmarkPrice" required="N" /> <field name="LegBenchmarkPriceType" required="N" /> <field name="LegBenchmarkSpread" required="N" /> </component> <component name="LegOrdGrp" description=""> <group name="NoLegs" required="N"> <component name="InstrumentLeg" required="Y" /> <field name="LegBidForwardPoints" required="N" /> <field name="LegBidPx" required="N" /> <field name="LegCalculatedCcyLastQty" required="N" /> <field name="LegForwardPoints" required="N" /> <field name="LegOfferForwardPoints" required="N" /> <field name="LegOfferPx" required="N" /> <field name="LegOrderQty" required="N" /> <field name="LegPrice" required="N" /> <field name="LegRiskOrderQty" required="N" /> <field name="LegSettlDate" required="N" /> <field name="LegSettlType" required="N" /> <field name="LegSpotDate" required="N" /> <field name="LegTtlClmtveAmt" required="N" /> <component name="LegOrdInfoGrp" required="N" /> 134
JR/T 0078—2014 </group> </component> <component name="LegOrdInfoGrp" description=""> <group name="NoLegOrders" required="N"> <field name="LegPrice" required="Y" /> <field name="AnonymousIndicator" required="N" /> <field name="LegAccruedInterestAmt" required="N" /> <field name="LegAccruedInterestTotalAmt" required="N" /> <field name="LegClmtveAmt" required="N" /> <field name="LegDirtyPrice" required="N" /> <field name="LegOrderCount" required="N" /> <field name="LegOrderQty" required="N" /> <field name="LegOrdSeqNo" required="N" /> <field name="LegQuoteID" required="N" /> <field name="LegQuotetime" required="N" /> <field name="LegSettlCurrAmt" required="N" /> <field name="LegSettlType" required="N" /> <field name="LegTradeCashAmt" required="N" /> <component name="LegParties" required="N" /> <component name="LegStipulations" required="N" /> </group> </component> <component name="LegParties" description=""> <group name="NoLegPartyIDs" required="N"> <field name="LegPartyID" required="Y" /> <field name="LegPartyRole" required="N" /> <component name="LegPtysSubGrp" required="N" /> </group> </component> <component name="LegPtysSubGrp" description=""> <group name="NoLegPartySubIDs" required="N"> <field name="LegPartySubID" required="Y" /> <field name="LegPartySubIDType" required="N" /> </group> </component> <component name="LegQuotGrp" description=""> <group name="NoLegs" required="N"> <component name="InstrumentLeg" required="Y" /> <field name="LegBidForwardPoints" required="N" /> <field name="LegBidPx" required="N" /> <field name="LegCalculatedCcyLastQty" required="N" /> <field name="LegDisplayQty" required="N" /> <field name="LegInterestAccuralDaysAdjustment" required="N" /> 135
JR/T 0078—2014 <field name="LegLeaveQty" required="N" /> <field name="LegNetGrossInd" required="N" /> <field name="LegOfferForwardPoints" required="N" /> <field name="LegOfferPx" required="N" /> <field name="LegOrderQty" required="N" /> <field name="LegPrice" required="N" /> <field name="LegPriceType" required="N" /> <field name="LegRiskOrderQty" required="N" /> <field name="LegSettlDate" required="N" /> <field name="LegSettlType" required="N" /> <field name="LegSpotDate" required="N" /> <component name="LegBenchmarkCurveData" required="N" /> <component name="LegStipulations" required="N" /> </group> </component> <component name="LegStipulations" description=""> <group name="NoLegStipulations" required="N"> <field name="LegStipulationType" required="Y" /> <field name="LegStipulationValue" required="N" /> </group> </component> <component name="LimitDataGrp" description=""> <group name="NoLimits" required="N"> <field name="LimitValue" required="Y" /> <field name="LimitSubType" required="N" /> </group> </component> <component name="LimitInfoGrp" description=""> <group name="NoLimitInfo" required="N"> <field name="LimitInfoType" required="Y" /> <field name="Currency" required="N" /> <field name="LimitCategory" required="N" /> <field name="ValidUntilDate" required="N" /> <component name="Instrument" required="N" /> <component name="LimitInfoSubGrp" required="N" /> <component name="Parties" required="N" /> </group> </component> <component name="LimitInfoSubGrp" description=""> <group name="NoLimitSubInfo" required="N"> <field name="GrossOrNet" required="Y" /> <component name="LimitDataGrp" required="N" /> </group> 136
JR/T 0078—2014 </component> <component name="LiquidProviderGrp" description=""> <group name="NoLiquidProvider" required="N"> <field name="LiquidProviderType" required="Y" /> <field name="LiquidProvider" required="N" /> </group> </component> <component name="MarginAccountInfo" description=""> <field name="MarginAccountAmt" required="Y" /> <field name="AvailableAmt" required="N" /> <field name="ChangedAmt" required="N" /> <field name="CollateralType" required="N" /> <field name="FrozenAmt" required="N" /> <field name="LeastLimitReqedAmt" required="N" /> <field name="PendingAmt" required="N" /> </component> <component name="MarginAMTGrp" description=""> <group name="NoMarginAmt" required="N"> <field name="MarginAMT" required="Y" /> <field name="AvailableAmt" required="N" /> <field name="MarginAgency" required="N" /> <field name="MarginCreditTtlAmt" required="N" /> <field name="MarginCurrency" required="N" /> <field name="MarginDebitTtlAmt" required="N" /> <field name="MarginMinTickSize" required="N" /> <field name="MarginRate" required="N" /> <field name="MarginTraced" required="N" /> <field name="PaymentRoute" required="N" /> <field name="RelatedReference" required="N" /> <field name="SettlDate" required="N" /> <component name="ConvertIntoGrp" required="N" /> <component name="MarginExecDetailsGrp" required="N" /> </group> </component> <component name="MarginARDtlGrp" description=""> <group name="NoMarginARs" required="N"> <field name="MarginType" required="Y" /> <field name="MarginAMT" required="N" /> <field name="MarginCurrency" required="N" /> <field name="MarginIndicator" required="N" /> <field name="MarginSecuritiesID" required="N" /> <field name="MarginSymbol" required="N" /> <field name="PaymentRoute" required="N" /> 137
JR/T 0078—2014 <field name="SettlDate" required="N" /> <component name="ConvertIntoGrp" required="N" /> </group> </component> <component name="MarginBaseInfoGrp" description=""> <group name="NoMarginBaseInfo" required="N"> <field name="MarginType" required="Y" /> <field name="MarginCurrency" required="N" /> <field name="MarginFaceValue" required="N" /> <field name="MarginIndicator" required="N" /> <field name="MarginMinTickSize" required="N" /> <field name="MarginRate" required="N" /> <field name="MarginSecuritiesID" required="N" /> <field name="MarginSymbol" required="N" /> </group> </component> <component name="MarginCashInstGrp" description=""> <group name="NoCashInsts" required="N"> <field name="MarginCurrency" required="Y" /> <field name="MarginInstAmt" required="N" /> </group> </component> <component name="MarginDPDtlGrp" description=""> <group name="NoMarginDPs" required="N"> <field name="MarginType" required="Y" /> <field name="DrawRespStatus" required="N" /> <field name="MarginAMT" required="N" /> <field name="MarginCurrency" required="N" /> <field name="MarginIndicator" required="N" /> <field name="MarginSecuritiesID" required="N" /> <field name="MarginSymbol" required="N" /> <field name="RelatedReference" required="N" /> <field name="SettlDate" required="N" /> <field name="SWIFTType" required="N" /> <field name="TradeDate" required="N" /> <field name="TransferDirection" required="N" /> <component name="Parties" required="N" /> </group> </component> <component name="MarginExecDetailsGrp" description=""> <group name="NoMarginExecs" required="N"> <field name="ExecID" required="Y" /> <field name="MarginCreditAmt" required="N" /> 138
JR/T 0078—2014 <field name="MarginDebitAmt" required="N" /> <field name="Text" required="N" /> </group> </component> <component name="MarginInfoGrp" description=""> <group name="NoMarginInfo" required="N"> <field name="MarginType" required="Y" /> <field name="CnvtIntoCurrency" required="N" /> <field name="CollRatio" required="N" /> <field name="MarginDirection" required="N" /> <field name="MarginIndicator" required="N" /> <field name="MarginPartyRole" required="N" /> <field name="MarginReplacement" required="N" /> <field name="MarginSubmitDate" required="N" /> <field name="MarginTotalAmt" required="N" /> <field name="SettlLimitAmt" required="N" /> <component name="CollApplGrp" required="N" /> <component name="MarginAccountInfo" required="N" /> <component name="MarginAMTGrp" required="N" /> <component name="MarginCashInstGrp" required="N" /> <component name="MarginParties" required="N" /> <component name="MarginSecuritiesGrp" required="N" /> <component name="MarginSecuritiesInstGrp" required="N" /> </group> </component> <component name="MarginParties" description=""> <group name="NoMarginPartyIDs" required="N"> <field name="MarginPartyID" required="Y" /> <component name="MarginPtysSubGrp" required="N" /> </group> </component> <component name="MarginPtysSubGrp" description=""> <group name="NoMarginPartySubIDs" required="N"> <field name="MarginPartySubID" required="Y" /> <field name="MarginPartySubIDType" required="N" /> </group> </component> <component name="MarginSecuritiesGrp" description=""> <group name="NoMarginSecurities" required="N"> <field name="MarginSecuritiesID" required="Y" /> <field name="ForeNoticeIndic" required="N" /> <field name="MarginAgency" required="N" /> <field name="MarginAMT" required="N" /> 139
JR/T 0078—2014 <field name="MarginCurrency" required="N" /> <field name="MarginFaceValue" required="N" /> <field name="MarginInstAmt" required="N" /> <field name="MarginMktValue" required="N" /> <field name="MarginRate" required="N" /> <field name="MarginSecurityIDSource" required="N" /> <field name="MarginSymbol" required="N" /> <field name="MarginTraced" required="N" /> <field name="MaturityDate" required="N" /> <field name="SettlDate" required="N" /> <component name="ConvertIntoGrp" required="N" /> <component name="MarginExecDetailsGrp" required="N" /> </group> </component> <component name="MarginSecuritiesInstGrp" description=""> <group name="NoSecuritiesInsts" required="N"> <field name="MarginSecuritiesID" required="Y" /> <field name="ForeNoticeIndic" required="N" /> <field name="MarginCurrency" required="N" /> <field name="MarginInstAmt" required="N" /> <field name="MarginSymbol" required="N" /> <component name="Parties" required="N" /> </group> </component> <component name="MarketGrp" description=""> <group name="NoMarketRange" required="N"> <field name="MarketRangeType" required="Y" /> <field name="MarketID" required="N" /> </group> </component> <component name="MDBondIndexGrp" description=""> <group name="NoIndexes" required="N"> <field name="IndexType" required="Y" /> <field name="IndexValue" required="N" /> </group> </component> <component name="MDEntryGrp" description=""> <group name="NoMDEntryTypes" required="N"> <field name="MDEntryType" required="Y" /> <field name="MDEntrySide" required="N" /> </group> </component> <component name="MDFullGrp" description=""> 140
JR/T 0078—2014 <group name="NoMDEntries" required="N"> <field name="MDEntryType" required="Y" /> <field name="MDEntryDate" required="N" /> <field name="MDEntryPx" required="N" /> <field name="MDEntrySide" required="N" /> <field name="MDEntrySize" required="N" /> <field name="MDEntryTime" required="N" /> <field name="SettlDate" required="N" /> <field name="SettlType" required="N" /> <field name="Text" required="N" /> <field name="TradeVolumeFlag" required="N" /> <field name="ValidUntilTime" required="N" /> <component name="YieldData" required="N" /> </group> </component> <component name="MDInstrumentGrp" description=""> <group name="NoRelatedSym" required="N"> <component name="Instrument" required="Y" /> <field name="BenchmarkPublishFlag" required="N" /> <field name="BenchmarkState" required="N" /> <field name="BusinessDtlDataID" required="N" /> <field name="CaculateSign" required="N" /> <field name="ClearingBusinessDate" required="N" /> <field name="NetBasisChangePrevDay" required="N" /> <field name="NetChgPerPrevDay" required="N" /> <field name="RepeatingCaculateIndicator" required="N" /> <field name="SettlDate" required="N" /> <field name="TermFloorLimit" required="N" /> <field name="TermUpperLimit" required="N" /> <field name="Text" required="N" /> <component name="MDFullGrp" required="N" /> <component name="Parties" required="N" /> <component name="Stipulations" required="N" /> <component name="YieldCurveGrp" required="N" /> </group> </component> <component name="MDInstrumentLegGrp" description=""> <group name="NoLegs" required="N"> <field name="LegSign" required="Y" /> <field name="CouponRateType" required="N" /> <field name="LegCalculatedCcyLastQty" required="N" /> <field name="LegCouponPaymentFrequency" required="N" /> <field name="LegCurrency" required="N" /> 141
JR/T 0078—2014 <field name="LegDataSource" required="N" /> <field name="LegDayCount" required="N" /> <field name="LegLastForwardPoints" required="N" /> <field name="LegLastPx" required="N" /> <field name="LegLastSpotRate" required="N" /> <field name="LegNetBasisChangePrevDay" required="N" /> <field name="LegNetChgPerPrevDay" required="N" /> <field name="LegOrderQty" required="N" /> <field name="LegPriceType" required="N" /> <field name="LegQuotetime" required="N" /> <field name="LegRiskOrderQty" required="N" /> <field name="LegSecurityID" required="N" /> <field name="LegSecurityIDSource" required="N" /> <field name="LegSecurityType" required="N" /> <field name="LegSettlDate" required="N" /> <field name="LegSettlType" required="N" /> <field name="LegSide" required="N" /> <field name="LegSymbol" required="N" /> <field name="TermToMaturity" required="N" /> <field name="Text" required="N" /> <component name="MDFullGrp" required="N" /> <component name="Parties" required="N" /> </group> </component> <component name="MDReqGrp" description=""> <group name="NoMDEntryTypes" required="N"> <field name="MDEntryType" required="N" /> </group> </component> <component name="MDTypeGrp" description=""> <group name="NoMDTypes" required="N"> <field name="MDType" required="Y" /> <field name="Currency" required="N" /> <field name="DerivativeOptAttribute" required="N" /> <field name="IOPValue" required="N" /> <field name="KCurveType" required="N" /> <field name="LastModifyTime" required="N" /> <field name="MarketIndicator" required="N" /> <field name="MDSubType" required="N" /> <field name="MDTypeDescription" required="N" /> <field name="NetBasisChangePrevDay" required="N" /> <field name="NetChgPerPrevDay" required="N" /> <field name="OrderQty" required="N" /> 142
JR/T 0078—2014 <field name="SecurityType" required="N" /> <field name="ShiborAveType" required="N" /> <field name="TradeCashAmt" required="N" /> <field name="TradeDate" required="N" /> <field name="TradeFwdDays" required="N" /> <field name="TradeInstrument" required="N" /> <field name="TradeLimitDays" required="N" /> <field name="TradeMethod" required="N" /> <field name="TradingSessionID" required="N" /> <field name="TradSesCloseTime" required="N" /> <field name="TradSesOpenTime" required="N" /> <component name="BenchmarkGrp" required="N" /> <component name="MDInstrumentGrp" required="N" /> <component name="MDInstrumentLegGrp" required="N" /> <component name="UndInstrmtGrp" required="N" /> </group> </component> <component name="MiscFeesGrp" description=""> <group name="NoMiscFees" required="N"> <field name="MiscFeeAmt" required="Y" /> <field name="DecimalPlaces" required="N" /> <field name="FeeMethod" required="N" /> <field name="FeeRate" required="N" /> <field name="MiscFeeBasis" required="N" /> <field name="MiscFeeCurr" required="N" /> <field name="MiscFeeDate" required="N" /> <field name="MiscFeeType" required="N" /> </group> </component> <component name="MMInfoGrp" description=""> <group name="NoMMLegs" required="N"> <field name="LegSide" required="Y" /> <field name="LegAccruedInterestAmt" required="N" /> <field name="LegAccruedInterestTotalAmt" required="N" /> <field name="LegDirtyPrice" required="N" /> <field name="LegOrderQty" required="N" /> <field name="LegPrice" required="N" /> <field name="LegSettlCurrAmt" required="N" /> <field name="LegSettlType" required="N" /> <field name="LegTradeCashAmt" required="N" /> <component name="LegStipulations" required="N" /> </group> </component> 143
JR/T 0078—2014 <component name="MMSetGrp" description=""> <group name="NoMMsets" required="N"> <field name="QuoteID" required="Y" /> <field name="AnonymousIndicator" required="N" /> <field name="QuoteSetID" required="N" /> <field name="QuoteTime" required="N" /> <component name="MMInfoGrp" required="N" /> <component name="Parties" required="N" /> </group> </component> <component name="OrderQtyData" description=""> <field name="CashOrderQty" required="N" /> <field name="OrderQty" required="N" /> </component> <component name="PaginationCtrl" description=""> <field name="CurrentNumReports" required="N" /> <field name="CurrNumOfTot" required="N" /> <field name="LastFragment" required="N" /> <field name="LastRptCurrPage" required="N" /> <field name="LastRptRequested" required="N" /> <field name="MsgNumofCurrPage" required="N" /> <field name="QueryPageNumber" required="N" /> <field name="QueryPageSize" required="N" /> <field name="TotNumReportPages" required="N" /> <field name="TotNumReports" required="N" /> </component> <component name="Parties" description=""> <group name="NoPartyIDs" required="N"> <field name="PartyID" required="Y" /> <field name="AccountInfoIDType" required="N" /> <field name="PartyIDSource" required="N" /> <field name="PartyRole" required="N" /> <field name="PartyTransType" required="N" /> <field name="PreferIndicator" required="N" /> <field name="UserStatus" required="N" /> <component name="AccountInfoGrp" required="N" /> <component name="ContactInfoGrp" required="N" /> <component name="PrvlgeGrp" required="N" /> <component name="PtysSubGrp" required="N" /> </group> </component> <component name="PartyListGrp" description=""> <group name="NoPartyList" required="N"> 144
JR/T 0078—2014 <field name="PartyID" required="Y" /> <field name="PartyRole" required="N" /> <field name="PartyStatus" required="N" /> <component name="PtysSubGrp" required="N" /> <component name="RiskLimits" required="N" /> </group> </component> <component name="PositionAmountData" description=""> <group name="NoPosAmt" required="N"> <field name="PosAmt" required="Y" /> <field name="AvailableAmt" required="N" /> <field name="PosAmtType" required="N" /> <field name="SecurityID" required="N" /> </group> </component> <component name="PrvlgeGrp" description=""> <group name="NoPrvlges" required="N"> <field name="PrvlgeCategory" required="Y" /> <field name="MarketIndicator" required="N" /> <field name="PrvlgeIndicator" required="N" /> <field name="QuoteType" required="N" /> <field name="Side" required="N" /> <field name="TradeMethod" required="N" /> </group> </component> <component name="PtysSubGrp" description=""> <group name="NoPartySubIDs" required="N"> <field name="PartySubID" required="Y" /> <field name="Description" required="N" /> <field name="PartySubIDType" required="N" /> </group> </component> <component name="QueryParamGrp" description=""> <group name="NoQueryParam" required="N"> <field name="QueryParamType" required="Y" /> <field name="QueryParamValue" required="N" /> </group> </component> <component name="QueryResultGrp" description=""> <group name="NoQueryResult" required="N"> <field name="QueryResultValue" required="Y" /> <field name="QueryResultType" required="N" /> </group> 145
JR/T 0078—2014 </component> <component name="QuotEntryGrp" description=""> <group name="NoQuoteEntries" required="N"> <component name="Instrument" required="Y" /> <field name="AutoQuoteIndicator" required="N" /> <field name="Price" required="N" /> <field name="PriceType" required="N" /> <field name="QuoteEntryID" required="N" /> <field name="SettlDate" required="N" /> <field name="TimeToLive" required="N" /> <field name="ValidUntilTime" required="N" /> <component name="LegQuotGrp" required="N" /> <component name="OrderQtyData" required="N" /> </group> </component> <component name="QuotReqGrp" description=""> <group name="NoRelatedSym" required="N"> <component name="Instrument" required="Y" /> <field name="BaseAmountDPs" required="N" /> <field name="BidForwardPoints" required="N" /> <field name="BidPx" required="N" /> <field name="BidSpotRate" required="N" /> <field name="CalculatedCcyLastQty" required="N" /> <field name="Currency" required="N" /> <field name="DecimalPlaces" required="N" /> <field name="ForwardScaleDecimalPlaces" required="N" /> <field name="FWDecimalPlaces" required="N" /> <field name="NDFCurrency" required="N" /> <field name="NDFDate" required="N" /> <field name="OfferForwardPoints" required="N" /> <field name="OfferPx" required="N" /> <field name="OfferSpotRate" required="N" /> <field name="Reference" required="N" /> <field name="RiskCurrency" required="N" /> <field name="RiskLastQty" required="N" /> <field name="RoundDownCurrencies" required="N" /> <field name="SettlDate" required="N" /> <field name="SettlType" required="N" /> <field name="Side" required="N" /> <field name="SpotDate" required="N" /> <field name="TermAmountDPs" required="N" /> <field name="TimeToLive" required="N" /> <field name="TransactTime" required="N" /> 146
JR/T 0078—2014 <component name="OrderQtyData" required="N" /> <component name="Parties" required="N" /> <component name="QuotReqLegsGrp" required="N" /> </group> </component> <component name="QuotReqLegsGrp" description=""> <group name="NoLegs" required="N"> <component name="InstrumentLeg" required="Y" /> <field name="LegBidForwardPoints" required="N" /> <field name="LegBidPx" required="N" /> <field name="LegCalculatedCcyLastQty" required="N" /> <field name="LegOfferForwardPoints" required="N" /> <field name="LegOfferPx" required="N" /> <field name="LegOrderQty" required="N" /> <field name="LegRiskOrderQty" required="N" /> <field name="LegSettlDate" required="N" /> <field name="LegSettlType" required="N" /> <field name="LegSpotDate" required="N" /> </group> </component> <component name="QuotSetGrp" description=""> <group name="NoQuoteSets" required="N"> <field name="QuoteSetID" required="Y" /> <field name="QuoteTime" required="N" /> <component name="Parties" required="N" /> <component name="QuotEntryGrp" required="N" /> </group> </component> <component name="RateBaseInfo" description=""> <group name="NoRateBaseInfo" required="N"> <field name="Currency" required="N" /> <field name="CurrentFXRate" required="N" /> </group> </component> <component name="RatioDataGrp" description=""> <group name="NoRatioData" required="N"> <field name="SetRatio" required="Y" /> <field name="AvailableRatio" required="N" /> <field name="EffectiveTime" required="N" /> <field name="SecurityID" required="N" /> <field name="Symbol" required="N" /> <field name="UtilizedRatio" required="N" /> </group> 147
JR/T 0078—2014 </component> <component name="RedemptionInfoGrp" description=""> <group name="NoRedemptionInfo" required="N"> <field name="RedemptionType" required="Y" /> <field name="RedemptionDate" required="N" /> <field name="RedemptionOfFaceValue" required="N" /> <field name="RedemptionPx" required="N" /> <field name="RedemptionRatio" required="N" /> <field name="RedemptionSequence" required="N" /> </group> </component> <component name="ReissueEvntGrp" description=""> <group name="NoReissueEvents" required="N"> <field name="ReissueEventType" required="Y" /> <field name="ReissueEventDate" required="N" /> </group> </component> <component name="ReissueInfoGrp" description=""> <group name="NoReissueInfo" required="N"> <field name="ReissueDate" required="Y" /> <field name="ReissueMethod" required="N" /> <field name="ReissueOfferMethod" required="N" /> <field name="ReissuePx" required="N" /> <field name="ReissueSize" required="N" /> <field name="ReissueSizeForPlan" required="N" /> <component name="ReissueEvntGrp" required="N" /> <component name="Stipulations" required="N" /> </group> </component> <component name="RiskLimits" description=""> <group name="NoRiskLimits" required="N"> <field name="RiskLimitAmount" required="Y" /> <field name="CNYTradedIndic" required="N" /> <field name="RiskLimitType" required="N" /> </group> </component> <component name="RoutingGrp" description=""> <group name="NoRoutingIDs" required="N"> <field name="RoutingType" required="Y" /> <field name="RoutingID" required="N" /> </group> </component> <component name="SecAltIDGrp" description=""> 148
JR/T 0078—2014 <group name="NoSecurityAltID" required="N"> <field name="SecurityAltID" required="Y" /> <field name="SecurityAltIDSource" required="N" /> </group> </component> <component name="SecListGrp" description=""> <group name="NoRelatedSym" required="N"> <component name="Instrument" required="Y" /> <field name="Currency" required="N" /> <field name="DayCount" required="N" /> <field name="MinTradeVol" required="N" /> </group> </component> <component name="SecLstUpdRelSymGrp" description=""> <group name="NoRelatedSym" required="N"> <component name="Instrument" required="Y" /> <field name="Currency" required="N" /> <field name="DayCount" required="N" /> <field name="EffectiveTime" required="N" /> <field name="ExpireTime" required="N" /> <component name="SpreadOrBenchmarkCurveData" required="N" /> </group> </component> <component name="SettlCurrGrp" description=""> <group name="NoCurrencies" required="N"> <field name="SettlCurrency" required="Y" /> <field name="BuyWeightedPX" required="N" /> <field name="CCYSettlBank" required="N" /> <field name="SellWeightedPX" required="N" /> <field name="SettlCurrAmt" required="N" /> <field name="SettlDate" required="N" /> </group> </component> <component name="SettlCurrPairsGrp" description=""> <group name="NoCurrPairs" required="N"> <field name="SecurityID" required="Y" /> <component name="SettlExecGrp" required="N" /> </group> </component> <component name="SettlDetails" description=""> <group name="NoSettlDetails" required="N"> <field name="SettlCurrAmt" required="Y" /> <field name="OrderQty" required="N" /> 149
JR/T 0078—2014 <component name="SettlParties" required="N" /> </group> </component> <component name="SettlExecGrp" description=""> <group name="NoSettlExecs" required="N"> <field name="ExecID" required="Y" /> <field name="BuyContraCCYAmt" required="N" /> <field name="BuyDealCCYAmt" required="N" /> <field name="CPConfStatus" required="N" /> <field name="Currency" required="N" /> <field name="Price" required="N" /> <field name="SelfConfStatus" required="N" /> <field name="SellContraCCYAmt" required="N" /> <field name="SellDealCCYAmt" required="N" /> <field name="SettlExecStatus" required="N" /> <field name="Text" required="N" /> <field name="TradeDate" required="N" /> <field name="TradeTime" required="N" /> <component name="Parties" required="N" /> </group> </component> <component name="SettlObligationInstruction" description=""> <group name="NoSettlOblig" required="N"> <field name="SettlCurrency" required="Y" /> <field name="ClearingBusinessDate" required="N" /> <field name="CurrNumOfTot" required="N" /> <field name="DeliveryType" required="N" /> <field name="EffectiveTime" required="N" /> <field name="ExecID" required="N" /> <field name="ExpireTime" required="N" /> <field name="LastQty" required="N" /> <field name="LastRptRequested" required="N" /> <field name="LegInfrmnIndicator" required="N" /> <field name="NetGrossInd" required="N" /> <field name="PaySettledCount" required="N" /> <field name="PayTotalSettlAmt" required="N" /> <field name="RecSettledCount" required="N" /> <field name="RecTotalSettlAmt" required="N" /> <field name="SettlCurrAmt" required="N" /> <field name="SettlDate" required="N" /> <field name="SettlementStatus" required="N" /> <field name="SettlObligID" required="N" /> <field name="SettlObligRefID" required="N" /> 150
JR/T 0078—2014 <field name="SettlObligTransType" required="N" /> <field name="SettlTime" required="N" /> <field name="Side" required="N" /> <field name="TradeDate" required="N" /> <component name="Instrument" required="N" /> <component name="Parties" required="N" /> <component name="SettlDetails" required="N" /> </group> </component> <component name="SettlParties" description=""> <group name="NoSettlPartyIDs" required="N"> <field name="SettlPartyID" required="Y" /> <field name="SettlPartyRole" required="N" /> <component name="SettlPtysSubGrp" required="N" /> </group> </component> <component name="SettlPtysSubGrp" description="the settlement member's detail information, especial account information."> <group name="NoSettlParty" required="N"> <field name="SettlPartySubID" required="Y" /> <field name="SettlPartySubIDType" required="N" /> </group> </component> <component name="SpreadOrBenchmarkCurveData" description=""> <field name="BenchmarkCurveName" required="Y" /> <field name="BenchmarkCurveCurrency" required="N" /> <field name="BenchmarkCurvePoint" required="N" /> <field name="BenchmarkPrice" required="N" /> <field name="BenchmarkResetFrequency" required="N" /> <field name="CouponCapRate" required="N" /> <field name="CouponFloorRate" required="N" /> <field name="FloatRateInd" required="N" /> <field name="Spread" required="N" /> </component> <component name="StandardHeader" description=""> <field name="BeginString" required="Y" /> <field name="BodyLength" required="Y" /> <field name="MsgSeqNum" required="Y" /> <field name="MsgType" required="Y" /> <field name="SenderCompID" required="Y" /> <field name="SendingTime" required="Y" /> <field name="TargetCompID" required="Y" /> <field name="DeliverToCompID" required="N" /> 151
JR/T 0078—2014 <field name="DeliverToSubID" required="N" /> <field name="ErrorCode" required="N" /> <field name="LastMsgSeqNumProcessed" required="N" /> <field name="MessageEncoding" required="N" /> <field name="OnBehalfOfCompID" required="N" /> <field name="OnBehalfOfSubID" required="N" /> <field name="OrigSendingTime" required="N" /> <field name="PossDupFlag" required="N" /> <field name="PossResend" required="N" /> <field name="SecureData" required="N" /> <field name="SecureDataLen" required="N" /> <field name="SegmentID" required="N" /> <field name="SenderSubID" required="N" /> <field name="SignatureMethod" required="N" /> <field name="SysSeqNo" required="N" /> <field name="TargetSubID" required="N" /> <field name="UserSeqNo" required="N" /> <component name="HopsGroup" required="N" /> </component> <component name="StandardTrailer" description=""> <field name="CheckSum" required="Y" /> <field name="Signature" required="N" /> <field name="SignatureLength" required="N" /> </component> <component name="Stipulations" description=""> <group name="NoStipulations" required="N"> <field name="StipulationType" required="Y" /> <field name="StipulationValue" required="N" /> </group> </component> <component name="StubGrp" description=""> <group name="NoStub" required="N"> <field name="StubIndicator" required="Y" /> <field name="StubDescription" required="N" /> <field name="StubEndDate" required="N" /> <field name="StubInterestPaymentDate" required="N" /> <field name="StubRateFixedDate" required="N" /> <field name="StubRateFixedDate2" required="N" /> <field name="StubStartDate" required="N" /> </group> </component> <component name="SwapBondDates" description=""> <group name="NoSwapBondDates" required="N"> 152
JR/T 0078—2014 <field name="SwapBondOperDate" required="Y" /> <field name="SwapBondAppFrom" required="N" /> <field name="SwapBondAppTo" required="N" /> <field name="SwapBondRatio" required="N" /> </group> </component> <component name="SwapBondGrp" description=""> <group name="NoSwapBonds" required="N"> <field name="SwapBondSymbol" required="Y" /> <field name="SwapBondID" required="N" /> <component name="SwapBondDates" required="N" /> </group> </component> <component name="TradeFeeGrp" description=""> <group name="NoTradeFees" required="N"> <field name="ExecID" required="Y" /> <field name="MarketIndicator" required="N" /> <field name="OrderQty" required="N" /> <field name="Side" required="N" /> <field name="TradeDate" required="N" /> <component name="MiscFeesGrp" required="N" /> <component name="Parties" required="N" /> </group> </component> <component name="TrdCapRptSideGrp" description=""> <group name="NoSides" required="Y"> <field name="Side" required="Y" /> <field name="ClOrdID" required="N" /> <field name="DealSerialNo" required="N" /> <field name="OrderID" required="N" /> <field name="QuoteID" required="N" /> <field name="QuoteRespID" required="N" /> <field name="SettlCurrAmt" required="N" /> <field name="SettlCurrAmt2" required="N" /> <field name="TradeCashAmt" required="N" /> <field name="TradeType" required="N" /> <field name="TradingSessionID" required="N" /> <component name="MarginInfoGrp" required="N" /> <component name="Parties" required="N" /> </group> </component> <component name="TrdRptGrp" description=""> <group name="NoTrdReports" required="N"> 153
JR/T 0078—2014 <field name="ExecID" required="Y" /> <field name="DealID" required="N" /> <field name="LastPx" required="N" /> <field name="LastQty" required="N" /> <field name="MarginRequired" required="N" /> <field name="SettlDate" required="N" /> <field name="SettlDate2" required="N" /> <field name="TradeDate" required="N" /> <field name="TradeFwdDays" required="N" /> <field name="TradeLimitDays" required="N" /> <field name="TradeReportTransType" required="N" /> <field name="TradeTime" required="N" /> <component name="FinancingDetails" required="N" /> <component name="Instrument" required="N" /> <component name="OrderQtyData" required="N" /> <component name="TrdCapRptSideGrp" required="N" /> <component name="UndInstrmtGrp" required="N" /> </group> </component> <component name="UnderlyingInstrument" description=""> <field name="UnderlyingSecurityID" required="Y" /> <field name="TermToMaturity" required="N" /> <field name="UnderlyingAccruedInterestAmt" required="N" /> <field name="UnderlyingAccruedInterestAmt2" required="N" /> <field name="UnderlyingCashSubOpt" required="N" /> <field name="UnderlyingCashSubPremRatio" required="N" /> <field name="UnderlyingCouponPaymentDate" required="N" /> <field name="UnderlyingCouponRate" required="N" /> <field name="UnderlyingCreditRating" required="N" /> <field name="UnderlyingCurrency" required="N" /> <field name="UnderlyingDirtyPrice" required="N" /> <field name="UnderlyingDirtyPrice2" required="N" /> <field name="UnderlyingDiscountAmt" required="N" /> <field name="UnderlyingFaceValue" required="N" /> <field name="UnderlyingFundManager" required="N" /> <field name="UnderlyingIssueDate" required="N" /> <field name="UnderlyingIssuer" required="N" /> <field name="UnderlyingIssueSize" required="N" /> <field name="UnderlyingMaturityDate" required="N" /> <field name="UnderlyingPx" required="N" /> <field name="UnderlyingPx2" required="N" /> <field name="UnderlyingQty" required="N" /> <field name="UnderlyingRedemQty" required="N" /> 154
JR/T 0078—2014 <field name="UnderlyingSecurityDesc" required="N" /> <field name="UnderlyingSecurityIDSource" required="N" /> <field name="UnderlyingSecurityType" required="N" /> <field name="UnderlyingSubQty" required="N" /> <field name="UnderlyingSymbol" required="N" /> <field name="UnderlyingTotalCashSubAmt" required="N" /> <component name="UnderlyingStipulations" required="N" /> </component> <component name="UnderlyingStipulations" description=""> <group name="NoUnderlyingStips" required="N"> <field name="UnderlyingStipType" required="Y" /> <field name="UnderlyingStipValue" required="N" /> </group> </component> <component name="UnderwriterInfoGrp" description=""> <group name="NoUnderwriter" required="N"> <field name="UnderwriterType" required="Y" /> <field name="UnderwriterName" required="N" /> </group> </component> <component name="UndInstrmtGrp" description=""> <group name="NoUnderlyings" required="N"> <component name="UnderlyingInstrument" required="Y" /> </group> </component> <component name="YieldCurveGrp" description=""> <group name="NoYields" required="N"> <field name="YieldTerm" required="Y" /> <component name="CurvePxGrp" required="N" /> </group> </component> <component name="YieldData" description=""> <field name="Yield" required="N" /> <field name="YieldType" required="N" /> </component> </components> <fields> <field number="7" name="BeginSeqNo" description="Message sequence number of first message in range to be resent" type="SEQNUM" /> <field number="8" name="BeginString" description="Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE" type="STRING"> <value enum="" description="BEGINSTRING_VALUE_IMIX10" /> </field> 155
JR/T 0078—2014 <field number="9" name="BodyLength" description="Message length; in bytes; forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE." type="LENGTH" /> <field number="10" name="CheckSum" description="Three byte; simple checksum (&quot;Checksum Calculation&quot; for description). ALWAYS LAST FIELD IN MESSAGE with the trailing ; as the end-of-message delimiter. Always defined as three characters. (Always unencrypted)" type="STRING" /> <field number="11" name="ClOrdID" description="client reference identity" type="STRING" /> <field number="15" name="Currency" description="Identifies currency used for trading. Absence of this field is interpreted as the default for the security. The dafult is CNY" type="CURRENCY" /> <field number="16" name="EndSeqNo" description="Message sequence number of last message in range to be resent" type="SEQNUM" /> <field number="17" name="ExecID" description="Deal Number" type="STRING" /> <field number="18" name="ExecInst" description="Type Of Order - Amount" type="MULTIPLEVALUESTRING"> <value enum="G" description="ALL_OR_NONE_ORDER" /> <value enum="101" description="ICEBERG_ORDER" /> <value enum="102" description="MINIMUM_FILL_ORDER" /> <value enum="103" description="FILL_OR_KILL_ORDER" /> </field> <field number="22" name="SecurityIDSource" description="Required if SecurityID is specified." type="STRING"> <value enum="5" description="RIC_CODE" /> <value enum="101" description="CFETS" /> <value enum="102" description="CDC" /> <value enum="103" description="USERDEFINED" /> </field> <field number="23" name="IOIID" description="IOI Quote Number" type="STRING" /> <field number="27" name="IOIQty" description="(. number of shares) in numeric form or relative size" type="STRING" /> <field number="28" name="IOITransType" description="Indicative Transaction Type
N-New; C-Cancelled; R-Replaced" type="CHAR"> <value enum="N" description="NEW" /> <value enum="C" description="CANCELLED" /> <value enum="R" description="REPLACED" /> </field> <field number="31" name="LastPx" description="Latest Clean price" type="PRICE" /> <field number="32" name="LastQty" description="Traded Quantity
(. shares) bought/sold on this (last) fill" type="QTY" /> <field number="34" name="MsgSeqNum" description="Integer message sequence 156
JR/T 0078—2014 number used for session management" type="SEQNUM" /> <field number="35" name="MsgType" description="Message Type" type="STRING"> <value enum="0" description="HEARTBEAT" /> <value enum="1" description="TEST_REQUEST" /> <value enum="2" description="RESEND_REQUEST" /> <value enum="3" description="REJECT" /> <value enum="4" description="SEQUENCE_RESET" /> <value enum="5" description="LOGOUT" /> <value enum="6" description="INDICATION_OF_INTEREST" /> <value enum="8" description="EXECUTION_REPORT" /> <value enum="9" description="ORDER_CANCEL_REJECT" /> <value enum="A" description="LOGON" /> <value enum="D" description="NEW_ORDER_SINGLE" /> <value enum="F" description="ORDER_CANCEL_REQUEST" /> <value enum="G" description="ORDER_CANCEL_OR_REPLACE_REQUEST" /> <value enum="g" description="TRADINGSESSIONSTATUSREQUEST" /> <value enum="S" description="QUOTE" /> <value enum="Z" description="QUOTE_CANCEL_A_QUOTE_STATUS_REQUEST" /> <value enum="AB" description="NEWORDERMULTILEG" /> <value enum="AG" description="QUOTEREQUESTREJECT" /> <value enum="AI" description="QUOTE_STATUS_REPORT" /> <value enum="AJ" description="QUOTE_RESPONSE" /> <value enum="AK" description="CONFIRMATION" /> <value enum="AU" description="CONFIRMATION_ACK" /> <value enum="BE" description="USER_REQUEST" /> <value enum="BF" description="USER_RESPONSE" /> <value enum="BH" description="CONFIRMATIONREQUEST" /> <value enum="j" description="BUSINESS_MESSAGE_REJECT" /> <value enum="h" description="TRADING_SESSION_STATUS" /> <value enum="x" description="SECURITYLISTREQUEST" /> <value enum="y" description="SECURITYLIST" /> <value enum="U02" description="QUERY_REQUEST" /> <value enum="U03" description="TRADE_CONTROL_REPORT" /> <value enum="U04" description="QUERYREJECT" /> <value enum="U06" description="DATA_DOWLOAD_REQUEST" /> <value enum="AE" description="TRADE_CAPTURE_REPORT" /> <value enum="d" description="SECURITY_DEFINITION" /> <value enum="i" description="MASS_QUOTE" /> <value enum="W" description="MARKETDATA_SNAPSHOT_FULLREFRESH" /> <value enum="BN" description="EXECUTION_ACKNOWLEDGEMENT" /> <value enum="CF" description="PARTYDETAILSLISTREQUEST" /> <value enum="CG" description="PARTYDETAILSLISTREPORT" /> <value enum="U01" description="QUERYRESULT" /> 157
JR/T 0078—2014 <value enum="U07" description="DATADOWNLOADRESPONSE" /> <value enum="V" description="MARKETDATAREQUEST" /> <value enum="U08" description="BREAKCONTRACTREQUEST" /> <value enum="U09" description="BREAKCONTRACTREQUESTACK" /> <value enum="U10" description="COLLATERALDRAWREQUEST" /> <value enum="U11" description="COLLATERALDRAWREQUESTACK" /> <value enum="U12" description="COLLATERALDRAWRESPONSE" /> <value enum="U13" description="COLLATERALDRAWRESPONSEACK" /> <value enum="U14" description="COLLATERALINFOCHANGE" /> <value enum="U15" description="COLLATERALINFOCHANGEACK" /> <value enum="U16" description="MASSTRDREPORT" /> <value enum="AR" description="TRADECAPTUREREPORTACK" /> <value enum="U17" description="MASSTRDREPORTACK" /> <value enum="U18" description="ORDDISPLAY" /> <value enum="U19" description="TADEFEEINFO" /> <value enum="U20" description="QUICKCANCEL" /> <value enum="U21" description="QUICKCANCELSTATUSREPORT" /> <value enum="U22" description="PARTYINFO" /> <value enum="R" description="QUOTEREQUEST" /> <value enum="U26" description="LIMITINFO" /> <value enum="U27" description="SUBSCRIBREQUEST" /> <value enum="U28" description="COLLATERALINFOCHANGEREQUEST" /> <value enum="U29" description="QUOTEREQUESTACK" /> <value enum="X" description="MARKETDATAINCREMENTALREFRESH" /> <value enum="U30" description="QUOTEACK" /> <value enum="U31" description="SETTLOBLIGATIONREPORTACK" /> <value enum="U32" description="QUOTEREQUESTCANCEL" /> <value enum="AV" description="SETTLEMENTINSTRUCTIONREQUEST" /> <value enum="BQ" description="SETTLEMENTOBLIGATIONREPORT" /> <value enum="U33" description="SETTLEMENTDETAILREPORT" /> <value enum="U34" description="SETTLEMENTDETAILREPORTACK" /> <value enum="AY" description="COLLATERALASSIGNMENT" /> <value enum="U37" description="COLLATERALASSIGNMENTACK" /> <value enum="BK" description="SECURITYLISTUPDATEDREPORT" /> <value enum="U38" description="SECLISTUPDREPORTACK" /> <value enum="U39" description="PARTYINFOACK" /> <value enum="U40" description="SECURITYLISTUPDREQUEST" /> <value enum="U35" description="COLLATERALDETAILREPORT" /> <value enum="U36" description="COLLATERALDETAILREPORTACK" /> <value enum="BB" description="COLLATERALINQUIRY" /> <value enum="U41" description="SETTREPCONFIRM" /> <value enum="U42" description="COLLATERALDPDTLREPORT" /> <value enum="U43" description="COLLATERALDPINQUIRY" /> 158
JR/T 0078—2014 <value enum="U44" description="COLLATERALDPDTLRPTACK" /> <value enum="H" description="ORDERSTATUSREQUEST" /> <value enum="U46" description="COLLDRAWCANCELREQUEST" /> <value enum="U47" description="COLLASSIGNMENTRESPONSE" /> <value enum="U48" description="COLLTRANSFERREQUEST" /> <value enum="U49" description="COLLTRANSFERREQUESTACK" /> <value enum="U50" description="COLLTRANSFERRESPONSE" /> <value enum="U51" description="COLLTRANSFERRESPONSEACK" /> <value enum="U52" description="COLLATERALBASEINFO" /> <value enum="U53" description="COLLATERALBASEINFOREQUEST" /> <value enum="U54" description="COLLATERALARINQUIRY" /> <value enum="U55" description="COLLATERALARDTLREPORT" /> <value enum="U56" description="COLLATERALARDTLRPTACK" /> <value enum="U57" description="COLLDRAWCANCELRESPONSEACK" /> <value enum="U58" description="SETTREPCONINQUIRY" /> <value enum="U59" description="COLLATERALBASEINFOACK" /> <value enum="U60" description="HOLDREQUEST" /> <value enum="U61" description="COLLASSIGNMENTRESPONSEACK" /> <value enum="U62" description="BULLETININQUIRY" /> <value enum="U63" description="BULLETINREPORT" /> <value enum="U64" description="BULLETINREPORTACK" /> <value enum="U65" description="SETTLDETAILREQUEST" /> <value enum="U66" description="SETTREPCONFIRMACK" /> <value enum="U67" description="COLLDRAWCANCELRESPONSE" /> <value enum="U68" description="SECURITYLISTREQUESTACK" /> <value enum="U69" description="SECURITYLISTACK" /> <value enum="U70" description="LIMITINFOACK" /> <value enum="U71" description="FUNDVALUERPT" /> <value enum="U72" description="FUNDVALUERPTACK" /> <value enum="U73" description="TRADINGSESSIONSTATUSACK" /> <value enum="U74" description="MARKETDATAACK" /> <value enum="F01" description="FREEFORMATMESSAGE" /> <value enum="U75" description="SECURITYDEFINITIONACK" /> <value enum="AP" description="POSITIONREPORT" /> <value enum="A01" description="JOURNALENTRYREQUEST" /> <value enum="A02" description="JOURNALENTRY" /> <value enum="A03" description="JOURNALENTRYACK" /> <value enum="U76" description="SUBSCRIBREQUESTACK" /> <value enum="U77" description="REMINDER" /> </field> <field number="36" name="NewSeqNo" description="New Sequence Number" type="SEQNUM" /> <field number="37" name="OrderID" description="Order number" type="STRING" /> 159
JR/T 0078—2014 <field number="38" name="OrderQty" description="Order Quantity" type="QTY" /> <field number="39" name="OrdStatus" description="Order Status" type="CHAR"> <value enum="0" description="NEW" /> <value enum="1" description="PARTIALLY_FILLED" /> <value enum="2" description="FILLED" /> <value enum="3" description="PENDING_NEW" /> <value enum="4" description="CANCELED" /> <value enum="5" description="REPLACED" /> <value enum="6" description="STOPPED" /> <value enum="7" description="EXPIRED" /> <value enum="8" description="CANCELLED_DUE_TO_ASSET_SUSPENSION" /> <value enum="9" description="CANCELLED_DUE_TO_PRODUCT_SUSPENSION" /> <value enum="A" description="CANCELLED_DUE_TO_USER_SUSPENSION" /> <value enum="B" description="CANCELLED_DUE_TO_ENTITY_SUSPENSION" /> <value enum="C" description="MINIMUM_FILL_CANCELLED" /> <value enum="D" description="REJECT" /> </field> <field number="40" name="OrdType" description="Type Of Order - Price" type="CHAR"> <value enum="1" description="MARKET" /> <value enum="2" description="LIMIT" /> <value enum="3" description="STOP_OR_STOP_LOSS" /> <value enum="A" description="MARKET_ON_CLOSE" /> <value enum="B" description="STOP_LOSS_LIMIT" /> <value enum="C" description="STOP_LOSS_MARKET" /> <value enum="a" description="RFQ" /> <value enum="b" description="ONE_CLICK" /> <value enum="c" description="TAKE_PROFIT" /> </field> <field number="43" name="PossDupFlag" description="Possible Duplicate Flag 
Indicates possible retransmission of message with this sequence number" type="BOOLEAN"> <value enum="N" description="ORIGINAL_TRANSMISSION" /> <value enum="Y" description="POSSIBLE_DUPLICATE" /> </field> <field number="44" name="Price" description="Trading Price 
Rate
Fixed Rate
Clean Price
Fund Price
Security Lending rate
Repo Rate" type="PRICE" /> <field number="45" name="RefSeqNum" description="Reference message sequence number" type="SEQNUM" /> <field number="48" name="SecurityID" description="Instrument Code or Standard Product Code" type="STRING" /> <field number="49" name="SenderCompID" description="Sender Company Identifer 160
JR/T 0078—2014 
Assigned value used to identify member bank sending message." type="STRING" /> <field number="50" name="SenderSubID" description="Sender Sub-Identifer
Assigned value used to identify specific message originator (desk, trader, etc.)" type="STRING" /> <field number="52" name="SendingTime" description="Time of message transmission (GMT+8)" type="UTCTIMESTAMP" /> <field number="53" name="Quantity" description="Overall/total quantity" type="QTY" /> <field number="54" name="Side" description="Trading Direction" type="CHAR"> <value enum="0" description="ALL" /> <value enum="1" description="BUY_OR_BORROW_OR_REVERSE_REPO_OR_FIXED_PAYER_OR_BENCHMARK_1_PAYER" /> <value enum="4" description="SELL_OR_LEND_OR_REPO_OR_FIXED_RECEIVER_OR_BENCHMARK_1_RECEIVER" /> <value enum="B" description="AS_DEFINED" /> <value enum="H" description="BUY_AND_SELL" /> <value enum="I" description="SELL_AND_BUY" /> <value enum="J" description="FIXED_RATE_TO_FLOAT_RATE" /> <value enum="K" description="FLOAT_RATE_TO_FLOAT_RATE" /> <value enum="1" description="BUY_OR_BORROW_OR_REPURCHASE" /> <value enum="4" description="SELL_OR_LEND_OR_REVERSE_REPURCHASE" /> <value enum="P" description="PAY" /> <value enum="R" description="RECEIVE" /> <value enum="C" description="CREDIT" /> <value enum="D" description="DEBIT" /> </field> <field number="55" name="Symbol" description="Trade Product Name or Currency Pair Name" type="STRING" /> <field number="56" name="TargetCompID" description="Target Company Identifier 
Assigned value used to identify receiving member bank" type="STRING" /> <field number="57" name="TargetSubID" description="Target Company Sub-Identifier 
Assigned value used to identify specific individual or unit intended to receive message. &quot;ADMIN&quot; reserved for administrative messages not intended for a specific user." type="STRING" /> <field number="58" name="Text" description="Remarks
At the time of negotiation, trader has an option to enter some remark in the remark field in the quote entry window. Remarks can be of maximum 100 Chinese characters." type="STRING" /> <field number="59" name="TimeInForce" description="Type Of Order - Time" type="STRING"> 161
JR/T 0078—2014 <value enum="0" description="DAY_OR_SESSION" /> <value enum="1" description="GOOD_TILL_CANCEL" /> <value enum="3" description="IMMEDIATE_OR_CANCEL" /> <value enum="6" description="GOOD_TILL_DATE" /> <value enum="101" description="GOOD_TILL_DAY" /> <value enum="102" description="GOOD_TILL_TIME" /> </field> <field number="60" name="TransactTime" description="TransactTime" type="UTCTIMESTAMP" /> <field number="62" name="ValidUntilTime" description="Valid Time for Quotation" type="UTCTIMESTAMP" /> <field number="63" name="SettlType" description="Settlement Speed
Valid Values:
0 - Regular
1 - Cash(TOD / T+0)
2 - Next Day(TOM / T+1)
3 - T+2
4 - T+3
5 - T+4
6 - Future
7 - When And If Issued
8 - Sellers Option
9 - T+5
ON, TODAY, TN, TOM, SPOT, 1D, SN, 1W, 2W, 3W, 1M, 2M, 3M , 4M, 5M, 6M, 9M, 1Y, 18M,BROKEN;
7D;2Y;3Y;4Y;5Y;6Y;7Y;8Y;9Y;10Y;11Y;12Y;13Y;14Y;15Y;16Y;17Y;18Y;19Y;20Y;21Y;22Y;23Y;24Y;25Y;26Y;27Y;28Y;29Y;30Y;40Y;50Y" type="STRING"> <value enum="0" description="REGULAR" /> <value enum="1" description="CASH_OR_TOD_OR_T_PLUS_0" /> <value enum="2" description="NEXT_DAY_OR_TOM_OR_T_PLUS_1" /> <value enum="3" description="T_PLUS_2" /> <value enum="4" description="T_PLUS_3" /> <value enum="5" description="T_PLUS_4" /> <value enum="6" description="FUTURE" /> <value enum="7" description="WHEN_AND_IF_ISSUED" /> <value enum="8" description="SELLERS_OPTION" /> <value enum="9" description="T_PLUS_5" /> <value enum="ON" description="LEGSETTLTYPE_VALUE_ON" /> <value enum="TODAY" description="LEGSETTLTYPE_VALUE_TODAY" /> <value enum="TN" description="LEGSETTLTYPE_VALUE_TN" /> <value enum="TOM" description="LEGSETTLTYPE_VALUE_TOM" /> <value enum="SPOT" description="LEGSETTLTYPE_VALUE_SPOT" /> <value enum="1D" description="LEGSETTLTYPE_VALUE_1D" /> <value enum="SN" description="LEGSETTLTYPE_VALUE_SN" /> <value enum="1W" description="LEGSETTLTYPE_VALUE_1W" /> <value enum="2W" description="LEGSETTLTYPE_VALUE_2W" /> <value enum="3W" description="LEGSETTLTYPE_VALUE_3W" /> <value enum="4W" description="LEGSETTLTYPE_VALUE_4W" /> <value enum="1M" description="LEGSETTLTYPE_VALUE_1M" /> <value enum="2M" description="LEGSETTLTYPE_VALUE_2M" /> <value enum="3M" description="LEGSETTLTYPE_VALUE_3M" /> <value enum="4M" description="LEGSETTLTYPE_VALUE_4M" /> 162
JR/T 0078—2014 <value enum="5M" description="LEGSETTLTYPE_VALUE_5M" /> <value enum="6M" description="LEGSETTLTYPE_VALUE_6M" /> <value enum="7M" description="LEGSETTLTYPE_VALUE_7M" /> <value enum="8M" description="LEGSETTLTYPE_VALUE_8M" /> <value enum="9M" description="LEGSETTLTYPE_VALUE_9M" /> <value enum="10M" description="LEGSETTLTYPE_VALUE_10M" /> <value enum="11M" description="LEGSETTLTYPE_VALUE_11M" /> <value enum="1Y" description="LEGSETTLTYPE_VALUE_1Y" /> <value enum="18M" description="LEGSETTLTYPE_VALUE_18M" /> <value enum="BROKEN" description="LEGSETTLTYPE_VALUE_BROKEN" /> <value enum="7D" description="LEGSETTLTYPE_VALUE_7D" /> <value enum="2Y" description="LEGSETTLTYPE_VALUE_2Y" /> <value enum="3Y" description="LEGSETTLTYPE_VALUE_3Y" /> <value enum="4Y" description="LEGSETTLTYPE_VALUE_4Y" /> <value enum="5Y" description="LEGSETTLTYPE_VALUE_5Y" /> <value enum="6Y" description="LEGSETTLTYPE_VALUE_6Y" /> <value enum="7Y" description="LEGSETTLTYPE_VALUE_7Y" /> <value enum="8Y" description="LEGSETTLTYPE_VALUE_8Y" /> <value enum="9Y" description="LEGSETTLTYPE_VALUE_9Y" /> <value enum="10Y" description="LEGSETTLTYPE_VALUE_10Y" /> <value enum="11Y" description="LEGSETTLTYPE_VALUE_11Y" /> <value enum="12Y" description="LEGSETTLTYPE_VALUE_12Y" /> <value enum="13Y" description="LEGSETTLTYPE_VALUE_13Y" /> <value enum="14Y" description="LEGSETTLTYPE_VALUE_14Y" /> <value enum="15Y" description="LEGSETTLTYPE_VALUE_15Y" /> <value enum="16Y" description="LEGSETTLTYPE_VALUE_16Y" /> <value enum="17Y" description="LEGSETTLTYPE_VALUE_17Y" /> <value enum="18Y" description="LEGSETTLTYPE_VALUE_18Y" /> <value enum="19Y" description="LEGSETTLTYPE_VALUE_19Y" /> <value enum="20Y" description="LEGSETTLTYPE_VALUE_20Y" /> <value enum="21Y" description="LEGSETTLTYPE_VALUE_21Y" /> <value enum="22Y" description="LEGSETTLTYPE_VALUE_22Y" /> <value enum="23Y" description="LEGSETTLTYPE_VALUE_23Y" /> <value enum="24Y" description="LEGSETTLTYPE_VALUE_24Y" /> <value enum="25Y" description="LEGSETTLTYPE_VALUE_25Y" /> <value enum="26Y" description="LEGSETTLTYPE_VALUE_26Y" /> <value enum="27Y" description="LEGSETTLTYPE_VALUE_27Y" /> <value enum="28Y" description="LEGSETTLTYPE_VALUE_28Y" /> <value enum="29Y" description="LEGSETTLTYPE_VALUE_29Y" /> <value enum="30Y" description="LEGSETTLTYPE_VALUE_30Y" /> <value enum="40Y" description="LEGSETTLTYPE_VALUE_40Y" /> <value enum="50Y" description="LEGSETTLTYPE_VALUE_50Y" /> </field> 163
JR/T 0078—2014 <field number="64" name="SettlDate" description="Settlement Date/ 1st settlement date" type="UTCDATEONLY" /> <field number="75" name="TradeDate" description="Trade Date" type="UTCDATEONLY" /> <field number="89" name="Signature" description="Electronic signature" type="DATA" /> <field number="90" name="SecureDataLen" description="Length of encrypted message" type="LENGTH" /> <field number="91" name="SecureData" description="Actual encrypted data stream" type="DATA" /> <field number="93" name="SignatureLength" description="Number of bytes in signature field." type="LENGTH" /> <field number="95" name="RawDataLength" description="Number of bytes in raw data field." type="LENGTH" /> <field number="96" name="RawData" description="Unformatted raw data. can include bitmaps. word processor documents. etc." type="DATA" /> <field number="97" name="PossResend" description="Message Possible Resend Flag 
Indicates that message may contain information that has been sent under another sequence number." type="BOOLEAN"> <value enum="N" description="ORIGINAL_TRANSMISSION" /> <value enum="Y" description="POSSIBLE_RESEND" /> </field> <field number="98" name="EncryptMethod" description="Method of encryption.; Valid values:; 0 - None or other; 1 - PKCS (proprietary); 2 - DES (ECB mode); 3 - PKCS or DES (proprietary); 4 - PGP or DES (defunct); 5 - PGP or DES-MD5 (see app note on FIX web site); 6 - PEM or DES-MD5 (see app note on FIX web site)" type="INT"> <value enum="0" description="NONE_OR_OTHER" /> <value enum="1" description="PKCS" /> <value enum="2" description="DES" /> <value enum="3" description="PKCS_OR_DES" /> <value enum="4" description="PGP_OR_DES" /> <value enum="5" description="PGP_OR_DES_MD5" /> <value enum="6" description="PEM_OR_DES_MD5" /> </field> <field number="99" name="StopPx" description="Trigger Price" type="PRICE" /> <field number="103" name="OrdRejReason" description="Code to identify reason for order rejection" type="INT"> <value enum="0" description="BROKER_OPTION" /> <value enum="1" description="UNKNOWN_SYMBOL" /> <value enum="2" description="EXCHANGE_CLOSED" /> <value enum="3" description="ORDER_EXCEEDS_LIMIT" /> <value enum="4" description="TOO_LATE_TO_ENTER" /> 164
JR/T 0078—2014 <value enum="5" description="UNKNOWN_ORDER" /> <value enum="6" description="DUPLICATE_ORDER" /> <value enum="7" description="DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER" /> <value enum="8" description="STALE_ORDER" /> <value enum="99" description="UNSPECIFIED" /> </field> <field number="106" name="Issuer" description="Issuer Name" type="STRING" /> <field number="108" name="HeartBtInt" description="Heart Beat Interval" type="INT" /> <field number="110" name="MinQty" description="Minimum Trading Amount" type="QTY" /> <field number="111" name="MaxFloor" description="Maximum Display Quantity(maximum display unit amount）" type="QTY" /> <field number="112" name="TestReqID" description="Test Request Identifier 
Identifier included in Test Request message to be returned in resulting Heartbeat" type="STRING" /> <field number="115" name="OnBehalfOfCompID" description="Message Originator 
Assigned value used to identify firm originating message if the message was delivered by a third party . the third party member bank would be delivered in the SenderCompID field and the firm originating the message in this field." type="STRING" /> <field number="116" name="OnBehalfOfSubID" description="Message Originator Company Sub Identifier 
Assigned value used to identify specific message originator (. trader) if the message was delivered by a third party" type="STRING" /> <field number="117" name="QuoteID" description="Quote Number" type="STRING" /> <field number="118" name="NetMoney" description="" type="AMT" /> <field number="119" name="SettlCurrAmt" description="Settlement Amount/ 1st Leg Settlement Amount" type="AMT" /> <field number="120" name="SettlCurrency" description="Settlement Currency or 1st-Leg Settlement Currency" type="CURRENCY" /> <field number="122" name="OrigSendingTime" description="Original Message Transmission Time 
Original time of message transmission (GMT+8) when transmitting orders as the result of a resend request." type="UTCTIMESTAMP" /> <field number="123" name="GapFillFlag" description="Message Gap Fill Flag 
Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="124" name="NoExecs" description="" type="NUMINGROUP" /> 165
JR/T 0078—2014 <field number="126" name="ExpireTime" description="Quote Expire Time" type="UTCTIMESTAMP" /> <field number="127" name="DKReason" description="Reason for execution rejection" type="CHAR"> <value enum="A" description="UNKNOWN_SYMBOL" /> <value enum="B" description="WRONG_SIDE" /> <value enum="C" description="QUANTITY_EXCEEDS_ORDER" /> <value enum="D" description="NO_MATCHING_ORDER" /> <value enum="E" description="PRICE_EXCEEDS_LIMIT" /> <value enum="F" description="CALCULATION_DIFFERENCE" /> <value enum="Z" description="OTHER" /> </field> <field number="128" name="DeliverToCompID" description="Message Target Company Identifier 
Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party . the third party firm identifier would be delivered in the TargetCompID (56) field and the ultimate receiver firm ID in this field." type="STRING" /> <field number="129" name="DeliverToSubID" description="Message Target Company Sub Identifier 
Assigned value used to identify specific message recipient (. trader) if the message is delivered by a third party" type="STRING" /> <field number="131" name="QuoteReqID" description="Unique identifier for quote request" type="STRING" /> <field number="132" name="BidPx" description="Bid price/rate" type="PRICE" /> <field number="133" name="OfferPx" description="Offer price/rate" type="PRICE" /> <field number="136" name="NoMiscFees" description="Number of repeating groups of miscellaneous fees" type="NUMINGROUP" /> <field number="137" name="MiscFeeAmt" description="Miscellaneous fee value" type="AMT" /> <field number="138" name="MiscFeeCurr" description="Miscellaneous Fee Curremcy" type="CURRENCY" /> <field number="139" name="MiscFeeType" description="Miscellaneous fee type" type="INT"> <value enum="13" description="SECURITY_LENDING" /> <value enum="100" description="TOTAL_FEE_APPLICABLE" /> <value enum="101" description="FEE_APPLICABLE" /> <value enum="102" description="OPTION_FEE" /> </field> <field number="141" name="ResetSeqNumFlag" description="Message Sequence Number Reset Flag 
Indicates that the both sides of the FIX session should reset sequence numbers" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> 166
JR/T 0078—2014 </field> <field number="146" name="NoRelatedSym" description="Specifies the number of repeating symbols specified." type="NUMINGROUP" /> <field number="150" name="ExecType" description="Exection Type" type="STRING"> <value enum="0" description="NEW" /> <value enum="4" description="CANCELED" /> <value enum="5" description="REPLACE" /> <value enum="7" description="STOPPED" /> <value enum="8" description="REJECTED" /> <value enum="F" description="TRADE" /> <value enum="H" description="TRADE_CANCEL" /> <value enum="101" description="CONTINGENCY" /> <value enum="I" description="ORDER_STATUS" /> </field> <field number="152" name="CashOrderQty" description="Total Eligible Traded Amount" type="QTY" /> <field number="158" name="AccruedInterestRate" description="Accrued Interest Rate" type="PERCENTAGE" /> <field number="159" name="AccruedInterestAmt" description="Accrued Interest" type="AMT" /> <field number="167" name="SecurityType" description="Security Type" type="STRING"> <value enum="0" description="TREASURY_BONDS" /> <value enum="1" description="POLICY_FINANCIAL_BONDS" /> <value enum="2" description="COMMERCIAL_PAPERS" /> <value enum="3" description="SUBORDINATED_BONDS" /> <value enum="4" description="OTHER_FINANCIAL_BONDS" /> <value enum="5" description="CORPORATE_BONDS" /> <value enum="6" description="CENTRAL_BANK_NOTES" /> <value enum="7" description="INTERNATIONAL_DEVELOPMENT_INSTITUTION_BONDS" /> <value enum="8" description="MIXED_CAPITAL_BONDS" /> <value enum="9" description="ASSET_BACKED_SECURITIES" /> <value enum="10" description="MEDIUM_TERM_NOTES" /> <value enum="11" description="MUNICIPAL_BONDS" /> <value enum="12" description="FINANCE_COMPANY_BONDS" /> <value enum="13" description="SECURITIES_COMPANY_BONDS" /> <value enum="14" description="SECURITIES_COMPANY_SHORT_TERM_BOND" /> <value enum="15" description="SHORT_TERM_TREASURY_BONDS" /> <value enum="16" description="MEDIUM_TERM_TREASURY_BONDS" /> <value enum="17" description="LONG_TERM_TREASURY_BONDS" /> <value enum="18" description="COMPOSITIVE_BONDS" /> 167
JR/T 0078—2014 <value enum="19" description="SHORT_TERM_COMMERICAL_PAPER" /> <value enum="20" description="CRM" /> <value enum="21" description="DIRECTIONAL_TOOL" /> <value enum="22" description="GOVERNMENT_BACKED_AGENCY_SECURITIES" /> <value enum="23" description="AGGREGATIVE_COMMECIAL_PAPERS" /> <value enum="24" description="COMPANY_BONDS" /> <value enum="25" description="FINANCIAL_PRODUCTS" /> <value enum="26" description="NON_BANK_AGENCY_FINANCIAL_BONDS" /> <value enum="99" description="OTHER" /> <value enum="27" description="FINANCIAL_LEASING_COMPANY_FINANCIAL_BONDS" /> <value enum="28" description="AUTO_FINANCE_COMPANY_FINANCIAL_BONDS" /> <value enum="29" description="INTERNATIONAL_DEVELOPMENT_AGENCY_SECURITIES" /> <value enum="30" description="NON_PUBLIC_DIRECTIONAL_DEBT_FINANCING_TOOL" /> <value enum="31" description="FXOPTION" /> </field> <field number="168" name="EffectiveTime" description="Effective Time" type="UTCTIMESTAMP" /> <field number="188" name="BidSpotRate" description="Bid F/X spot rate." type="PRICE" /> <field number="189" name="BidForwardPoints" description="Bid F/X forward points added to spot rate. May be a negative value." type="PRICEOFFSET" /> <field number="190" name="OfferSpotRate" description="Offer F/X spot rate" type="PRICE" /> <field number="191" name="OfferForwardPoints" description="Offer F/X forward points added to spot rate. May be a negative value." type="PRICEOFFSET" /> <field number="193" name="SettlDate2" description="2nd settlement date" type="UTCDATEONLY" /> <field number="194" name="LastSpotRate" description="Last Spot Rate" type="FLOAT" /> <field number="195" name="LastForwardPoints" description="Last Forward Points" type="FLOAT" /> <field number="201" name="PutOrCall" description="Put/ call Bond Indicator" type="CHAR"> <value enum="0" description="PUT" /> <value enum="1" description="CALL" /> <value enum="2" description="CONVERTIBLE" /> <value enum="3" description="PUT_AND_CALL" /> <value enum="8" description="OTHER" /> <value enum="9" description="NONE" /> </field> 168
JR/T 0078—2014 <field number="202" name="StrikePrice" description="Strike Price for an Option" type="PRICE" /> <field number="210" name="MaxShow" description="Maximum quantity (. number of shares) within an order to be shown to other customers" type="QTY" /> <field number="212" name="XmlDataLen" description="Length of the XmlData data block." type="LENGTH" /> <field number="215" name="NoRoutingIDs" description="Number of repeating groups of RoutingID (27) and RoutingType (26) values." type="NUMINGROUP" /> <field number="216" name="RoutingType" description="Routing Type" type="INT"> <value enum="1" description="TARGETFIRM" /> <value enum="2" description="TARGETLIST" /> <value enum="5" description="ALL" /> </field> <field number="217" name="RoutingID" description="Routing ID 
Assigned value used to identify a specific routing destination." type="STRING" /> <field number="218" name="Spread" description="Spread 
Basis points relative to a benchmark." type="PRICEOFFSET" /> <field number="220" name="BenchmarkCurveCurrency" description="Benchmark Currency 
Identifies currency used for benchmark curve." type="CURRENCY" /> <field number="221" name="BenchmarkCurveName" description="Benchmark Name" type="STRING" /> <field number="222" name="BenchmarkCurvePoint" description="Point on benchmark curve." type="STRING" /> <field number="223" name="CouponRate" description="Coupon Rate
For Fixed Income" type="PERCENTAGE" /> <field number="224" name="CouponPaymentDate" description="Coupon Payment Date 
Date interest is to be paid. Used in identifying Corporate Bond issues." type="UTCDATEONLY" /> <field number="225" name="IssueDate" description="Issue Date
Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date." type="UTCDATEONLY" /> <field number="232" name="NoStipulations" description="Number of stipulation entries" type="NUMINGROUP" /> <field number="233" name="StipulationType" description="Stipulation Type Haircut -Conversion Proportion (s) (%) Yield - Yield/ 1st Leg Yield Yield2 - 2nd Leg Yield StopYield-STOPYIELD Discount-discount rate;StrikeYield - Strike Yield;StopStrikeYield-Stop Strike Yield" type="STRING"> <value enum="Haircut" description="CONVERSION_PROPORTION" /> <value enum="Yield" description="YIELD_OR_1ST_LEG_YIELD" /> <value enum="Yield2" description="SECOND_LEG_YIELD" /> <value enum="StopYield" description="STOPYIELD" /> <value enum="Discount" description="DISCOUNT_RATE" /> <value enum="StrikeYield" description="STRIKE_YIELD" /> 169
JR/T 0078—2014 <value enum="StopStrikeYield" description="STOP_STRIKE_YIELD" /> <value enum="ReissueYield" description="REISUE_YIELD" /> <value enum="PortfolioYield" description="PORTFOLIO_YIELD" /> </field> <field number="234" name="StipulationValue" description="Value of stipulation
For Fixed Income." type="STRING" /> <field number="235" name="YieldType" description="Yield Type " type="STRING"> <value enum="MATURITY" description="YIELD_TO_MATURITY" /> <value enum="ATISSUE" description="YIELD_AT_ISSUE" /> </field> <field number="236" name="Yield" description="Yield" type="PERCENTAGE" /> <field number="241" name="UnderlyingCouponPaymentDate" description="Underlying Security's Coupon Payment Date" type="UTCDATEONLY" /> <field number="242" name="UnderlyingIssueDate" description="Underlying Issue Date
Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date." type="UTCDATEONLY" /> <field number="248" name="LegCouponPaymentDate" description="First regular payment date" type="UTCDATEONLY" /> <field number="249" name="LegIssueDate" description="Date instrument was issued." type="UTCDATEONLY" /> <field number="255" name="CreditRating" description="Credit Rating
An evaluation of a company's ability to repay obligations or its likelihood of not defaulting." type="STRING" /> <field number="256" name="UnderlyingCreditRating" description="Underlying Credit Rating
An evaluation of a company's ability to repay obligations or its likelihood of not defaulting." type="STRING" /> <field number="262" name="MDReqID" description="" type="STRING" /> <field number="263" name="SubscriptionRequestType" description="" type="CHAR"> <value enum="3" description="BROADCAST_REQUEST" /> <value enum="4" description="PRICE_DATA_FULL_IMAGE_REFRESH_REQUEST" /> <value enum="5" description="HISTORICAL_DATA_RETRANSMISSION_REQUEST" /> <value enum="6" description="DEAL_INFO" /> <value enum="7" description="MARKET_DATA" /> <value enum="8" description="QUOTE_INFO" /> </field> <field number="267" name="NoMDEntryTypes" description="" type="NUMINGROUP" /> <field number="268" name="NoMDEntries" description="" type="NUMINGROUP" /> <field number="269" name="MDEntryType" description="" type="CHAR"> <value enum="0" description="LAST_DEALT_RATE" /> <value enum="1" description="BEST_RATE" /> <value enum="2" description="LAST_ALL_IN_DEALT_RATE" /> <value enum="3" description="INDEX_VALUE_OR_BENCHMARK_VALUE" /> 170
JR/T 0078—2014 <value enum="4" description="OPENING_PRICE" /> <value enum="5" description="CLOSING_PRICE" /> <value enum="7" description="TRADING_SESSION_HIGH_DEALT_PRICE" /> <value enum="8" description="TRADING_SESSION_LOW_DEALT_PRICE" /> <value enum="9" description="NEAR_LEG_HIGH" /> <value enum="A" description="FAR_LEG_HIGH" /> <value enum="B" description="TRADE_VOLUME" /> <value enum="C" description="NEAR_LEG_LOW" /> <value enum="D" description="FAR_LEG_LOW" /> <value enum="E" description="NEAR_LEG_OPEN" /> <value enum="F" description="FAR_LEG_OPEN" /> <value enum="G" description="NEAR_LEG_LAST" /> <value enum="H" description="MID_PRICE_OR_CENTRAL_PARITY_RATE" /> <value enum="I" description="FAR_LEG_LAST" /> <value enum="a" description="CHANGE_OVER" /> <value enum="b" description="TRADE_AMOUT" /> <value enum="c" description="TRADING_BANK_UPPER_LIMIT" /> <value enum="d" description="TRADING_BANK_LOWER_LIMIT" /> <value enum="e" description="LATEST_PRICE" /> <value enum="f" description="PREVIOUS_CLOSING_PRICE" /> <value enum="g" description="WEIGHTED_AVERAGE_PRICE" /> <value enum="h" description="PREVIOUS_WEIGHTED_AVERAGE_PRICE" /> <value enum="i" description="PREVIOUS_CLOSING_YIELD" /> <value enum="j" description="PREVIOUS_WEIGHTED_AVERAGE_YIELD" /> <value enum="k" description="OPEN_YIELD" /> <value enum="l" description="LAST_YIELD" /> <value enum="m" description="HIGHEST_YIELD" /> <value enum="n" description="LOWEST_YIELD" /> <value enum="o" description="CLOSING_YIELD" /> <value enum="p" description="WEIGHTED_AVERAGE_YIELD" /> <value enum="q" description="PREVIOUS_CLOSING_SPREAD" /> <value enum="r" description="PREVIOUS_WEIGHTED_AVERAGE_SPREAD" /> <value enum="s" description="OPEN_SPREAD" /> <value enum="t" description="LAST_SPREAD" /> <value enum="u" description="LOWEST_SPREAD" /> <value enum="v" description="HIGHEST_SPREAD" /> <value enum="w" description="CLOSING_SPREAD" /> <value enum="x" description="WEIGHTED_AVERAGE_SPREAD" /> <value enum="Z" description="SETTLEMENT_DATE" /> <value enum="y" description="BEST_ALL_IN_PRICE" /> </field> <field number="270" name="MDEntryPx" description="" type="PRICE" /> <field number="271" name="MDEntrySize" description="Quantity or volume 171
JR/T 0078—2014 represented by the Market Data Entry" type="QTY" /> <field number="272" name="MDEntryDate" description="Market Data Updated Date" type="UTCDATEONLY" /> <field number="273" name="MDEntryTime" description="Market Data Updated Time" type="UTCTIMEONLY" /> <field number="295" name="NoQuoteEntries" description="The number of quote entries for a QuoteSet" type="NUMINGROUP" /> <field number="296" name="NoQuoteSets" description="The number of quote entries for a QuoteSet" type="NUMINGROUP" /> <field number="297" name="QuoteStatus" description="Quote Status" type="INT"> <value enum="5" description="REJECTED" /> <value enum="16" description="NORMAL" /> <value enum="17" description="RECEIVED" /> <value enum="18" description="SENT" /> <value enum="19" description="CANCELLED" /> <value enum="20" description="CONTINGENCY" /> <value enum="21" description="EXPIRED" /> <value enum="101" description="CANCELLED_DUE_TO_ASSET_SUSPENSION" /> <value enum="102" description="CANCELLED_DUE_TO_PRODUCT_SUSPENSION" /> <value enum="103" description="CANCELLED_DUE_TO_USER_SUSPENSION" /> <value enum="104" description="CANCELLED_DUE_TO_ENTITY_SUSPENSION" /> <value enum="105" description="CANCELLED_DUE_TO_FILLED" /> <value enum="106" description="CANCELLED_DUE_TO_PARTIALLY_FILLED" /> <value enum="107" description="FILLED" /> <value enum="108" description="PARTIALLY_FILLED" /> <value enum="109" description="CANCELLED_DUE_TO_TRADE_METHOD_SUSPENSION" /> <value enum="110" description="CANCELLED_BY_SYSTEM" /> <value enum="111" description="CANCELLED_DUE_TO_AMOUNT_LESS_THAN_MINIMUM_AMOUNT" /> <value enum="112" description="MODIFIED_DUE_TO_ACCOUNT_INFORMATION_CHANGED" /> <value enum="113" description="INVALID" /> </field> <field number="299" name="QuoteEntryID" description="Uniquely identifies the quote as part of a QuoteSet.
Must be used if NoQuoteEntries is used" type="STRING" /> <field number="302" name="QuoteSetID" description="Unique id for the Quote Set." type="STRING" /> <field number="305" name="UnderlyingSecurityIDSource" description="Underlying Security ID Source
Required if SecurityID is specified." type="STRING"> <value enum="5" description="RIC_CODE" /> 172
JR/T 0078—2014 <value enum="101" description="CFETS" /> <value enum="102" description="CDC" /> <value enum="103" description="USERDEFINED" /> </field> <field number="306" name="UnderlyingIssuer" description="Underlying instrument Issuer" type="STRING" /> <field number="307" name="UnderlyingSecurityDesc" description="Underlying Instrument Description" type="STRING" /> <field number="309" name="UnderlyingSecurityID" description="Underlying Security Code" type="STRING" /> <field number="310" name="UnderlyingSecurityType" description="Underlying Security Type" type="STRING"> <value enum="0" description="TREASURY_BONDS" /> <value enum="1" description="POLICY_FINANCIAL_BONDS" /> <value enum="2" description="COMMERCIAL_PAPERS" /> <value enum="3" description="SUBORDINATED_BONDS" /> <value enum="4" description="OTHER_FINANCIAL_BONDS" /> <value enum="5" description="CORPORATE_BONDS" /> <value enum="6" description="CENTRAL_BANK_NOTES" /> <value enum="7" description="INTERNATIONAL_DEVELOPMENT_INSTITUTION_BONDS" /> <value enum="8" description="MIXED_CAPITAL_BONDS" /> <value enum="9" description="ASSET_BACKED_SECURITIES" /> <value enum="10" description="MEDIUM_TERM_NOTES" /> <value enum="11" description="MUNICIPAL_BONDS" /> <value enum="12" description="FINANCE_COMPANY_BONDS" /> <value enum="13" description="SECURITIES_COMPANY_BONDS" /> <value enum="14" description="SECURITIES_COMPANY_SHORT_TERM_BOND" /> <value enum="15" description="SHORT_TERM_TREASURY_BONDS" /> <value enum="16" description="MEDIUM_TERM_TREASURY_BONDS" /> <value enum="17" description="LONG_TERM_TREASURY_BONDS" /> <value enum="18" description="COMPOSITIVE_BONDS" /> <value enum="19" description="SHORT_TERM_COMMERICAL_PAPER" /> <value enum="20" description="CRM" /> </field> <field number="311" name="UnderlyingSymbol" description="Underlying Instrument Name" type="STRING" /> <field number="318" name="UnderlyingCurrency" description="Underlying Currency
Identifies currency used for trading. Absence of this field is interpreted as the default for the security. The dafult is CNY" type="CURRENCY" /> <field number="320" name="SecurityReqID" description="Security List Request ID" type="STRING" /> 173
JR/T 0078—2014 <field number="322" name="SecurityResponseID" description="" type="STRING" /> <field number="335" name="TradSesReqID" description="Unique ID of a Trading Session Status message" type="STRING" /> <field number="336" name="TradingSessionID" description="Trading Session Identifier" type="STRING" /> <field number="340" name="TradSesStatus" description="State of the trading session." type="INT"> <value enum="0" description="UNKNOWN" /> <value enum="1" description="HALTED" /> <value enum="2" description="OPENING" /> <value enum="3" description="CLOSING" /> <value enum="4" description="PRE_OPEN" /> <value enum="5" description="PRE_CLOSE" /> <value enum="6" description="REQUEST_REJECTED" /> <value enum="7" description="LUNCH_BREAK" /> <value enum="8" description="POST_LUNCH" /> <value enum="9" description="POST_CLOSING" /> <value enum="10" description="PRE_LUNCH" /> <value enum="11" description="EOD" /> </field> <field number="341" name="TradSesStartTime" description="TradSesStartTime" type="UTCTIMESTAMP" /> <field number="342" name="TradSesOpenTime" description="TradSesOpenTime" type="UTCTIMESTAMP" /> <field number="343" name="TradSesPreCloseTime" description="TradSesPreCloseTime" type="UTCTIMESTAMP" /> <field number="344" name="TradSesCloseTime" description="TradSesCloseTime" type="UTCTIMESTAMP" /> <field number="345" name="TradSesEndTime" description="TradSesEndTime" type="UTCTIMESTAMP" /> <field number="347" name="MessageEncoding" description="Message Encoding
Type of message encoding (non-ASCII (non-English) characters) used in a messages &quot;Encoded&quot; fields" type="STRING" /> <field number="354" name="EncodedTextLen" description="Encoded Text Length 
Byte length of encoded (non-ASCII characters) EncodedText (355) field." type="LENGTH" /> <field number="355" name="EncodedText" description="Encoded Text
Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field." type="DATA" /> <field number="369" name="LastMsgSeqNumProcessed" description="The last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on 174
JR/T 0078—2014 every message sent. Useful for detecting a backlog with a counterparty." type="SEQNUM" /> <field number="371" name="RefTagID" description="Reference Tag Number 
The tag number of the FIX field being referenced" type="INT" /> <field number="372" name="RefMsgType" description="Reference Message Type The MsgType (35) of the FIX message being referenced" type="STRING" /> <field number="373" name="SessionRejectReason" description="Session Reject Reason
0 = Invalid tag number
1 = Required tag missing
2 = Tag not defined for this message type
3 = Undefined Tag
4 = Tag specified without a value
5 = Value is incorrect (out of range) for this tag
6 = Incorrect data format for value
7 = Decryption problem
8 = Signature problem 
9 = CompID problem
10 = SendingTime accuracy problem 
11 = Invalid MsgType 
12 = XML Validation error
13 = Tag appears more than once
14 = Tag specified out of required order
15 = Repeating group fields out of order
16 = Incorrect NumInGroup count for repeating group
17 = Non &quot;data&quot; value includes field delimiter (SOH character)" type="INT"> <value enum="0" description="INVALID_TAG_NUMBER" /> <value enum="1" description="REQUIRED_TAG_MISSING" /> <value enum="2" description="TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE" /> <value enum="3" description="UNDEFINED_TAG" /> <value enum="4" description="TAG_SPECIFIED_WITHOUT_A_VALUE" /> <value enum="5" description="VALUE_IS_INCORRECT" /> <value enum="6" description="INCORRECT_DATA_FORMAT_FOR_VALUE" /> <value enum="7" description="DECRYPTION_PROBLEM" /> <value enum="8" description="SIGNATURE_PROBLEM" /> <value enum="9" description="COMPID_PROBLEM" /> <value enum="10" description="SENDINGTIME_ACCURACY_PROBLEM" /> <value enum="11" description="INVALID_MSGTYPE" /> <value enum="12" description="XML_VALIDATION_ERROR" /> <value enum="13" description="TAG_APPEARS_MORE_THAN_ONCE" /> <value enum="14" description="TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER" /> <value enum="15" description="REPEATING_GROUP_FIELDS_OUT_OF_ORDER" /> <value enum="16" description="INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP" /> <value enum="17" description="NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER" /> </field> <field number="379" name="BusinessRejectRefID" description="The value of the business level 'ID' field on the message being referenced." type="STRING" /> <field number="380" name="BusinessRejectReason" description="Code to identify reason for a Business Message Reject message.; Valid values:; 0 - Other; 1 - Unkown ID; 2 - Unknown Security; 3 - Unsupported Message Type; 4 - Application not available; 5 - Conditionally Required Field Missing; 6 - Not authorized; 7 - DeliverTo firm 175
JR/T 0078—2014 not available at this time; 8-Security in Shut Period" type="INT"> <value enum="0" description="OTHER" /> <value enum="1" description="UNKOWN_ID" /> <value enum="2" description="UNKNOWN_SECURITY" /> <value enum="3" description="UNSUPPORTED_MESSAGE_TYPE" /> <value enum="4" description="APPLICATION_NOT_AVAILABLE" /> <value enum="5" description="CONDITIONALLY_REQUIRED_FIELD_MISSING" /> <value enum="6" description="NOT_AUTHORIZED" /> <value enum="7" description="DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME" /> <value enum="8" description="SECURITY_IN_SHUT_PERIOD" /> </field> <field number="383" name="MaxMessageSize" description="Number of MsgTypes (35) in repeating group." type="LENGTH" /> <field number="393" name="TotNoRelatedSym" description="" type="INT" /> <field number="423" name="PriceType" description="Price Type 
1 - Percentage;
2 - Per unit;
3 - Fixed amount;
4 - Discount;
5 - Premium;
6 - Spread" type="INT"> <value enum="1" description="PERCENTAGE" /> <value enum="2" description="PER_UNIT" /> <value enum="3" description="FIXED_AMOUNT" /> <value enum="4" description="DISCOUNT" /> <value enum="5" description="PREMIUM" /> <value enum="6" description="SPREAD" /> </field> <field number="430" name="NetGrossInd" description="Code to represent whether value is net (inclusive of tax) or gross." type="INT"> <value enum="1" description="NET_NEGOTIATION" /> <value enum="2" description="GROSS" /> <value enum="3" description="NET_MATCH" /> </field> <field number="432" name="ExpireDate" description="Quote Expire Date" type="UTCDATEONLY" /> <field number="435" name="UnderlyingCouponRate" description="Underlying Coupon Rate
For Fixed Income." type="PERCENTAGE" /> <field number="443" name="StrikeTime" description="" type="UTCTIMESTAMP" /> <field number="447" name="PartyIDSource" description="Party ID Source" type="STRING"> <value enum="B" description="BIC" /> <value enum="101" description="BANK_SORT_CODE" /> <value enum="102" description="CFETS_PARTY_COE" /> </field> <field number="448" name="PartyID" description="Group party identifier" type="STRING" /> 176
JR/T 0078—2014 <field number="452" name="PartyRole" description="The role of participant party" type="INT"> <value enum="101" description="INITIATOR" /> <value enum="102" description="COUNTERPARTY" /> <value enum="103" description="CLEARING_MEMBER" /> <value enum="104" description="CLEARING_BANK" /> <value enum="105" description="CUSTODIAN_INSTITUTION" /> <value enum="106" description="CUSTODIAN_BANK" /> <value enum="107" description="SETTLEMENT_AGENT" /> <value enum="108" description="MARGIN_MANAGEMENT_INSTITUTION" /> <value enum="109" description="MARGIN_CUSTODIAN_INSTITUTION" /> <value enum="110" description="MARGIN_AGENT" /> <value enum="111" description="CONTINGENCY_PARTY" /> <value enum="112" description="SUPLEMENTARY_PARTY" /> <value enum="113" description="MARKET_MAKER" /> <value enum="114" description="MARKET_TAKER" /> <value enum="115" description="FUND_MANAGEMENT_COMPANY" /> <value enum="116" description="INFORMER" /> <value enum="117" description="CONTRACT_BREAKER" /> <value enum="118" description="SHIBOR_QUOTE_PARTY" /> <value enum="119" description="BUYER_OR_BORROWER_OR_REVERSE_REPOER_OR_FIXED_PAYER_OR_BENCHMARK_1_PAYER" /> <value enum="120" description="SELLER_OR_LENDER_OR_REPOER_OR_FIXED_RECEIVER_OR_BENCHMARK_1_RECEIVER" /> <value enum="121" description="ACTION_INITIATOR" /> <value enum="122" description="ACTION_COUNTERPARTY" /> <value enum="123" description="MARKET_TAKER_FOR_CNY" /> <value enum="124" description="MARKET_TAKER_FOR_FX" /> <value enum="125" description="CFETS_MEMBER" /> <value enum="126" description="PAYMEMT_BANK" /> <value enum="127" description="BID_LPS" /> <value enum="128" description="ASK_LPS" /> </field> <field number="453" name="NoPartyIDs" description="Number of parties. If have GroupGrp, Parties will be defined in GroupGrp" type="NUMINGROUP" /> <field number="454" name="NoSecurityAltID" description="" type="NUMINGROUP" /> <field number="455" name="SecurityAltID" description="" type="STRING" /> <field number="456" name="SecurityAltIDSource" description="" type="STRING"> <value enum="0" description="CFETS" /> <value enum="4" description="ISIN" /> 177
JR/T 0078—2014 </field> <field number="464" name="TestMessageIndicator" description="Indicates whether or not this FIX Session is a 'test' vs. 'production' connection. Useful for preventing 'accidents'.; Valid values:; Y - True (Test); N - False (Production)" type="BOOLEAN"> <value enum="Y" description="TRUE" /> <value enum="N" description="FALSE" /> </field> <field number="470" name="CountryOfIssue" description="ISO Country code of instrument issue (. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (. CUSIP for Municipal Bonds without ISIN) to provide uniqueness." type="COUNTRY" /> <field number="487" name="TradeReportTransType" description="" type="INT"> <value enum="0" description="NEW" /> <value enum="1" description="CANCEL" /> <value enum="2" description="REPLACE" /> </field> <field number="504" name="PaymentDate" description="Payment Date" type="UTCDATEONLY" /> <field number="518" name="NoContAmts" description="" type="NUMINGROUP" /> <field number="519" name="ContAmtType" description="" type="INT"> <value enum="1" description="COMMISSION_AMOUNT_ACTUAL" /> <value enum="2" description="COMMISSION_PERCENT_ACTUAL" /> <value enum="3" description="INITIAL_CHARGE_AMOUNT" /> <value enum="4" description="INITIAL_CHARGE_PERCENT" /> <value enum="5" description="DISCOUNT_AMOUNT" /> <value enum="6" description="DISCOUNT_PERCENT" /> <value enum="7" description="DILUTION_LEVY_AMOUNT" /> <value enum="8" description="DILUTION_LEVY_PERCENT" /> <value enum="9" description="EXIT_CHARGE_AMOUNT" /> <value enum="10" description="EXIT_CHARGE_PERCENT" /> <value enum="11" description="FUND_BASED_RENEWAL_COMMISSION_PERCENT_TRAIL_COMMISSION" /> <value enum="12" description="PROJECTED_FUND_VALUE_FOR_INVESTMENTS_INTENDED_TO_REALISE_OR_EXCEED_A_SPECIFIC_FUTURE_VALUE" /> <value enum="13" description="FUND_BASED_RENEWAL_COMMISSION_AMOUNT_BASED_ON_ORDER_VALUE" /> <value enum="14" description="FUND_BASED_RENEWAL_COMMISSION_AMOUNT_BASED_ON_PROJECTED_FUND_VALUE" /> <value enum="15" description="NET_SETTLEMENT_AMOUNT" /> </field> 178
JR/T 0078—2014 <field number="520" name="ContAmtValue" description="" type="AMT" /> <field number="523" name="PartySubID" description="Sub-identifier" type="STRING" /> <field number="537" name="QuoteType" description="Quote Type" type="INT"> <value enum="0" description="INDICATIVE" /> <value enum="1" description="TRADEABLE" /> <value enum="3" description="COUNTER" /> <value enum="4" description="ALL" /> <value enum="101" description="TWO_WAY" /> <value enum="102" description="PRICE_LIMIT_ORDER" /> <value enum="103" description="CLICK_AND_NEGOTIATE_QUOTE" /> <value enum="104" description="ORDER" /> <value enum="105" description="CLICK_AND_DEAL_QUOTE" /> <value enum="106" description="SUPPLEMENTARY_CLAUSE" /> <value enum="107" description="MARKET_MAKING" /> <value enum="110" description="DYNAMIC_VALUATION_DATA_OF_BENCHMARK_SECURITY" /> <value enum="111" description="CLOSING_VALUATION_DATA_OF_BENCHMARK_SECURITY" /> </field> <field number="541" name="MaturityDate" description="Maturity Date
Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (. S&amp;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." type="UTCDATEONLY" /> <field number="542" name="UnderlyingMaturityDate" description="Maturity Date
Specifies date of maturity (a full date)." type="UTCDATEONLY" /> <field number="552" name="NoSides" description="Number of Side repeating group instances. ; Valid values:; 1 - one side; 2 - both sides" type="NUMINGROUP"> <value enum="1" description="ONE_SIDE" /> <value enum="2" description="BOTH_SIDES" /> </field> <field number="553" name="Username" description="Userid or username." type="STRING" /> <field number="554" name="Password" description="Password" type="STRING" /> <field number="555" name="NoLegs" description="Number of repeating group instances." type="NUMINGROUP" /> <field number="556" name="LegCurrency" description="Currency" type="CURRENCY" /> <field number="559" name="SecurityListRequestType" description="" type="INT"> <value enum="4" description="ALL_COLLATERAL_SECURITIES" /> 179
JR/T 0078—2014 <value enum="101" description="SPECIFIC_COLLATERAL_SECURITY_DEFINED" /> <value enum="102" description="ALL_COLLATERAL_SECURITIES_DEFINED_IN_SPECIFIC_DATE" /> </field> <field number="562" name="MinTradeVol" description="" type="QTY" /> <field number="566" name="LegPrice" description="Price for leg of a multileg" type="PRICE" /> <field number="571" name="TradeReportID" description="Unique identifier of trade capture report" type="STRING" /> <field number="587" name="LegSettlType" description="Refer to values for SettlType [63]" type="STRING"> <value enum="0" description="REGULAR" /> <value enum="1" description="CASH_OR_TOD_OR_T_PLUS_0" /> <value enum="2" description="NEXT_DAY_OR_TOM_OR_T_PLUS_1" /> <value enum="3" description="T_PLUS_2" /> <value enum="4" description="T_PLUS_3" /> <value enum="5" description="T_PLUS_4" /> <value enum="6" description="FUTURE" /> <value enum="7" description="WHEN_AND_IF_ISSUED" /> <value enum="8" description="SELLERS_OPTION" /> <value enum="9" description="T_PLUS_5" /> <value enum="ON" description="LEGSETTLTYPE_VALUE_ON" /> <value enum="TODAY" description="LEGSETTLTYPE_VALUE_TODAY" /> <value enum="TN" description="LEGSETTLTYPE_VALUE_TN" /> <value enum="TOM" description="LEGSETTLTYPE_VALUE_TOM" /> <value enum="SPOT" description="LEGSETTLTYPE_VALUE_SPOT" /> <value enum="1D" description="LEGSETTLTYPE_VALUE_1D" /> <value enum="SN" description="LEGSETTLTYPE_VALUE_SN" /> <value enum="1W" description="LEGSETTLTYPE_VALUE_1W" /> <value enum="2W" description="LEGSETTLTYPE_VALUE_2W" /> <value enum="3W" description="LEGSETTLTYPE_VALUE_3W" /> <value enum="4W" description="LEGSETTLTYPE_VALUE_4W" /> <value enum="1M" description="LEGSETTLTYPE_VALUE_1M" /> <value enum="2M" description="LEGSETTLTYPE_VALUE_2M" /> <value enum="3M" description="LEGSETTLTYPE_VALUE_3M" /> <value enum="4M" description="LEGSETTLTYPE_VALUE_4M" /> <value enum="5M" description="LEGSETTLTYPE_VALUE_5M" /> <value enum="6M" description="LEGSETTLTYPE_VALUE_6M" /> <value enum="7M" description="LEGSETTLTYPE_VALUE_7M" /> <value enum="8M" description="LEGSETTLTYPE_VALUE_8M" /> <value enum="9M" description="LEGSETTLTYPE_VALUE_9M" /> <value enum="10M" description="LEGSETTLTYPE_VALUE_10M" /> <value enum="11M" description="LEGSETTLTYPE_VALUE_11M" /> 180
JR/T 0078—2014 <value enum="1Y" description="LEGSETTLTYPE_VALUE_1Y" /> <value enum="18M" description="LEGSETTLTYPE_VALUE_18M" /> <value enum="BROKEN" description="LEGSETTLTYPE_VALUE_BROKEN" /> <value enum="7D" description="LEGSETTLTYPE_VALUE_7D" /> <value enum="2Y" description="LEGSETTLTYPE_VALUE_2Y" /> <value enum="3Y" description="LEGSETTLTYPE_VALUE_3Y" /> <value enum="4Y" description="LEGSETTLTYPE_VALUE_4Y" /> <value enum="5Y" description="LEGSETTLTYPE_VALUE_5Y" /> <value enum="6Y" description="LEGSETTLTYPE_VALUE_6Y" /> <value enum="7Y" description="LEGSETTLTYPE_VALUE_7Y" /> <value enum="8Y" description="LEGSETTLTYPE_VALUE_8Y" /> <value enum="9Y" description="LEGSETTLTYPE_VALUE_9Y" /> <value enum="10Y" description="LEGSETTLTYPE_VALUE_10Y" /> <value enum="11Y" description="LEGSETTLTYPE_VALUE_11Y" /> <value enum="12Y" description="LEGSETTLTYPE_VALUE_12Y" /> <value enum="13Y" description="LEGSETTLTYPE_VALUE_13Y" /> <value enum="14Y" description="LEGSETTLTYPE_VALUE_14Y" /> <value enum="15Y" description="LEGSETTLTYPE_VALUE_15Y" /> <value enum="16Y" description="LEGSETTLTYPE_VALUE_16Y" /> <value enum="17Y" description="LEGSETTLTYPE_VALUE_17Y" /> <value enum="18Y" description="LEGSETTLTYPE_VALUE_18Y" /> <value enum="19Y" description="LEGSETTLTYPE_VALUE_19Y" /> <value enum="20Y" description="LEGSETTLTYPE_VALUE_20Y" /> <value enum="21Y" description="LEGSETTLTYPE_VALUE_21Y" /> <value enum="22Y" description="LEGSETTLTYPE_VALUE_22Y" /> <value enum="23Y" description="LEGSETTLTYPE_VALUE_23Y" /> <value enum="24Y" description="LEGSETTLTYPE_VALUE_24Y" /> <value enum="25Y" description="LEGSETTLTYPE_VALUE_25Y" /> <value enum="26Y" description="LEGSETTLTYPE_VALUE_26Y" /> <value enum="27Y" description="LEGSETTLTYPE_VALUE_27Y" /> <value enum="28Y" description="LEGSETTLTYPE_VALUE_28Y" /> <value enum="29Y" description="LEGSETTLTYPE_VALUE_29Y" /> <value enum="30Y" description="LEGSETTLTYPE_VALUE_30Y" /> <value enum="40Y" description="LEGSETTLTYPE_VALUE_40Y" /> <value enum="50Y" description="LEGSETTLTYPE_VALUE_50Y" /> </field> <field number="588" name="LegSettlDate" description="Refer to description for SettlDate [64]" type="UTCDATEONLY" /> <field number="600" name="LegSymbol" description="-Trading Product name
-Standard product name" type="STRING" /> <field number="602" name="LegSecurityID" description="-Trading Product 
-Standard product" type="STRING" /> <field number="603" name="LegSecurityIDSource" description="Multileg 181
JR/T 0078—2014 instrument's individual security's SecurityIDSource ." type="STRING"> <value enum="5" description="RIC_CODE" /> <value enum="101" description="CFETS" /> <value enum="102" description="CDC" /> <value enum="103" description="USERDEFINED" /> </field> <field number="609" name="LegSecurityType" description="Refer to definition of SecurityType(167)" type="STRING"> <value enum="0" description="TREASURY_BONDS" /> <value enum="1" description="POLICY_FINANCIAL_BONDS" /> <value enum="2" description="COMMERCIAL_PAPERS" /> <value enum="3" description="SUBORDINATED_BONDS" /> <value enum="4" description="OTHER_FINANCIAL_BONDS" /> <value enum="5" description="CORPORATE_BONDS" /> <value enum="6" description="CENTRAL_BANK_NOTES" /> <value enum="7" description="INTERNATIONAL_DEVELOPMENT_INSTITUTION_BONDS" /> <value enum="8" description="MIXED_CAPITAL_BONDS" /> <value enum="9" description="ASSET_BACKED_SECURITIES" /> <value enum="10" description="MEDIUM_TERM_NOTES" /> <value enum="11" description="MUNICIPAL_BONDS" /> <value enum="12" description="FINANCE_COMPANY_BONDS" /> <value enum="13" description="SECURITIES_COMPANY_BONDS" /> <value enum="14" description="SECURITIES_COMPANY_SHORT_TERM_BOND" /> <value enum="15" description="SHORT_TERM_TREASURY_BONDS" /> <value enum="16" description="MEDIUM_TERM_TREASURY_BONDS" /> <value enum="17" description="LONG_TERM_TREASURY_BONDS" /> <value enum="18" description="COMPOSITIVE_BONDS" /> <value enum="19" description="SHORT_TERM_COMMERICAL_PAPER" /> <value enum="20" description="CRM" /> <value enum="21" description="DIRECTIONAL_TOOL" /> </field> <field number="610" name="LegMaturityMonthYear" description="Multileg instrument's individual security's MaturityMonthYear ." type="MONTH-YEAR" /> <field number="611" name="LegMaturityDate" description="Multileg instrument's individual security's MaturityDate ." type="UTCDATEONLY" /> <field number="615" name="LegCouponRate" description="Multileg instrument's individual security's CouponRate ." type="PERCENTAGE" /> <field number="617" name="LegIssuer" description="Multileg instrument's individual security's Issuer ." type="STRING" /> <field number="624" name="LegSide" description="" type="CHAR"> <value enum="1" description="BUY_FIXED_PAY_BENCHMARK_PAY_IN_RMB_MARKET" /> <value enum="4" 182
JR/T 0078—2014 description="SELL_FIXED_RECEIVE_BENCHMARK_RECEIVE_IN_RMB_MARKET" /> <value enum="B" description="BASE_LEG_FOR_TWO_WAY_QUOTE_IN_RMB_IRS_OR_FRA" /> <value enum="1" description="FIXED_RECEIVER_BENCHMARK_RECEIVER_TAKER_RECEIVE" /> <value enum="4" description="FIXED_PAYER_BENCHMARK_PAYER_TAKER_PAY" /> </field> <field number="627" name="NoHops" description="Number of HopCompID entries in repeating group." type="NUMINGROUP" /> <field number="628" name="HopCompID" description="Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple 'hops' are performed). It is recommended that this value be the SenderCompID (49) of the third when messages are communicated or re-distributed via third parties which function as service bureaus or 'hubs'. Only applicable if OnBehalfOfCompID (115) is being used." type="STRING" /> <field number="629" name="HopSendingTime" description="Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third when messages are communicated/re-distributed via third parties which function as service bureaus or 'hubs'. Only applicable if OnBehalfOfCompID (115) is being used." type="UTCTIMESTAMP" /> <field number="630" name="HopRefID" description="Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party.;Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or 'hubs'. Only applicable if OnBehalfOfCompID (115) is being used." type="SEQNUM" /> <field number="637" name="LegLastPx" description="（FX Market：Leg All In Rate）" type="PRICE" /> <field number="649" name="QuoteStatusReqID" description="The unique ID of Quote Status Request message." type="STRING" /> <field number="658" name="QuoteRequestRejectReason" description="Reason Quote was rejected" type="INT"> <value enum="101" description="COUTERPART_ERROR" /> <value enum="102" description="CREDIT_ERROR" /> <value enum="103" description="DEAL_DATA_ERROR" /> <value enum="104" description="INTERNAL_ERROR" /> <value enum="105" description="UNKNOWN_DEAL_ERROR" /> <value enum="106" description="USER_DATA_ERROR" /> </field> <field number="662" name="BenchmarkPrice" description="Specifies the price of the benchmark." type="PRICE" /> 183
JR/T 0078—2014 <field number="663" name="BenchmarkPriceType" description="Identifies type of BenchmarkPrice (662). 

See PriceType (423) for valid values." type="INT" /> <field number="664" name="ConfirmID" description="" type="STRING" /> <field number="665" name="ConfirmStatus" description="Identifies the status of the Confirmation" type="INT"> <value enum="2" description="MISMATCHED_ACCOUNT" /> <value enum="4" description="CONFIRMED" /> </field> <field number="667" name="ContractSettlMonth" description="Must be present for MBS/TBA" type="MONTH-YEAR" /> <field number="668" name="DeliveryForm" description="" type="INT"> <value enum="0" description="CASH" /> <value enum="1" description="BOOK_ENTRY" /> <value enum="2" description="BEARER" /> <value enum="101" description="OTHER" /> </field> <field number="675" name="LegSettlCurrency" description="FX : Settlement Currency" type="STRING" /> <field number="676" name="LegBenchmarkCurveCurrency" description="Identifies currency used for benchmark curve." type="CURRENCY" /> <field number="677" name="LegBenchmarkCurveName" description="Name of benchmark curve." type="STRING" /> <field number="678" name="LegBenchmarkCurvePoint" description="Point on benchmark curve." type="STRING" /> <field number="679" name="LegBenchmarkPrice" description="Benchmark rate" type="PRICE" /> <field number="680" name="LegBenchmarkPriceType" description="The price type of the LegBenchmarkPrice . 
See BenchmarkPriceType (663) for description and valid values" type="INT" /> <field number="681" name="LegBidPx" description="Bid price of this leg." type="PRICE" /> <field number="682" name="LegIOIQty" description="(. number of shares) in numeric form or relative size" type="STRING" /> <field number="684" name="LegOfferPx" description="Offer price of this leg." type="PRICE" /> <field number="685" name="LegOrderQty" description="Order Quantity" type="QTY" /> <field number="686" name="LegPriceType" description="The price type of the LegBidPx (68) and/or LegOfferPx (684). See PriceType (423) for description and valid values" type="INT"> <value enum="3" description="FIXED_AMOUNT" /> <value enum="6" description="SPREAD" /> 184
JR/T 0078—2014 </field> <field number="693" name="QuoteRespID" description="Quote Number" type="STRING" /> <field number="694" name="QuoteRespType" description="Quote Response Type" type="INT"> <value enum="1" description="HIT_OR_LIFT" /> <value enum="2" description="COUNTER" /> <value enum="5" description="DONE_AWAY" /> </field> <field number="699" name="BenchmarkSecurityID" description="The identifier of the benchmark security, . Treasury against Corporate bond.
See SecurityID (tag 48) for description and valid values." type="STRING" /> <field number="707" name="PosAmtType" description="" type="STRING" /> <field number="708" name="PosAmt" description="" type="AMT" /> <field number="711" name="NoUnderlyings" description="Number of underlying legs that make up the security." type="NUMINGROUP" /> <field number="715" name="ClearingBusinessDate" description="" type="UTCDATEONLY" /> <field number="721" name="PosMaintRptID" description="" type="STRING" /> <field number="724" name="PosReqType" description="" type="INT"> <value enum="0" description="POSITIONS" /> </field> <field number="743" name="DeliveryDate" description="" type="UTCDATEONLY" /> <field number="751" name="TradeReportRejectReason" description="" type="INT"> <value enum="0" description="SUCCESSFUL_DEFAULT" /> <value enum="5" description="MARGIN_ACCOUNT_FREEZING_FAILURE" /> </field> <field number="753" name="NoPosAmt" description="" type="NUMINGROUP" /> <field number="761" name="BenchmarkSecurityIDSource" description="Identifies class or source of the BenchmarkSecurityID (699) value. Required if BenchmarkSecurityID is specified. 
Same values as the SecurityIDSource (22) field" type="STRING"> <value enum="101" description="LEGSETTLTYPE_VALUE_101" /> <value enum="102" description="LEGSETTLTYPE_VALUE_102" /> <value enum="103" description="LEGSETTLTYPE_VALUE_103" /> </field> <field number="773" name="ConfirmType" description="Identifies the type of Confirmation message being sent." type="INT"> <value enum="101" description="CONFIRMATION_FOR_CREDIT_LIMIT" /> </field> <field number="781" name="NoSettlPartyIDs" description="" type="NUMINGROUP" /> 185
JR/T 0078—2014 <field number="782" name="SettlPartyID" description="" type="STRING" /> <field number="784" name="SettlPartyRole" description="Pay or receive flag" type="STRING"> <value enum="C" description="CREDIT" /> <value enum="D" description="DEBIT" /> </field> <field number="785" name="SettlPartySubID" description="PartySubID value within a settlement parties component." type="STRING" /> <field number="786" name="SettlPartySubIDType" description="Type of SettlPartySubID (785) value." type="INT"> <value enum="2" description="LEGSETTLTYPE_VALUE_2" /> <value enum="5" description="LEGSETTLTYPE_VALUE_5" /> <value enum="15" description="LEGSETTLTYPE_VALUE_15" /> <value enum="16" description="LEGSETTLTYPE_VALUE_16" /> <value enum="10" description="LEGSETTLTYPE_VALUE_10" /> <value enum="22" description="LEGSETTLTYPE_VALUE_22" /> <value enum="23" description="LEGSETTLTYPE_VALUE_23" /> <value enum="101" description="LEGSETTLTYPE_VALUE_101" /> <value enum="102" description="LEGSETTLTYPE_VALUE_102" /> <value enum="110" description="LEGSETTLTYPE_VALUE_110" /> <value enum="111" description="LEGSETTLTYPE_VALUE_111" /> <value enum="112" description="LEGSETTLTYPE_VALUE_112" /> <value enum="118" description="LEGSETTLTYPE_VALUE_118" /> <value enum="123" description="LEGSETTLTYPE_VALUE_123" /> <value enum="124" description="LEGSETTLTYPE_VALUE_124" /> <value enum="125" description="LEGSETTLTYPE_VALUE_125" /> <value enum="126" description="LEGSETTLTYPE_VALUE_126" /> </field> <field number="789" name="NextExpectedMsgSeqNum" description="Next expected MsgSeqNum value to be received." type="SEQNUM" /> <field number="790" name="OrdStatusReqID" description="Order Status Request ID" type="STRING" /> <field number="791" name="SettlInstReqID" description="" type="STRING" /> <field number="801" name="NoSettlParty" description="" type="NUMINGROUP" /> <field number="802" name="NoPartySubIDs" description="Repeating group below should contain unique combinations of PartySubID and PartySubIDType" type="NUMINGROUP" /> <field number="803" name="PartySubIDType" description="" type="INT"> <value enum="2" description="TRADER_CODE" /> <value enum="5" description="FULL_LEGAL_NAME_OF_FIRM" /> <value enum="6" description="POSTAL_ADDRESS" /> <value enum="7" description="PHONE_NUMBER" /> <value enum="9" description="CONTACT_NAME" /> 186
JR/T 0078—2014 <value enum="10" description="SECURITIES_ACCOUNT_NUMBER" /> <value enum="15" description="CASH_ACCOUNT_NUMBER" /> <value enum="16" description="SWIFT_BIC_CODE" /> <value enum="22" description="SECURITIES_ACCOUNT_NAME" /> <value enum="23" description="CASH_ACCOUNT_NAME" /> <value enum="24" description="DEPARTMENT" /> <value enum="28" description="MARKET_MAKER" /> <value enum="101" description="TRADER_NAME" /> <value enum="102" description="SHORT_LEGAL_NAME_OF_FIRM" /> <value enum="103" description="CONTACT_METHOD_OF_TRADER" /> <value enum="104" description="MEMBERS_OR_CLIENTS" /> <value enum="105" description="NON_MARKET_MAKER" /> <value enum="106" description="MARGIN_SETTLEMENT_ACCOUNT_NUMBER" /> <value enum="107" description="MARGIN_CUSTODIAN_ACCOUNT_NUMBER" /> <value enum="108" description="MARGIN_SETTLEMENT_BANK_NAME" /> <value enum="109" description="MARGIN_CUSTODIAN_INSTITUTION_NAME" /> <value enum="110" description="SETTLEMENT_BANK_NAME" /> <value enum="111" description="CUSTODIAN_INSTITUTION_NAME" /> <value enum="112" description="SETTLEMENT_BANK_SORT_CODE" /> <value enum="113" description="CUSTODIAN_BANK_NAME" /> <value enum="114" description="CUSTODIAN_ACCOUNT_NAME" /> <value enum="115" description="CUSTODIAN_ACCOUNT_NUMBER" /> <value enum="116" description="MARGIN_SETTLEMENT_ACCOUNT_NAME" /> <value enum="117" description="MARGIN_CUSTODIAN_ACCOUNT_NAME" /> <value enum="118" description="CHINESE_NAME_OF_CASH_ACCOUNT" /> <value enum="119" description="STATUS_OF_SECURITIES_ACCOUNT" /> <value enum="120" description="STATUS_OF_CASH_ACCOUNT" /> <value enum="121" description="MARGIN_SETTLEMENT_BANK_SORT_CODE" /> <value enum="122" description="MARGIN_CUSTODIAN_ENTITY_CODE" /> <value enum="123" description="CUSTODIAN_ENTITY_CODE" /> <value enum="124" description="FULL_LEGAL_CHINESE_NAME_OF_FIRM" /> <value enum="125" description="SHORT_LEGAL_CHINESE_NAME_OF_FIRM" /> <value enum="126" description="TRADER_CHINESE_NAME" /> <value enum="127" description="ZIP_CODE" /> <value enum="128" description="CFETS_MARGIN_SETTLEMENT_ACCOUNT_NUMBER" /> <value enum="129" description="OTHER_MARGIN_SETTLEMENT_ACCOUNT_NUMBER" /> <value enum="130" description="FIRM_CODE" /> <value enum="131" description="MULTI_CURRENCY_ACCOUNT_DESCRIPTION" /> <value enum="132" description="COLLATERAL_MANAGEMENT_INSTITUTION_ID" /> <value enum="133" description="COLLATERAL_MANAGEMENT_INSTITUTION_NAME" /> <value enum="134" description="INSTITUTION_GROUP_NAME" /> <value enum="135" description="FIRM_ID" /> <value enum="137" description="CLEARING_INSTITUTION" /> 187
JR/T 0078—2014 <value enum="138" description="SETTLEMENT_CURRENCY_NAME" /> <value enum="139" description="SETTLEMENT_CURRENCY_REMARK" /> <value enum="140" description="CONTRA_CCY_SETTLEMENT_BANK_NAME" /> <value enum="141" description="CONTRA_CCY_CHINESE_NAME_OF_CASH_ACCOUNT" /> <value enum="142" description="CONTRA_CCY_ENGLISH_NAME_OF_CASH_ACCOUNT" /> <value enum="143" description="CONTRA_CCY_SWIFT_CODE" /> <value enum="144" description="CONTRA_CCY_NAME" /> <value enum="145" description="CONTRA_CCY_REMARK" /> <value enum="146" description="INTERNAL_GROUP_THE_TRADER_BELONGED_TO" /> </field> <field number="810" name="UnderlyingPx" description="Underlying price associate with a derivative instrument." type="PRICE" /> <field number="854" name="QtyType" description="Type of quantity specified in a Quantity field
0-Units (shares, par, currency)
1-Contracts (if used - should specify ContractMultiplier (tag 23))" type="INT"> <value enum="0" description="UNITS" /> <value enum="1" description="CONTRACTS" /> </field> <field number="859" name="ConfirmReqID" description="Unique identifier for a Confirmation Request message" type="STRING" /> <field number="864" name="NoEvents" description="" type="NUMINGROUP" /> <field number="865" name="EventType" description="" type="INT"> <value enum="103" description="BANKRUPT" /> <value enum="104" description="PAYMENT_DEFAULT" /> <value enum="105" description="LOAN_MATURITY_ADVANCED" /> <value enum="106" description="LOAN_DEFAULT" /> <value enum="107" description="PAYMENT_CHANGED" /> <value enum="108" description="OTHER" /> <value enum="1" description="PUT" /> <value enum="2" description="CALL" /> <value enum="101" description="ISSUE_START_DATE" /> <value enum="102" description="ISSUE_END_DATE" /> <value enum="109" description="BOOK_KEEPING_DATE" /> <value enum="110" description="DISTRIBUTION_START_DATE" /> <value enum="111" description="DISTRIBUTION_END_DATE" /> <value enum="112" description="UNDERWRITER_PAYMENT_DATE" /> <value enum="113" description="REGISTRATION_DATE_ON_CREDIT_AND_DEBT" /> <value enum="114" description="TRADING_DATE_IN_INTER_BANK" /> <value enum="115" description="DELISTING_DATE_IN_INTER_BANK" /> <value enum="116" description="TRADING_DATE_IN_EXCHANGE" /> <value enum="117" description="DELISTING_DATE_IN_EXCHANGE" /> <value enum="118" description="COUPON_RATE_INCREASES" /> <value enum="119" description="MERGER_BOND_OPTION" /> 188
JR/T 0078—2014 <value enum="120" description="REFUNDING_BOND_OPTION" /> <value enum="121" description="DEFERRED_PAYMENT_OPTIONS" /> <value enum="122" description="DIRECTIONAL_TRANSFER_OPTION" /> </field> <field number="866" name="EventDate" description="" type="UTCDATEONLY" /> <field number="867" name="EventPx" description="" type="PRICE" /> <field number="868" name="EventText" description="" type="STRING" /> <field number="870" name="NoInstrAttrib" description="" type="NUMINGROUP" /> <field number="871" name="InstrAttribType" description=" " type="INT"> <value enum="1" description="FLAT" /> <value enum="10" description="ORIGINAL_ISSUE_DISCOUNT" /> </field> <field number="872" name="InstrAttribValue" description="" type="STRING" /> <field number="873" name="DatedDate" description="The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date" type="UTCDATEONLY" /> <field number="874" name="InterestAccrualDate" description="FX: First period start date" type="UTCDATEONLY" /> <field number="879" name="UnderlyingQty" description="Total Face Value of Underlying Instrument 
Unit amount of the underlying security (par, shares, currency, etc.)" type="QTY" /> <field number="882" name="UnderlyingDirtyPrice" description="Price (percent-of-par or per unit) of the underlying security or basket. &quot;Dirty&quot; means it includes accrued interest" type="PRICE" /> <field number="887" name="NoUnderlyingStips" description="Number of underlying stipulation entries" type="NUMINGROUP" /> <field number="888" name="UnderlyingStipType" description="Haircut -Conversion Proportion;Yield - Yield or 1st Leg Yield;Yield2 - 2nd Leg Yield;StopYield-STOPYIELD;StrikeYield - Strike Yield" type="STRING"> <value enum="Haircut" description="CONVERSION_PROPORTION" /> <value enum="Yield" description="YIELD_OR_1ST_LEG_YIELD" /> <value enum="Yield2" description="SECOND_LEG_YIELD" /> <value enum="StopYield" description="STOPYIELD" /> <value enum="StrikeYield" description="STRIKE_YIELD" /> </field> <field number="889" name="UnderlyingStipValue" description="Value of stipulation.
Same values as StipulationValue (234)" type="STRING" /> <field number="891" name="MiscFeeBasis" description="Defines the unit for a miscellaneous fee.
Value values:
0 - Absolute
1 - Per unit
2 - Percentage" type="INT"> <value enum="0" description="ABSOLUTE" /> <value enum="1" description="PER_UNIT" /> <value enum="2" description="PERCENTAGE" /> 189
JR/T 0078—2014 </field> <field number="893" name="LastFragment" description="Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List" type="BOOLEAN"> <value enum="Y" description="LAST_MESSAGE" /> <value enum="N" description="NOT_LAST_MESSAGE" /> </field> <field number="895" name="CollAsgnReason" description="" type="INT"> <value enum="3" description="MARGIN_DEFICIENCY" /> </field> <field number="902" name="CollAsgnID" description="" type="STRING" /> <field number="909" name="CollInquiryID" description="" type="STRING" /> <field number="911" name="TotNumReports" description="Total Number of Execution Report 
Can be used to identify the total number of Execution Reports which will be returned." type="INT" /> <field number="912" name="LastRptRequested" description="Can be used to indicate that this is the last Execution Reports which will be returned as a result of the request." type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="916" name="StartDate" description="Start date of a financing deal, . the date the buyer pays the seller cash and takes control of the collateral" type="LOCALMKTDATE" /> <field number="917" name="EndDate" description="End date of a financing deal, . the date the seller reimburses the buyer and takes back control of the collateral" type="LOCALMKTDATE" /> <field number="919" name="DeliveryType" description="Settlement Mehod" type="INT"> <value enum="0" description="DVP" /> <value enum="4" description="PUD" /> <value enum="5" description="DUP" /> <value enum="6" description="BVB" /> <value enum="7" description="NONE" /> <value enum="8" description="BVBF" /> <value enum="9" description="BVP" /> <value enum="10" description="CSH" /> <value enum="11" description="NDVP" /> <value enum="99" description="OTHER" /> </field> <field number="923" name="UserRequestID" description="Unique identifier for a User Request." type="STRING" /> 190
JR/T 0078—2014 <field number="924" name="UserRequestType" description="Indicates the action required by a User Request values: 1 - LogOnUser; 2 - LogOffUser; 3 - Change Password For User; 4 - Request Individual User Status" type="INT"> <value enum="1" description="LOGONUSER" /> <value enum="2" description="LOGOFFUSER" /> <value enum="3" description="CHANGEPASSWORDFORUSER" /> <value enum="4" description="REQUEST_INDIVIDUAL_USER_STATUS" /> </field> <field number="926" name="UserStatus" description="Indicates the status of a values: 1 - Logged In; 2 - Not Logged In; 3 - User Not Recognised; 4 - Password Incorrect; 5 - Password Changed; 6 - Other;7-User_bad_compid;8-User_bad_subcompid;9-wrong password format;10-active;11-inactive" type="INT"> <value enum="1" description="LOGGED_IN" /> <value enum="2" description="NOT_LOGGED_IN" /> <value enum="3" description="USER_NOT_RECOGNISED" /> <value enum="4" description="PASSWORD_INCORRECT" /> <value enum="5" description="PASSWORD_CHANGED" /> <value enum="6" description="OTHER" /> <value enum="7" description="USER_BAD_COMPID" /> <value enum="8" description="USER_BAD_SUBCOMPID" /> <value enum="9" description="WRONG_PASSWORD_FORMAT" /> <value enum="10" description="ACTIVE" /> <value enum="11" description="INACTIVE" /> </field> <field number="927" name="UserStatusText" description="A text description associated with a user status." type="STRING" /> <field number="939" name="TrdRptStatus" description="" type="INT"> <value enum="0" description="ACCEPTED" /> <value enum="1" description="REJECTED" /> </field> <field number="956" name="LegInterestAccrualDate" description="First Fixing date" type="UTCDATEONLY" /> <field number="963" name="MDReportID" description="" type="INT" /> <field number="964" name="SecurityReportID" description="" type="STRING" /> <field number="965" name="SecurityStatus" description="Security Status
1 - Active
2 - Inactive" type="CHAR"> <value enum="1" description="ACTIVE" /> <value enum="2" description="INACTIVE" /> </field> <field number="975" name="UnderlyingSettlementType" description="Indicates order settlement period for the underlying instrument.
Valid Values:
2 - T+1
4 - T+3
5 - T+4" type="INT"> 191
JR/T 0078—2014 <value enum="2" description="T_PLUS_1" /> <value enum="4" description="T_PLUS_3" /> <value enum="5" description="T_PLUS_4" /> </field> <field number="980" name="SecurityUpdateAction" description="" type="CHAR"> <value enum="R" description="REPLACE" /> <value enum="A" description="ADD" /> <value enum="D" description="DELETE" /> <value enum="M" description="MODIFY" /> </field> <field number="1036" name="ExecAckStatus" description="0 - Received, not yet processed 1 - Accepted 2 - Don't know or Rejected" type="CHAR"> <value enum="0" description="RECEIVED_BUT_NOT_YET_PROCESSED" /> <value enum="1" description="ACCEPTED" /> <value enum="2" description="DO_NOT_KNOW_OR_REJECTED" /> </field> <field number="1043" name="CollApplType" description="" type="INT"> <value enum="2" description="COLLATERAL" /> <value enum="3" description="PLEDGE" /> <value enum="4" description="MORTGAGE" /> </field> <field number="1056" name="CalculatedCcyLastQty" description="FX Market：Leg Contra Amount" type="QTY" /> <field number="1067" name="LegBidForwardPoints" description="The bid FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form." type="PRICEOFFSET" /> <field number="1068" name="LegOfferForwardPoints" description="The offer FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form." type="PRICEOFFSET" /> <field number="1071" name="LastSwapPoints" description="SWAP Points" type="PRICEOFFSET" /> <field number="1073" name="LegLastForwardPoints" description="FX Market：Leg Spot Rate" type="FLOAT" /> <field number="1074" name="LegCalculatedCcyLastQty" description="FX Market：Leg Contra Amount" type="FLOAT" /> <field number="1138" name="DisplayQty" description="The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity." type="QTY" /> <field number="1158" name="NoSettlDetails" description="" type="NUMINGROUP" /> <field number="1159" name="SettlObligMode" description="<span class=""></span>" type="INT"> <value enum="0" description="OVERDUE" /> 192
JR/T 0078—2014 <value enum="1" description="PRELIMINARY" /> <value enum="2" description="FINAL" /> <value enum="101" description="REPAYMENT_FOR_OVERDUE" /> <value enum="102" description="ACTUAL_RECEIVING_PAYMENT" /> </field> <field number="1160" name="SettlObligMsgID" description="" type="STRING" /> <field number="1161" name="SettlObligID" description="Unique ID for this settlement instruction." type="STRING" /> <field number="1162" name="SettlObligTransType" description="Settlement Obligation Transaction Type" type="CHAR"> <value enum="C" description="CANCEL" /> <value enum="N" description="NEW" /> <value enum="R" description="REPLACE" /> <value enum="O" description="ORDINARY" /> </field> <field number="1163" name="SettlObligRefID" description="Settlement Obligation Reference ID." type="STRING" /> <field number="1165" name="NoSettlOblig" description="" type="NUMINGROUP" /> <field number="1188" name="Volatility" description="" type="FLOAT" /> <field number="1227" name="ProductComplex" description="Identifies an entire suite of products for a given market." type="STRING" /> <field number="1265" name="DerivativeOptAttribute" description="Option Attribute" type="CHAR"> <value enum="0" description="ATM" /> <value enum="1" description="PUT_10D" /> <value enum="2" description="CALL_10D" /> <value enum="3" description="PUT_25D" /> <value enum="4" description="CALL_25D" /> </field> <field number="1299" name="DerivativeExerciseStyle" description="" type="CHAR"> <value enum="0" description="EUROPEAN" /> </field> <field number="1301" name="MarketID" description="" type="STRING"> <value enum="0" description="XSHG" /> <value enum="1" description="XSHE" /> <value enum="2" description="INTER_BANK" /> <value enum="3" description="COUNTER_MARKET" /> </field> <field number="1409" name="SessionStatus" description="" type="INT"> <value enum="0" description="SESSION_ACTIVE" /> <value enum="4" description="SESSION_LOGOUT_COMPLETE" /> <value enum="7" description="LOGONS_ARE_NOT_ALLOWED_AT_THIS_TIME" /> 193
JR/T 0078—2014 <value enum="9" description="LOGOUT_FAILED" /> </field> <field number="1465" name="SecurityListID" description="" type="STRING" /> <field number="1470" name="SecurityListType" description="" type="INT"> <value enum="101" description="COLLATERAL_SECURITIES_LIST" /> <value enum="102" description="SPECIFIC_COLLATERAL_SECURITY_DEFINED_LIST" /> <value enum="103" description="COLLATERAL_SECURITIES_DEFINED_LIST_IN_SPECIFIC_DATE" /> <value enum="104" description="MARKET_MAKING_SECURITY_LIST" /> </field> <field number="1482" name="OptPayoutType" description="" type="INT"> <value enum="1" description="VANILLA" /> </field> <field number="1483" name="NoComplexEvents" description="" type="NUMINGROUP" /> <field number="1484" name="ComplexEventType" description="" type="INT"> <value enum="101" description="PUT" /> <value enum="102" description="CALL" /> </field> <field number="1486" name="ComplexEventPrice" description="" type="PRICE" /> <field number="1487" name="ComplexEventPriceBoundaryMethod" description="" type="INT"> <value enum="5" description="GREATER_THAN_COMPLEXEVENTPRICE" /> <value enum="1" description="LESS_THAN_COMPLEXEVENTPRICE" /> <value enum="2" description="LESS_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE" /> <value enum="3" description="EQUAL_TO_COMPLEXEVENTPRICE" /> <value enum="4" description="GREATER_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE" /> </field> <field number="1491" name="NoComplexEventDates" description="" type="NUMINGROUP" /> <field number="1492" name="ComplexEventStartDate" description="" type="UTCTIMESTAMP" /> <field number="1493" name="ComplexEventEndDate" description="" type="UTCTIMESTAMP" /> <field number="1505" name="PartyDetailsListRequestID" description="" type="STRING" /> <field number="1510" name="PartyDetailsListReportID" description="" type="STRING" /> <field number="1512" name="TotNoPartyList" description="Total number of PartyListGrp returned" type="INT" /> <field number="1513" name="NoPartyList" description="Number of PartyListGrp" 194
JR/T 0078—2014 type="NUMINGROUP" /> <field number="1529" name="NoRiskLimits" description="Number of RiskLimits" type="NUMINGROUP" /> <field number="1530" name="RiskLimitType" description="Used to specify the type of risk limit amount of position limit quantity" type="INT"> <value enum="1" description="GROSS_LIMIT" /> <value enum="2" description="NET_LIMIT" /> </field> <field number="1531" name="RiskLimitAmount" description="Specifies the risk limit amount.</span>
<div>" type="AMT" /> <field number="10000" name="AccountInfoID" description="Account Information" type="STRING" /> <field number="10001" name="AccountInfoIDType" description="Account Information Type" type="CHAR"> <value enum="0" description="CUSTODIAN_ACCOUNT_DATA" /> <value enum="1" description="SETTLEMENT_ACCOUNT_DATA" /> </field> <field number="10002" name="AccruedInterestTotalAmt" description="Total Accrued Interest" type="AMT" /> <field number="10003" name="ActualMaturityDate" description="Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (. S&amp;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." type="UTCDATEONLY" /> <field number="10004" name="NoBenchmarks" description="NoBenchmarks" type="NUMINGROUP" /> <field number="10005" name="LimitInfoType" description="" type="INT"> <value enum="0" description="PBOC_LIMIT" /> <value enum="1" description="AUTHORITY_BETWEEN_HEAD_OFFICE_AND_BRANCHES" /> <value enum="2" description="AUTHORITY_BETWEEN_PARTIES" /> <value enum="3" description="SINGLE_LIMT" /> <value enum="4" description="TRADE_LIMIT" /> <value enum="5" description="SETTLEMENT_LIMIT" /> <value enum="6" description="SINGLE_DAY_TRADING_LIMIT_MARKET_MAKING_LIMIT" /> </field> <field number="10006" name="AnnouncementDate" description="Announcement Date" type="UTCDATEONLY" /> <field number="10007" name="NoQueryResult" description="" type="NUMINGROUP" /> <field number="10008" name="AnonymousIndicator" 195
JR/T 0078—2014 description="AnonymousIndicator" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10009" name="CouponPaymentDateReset" description="Payment date adjustment
0 - Preceding Day
1 - Following Day
2 - Modified Following" type="CHAR"> <value enum="0" description="PRECEDING_DAY" /> <value enum="1" description="FOLLOWING_DAY" /> <value enum="2" description="MODIFIED_FOLLOWING" /> </field> <field number="10010" name="PreDealFlag" description="Pre deal report indicator
Y- Valid Deal
N- Invalid Deal" type="BOOLEAN"> <value enum="Y" description="VALID_DEAL" /> <value enum="N" description="INVALID_DEAL" /> </field> <field number="10011" name="StartSeqNo" description="" type="SEQNUM" /> <field number="10012" name="GrossOrNet" description="Gross limit or net limit" type="INT"> <value enum="0" description="GROSS_LIMIT" /> <value enum="1" description="NET_LIMIT" /> <value enum="2" description="OTHER" /> </field> <field number="10013" name="CalcMethod" description="0 -Weighted Average 1 -Simple Average 2 -Median 3-arithmetic weighted average 4-index weighted average" type="INT"> <value enum="0" description="WEIGHTED_AVERAGE" /> <value enum="1" description="SIMPLE_AVERAGE" /> <value enum="2" description="MEDIAN" /> <value enum="3" description="ARITHMETIC_WEIGHTED_AVERAGE" /> <value enum="4" description="INDEX_WEIGHTED_AVERAGE" /> </field> <field number="10014" name="CashHoldingDays" description="Actual occupancy days" type="NUMBER" /> <field number="10015" name="CashPaymentType" description="0 - Initial Exchange
1 - Front Stub
2 - Back Stub
3 - Regular Payment" type="INT"> <value enum="0" description="INITIAL_EXCHANGE" /> <value enum="1" description="FRONT_STUB" /> <value enum="2" description="BACK_STUB" /> <value enum="3" description="REGULAR_PAYMENT" /> </field> <field number="10016" name="CashSubPropCap" description="Cash Substitution proportion cap" type="PERCENTAGE" /> 196
JR/T 0078—2014 <field number="10017" name="CirculationSize" description="Circulation size" type="AMT" /> <field number="10018" name="InterestAccuralDaysAdjustment" description="Interest Accural Days Adjustment
0-No Adjustment(Default)? 
1-Actual Days" type="CHAR"> <value enum="0" description="NO_ADJUSTMENT" /> <value enum="1" description="ACTUAL_DAYS" /> </field> <field number="10019" name="DealSerialNo" description="Deal Serial Number" type="STRING" /> <field number="10020" name="LegBenchmarkTenor" description="7D
3M
6M
9M
1Y;2Y;3Y;4Y;5Y;6Y;7Y;8Y;9Y;10Y;11Y;12Y;13Y;14Y;15Y;20Y" type="STRING"> <value enum="7D" description="LEGSETTLTYPE_VALUE_7D" /> <value enum="1W" description="LEGSETTLTYPE_VALUE_1W" /> <value enum="2W" description="LEGSETTLTYPE_VALUE_2W" /> <value enum="3W" description="LEGSETTLTYPE_VALUE_3W" /> <value enum="1M" description="LEGSETTLTYPE_VALUE_1M" /> <value enum="2M" description="LEGSETTLTYPE_VALUE_2M" /> <value enum="3M" description="LEGSETTLTYPE_VALUE_3M" /> <value enum="4M" description="LEGSETTLTYPE_VALUE_4M" /> <value enum="5M" description="LEGSETTLTYPE_VALUE_5M" /> <value enum="6M" description="LEGSETTLTYPE_VALUE_6M" /> <value enum="7M" description="LEGSETTLTYPE_VALUE_7M" /> <value enum="8M" description="LEGSETTLTYPE_VALUE_8M" /> <value enum="9M" description="LEGSETTLTYPE_VALUE_9M" /> <value enum="10M" description="LEGSETTLTYPE_VALUE_10M" /> <value enum="11M" description="LEGSETTLTYPE_VALUE_11M" /> <value enum="1Y" description="LEGSETTLTYPE_VALUE_1Y" /> <value enum="2Y" description="LEGSETTLTYPE_VALUE_2Y" /> <value enum="3Y" description="LEGSETTLTYPE_VALUE_3Y" /> <value enum="4Y" description="LEGSETTLTYPE_VALUE_4Y" /> <value enum="5Y" description="LEGSETTLTYPE_VALUE_5Y" /> <value enum="6Y" description="LEGSETTLTYPE_VALUE_6Y" /> <value enum="7Y" description="LEGSETTLTYPE_VALUE_7Y" /> <value enum="8Y" description="LEGSETTLTYPE_VALUE_8Y" /> <value enum="9Y" description="LEGSETTLTYPE_VALUE_9Y" /> <value enum="10Y" description="LEGSETTLTYPE_VALUE_10Y" /> <value enum="11Y" description="LEGSETTLTYPE_VALUE_11Y" /> <value enum="12Y" description="LEGSETTLTYPE_VALUE_12Y" /> <value enum="13Y" description="LEGSETTLTYPE_VALUE_13Y" /> <value enum="14Y" description="LEGSETTLTYPE_VALUE_14Y" /> <value enum="15Y" description="LEGSETTLTYPE_VALUE_15Y" /> 197
JR/T 0078—2014 <value enum="20Y" description="LEGSETTLTYPE_VALUE_20Y" /> </field> <field number="10021" name="ConstituentIndicator" description="Constituent Indicator" type="INT"> <value enum="0" description="NO" /> <value enum="1" description="YES" /> </field> <field number="10022" name="ContingencyIndicator" description="Contingency indicator" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10023" name="ConvertDate" description="Conversion Date" type="UTCDATEONLY" /> <field number="10024" name="ConvertIndicator" description="Convertible Indicator" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10025" name="ConvertOfFaceValue" description="Convert Face Value" type="AMT" /> <field number="10026" name="ConvertPx" description="Conversion Price" type="PRICE" /> <field number="10027" name="ConvertType" description="Conversion Type" type="CHAR"> <value enum="0" description="PARTIAL" /> <value enum="1" description="FULL" /> </field> <field number="10028" name="CouponCapRate" description="Coupon Cap Rate" type="PRICE" /> <field number="10029" name="CouponFloorRate" description="Coupon Floor Rate" type="PRICE" /> <field number="10030" name="CouponPaymentFrequency" description="Coupon Frequency" type="INT"> <value enum="0" description="SEMI_ANNUALLY" /> <value enum="1" description="ANNUALLY" /> <value enum="2" description="MATURITY" /> <value enum="3" description="MONTHLY" /> <value enum="4" description="QUARTERLY" /> <value enum="5" description="BIWEEKLY" /> <value enum="6" description="WEEKLY" /> <value enum="7" description="DAILY" /> <value enum="8" description="TEN_DAYS" /> 198
JR/T 0078—2014 <value enum="9" description="NINE_MONTHS" /> <value enum="10" description="IN_ADVANCE" /> <value enum="11" description="IM" /> <value enum="12" description="OTHER" /> </field> <field number="10031" name="CouponRateType" description="Coupon Rate Type" type="INT"> <value enum="0" description="FIXED" /> <value enum="1" description="FLOATING" /> <value enum="2" description="ZERO_COUPON" /> <value enum="3" description="DISCOUNT" /> <value enum="4" description="CHANGEABLE" /> <value enum="5" description="IM" /> </field> <field number="10032" name="CreditRatingAgency" description="Credit Rating Agency" type="STRING"> <value enum="0" description="DAGONG_GLOBAL_CREDIT_RATING_CO_LTD" /> <value enum="1" description="CCXI_CREDIT_RATING_CO_LTD" /> <value enum="2" description="CHINA_LIANHE_CREDIT_RATING_CO_LTD" /> <value enum="3" description="SHANGHAI_BRILLIANCE_CREDIT_RATING_AND_INVESTORS_SERVICE_CO_LTD" /> <value enum="4" description="SHANGHAI_FAREAST_CREDIT_RATING_CO_LTD" /> <value enum="5" description="PENGYUAN_CREDIT_RATING_CO_LTD" /> <value enum="6" description="GOLDEN_CREDIT_RATING_INTERNATIONAL_CO_LTD" /> </field> <field number="10033" name="CreditValidityFrom" description="Start date for credit rating." type="UTCDATEONLY" /> <field number="10034" name="CreditValidityTo" description="End date for credit rating" type="UTCDATEONLY" /> <field number="10035" name="CumulativeFaceValue" description="Cumulative Face Value of all orders" type="AMT" /> <field number="10036" name="NotionalExchangeType" description="" type="NUMINGROUP"> <value enum="0" description="START_AND_END" /> <value enum="1" description="START_ONLY" /> <value enum="2" description="END_ONLY" /> <value enum="3" description="NONE" /> </field> <field number="10037" name="DataDownloadType" description="" type="INT"> <value enum="1" description="SELF_QUOTATION_INFO" /> <value enum="2" description="SELF_DEAL_INFO" /> <value enum="3" description="AFFILIATE_DEAL_INFO" /> 199
JR/T 0078—2014 <value enum="4" description="MARKET_QUOTATION_INFO" /> <value enum="5" description="MARKET_DEAL_INFO" /> <value enum="6" description="RMB_MARKET_STATISTICS" /> <value enum="7" description="BOND_INFO" /> <value enum="8" description="ABS_INFO" /> <value enum="9" description="ETF_INFO" /> <value enum="10" description="PARTY_CONTACT_INFO" /> <value enum="11" description="PARTY_ACCOUNT_INFO" /> <value enum="12" description="AUTHORITY_BETWEEN_HEAD_OFFICE_AND_BRANCHES" /> <value enum="13" description="AUTHORITY_BETWEEN_PARTIES" /> <value enum="14" description="SINGLE_LIMT" /> <value enum="15" description="TRADE_LIMIT" /> <value enum="16" description="SETTLEMENT_LIMIT" /> <value enum="17" description="SHIBOR_RATE" /> <value enum="18" description="BENCHMARK_RATE" /> <value enum="19" description="ONE_WEEK_REPO_WEIGHTED_RATE" /> <value enum="20" description="HISTORY_INFO" /> <value enum="22" description="FX_MARKET_STATISTICS" /> </field> <field number="10038" name="DataSource" description="(FX Market: Set with fixed value 22)" type="STRING"> <value enum="22" description="LEGSETTLTYPE_VALUE_22" /> </field> <field number="10039" name="DateConfirmed" description="(FX Market)Date Confirmed)(GMT+8)" type="UTCDATEONLY" /> <field number="10040" name="DayCount" description="Day Count Convention
" type="CHAR"> <value enum="0" description="ACTUAL_DIVIDE_ACTUAL" /> <value enum="1" description="ACT_DIVIDE_360" /> <value enum="2" description="THIRTY_DIVIDE_360" /> <value enum="3" description="A_DIVIDE_365" /> <value enum="4" description="ISMA30_DIVIDE_360" /> <value enum="5" description="A_DIVIDE_365F" /> <value enum="6" description="THIRTY_DIVIDE_365" /> <value enum="7" description="THIRTY_DIVIDE_ACT" /> <value enum="8" description="THIRTY_DIVIDE_366" /> <value enum="9" description="RANG_ACT_DIVIDE_ACT" /> <value enum="A" description="RANG_ACT_DIVIDE_360" /> <value enum="B" description="RANG_ACT_DIVIDE_365" /> <value enum="C" description="RANG_ACT_DIVIDE_366" /> </field> <field number="10041" name="DealID" description="Deal ID" type="STRING" /> 200
JR/T 0078—2014 <field number="10042" name="DealMethod" description="(FX Market: Set with fixed value MT)Deal Method" type="STRING"> <value enum="MT" description="LEGSETTLTYPE_VALUE_MT" /> </field> <field number="10043" name="DelistDate" description="Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date." type="UTCDATEONLY" /> <field number="10044" name="DeliveryOptionDirection" description="Delivery Option Direction" type="CHAR"> <value enum="1" description="BUY" /> <value enum="4" description="SEL" /> </field> <field number="10045" name="DeliveryType2" description="2nd leg Settlement method 0 - DVP 4 - PUD 5 - DUP 6 - BVB 7 - NONE;8 - BVBF;9 - BVP" type="INT"> <value enum="0" description="DVP" /> <value enum="4" description="PUD" /> <value enum="5" description="DUP" /> <value enum="6" description="BVB" /> <value enum="7" description="NONE" /> <value enum="8" description="BVBF" /> <value enum="9" description="BVP" /> </field> <field number="10046" name="QueryTime" description="" type="UTCTIMESTAMP" /> <field number="10047" name="DeliveryTypeOption" description="1st leg Settlement method option" type="CHAR"> <value enum="0" description="DVP" /> <value enum="4" description="PUD" /> <value enum="5" description="DUP" /> <value enum="6" description="BVB" /> <value enum="7" description="NONE" /> <value enum="8" description="BVBF" /> <value enum="9" description="BVP" /> <value enum="A" description="CSH" /> <value enum="B" description="NDVP" /> <value enum="Z" description="OTHER" /> </field> <field number="10048" name="DirtyPrice" description="Dirty Price" type="PRICE" /> <field number="10049" name="DirtyPrice2" description="1st Leg Dirty Price;2nd leg Dirty Price" type="PRICE" /> <field number="10050" name="DiscountRate" description="DiscountRate" type="STRING" /> <field number="10051" name="DisputeSettlementMethod" description="Dispute 201
JR/T 0078—2014 Settlement Method" type="INT"> <value enum="0" description="ARBITRATION" /> <value enum="1" description="LITIGATION" /> </field> <field number="10052" name="ErrorCode" description="It’s required field for fixed income system . NGCNYTS to transfer error code defined in NGCNYTS." type="STRING" /> <field number="10053" name="FaceValue" description="The face value of a bond, exclusive of accrued interest and payable at maturity." type="AMT" /> <field number="10054" name="FirstPeriodStartDate" description="First period start date" type="UTCDATEONLY" /> <field number="10055" name="TotalDealCount" description="" type="INT" /> <field number="10056" name="TotalValidDealCount" description="" type="INT" /> <field number="10057" name="FundCustodian" description="Fund Custodian" type="STRING" /> <field number="10058" name="FundManager" description="Fund Manager" type="STRING" /> <field number="10059" name="GroupID" description="Unique inditator of group to demonstrate the name of the group" type="STRING" /> <field number="10060" name="GroupRole" description="Group Role" type="STRING"> <value enum="101" description="INITIATOR_GROUP" /> <value enum="102" description="COUNTERPARTY_GROUP" /> <value enum="104" description="CLEARING_BANK" /> <value enum="105" description="CUSTODIAN_INSTITUTION" /> <value enum="106" description="CUSTODIAN_BANK" /> <value enum="107" description="SETTLEMENT_AGENT" /> <value enum="108" description="MARGIN_MANAGEMENT_INSTITUTION" /> <value enum="109" description="MARGIN_CUSTODIAN_INSTITUTION" /> <value enum="110" description="MARGIN_AGENT" /> <value enum="111" description="CONTINGENCY_PARTY" /> </field> <field number="10061" name="HaltedPeriodFrom" description="Shut Period From Date" type="UTCDATEONLY" /> <field number="10062" name="HaltedPeriodReason" description="Reason for Shut Period" type="STRING" /> <field number="10063" name="HaltedPeriodTo" description="Shut Period To Date" type="UTCDATEONLY" /> <field number="10064" name="Currency1" description="" type="CURRENCY" /> <field number="10065" name="Currency2" description="" type="CURRENCY" /> <field number="10066" name="CouponPaymentIndicator" description="" type="BOOLEAN"> <value enum="Y" description="YES" /> 202
JR/T 0078—2014 <value enum="N" description="NO" /> </field> <field number="10067" name="IndexOfPresentTotalValue" description="Total Net value of fund" type="AMT" /> <field number="10068" name="IniExAmount" description="Initial exchange amount" type="AMT" /> <field number="10069" name="IniExDate" description="Initial exchange date" type="UTCDATEONLY" /> <field number="10070" name="IniExDirIndicator" description="Initial exchange direction 1-Buy 4-Sell" type="CHAR"> <value enum="1" description="BUY" /> <value enum="4" description="SELL" /> </field> <field number="10071" name="IniExReqIndicator" description="Initial exchange indicator" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10072" name="InterestAccrualMethod" description="Interest rate accured method
0 - Simple
1 - Compound" type="CHAR"> <value enum="0" description="SIMPLE" /> <value enum="1" description="COMPOUND" /> </field> <field number="10073" name="InterestFixDate" description="Fixing Date" type="UTCDATEONLY" /> <field number="10074" name="InterestFixDateAdjustment" description="Fixing Date Adjustment 
0 - Preceding Day
1 - Following Day
2 - Modified Following
3 - Current Day" type="CHAR"> <value enum="0" description="PRECEDING_DAY" /> <value enum="1" description="FOLLOWING_DAY" /> <value enum="2" description="MODIFIED_FOLLOWING" /> <value enum="3" description="CURRENT_DAY" /> <value enum="4" description="TWO_DAYS_BEFORE" /> <value enum="5" description="FIVE_DAYS_BEFORE" /> <value enum="6" description="OTHER" /> </field> <field number="10075" name="IOPValue" description="IOPValue" type="PRICE" /> <field number="10076" name="IssuePx" description="Issue price" type="PRICE" /> <field number="10077" name="IssuerShotName" description="Issuer‘s short name" type="STRING" /> <field number="10078" name="IssueSize" description="Issue size" type="AMT" /> <field number="10079" name="LastIOPValue" description="LastIOPValue" 203
JR/T 0078—2014 type="PRICE" /> <field number="10080" name="MaturityDateType" description="" type="STRING"> <value enum="BROKEN" description="LEGSETTLTYPE_VALUE_BROKEN" /> <value enum="7D" description="LEGSETTLTYPE_VALUE_7D" /> <value enum="2W" description="LEGSETTLTYPE_VALUE_2W" /> <value enum="3W" description="LEGSETTLTYPE_VALUE_3W" /> <value enum="1M" description="LEGSETTLTYPE_VALUE_1M" /> <value enum="2M" description="LEGSETTLTYPE_VALUE_2M" /> <value enum="3M" description="LEGSETTLTYPE_VALUE_3M" /> <value enum="4M" description="LEGSETTLTYPE_VALUE_4M" /> <value enum="5M" description="LEGSETTLTYPE_VALUE_5M" /> <value enum="6M" description="LEGSETTLTYPE_VALUE_6M" /> <value enum="9M" description="LEGSETTLTYPE_VALUE_9M" /> <value enum="1Y" description="LEGSETTLTYPE_VALUE_1Y" /> <value enum="2Y" description="LEGSETTLTYPE_VALUE_2Y" /> <value enum="3Y" description="LEGSETTLTYPE_VALUE_3Y" /> <value enum="4Y" description="LEGSETTLTYPE_VALUE_4Y" /> <value enum="5Y" description="LEGSETTLTYPE_VALUE_5Y" /> <value enum="6Y" description="LEGSETTLTYPE_VALUE_6Y" /> <value enum="7Y" description="LEGSETTLTYPE_VALUE_7Y" /> <value enum="8Y" description="LEGSETTLTYPE_VALUE_8Y" /> <value enum="9Y" description="LEGSETTLTYPE_VALUE_9Y" /> <value enum="10Y" description="LEGSETTLTYPE_VALUE_10Y" /> <value enum="11Y" description="LEGSETTLTYPE_VALUE_11Y" /> <value enum="12Y" description="LEGSETTLTYPE_VALUE_12Y" /> <value enum="13Y" description="LEGSETTLTYPE_VALUE_13Y" /> <value enum="14Y" description="LEGSETTLTYPE_VALUE_14Y" /> <value enum="15Y" description="LEGSETTLTYPE_VALUE_15Y" /> <value enum="16Y" description="LEGSETTLTYPE_VALUE_16Y" /> <value enum="17Y" description="LEGSETTLTYPE_VALUE_17Y" /> <value enum="18Y" description="LEGSETTLTYPE_VALUE_18Y" /> <value enum="19Y" description="LEGSETTLTYPE_VALUE_19Y" /> <value enum="20Y" description="LEGSETTLTYPE_VALUE_20Y" /> <value enum="21Y" description="LEGSETTLTYPE_VALUE_21Y" /> <value enum="22Y" description="LEGSETTLTYPE_VALUE_22Y" /> <value enum="23Y" description="LEGSETTLTYPE_VALUE_23Y" /> <value enum="24Y" description="LEGSETTLTYPE_VALUE_24Y" /> <value enum="25Y" description="LEGSETTLTYPE_VALUE_25Y" /> <value enum="26Y" description="LEGSETTLTYPE_VALUE_26Y" /> <value enum="27Y" description="LEGSETTLTYPE_VALUE_27Y" /> <value enum="28Y" description="LEGSETTLTYPE_VALUE_28Y" /> <value enum="29Y" description="LEGSETTLTYPE_VALUE_29Y" /> <value enum="30Y" description="LEGSETTLTYPE_VALUE_30Y" /> 204
JR/T 0078—2014 <value enum="40Y" description="LEGSETTLTYPE_VALUE_40Y" /> <value enum="50Y" description="LEGSETTLTYPE_VALUE_50Y" /> </field> <field number="10081" name="QuoteMethod" description="" type="CHAR"> <value enum="1" description="MARKET" /> <value enum="2" description="GROUP" /> <value enum="3" description="ONE_TO_ONE_USER" /> <value enum="4" description="ONE_TO_ONE_ENTITY" /> </field> <field number="10082" name="SettlDateTerm" description="" type="NUMBER" /> <field number="10083" name="LastSubRedempMinUnit" description="Minimum Subscription Unit Value 或 Minimum Redemption Unit Value" type="AMT" /> <field number="10084" name="LastTradeCashSpread" description="Cash Spread" type="PRICEOFFSET" /> <field number="10085" name="LastTradeDate" description="Last trading date" type="UTCDATEONLY" /> <field number="10086" name="LegSolveForIndicator" description="" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10087" name="LeavesTotalQty" description="Leave quantity" type="AMT" /> <field number="10088" name="LegAccruedInterestAmt" description="Accrued Interest" type="AMT" /> <field number="10089" name="LegAccruedInterestTotalAmt" description="Leg Interest Amount" type="AMT" /> <field number="10090" name="LegBenchmarkSpread" description="Basis Point/ Spread" type="PRICEOFFSET" /> <field number="10091" name="LegCashOrdQty" description="Total Eligible Traded Amount" type="QTY" /> <field number="10092" name="SendingScope" description="" type="STRING" /> <field number="10093" name="BreakContraAckStatus" description="" type="INT"> <value enum="0" description="CONFIRMATION" /> <value enum="1" description="CANCELLATION" /> </field> <field number="10094" name="LegSign" description="" type="CHAR"> <value enum="N" description="NEAR_LEG" /> <value enum="F" description="FAR_LEG" /> <value enum="O" description="MEANS_PER_LEGSIDE" /> </field> <field number="10095" name="LegCouponPaymentDateReset" description="Payment date adjustment" type="CHAR"> 205
JR/T 0078—2014 <value enum="0" description="PRECEDING_DAY" /> <value enum="1" description="FOLLOWING_DAY" /> <value enum="2" description="MODIFIED_FOLLOWING" /> <value enum="3" description="MODIFIED_PROCEEDING" /> </field> <field number="10096" name="LegCouponPaymentFrequency" description="Payment frequency" type="STRING"> <value enum="0" description="SEMI_ANNUALLY" /> <value enum="1" description="ANNUALLY" /> <value enum="2" description="MATURITY" /> <value enum="3" description="MONTHLY" /> <value enum="4" description="QUARTERLY" /> <value enum="5" description="BIWEEKLY" /> <value enum="6" description="WEEKLY" /> <value enum="7" description="DAILY" /> <value enum="7D" description="LEGSETTLTYPE_VALUE_7D" /> <value enum="1W" description="LEGSETTLTYPE_VALUE_1W" /> <value enum="2W" description="LEGSETTLTYPE_VALUE_2W" /> <value enum="3W" description="LEGSETTLTYPE_VALUE_3W" /> <value enum="1M" description="LEGSETTLTYPE_VALUE_1M" /> <value enum="2M" description="LEGSETTLTYPE_VALUE_2M" /> <value enum="3M" description="LEGSETTLTYPE_VALUE_3M" /> <value enum="4M" description="LEGSETTLTYPE_VALUE_4M" /> <value enum="5M" description="LEGSETTLTYPE_VALUE_5M" /> <value enum="6M" description="LEGSETTLTYPE_VALUE_6M" /> <value enum="7M" description="LEGSETTLTYPE_VALUE_7M" /> <value enum="8M" description="LEGSETTLTYPE_VALUE_8M" /> <value enum="9M" description="LEGSETTLTYPE_VALUE_9M" /> <value enum="10M" description="LEGSETTLTYPE_VALUE_10M" /> <value enum="11M" description="LEGSETTLTYPE_VALUE_11M" /> <value enum="1Y" description="LEGSETTLTYPE_VALUE_1Y" /> <value enum="2Y" description="LEGSETTLTYPE_VALUE_2Y" /> <value enum="3Y" description="LEGSETTLTYPE_VALUE_3Y" /> <value enum="4Y" description="LEGSETTLTYPE_VALUE_4Y" /> <value enum="5Y" description="LEGSETTLTYPE_VALUE_5Y" /> <value enum="6Y" description="LEGSETTLTYPE_VALUE_6Y" /> <value enum="7Y" description="LEGSETTLTYPE_VALUE_7Y" /> <value enum="8Y" description="LEGSETTLTYPE_VALUE_8Y" /> <value enum="9Y" description="LEGSETTLTYPE_VALUE_9Y" /> <value enum="10Y" description="LEGSETTLTYPE_VALUE_10Y" /> <value enum="11Y" description="LEGSETTLTYPE_VALUE_11Y" /> <value enum="12Y" description="LEGSETTLTYPE_VALUE_12Y" /> <value enum="13Y" description="LEGSETTLTYPE_VALUE_13Y" /> 206
JR/T 0078—2014 <value enum="14Y" description="LEGSETTLTYPE_VALUE_14Y" /> <value enum="15Y" description="LEGSETTLTYPE_VALUE_15Y" /> <value enum="20Y" description="LEGSETTLTYPE_VALUE_20Y" /> <value enum="1D" description="LEGSETTLTYPE_VALUE_1D" /> <value enum="10D" description="LEGSETTLTYPE_VALUE_10D" /> <value enum="8" description="TEN_DAYS" /> <value enum="9" description="NINE_MONTHS" /> <value enum="10" description="IN_ADVANCE" /> </field> <field number="10097" name="LegDayCount" description="Day count convention 0-Actual/Actual 1: (ACT/360) 2: 30/360" type="CHAR"> <value enum="0" description="ACTUAL_DIVIDE_ACTUAL" /> <value enum="1" description="ACT_DIVIDE_360" /> <value enum="2" description="THIRTY_DIVIDE_360" /> <value enum="3" description="A_DIVIDE_365" /> <value enum="4" description="ISMA30_DIVIDE_360" /> <value enum="5" description="A_DIVIDE_365F" /> </field> <field number="10098" name="LegDeliveryType" description="Settlement Method" type="INT"> <value enum="0" description="DVP" /> <value enum="4" description="PUD" /> <value enum="5" description="DUP" /> <value enum="6" description="BVB" /> <value enum="7" description="NONE" /> <value enum="8" description="BVBF" /> <value enum="9" description="BVP" /> </field> <field number="10099" name="StubRateFixedDate2" description="Stub Rate Fixed Date" type="UTCDATEONLY" /> <field number="10100" name="LegDirtyPrice" description="Dirty Price" type="PRICE" /> <field number="10101" name="LegFixingDateDayCount" description="first fixing date day count
0 - Actual/Actual
1 - (ACT/360)
2 - 30/360" type="INT" /> <field number="10102" name="LegFixingDateIndicator" description="first fixing date indicator" type="INT"> <value enum="0" description="EFFECTIVE_DATE_N" /> <value enum="1" description="FIRST_PERIOD_START_DATE_N" /> </field> <field number="10103" name="NetBasisChangePrevDay" description="" type="PRICEOFFSET" /> <field number="10104" name="LegNetBasisChangePrevDay" description="" 207
JR/T 0078—2014 type="PRICEOFFSET" /> <field number="10105" name="DealTransType" description="" type="CHAR"> <value enum="0" description="DEAL_ENTRY" /> <value enum="1" description="DEAL_MODIFICATION" /> <value enum="2" description="DEAL_CANCELLATION" /> <value enum="3" description="SUPPLEMENTARY_CONTRACT_MODIFICATION" /> <value enum="4" description="SUPPLEMENTARY_CONTRACT_CANCELLATION" /> <value enum="5" description="SUPPLEMENTARY_CONTRACT_CANCELLATION_BY_MSC" /> <value enum="6" description="SUPPLEMENTARY_CONTRACT_CANCELLATION_BY_TRADER" /> <value enum="7" description="DEAL_MODIFICATION_ON_CDC_REJECTION" /> <value enum="8" description="LIMIT_INFO_CHECK" /> <value enum="9" description="LIMIT_INFO_CHECK_RESPONSE" /> <value enum="A" description="EXECUTION_QUERY_RESPONSE" /> </field> <field number="10106" name="LegInterestAccrualMethod" description="Interest rate accured method
0 - Simple
1 - Compound" type="CHAR"> <value enum="0" description="SIMPLE" /> <value enum="1" description="COMPOUND" /> </field> <field number="10107" name="LegInterestAccrualResetDateAdjust" description="Reset date adjustment 
0 - Preceding Day
1 - Following Day
2 - Modified Following;3- Modified Proceeding" type="CHAR"> <value enum="0" description="PRECEDING_DAY" /> <value enum="1" description="FOLLOWING_DAY" /> <value enum="2" description="MODIFIED_FOLLOWING" /> <value enum="3" description="MODIFIED_PROCEEDING" /> </field> <field number="10108" name="LegInterestAccrualResetFrequency" description="Reset frequency 0 - Semi-annually 1 - Annually 2 - Maturity 3 - Monthly 4 - Quarterly 5 - Bi-Weekly 6 - Weekly 7 - Daily;7D;3M;6M;9M;1Y;2Y;3Y;4Y;5Y;6Y;7Y;8Y;9Y;10Y;11Y;12Y;13Y;14Y;15Y;20Y" type="STRING"> <value enum="0" description="SEMI_ANNUALLY" /> <value enum="1" description="ANNUALLY" /> <value enum="2" description="MATURITY" /> <value enum="3" description="MONTHLY" /> <value enum="4" description="QUARTERLY" /> <value enum="5" description="BIWEEKLY" /> <value enum="6" description="WEEKLY" /> <value enum="7" description="DAILY" /> <value enum="1D" description="LEGSETTLTYPE_VALUE_1D" /> 208
JR/T 0078—2014 <value enum="7D" description="LEGSETTLTYPE_VALUE_7D" /> <value enum="10D" description="LEGSETTLTYPE_VALUE_10D" /> <value enum="1W" description="LEGSETTLTYPE_VALUE_1W" /> <value enum="2W" description="LEGSETTLTYPE_VALUE_2W" /> <value enum="3W" description="LEGSETTLTYPE_VALUE_3W" /> <value enum="1M" description="LEGSETTLTYPE_VALUE_1M" /> <value enum="2M" description="LEGSETTLTYPE_VALUE_2M" /> <value enum="3M" description="LEGSETTLTYPE_VALUE_3M" /> <value enum="4M" description="LEGSETTLTYPE_VALUE_4M" /> <value enum="5M" description="LEGSETTLTYPE_VALUE_5M" /> <value enum="6M" description="LEGSETTLTYPE_VALUE_6M" /> <value enum="7M" description="LEGSETTLTYPE_VALUE_7M" /> <value enum="8M" description="LEGSETTLTYPE_VALUE_8M" /> <value enum="9M" description="LEGSETTLTYPE_VALUE_9M" /> <value enum="10M" description="LEGSETTLTYPE_VALUE_10M" /> <value enum="11M" description="LEGSETTLTYPE_VALUE_11M" /> <value enum="1Y" description="LEGSETTLTYPE_VALUE_1Y" /> <value enum="2Y" description="LEGSETTLTYPE_VALUE_2Y" /> <value enum="3Y" description="LEGSETTLTYPE_VALUE_3Y" /> <value enum="4Y" description="LEGSETTLTYPE_VALUE_4Y" /> <value enum="5Y" description="LEGSETTLTYPE_VALUE_5Y" /> <value enum="6Y" description="LEGSETTLTYPE_VALUE_6Y" /> <value enum="7Y" description="LEGSETTLTYPE_VALUE_7Y" /> <value enum="8Y" description="LEGSETTLTYPE_VALUE_8Y" /> <value enum="9Y" description="LEGSETTLTYPE_VALUE_9Y" /> <value enum="10Y" description="LEGSETTLTYPE_VALUE_10Y" /> <value enum="11Y" description="LEGSETTLTYPE_VALUE_11Y" /> <value enum="12Y" description="LEGSETTLTYPE_VALUE_12Y" /> <value enum="13Y" description="LEGSETTLTYPE_VALUE_13Y" /> <value enum="14Y" description="LEGSETTLTYPE_VALUE_14Y" /> <value enum="15Y" description="LEGSETTLTYPE_VALUE_15Y" /> <value enum="20Y" description="LEGSETTLTYPE_VALUE_20Y" /> </field> <field number="10109" name="LegInterestResetCount" description="No of reset in payment period" type="INT" /> <field number="10110" name="LegLastInterestResetDate" description="Last reset date" type="UTCDATEONLY" /> <field number="10111" name="QueryResultType" description="1. Leg Information Indicator (分期信息标识)
2 .Settlement status (结算状态)
3. Total Buy Single order Limit (总单笔订单买入限额)
4. Total Sell Single order Limit (总单笔订单卖出限额)
5. Total buy Cumulative order Limit (总累计订单买入限额)
6. Total sell Cumulative order Limit (总累计订单卖出限额)
7. Utilized Buy Cumulative order Limit (已用累计订单买入限额)
8. Utilized Sell Cumulative order Limit (已用累计209
JR/T 0078—2014 订单卖出限额)
9. Available Buy Cumulative order Limit (可用累计订单买入限额)
10. Available Sell Cumulative order Limit (可用累计订单卖出限额)
11. Number of Responses (报价回复笔数)
12. Number of Rejections (报价拒绝笔数)
13. Ratio of Rejections (拒绝率)
14. Ratio Type （比例类型）
15. Utilized Ratio （已用比例） 
16. Ratio set (比例)" type="INT"> <value enum="1" description="LEG_INFORMATION_INDICATOR" /> <value enum="2" description="SETTLEMENT_STATUS" /> <value enum="3" description="TOTAL_BUY_SINGLE_ORDER_LIMIT" /> <value enum="4" description="TOTAL_SELL_SINGLE_ORDER_LIMIT" /> <value enum="5" description="TOTAL_BUY_CUMULATIVE_ORDER_LIMIT" /> <value enum="6" description="TOTAL_SELL_CUMULATIVE_ORDER_LIMIT" /> <value enum="7" description="UTILIZED_BUY_CUMULATIVE_ORDER_LIMIT" /> <value enum="8" description="UTILIZED_SELL_CUMULATIVE_ORDER_LIMIT" /> <value enum="9" description="AVAILABLE_BUY_CUMULATIVE_ORDER_LIMIT" /> <value enum="10" description="AVAILABLE_SELL_CUMULATIVE_ORDER_LIMIT" /> <value enum="11" description="NUMBER_OF_RESPONSES" /> <value enum="12" description="NUMBER_OF_REJECTIONS" /> <value enum="13" description="RATIO_OF_REJECTIONS" /> <value enum="14" description="RATIO_TYPE" /> <value enum="15" description="UTILIZED_RATIO" /> <value enum="16" description="RATIO_SET" /> </field> <field number="10112" name="LegLastSpotRate" description="（FX Market：Leg Spot Rate）" type="PRICE" /> <field number="10113" name="DataDownloadStartTime" description="" type="UTCTIMESTAMP" /> <field number="10114" name="DataDownloadEndTime" description="" type="UTCTIMESTAMP" /> <field number="10115" name="LegLeaveQty" description="remaining amount" type="QTY" /> <field number="10116" name="LegInterestFixDateAdjustment" description="Fixing Date Adjustment 
0-V-0;1-V-1;2-V-2" type="CHAR"> <value enum="0" description="V_0" /> <value enum="1" description="V_1" /> <value enum="2" description="V_2" /> </field> <field number="10117" name="BreakContractRequestType" description="" type="INT"> <value enum="0" description="NEW_CONTRACT_BREAK_REPORT" /> <value enum="1" description="CONTRACT_BREAK_REPORT_CANCELLATION" /> </field> <field number="10118" name="DrawRequestID" description="" type="STRING" /> <field number="10119" name="LegMaxFloor" description="Maximum Display 210
JR/T 0078—2014 Quantity(maximum display unit amount）" type="QTY" /> <field number="10120" name="LegMaxQty" description="Maximum Trading Amount" type="QTY" /> <field number="10121" name="LegMinQty" description="Minimum Trading Amount" type="QTY" /> <field number="10122" name="LegMinTickSize" description="Tick Size for Trading Amount (The counter party can deal only in multiples of the tick size defined)" type="QTY" /> <field number="10123" name="DrawAmt" description="" type="AMT" /> <field number="10124" name="DrawRequestTime" description="" type="UTCTIMESTAMP" /> <field number="10125" name="DrawReqAckStatus" description="" type="INT"> <value enum="0" description="RECEIVED_BUT_NOT_YET_PROCESSED" /> <value enum="1" description="DO_NOT_KNOW_OR_REJECTED" /> </field> <field number="10126" name="DrawRespStatus" description="" type="INT"> <value enum="0" description="REJECTED" /> <value enum="1" description="ACCEPTED" /> <value enum="2" description="APPLIED_DEFAULT" /> <value enum="3" description="CANCELLED_BY_USER" /> </field> <field number="10127" name="DrawRespAckStatus" description="" type="INT"> <value enum="0" description="ACCEPTED_SUCCESSFULLY" /> <value enum="1" description="FAILED" /> </field> <field number="10128" name="MarginAccountAmt" description="" type="AMT" /> <field number="10129" name="FrozenAmt" description="" type="AMT" /> <field number="10130" name="PendingAmt" description="" type="AMT" /> <field number="10131" name="AvailableAmt" description="" type="AMT" /> <field number="10132" name="LegRiskOrderQty" description="FX Market：Leg Risk Amount）" type="QTY" /> <field number="10133" name="LegSettlCurrAmt" description="1st leg Settlement Amount" type="AMT" /> <field number="10134" name="LegSettlCurrAmt2" description="2nd Leg Settlement Amount" type="AMT" /> <field number="10135" name="LegSpotDate" description="（FX Market：Leg Spot Date）" type="UTCDATEONLY" /> <field number="10136" name="LegStipulationType" description="Haircut -Conversion Proportion (s) (%) Yield - Yield/ 1st Leg Yield Yield2 - 2nd Leg Yield StopYield-STOPYIELD;StrikeYield-Strike Yield" type="STRING"> <value enum="Haircut" description="CONVERSION_PROPORTION" /> <value enum="Yield" description="YIELD_OR_1ST_LEG_YIELD" /> <value enum="Yield2" description="SECOND_LEG_YIELD" /> 211
JR/T 0078—2014 <value enum="StopYield" description="STOPYIELD" /> <value enum="StrikeYield" description="STRIKE_YIELD" /> </field> <field number="10137" name="LegStipulationValue" description="For Fixed Income. Value of stipulation." type="PERCENTAGE" /> <field number="10138" name="LegTradeCashAmt" description="Trade cash amount" type="AMT" /> <field number="10139" name="LegValidUntilTime" description="Quote Valid Time" type="UTCTIMESTAMP" /> <field number="10140" name="CollateralInfoChangeAckStatus" description="" type="INT"> <value enum="0" description="ACCEPTED_SUCCESSFULLY" /> <value enum="1" description="FAILED" /> </field> <field number="10141" name="NoTrdReports" description="" type="NUMBER" /> <field number="10142" name="CollateralInfoChangeType" description="" type="INT"> <value enum="0" description="COLLATERAL_ACCOUNT_INFORMATION_CHANGE" /> <value enum="1" description="DEAL_INFORMATION_CHANGE" /> <value enum="2" description="PARTIES_INFORMATION_CHANGE" /> </field> <field number="10143" name="LimitCategory" description="Limit Category 0 - Daily 1 - Remaining balance 2-Cumulative limit" type="CHAR"> <value enum="0" description="DAILY" /> <value enum="1" description="REMAINING_BALANCE" /> <value enum="2" description="CUMULATIVE_LIMIT" /> </field> <field number="10144" name="LimitType" description="Limit Type
0 - Single order limit
1 - Cumulative order limit" type="CHAR"> <value enum="0" description="SINGLE_ORDER_LIMIT" /> <value enum="1" description="CUMULATIVE_ORDER_LIMIT" /> </field> <field number="10145" name="ListDate" description="Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date." type="UTCDATEONLY" /> <field number="10146" name="MarginAMTRequired" description="" type="AMT" /> <field number="10147" name="MarginSubmitAmt" description="" type="AMT" /> <field number="10148" name="LastMarginSubmitDate" description="" type="UTCTIMESTAMP" /> <field number="10149" name="MarginAgency" description="Collateral Agency Name 0-CFETS; 1-CGSDTC; 2-Other ;3-All. This information needs to be entered in case of cash only" type="CHAR"> <value enum="0" description="CFETS" /> 212
JR/T 0078—2014 <value enum="1" description="CGSDTC" /> <value enum="2" description="OTHER" /> <value enum="3" description="ALL" /> </field> <field number="10150" name="MarginAMT" description="MarginTotal face value" type="AMT" /> <field number="10151" name="MarginCurrency" description="Margin Currency" type="CURRENCY" /> <field number="10152" name="MarginFaceValue" description="Margin face value" type="AMT" /> <field number="10153" name="MarginMaintainanceWay" description="Margin Maintainance Way" type="STRING" /> <field number="10154" name="MarginDirection" description="" type="CHAR"> <value enum="1" description="BUY_FIXED_RECEIVER_BENCHMARK_RECEIVER_TAKER_RECEIVE" /> <value enum="4" description="SELL_FIXED_PAYER_BENCHMARK_PAYER_TAKER_PAY" /> </field> <field number="10155" name="MarginPartyRole" description="0-initiator
1-counterparty" type="INT"> <value enum="0" description="INITIATOR" /> <value enum="1" description="COUNTERPARTY" /> <value enum="119" description="BUYER_OR_BORROWER_OR_REVERSE_REPOER_OR_FIXED_PAYER_OR_BENCHMARK_1_PAYER" /> <value enum="120" description="SELLER_OR_LENDER_OR_REPOER_OR_FIXED_RECEIVER_OR_BENCHMARK_1_RECEIVER" /> </field> <field number="10156" name="MarginRate" description="Securities Margin Rate" type="PERCENTAGE" /> <field number="10157" name="MarginReplacement" description="Margin Replacement indicator" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10158" name="MarginRequired" description="Collateral Indicator" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10159" name="MarginSecuritiesID" description="securities margin code" type="STRING" /> 213
JR/T 0078—2014 <field number="10160" name="MarginSecurityIDSource" description="securities margin code source" type="STRING"> <value enum="5" description="RIC_CODE" /> <value enum="101" description="CFETS" /> <value enum="102" description="CDC" /> <value enum="103" description="USERDEFINED" /> </field> <field number="10161" name="MarginTotalAmt" description="Margin total amount" type="AMT" /> <field number="10162" name="MarginSubmitDate" description="Margin Submit Date" type="UTCDATEONLY" /> <field number="10163" name="NoMDTypes" description="" type="NUMINGROUP" /> <field number="10164" name="MDType" description="Market Data Type" type="CHAR"> <value enum="0" description="ON_SHIBOR" /> <value enum="1" description="SHIBOR_AVERAGES" /> <value enum="6" description="BOND_INDEX" /> <value enum="7" description="FR007_MOVING_AVERAGE_RATE" /> <value enum="8" description="SHIBOR3M_IRS_CURVE" /> <value enum="9" description="YIELD_CURVE" /> <value enum="A" description="A_TIER_CLIENTS_FX_REAL_TIME_STATISTICS" /> <value enum="B" description="B_TIER_CLIENTS_FX_TIME_LAG_STATISTICS" /> <value enum="C" description="FX_MARKET_DATA_STATISTICS" /> <value enum="D" description="FX_PRICE_DATA_UPDATE" /> <value enum="E" description="FX_PRICE_DATA_SNAPSHOT" /> <value enum="F" description="FX_PRICE_DATA_REFRESH" /> <value enum="G" description="RMB_BROADCAST_MBO" /> <value enum="H" description="RMB_BROADCAST_MBR" /> <value enum="I" description="RMB_BROADCAST_DEAL_MARKET_INFORMATION" /> <value enum="J" description="RMB_BROADCAST_SESSION_CONTROL" /> <value enum="K" description="REPO_FIXING_RATE" /> <value enum="L" description="BENCHMARK_REFERENCE" /> <value enum="M" description="SHIBOR_TERM_INFORMATION" /> <value enum="R" description="RMB_MARKET_DATA_STATISTICS" /> <value enum="S" description="BENCHMARK_SAMPLE_DATA" /> <value enum="T" description="VALUE_DATE_DATA" /> <value enum="N" description="RMB_PRICE_DATA_UPDATE" /> </field> <field number="10165" name="NetChgPerPrevDay" description="Change over Previous Day Closing Price" type="PERCENTAGE" /> <field number="10166" name="LegNetChgPerPrevDay" description="Change over Previous Day Closing Price" type="PERCENTAGE" /> <field number="10167" name="NoQueryParam" description="" type="NUMINGROUP" /> 214
JR/T 0078—2014 <field number="10168" name="QueryRequestID" description="" type="STRING" /> <field number="10169" name="QueryParamType" description="1-Ratio Type 比例类型 2-Settlement Status 结算状态 3-IRS Type利率互换类型 4-Statistics Type 行情类别 5-Inquiry By 查询标准 6-QueryDirection 查询交易方向" type="CHAR"> <value enum="1" description="RATIO_TYPE" /> <value enum="2" description="SETTLEMENT_STATUS" /> <value enum="3" description="IRS_TYPE" /> <value enum="4" description="STATISTICS_TYPE" /> <value enum="5" description="INQUIRY_BY" /> <value enum="6" description="QUERYDIRECTION" /> </field> <field number="10170" name="QueryParamValue" description="1. Single Bond Outright Repo Ratio 单券种待返售余额比例 2. Multiple Bonds Ratio for Outright Repo (待返售总余额比例) 3. Unilateral Buy Ratio 单机构单券种买入余额占该债券流通量的比例 4. Unilateral Sell Ratio 单机构单券种卖出余额占该债券流通量的比例 5. Net Buying Ratio 净买入总余额占实收资本（基金资产净值、净资产或营运资金）比例 6. Gross selling ratio 卖出总余额占自营债券总余额比例 7. FX Query-Date 外汇成交查询-基于日期 8. FX Query-ExceID 外汇成交查询-基于成交编号 9.基准互换 10.固定对浮动互换 11.交易日 12.结算日" type="STRING"> <value enum="1" description="SINGLE_BOND_OUTRIGHT_REPO_RATIO" /> <value enum="2" description="MULTIPLE_BONDS_RATIO_FOR_OUTRIGHT_REPO" /> <value enum="3" description="UNILATERAL_BUY_RATIO" /> <value enum="4" description="UNILATERAL_SELL_RATIO" /> <value enum="5" description="NET_BUYING_RATIO" /> <value enum="6" description="GROSS_SELLING_RATIO" /> <value enum="7" description="FX_QUERY_BY_DATE" /> <value enum="8" description="FX_QUERY_BY_EXCEID" /> <value enum="9" description="FLOAT_RATE_TO_FLOAT_RATE" /> <value enum="10" description="FIXED_RATE_TO_FLOAT_RATE" /> <value enum="11" description="TRADE_DATE" /> <value enum="12" description="SETTLEMENT_DATE" /> </field> <field number="10171" name="DownloadRequestID" description="" type="STRING" /> <field number="10172" name="QueryResultValue" description="" type="STRING" /> <field number="10173" name="MarginSymbol" description="securities margin name" type="STRING" /> <field number="10174" name="MarginTraced" description="Securities Margin Traced Indicator" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10175" name="MarginType" description="Margin Type 0-Bond;1-Cash;2-Bond and Cash;3-Bond Interest;4-Cash Interest;5-Bond and Cash 215
JR/T 0078—2014 Interest" type="CHAR"> <value enum="0" description="BOND" /> <value enum="1" description="CASH" /> <value enum="2" description="BOND_AND_CASH" /> <value enum="3" description="BOND_INTEREST" /> <value enum="4" description="CASH_INTEREST" /> <value enum="5" description="BOND_AND_CASH_INTEREST" /> </field> <field number="10176" name="MarketIndicator" description="Market" type="STRING"> <value enum="0" description="ALL" /> <value enum="1" description="INTER_BANK_OFFERING" /> <value enum="2" description="INTEREST_RATE_SWAP" /> <value enum="3" description="FORWARD_RATE_AGREEMENT" /> <value enum="4" description="CASH_BOND" /> <value enum="5" description="BOND_FORWARD" /> <value enum="6" description="ASSET_BACKED_SECURITY" /> <value enum="7" description="ETFS" /> <value enum="8" description="SECURITY_LENDING" /> <value enum="9" description="COLLATERAL_REPO" /> <value enum="10" description="OUTRIGHT_REPO" /> <value enum="11" description="FXSWP" /> <value enum="12" description="FXSPT" /> <value enum="13" description="FXNDF" /> <value enum="14" description="FXFOW" /> <value enum="15" description="FXIRS" /> <value enum="16" description="BENCHMARK" /> <value enum="17" description="FXCRS" /> <value enum="18" description="CRM" /> <value enum="19" description="FXOPT" /> <value enum="20" description="CNYDEPOSIT" /> <value enum="21" description="FXDEPO" /> <value enum="22" description="CNYLOAN" /> <value enum="23" description="FIXED_DEPOSIT" /> <value enum="24" description="REDEMPTORY_MONETARY_CAPITAL_FOR_SALE" /> </field> <field number="10177" name="MarketStatReqID" description="Market Statatistics Request ID" type="STRING" /> <field number="10178" name="NoLimitInfo" description="Number of LimitInfoGrp" type="NUMINGROUP" /> <field number="10179" name="MaxQty" description="Maximum Trading Amount" type="AMT" /> <field number="10180" name="MaxSingleDayLimit" description="Single Day 216
JR/T 0078—2014 Maximum Net Limit set" type="AMT" /> <field number="10181" name="MaxSingleDayLimitReminder" description="Single Day Maximum Net Limit Reminder" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10182" name="SecurityHoldingDays" description="" type="NUMBER" /> <field number="10183" name="DownloadParamValue" description="下载参数值
1-固定-浮动
2-浮动-浮动
3-意向报价
4-对话报价
5-双向报价
6-点击成交报价
7-限价报价
8-竞价订单
9-外汇日历史数据
10-外汇周历史数据
11-外汇月历史数据" type="STRING"> <value enum="1" description="FIXED_FLOATING" /> <value enum="2" description="FLOATING_FLOATING" /> <value enum="3" description="IOI_QUOTE" /> <value enum="4" description="DIALOGUE_QUOTE" /> <value enum="5" description="TWO_WAY_QUOTE" /> <value enum="6" description="CLICK_AND_DEAL_QUOTE" /> <value enum="7" description="LIMIT_QUOTE" /> <value enum="8" description="MATCHING_ORDER" /> <value enum="9" description="FX_DAILY_HISTORY_DATA" /> <value enum="10" description="FX_WEEKLY_HISTORY_DATA" /> <value enum="11" description="FX_MONTHLY_HISTORY_DATA" /> </field> <field number="10184" name="MinFaceValueAmountTickSize" description="Tick size for Total Face Value tick" type="AMT" /> <field number="10185" name="NoLimits" description="Number of LimitDataGrp" type="NUMINGROUP" /> <field number="10186" name="MinSingleDayLimit" description="Single Day Minimum Net Limit set" type="AMT" /> <field number="10187" name="MinSingleDayLimitReminder" description="Single Day Minimum Net Limit Reminder" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10188" name="MinTickSize" description="Tick Size for Trading Amount (The counter party can deal only in multiples of the tick size defined)" type="AMT" /> <field number="10189" name="AmendmentDate" description="Amendment Date" type="UTCDATEONLY" /> <field number="10190" name="NDFCurrency" description="（FX Market：NDF Fixing Text）" type="CURRENCY" /> <field number="10191" name="NDFDate" description="FX Market：NDF Fixing Date" 217
JR/T 0078—2014 type="UTCDATEONLY" /> <field number="10192" name="NegotiationCount" description="Negotiation Count" type="NUMBER" /> <field number="10193" name="NewPassword" description="New Password" type="STRING" /> <field number="10194" name="NextCouponPaymentDate" description="Next coupon payment date" type="UTCDATEONLY" /> <field number="10195" name="NextSingleDayBuyLimit" description="Single Day Limit available for Next Deal - Buy" type="AMT" /> <field number="10196" name="NextSingleDaySellLimit" description="Single Day Limit available for Next Deal - Sell" type="AMT" /> <field number="10197" name="NextSystemSeqNo" description="Next system‘s Seqence Number" type="SEQNUM" /> <field number="10198" name="NextUserSeqNo" description="Next User‘s Seqence Number" type="SEQNUM" /> <field number="10199" name="NextValueDate" description="Next Value Date" type="UTCDATEONLY" /> <field number="10200" name="NoAccountInfo" description="Number of Account Information" type="NUMINGROUP" /> <field number="10201" name="NoConvertInfo" description="NoConvertInfo" type="NUMINGROUP" /> <field number="10202" name="NoCredtRateAgencyInfo" description="Number of Credt Rate Agency Information" type="NUMINGROUP" /> <field number="10203" name="NoDeliveryType2Option" description="" type="NUMINGROUP" /> <field number="10204" name="NoDeliveryTypeOption" description="settlement type option" type="NUMINGROUP" /> <field number="10205" name="NoGroupsIDs" description="Repeating group below should contain unique combinations of GroupID and GroupRole" type="NUMINGROUP" /> <field number="10206" name="NoHistoryInfo" description="Number of history Information" type="NUMINGROUP" /> <field number="10207" name="NoInitialExchange" description="Number of Initial Exchange Information" type="NUMINGROUP" /> <field number="10208" name="NoLegStipulations" description="Number of LegStipulations" type="NUMINGROUP" /> <field number="10209" name="NoMarginAmt" description="Number of Margin Amount" type="NUMINGROUP" /> <field number="10210" name="NoMarginInfo" description="Number of Margin Information" type="NUMINGROUP" /> <field number="10211" name="NoMarginSecurities" description="Number of Margin Securities" type="NUMINGROUP" /> <field number="10212" name="NoMktStatEntries" description="Number of Market 218
JR/T 0078—2014 Statistic Entries" type="NUMINGROUP" /> <field number="10213" name="NoMktStatLegs" description="Number of Market Statistic Legs" type="NUMINGROUP" /> <field number="10214" name="NoQueryCondition" description="Number of Query Condition" type="NUMINGROUP" /> <field number="10215" name="NoRedemptionInfo" description="Redemption details (Multiple records of redemption can be entered)" type="NUMINGROUP" /> <field number="10216" name="NoReissueInfo" description="Number of Reissue Informationh" type="NUMINGROUP" /> <field number="10217" name="NoStub" description="Number of Stub" type="NUMINGROUP" /> <field number="10218" name="StubRequired" description="" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10219" name="StubDescription" description="" type="STRING" /> <field number="10220" name="ContinueBroadcast" description="" type="INT"> <value enum="1" description="GET_BROADCAST_DATA_AFTER_RETRANSMISSION" /> <value enum="0" description="NOT_TO_GET_BROADCAST_DATA_AFTER_RETRANSMISSION" /> </field> <field number="10221" name="OrderEntryTime" description="Order Entry Time" type="UTCTIMESTAMP" /> <field number="10222" name="OrdQtyResetAmount" description="Order Quantity Reset Amount" type="AMT" /> <field number="10223" name="OrdQtyResetDate" description="Order Quantity Reset Date" type="UTCDATEONLY" /> <field number="10224" name="OrdQtyResetFrequency" description="Order Quantity Reset Frequency" type="CHAR" /> <field number="10225" name="OrdQtyResetPercentage" description="Order Quantity Reset Percentage" type="PERCENTAGE" /> <field number="10226" name="OrdQtyResetRequired" description="Order Quantity Reset Required" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10227" name="OrdQtyResetType" description="Order Quantity Reset Type
0 - Step up
1 - Step Down" type="INT"> <value enum="0" description="STEP_UP" /> <value enum="1" description="STEP_DOWN" /> </field> <field number="10228" name="Originator" description="Originator" type="STRING" /> 219
JR/T 0078—2014 <field number="10229" name="PartyInfoType" description="Party Information Type 1-Address book 2-Account info 3-member info 4-derivative limit institution info; 5- Institution Group info; 6- Trader Privilege data" type="CHAR"> <value enum="1" description="ADDRESS_BOOK" /> <value enum="2" description="ACCOUNT_INFO" /> <value enum="3" description="MEMBER_INFO" /> <value enum="4" description="DERIVATIVE_LIMIT_INSTITUTION_INFO" /> <value enum="5" description="INSTITUTION_GROUP_INFO" /> <value enum="6" description="TRADER_PRIVILEGE_DATA" /> </field> <field number="10230" name="QueryStartTime" description="Query Start Time" type="UTCTIMEONLY" /> <field number="10231" name="QueryEndTime" description="Query End Time" type="UTCTIMEONLY" /> <field number="10232" name="CurrentNumReports" description="" type="INT" /> <field number="10233" name="RecoveryAdjustment" description="" type="INT" /> <field number="10234" name="RecoveryFromTime" description="" type="UTCTIMESTAMP" /> <field number="10235" name="UniqueOutputKey" description="" type="STRING" /> <field number="10236" name="Price2" description="1st Leg clean price;2nd Leg clean price" type="PRICE" /> <field number="10237" name="PriceResetDate" description="Price Reset Date" type="UTCDATEONLY" /> <field number="10238" name="PriceSetDate" description="Price Set Date" type="UTCDATEONLY" /> <field number="10239" name="Principal" description="Principal" type="AMT" /> <field number="10240" name="PrincipalPayFrequency" description="Principal Payment Frequency
0 - Semi-annually
1 - Annually
2 - Maturity
3 - Monthly
4 - Quarterly
5 - Bi-Weekly
6 - Weekly" type="CHAR"> <value enum="0" description="SEMI_ANNUALLY" /> <value enum="1" description="ANNUALLY" /> <value enum="2" description="MATURITY" /> <value enum="3" description="MONTHLY" /> <value enum="4" description="QUARTERLY" /> <value enum="5" description="BIWEEKLY" /> <value enum="6" description="WEEKLY" /> </field> <field number="10241" name="PrincipalPaymentRate" description="Principal Payment Rate" type="PRICE" /> <field number="10242" name="PriviledgeNo" description="Priviledge No" type="STRING" /> <field number="10243" name="TermToMaturity" description="Dx Mx Yx
Example: Y3 M3 D2- 3 years 3 months 2 Days
D255 - 255 Days" type="MULTIPLEVALUESTRING" 220
JR/T 0078—2014 /> <field number="10244" name="PutOrCallDueDate" description="Put/ call Due date" type="UTCDATEONLY" /> <field number="10245" name="PwdExpiryDate" description="PwdExpiryDate" type="UTCDATEONLY" /> <field number="10246" name="PwdExpiryFlag" description="PwdExpiryFlag" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10247" name="QueryEndDate" description="Date to" type="UTCDATEONLY" /> <field number="10248" name="QueryEndExecID" description="Query End Execution ID" type="STRING" /> <field number="10249" name="QueryEndSettlDate" description="Collateral Settlement Date To" type="UTCDATEONLY" /> <field number="10250" name="QueryExecType" description="QueryDeal Status
0 - New
4 - Canceled
5 - Replaced
101 - Contingency
102 - All
103 - Purged" type="STRING"> <value enum="0" description="NEW" /> <value enum="4" description="CANCELED" /> <value enum="5" description="REPLACED" /> <value enum="101" description="CONTINGENCY" /> <value enum="102" description="ALL" /> <value enum="103" description="PURGED" /> </field> <field number="10251" name="QueryMaxFwdTerm" description="Starting After To" type="NUMBER" /> <field number="10252" name="QueryMaxTerm" description="Term to" type="NUMBER" /> <field number="10253" name="QueryMinFwdTerm" description="Starting After From" type="NUMBER" /> <field number="10254" name="QueryMinTerm" description="Term from" type="NUMBER" /> <field number="10255" name="QueryOrdStatus" description="0-Status for all orders 

1-Status for orders which are not confirmed by the party 

2-Status for all orders for the party 

3-Cancelled 

4-Modified 

5-Partially Dealt 

6-Fully Dealt 

7-Pending" type="CHAR"> <value enum="0" description="STATUS_FOR_ALL_ORDERS" /> <value enum="1" description="STATUS_FOR_ORDERS_WHICH_ARE_NOT_CONFIRMED_BY_THE_PARTY" /> <value enum="2" description="STATUS_FOR_ALL_ORDERS_FOR_THE_PARTY" /> 221
JR/T 0078—2014 <value enum="3" description="CANCELLED" /> <value enum="4" description="MODIFIED" /> <value enum="5" description="PARTIALLY_DEALT" /> <value enum="6" description="FULLY_DEALT" /> <value enum="7" description="PENDING" /> </field> <field number="10256" name="QueryPageNumber" description="Query Page Number(FX Market: Indicate which page will be request.)" type="NUMBER" /> <field number="10257" name="QueryPageSize" description="Query Page Size(FX Market: The number of results in one page.)" type="NUMBER" /> <field number="10258" name="QueryQuoteType" description="0-All(default) 1-List price(Negotiation) 2-Directional(Negotiation) 3-Dialogue(Negotiation) 4-Two way(Negotiation) 5-Limit Order(Click and Deal) 6-Non Designated Market 7-Designated Market Making Quote;8-Non Market Making Quote;9-Market Making Quote;A-Market Making plus Non Market Making Quote;B-Click and Negotiate Quote;C-Supplementary Clause;<br>Making Quote(Click and Deal) 7-Designated Market Making Quote(Click and Deal) 8-Non Market Making Quote(Click and Deal) ;9-Market Making Quote;A-Market Making plus Non Market Making Quote;" type="CHAR"> <value enum="0" description="ALL" /> <value enum="1" description="LIST_PRICE" /> <value enum="2" description="DIRECTIONAL" /> <value enum="3" description="DIALOGUE" /> <value enum="4" description="TWO_WAY" /> <value enum="5" description="LIMIT_ORDER" /> <value enum="6" description="NON_DESIGNATED_MARKET_MAKING_QUOTE" /> <value enum="7" description="DESIGNATED_MARKET_MAKING_QUOTE" /> <value enum="8" description="NON_MARKET_MAKING_QUOTE" /> <value enum="9" description="MARKET_MAKING_QUOTE" /> <value enum="A" description="MARKET_MAKING_PLUS_NON_MARKET_MAKING_QUOTE" /> <value enum="B" description="CLICK_AND_NEGOTIATE_QUOTE" /> <value enum="C" description="SUPPLEMENTARY_CLAUSE" /> </field> <field number="10259" name="QueryRatingType" description="Inquiry Type
0 -Basic Information
1 -Historical information
2 -Credit Rating information" type="CHAR"> <value enum="0" description="BASIC_INFORMATION" /> <value enum="1" description="HISTORICAL_INFORMATION" /> <value enum="2" description="CREDIT_RATING_INFORMATION" /> </field> <field number="10260" name="QueryRatioType" description="Ratio Type 0 - Unilateral Buy Ratio 1 - Unilateral Sell Ratio 2 - Net Buying Ratio 3 -?Gross Selling 222
JR/T 0078—2014 Ratio" type="CHAR"> <value enum="0" description="UNILATERAL_BUY_RATIO" /> <value enum="1" description="UNILATERAL_SELL_RATIO" /> <value enum="2" description="NET_BUYING_RATIO" /> <value enum="3" description="GROSS_SELLING_RATIO" /> </field> <field number="10261" name="QuerySecurityMaturity" description="Days to Maturity
Number of days to maturity 
E. g : 345 days, 23 years 23 days
Days to maturity will be calculated from Effective From Date." type="NUMBER" /> <field number="10262" name="QuerySecurityType" description="0-Treasury Bonds ;1-Policy Financial Bonds;2-Commercial Papers ;3-Subordinated Bonds ;4-Other Financial Bonds ;5-Corporate Bonds;6-Central Bank Notes;7-International Development Institution Bonds;8-Mixed Capital Bonds" type="CHAR"> <value enum="0" description="TREASURY_BONDS" /> <value enum="1" description="POLICY_FINANCIAL_BONDS" /> <value enum="2" description="COMMERCIAL_PAPERS" /> <value enum="3" description="SUBORDINATED_BONDS" /> <value enum="4" description="OTHER_FINANCIAL_BONDS" /> <value enum="5" description="CORPORATE_BONDS" /> <value enum="6" description="CENTRAL_BANK_NOTES" /> <value enum="7" description="INTERNATIONAL_DEVELOPMENT_INSTITUTION_BONDS" /> <value enum="8" description="MIXED_CAPITAL_BONDS" /> </field> <field number="10263" name="QuerySide" description="0 -All
1 -Buy
2 -Sell" type="CHAR"> <value enum="0" description="ALL" /> <value enum="1" description="BUY" /> <value enum="2" description="SELL" /> </field> <field number="10264" name="QueryStartDate" description="Date From" type="UTCDATEONLY" /> <field number="10265" name="QueryStartExecID" description="Query Start Execution ID
（FX Market：Start GID）" type="STRING" /> <field number="10266" name="QueryStartNumber" description="Query Start Number
FX Market： Start number in results" type="NUMBER" /> <field number="10267" name="QueryStartSettlDate" description="Collateral Settlement Date From" type="UTCDATEONLY" /> <field number="10268" name="QueryTradeMethod" description="0 -Negotiation
1 -Click &amp; Deal
2 -All (Default)" type="CHAR"> <value enum="0" description="NEGOTIATION" /> <value enum="1" description="CLICK_AND_DEAL" /> 223
JR/T 0078—2014 <value enum="2" description="ALL" /> </field> <field number="10269" name="QueryTradingProduct" description="0 - Standard Product
1 - Combination" type="CHAR"> <value enum="0" description="STANDARD_PRODUCT" /> <value enum="1" description="COMBINATION" /> </field> <field number="10270" name="QueryType" description="0-RMB deal inquiry(本币市场成交数据） 1-Self Quote Inquiry (本方询价报价查询) 2-Self Deal Details Inquiry (本方成交明细查询) 3-Deal Details Inquiry by MBO User of Head Office(分行成交明细查询) 4-Limit Inquiry (限额查询) 5-Settlement Inquiry (结算查询) 6-Announcement Inquiry (公告查询) 7-Click in Negotiate Reject Ratio Inquiry (一次确认报价拒绝率查询) 8-Ratio Inquiry (比例查询) 9-Collateral Inquiry (保证品查询) 10-Benchmark Inquiry （基准利率窗口) 11-Net Value Inquiry (基金净值查询) 12-Trading Fee Invoice Inquiry (缴费单通知查询) 13-Trading Fee Inquiry (交易手续费查询) 14-ABS Information Inquiry (资产支持证券信息查询) 15-FX Deal inquery (外汇交易查询) 16-FX IRS or CRS inquery （外汇IRS/CRS查询） 17-FX Broadcast Request 18-FX Price Data Full Image Refresh Request 19-FX Historical Data Retransmission Request 20-RMB quote inquiry(本币市场报价数据） 21-Data center inquery_database name数据中心查询数据库名 22-Data center inquery_database schema name数据中心查询数据库模式名 23-Data center inquery_database character sets value数据中心查询数据库字符集 24-Data center inquery_database time数据中心查询数据库系统时间 25-Data center inquery_database table name数据中心查询表名 26-Data center inquery_database view name数据中心查询视图名 27-Data center inquery_database table DDL 数据中心查询表DDL 28-Data center inquery_database view DDL数据中心查询视图DDL 29-Data center inquery_database column data数据中心查询列元数据 30-Data center inquery_database table data数据中心查询表数据 31-未平仓合约查询 32-计算代理查询 33-衍生品授信查询 34-基金净值总额提交查询 35-用户权限查询" type="INT"> <value enum="0" description="RMB_DEAL_INQUIRY" /> <value enum="1" description="SELF_QUOTE_INQUIRY" /> <value enum="2" description="SELF_DEAL_DETAILS_INQUIRY" /> <value enum="3" description="DEAL_DETAILS_INQUIRY_BY_MBO_USER_OF_HEAD_OFFICE" /> <value enum="4" description="LIMIT_INQUIRY" /> <value enum="5" description="SETTLEMENT_INQUIRY" /> <value enum="6" description="ANNOUNCEMENT_INQUIRY" /> <value enum="7" description="CLICK_IN_NEGOTIATE_REJECT_RATIO_INQUIRY" /> <value enum="8" description="RATIO_INQUIRY" /> <value enum="9" description="COLLATERAL_INQUIRY" /> <value enum="10" description="BENCHMARK_INQUIRY" /> <value enum="11" description="NET_VALUE_INQUIRY" /> <value enum="12" description="TRADING_FEE_INVOICE_INQUIRY" /> <value enum="13" description="TRADING_FEE_INQUIRY" /> <value enum="14" description="ABS_INFORMATION_INQUIRY" /> 224
JR/T 0078—2014 <value enum="15" description="FX_DEAL_INQUERY" /> <value enum="16" description="FX_IRS_OR_CRS_INQUERY" /> <value enum="17" description="FX_BROADCAST_REQUEST" /> <value enum="18" description="FX_PRICE_DATA_FULL_IMAGE_REFRESH_REQUEST" /> <value enum="19" description="FX_HISTORICAL_DATA_RETRANSMISSION_REQUEST" /> <value enum="21" description="DATA_CENTER_INQUERY_DATABASE_NAME" /> <value enum="22" description="DATA_CENTER_INQUERY_DATABASE_SCHEMA_NAME" /> <value enum="23" description="DATA_CENTER_INQUERY_DATABASE_CHARACTER_SETS_VALUE" /> <value enum="24" description="DATA_CENTER_INQUERY_DATABASE_TIME" /> <value enum="25" description="DATA_CENTER_INQUERY_DATABASE_TABLE_NAME" /> <value enum="26" description="DATA_CENTER_INQUERY_DATABASE_VIEW_NAME" /> <value enum="27" description="DATA_CENTER_INQUERY_DATABASE_TABLE_DDL" /> <value enum="28" description="DATA_CENTER_INQUERY_DATABASE_VIEW_DDL" /> <value enum="29" description="DATA_CENTER_INQUERY_DATABASE_COLUMN_DATA" /> <value enum="30" description="DATA_CENTER_INQUERY_DATABASE_TABLE_DATA" /> <value enum="31" description="UNSETTLED_POSITIONS_INQUERY" /> <value enum="32" description="CALCULATION_AGENT_INQUERY" /> <value enum="33" description="DERIVATIVE_LIMIT_INQUERY" /> <value enum="34" description="NET_TOTAL_VALUE_OF_FUND_INQUERY" /> <value enum="35" description="TRADER_PRIVILEGE_DATA_INQUERY" /> </field> <field number="10271" name="QuoteTime" description="Quote Time" type="UTCTIMESTAMP" /> <field number="10272" name="QuoteTransType" description="N -New C -Cancel R -Replace 1-Counter 2-Reject" type="CHAR"> <value enum="N" description="NEW" /> <value enum="C" description="CANCEL" /> <value enum="R" description="REPLACE" /> <value enum="1" description="COUNTER" /> <value enum="2" description="REJECT" /> </field> <field number="10273" name="RedemptionDate" description="Date of Redemption" type="UTCDATEONLY" /> <field number="10274" name="RedemptionFrequency" description="Frequency of Redemption
0 - Semi-annually
1 - Annually
2 - Maturity
3 - Monthly
4 - Quarterly
5 - Bi-Weekly
6 - Weekly" type="INT"> <value enum="0" description="SEMI_ANNUALLY" /> <value enum="1" description="ANNUALLY" /> <value enum="2" description="MATURITY" /> <value enum="3" description="MONTHLY" /> <value enum="4" description="QUARTERLY" /> 225
JR/T 0078—2014 <value enum="5" description="BIWEEKLY" /> <value enum="6" description="WEEKLY" /> </field> <field number="10275" name="RedemptionIndicator" description="Redemption Indicator" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10276" name="RedemptionOfFaceValue" description="Redemption Face Value" type="AMT" /> <field number="10277" name="RedemptionPx" description="Redemption Price" type="PRICE" /> <field number="10278" name="RedemptionType" description="Redemption Type
0 - Full
1 - Paritial Redemption" type="CHAR"> <value enum="0" description="FULL" /> <value enum="1" description="PARITIAL_REDEMPTION" /> </field> <field number="10279" name="ReissueDate" description="Reissue Date" type="UTCDATEONLY" /> <field number="10280" name="ReissueIndicator" description="Reissue Indicator" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10281" name="ReissueSize" description="Reissue Size" type="AMT" /> <field number="10282" name="RemarkIndicator" description="Remark Indicator" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10283" name="ResetDateAdjustment" description="Reset Date Adjustment
0 - Preceding Day
1 - Following Day
2 - Modified Following" type="CHAR"> <value enum="0" description="PRECEDING_DAY" /> <value enum="1" description="FOLLOWING_DAY" /> <value enum="2" description="MODIFIED_FOLLOWING" /> </field> <field number="10284" name="RiskLastQty" description="FX Market：Risk Amount" type="QTY" /> <field number="10286" name="SecurityTerm" description="Security Term" type="NUMBER" /> <field number="10287" name="SegmentID" description="Market Indicator" 226
JR/T 0078—2014 type="INT"> <value enum="1" description="INTER_BANK_OFFERING" /> <value enum="2" description="INTEREST_RATE_SWAP" /> <value enum="3" description="FORWARD_RATE_AGREEMENT" /> <value enum="4" description="CASH_BOND" /> <value enum="5" description="BOND_FORWARD" /> <value enum="6" description="ASSET_BACKED_SECURITY" /> <value enum="7" description="ETFS" /> <value enum="8" description="SECURITY_LENDING" /> <value enum="9" description="COLLATERAL_REPO" /> <value enum="10" description="OUTRIGHT_REPO" /> <value enum="11" description="FXSWP" /> <value enum="12" description="FXSPT" /> <value enum="13" description="FXNDF" /> <value enum="14" description="FXFOW" /> <value enum="15" description="FXIRS" /> <value enum="16" description="BENCHMARK" /> <value enum="17" description="FXCRS" /> <value enum="18" description="CRM" /> </field> <field number="10288" name="LimitValue" description="Limit Value" type="AMT" /> <field number="10289" name="SettlCurrAmt2" description="2nd Leg Settlement Amount" type="AMT" /> <field number="10290" name="SettlCurrency2" description="2nd leg settlement currency (default is CNY)" type="CURRENCY" /> <field number="10291" name="SettlDateAdjustment" description="Settlement Date Adjustment 
0 - Preceding Day
1 - Following Day
2 - Modified Following" type="CHAR"> <value enum="0" description="PRECEDING_DAY" /> <value enum="1" description="FOLLOWING_DAY" /> <value enum="2" description="MODIFIED_FOLLOWING" /> </field> <field number="10292" name="SettlResetDate" description="Settl Reset Date" type="UTCDATEONLY" /> <field number="10293" name="SingleDayUtilizeLimit" description="Utilize Net Limit" type="AMT" /> <field number="10294" name="SoftwareType" description="Software Type" type="STRING" /> <field number="10295" name="SplitIndicator" description="SplitIndicator" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> 227
JR/T 0078—2014 </field> <field number="10296" name="SpotDate" description="（FX Market：Spot Date）" type="UTCDATEONLY" /> <field number="10297" name="StartingAfterDayCount" description="0 - Actual/Actual
1 - (ACT/360)
2 - 30/360" type="CHAR"> <value enum="0" description="ACTUAL_DIVIDE_ACTUAL" /> <value enum="1" description="ACT_DIVIDE_360" /> <value enum="2" description="THIRTY_DIVIDE_360" /> </field> <field number="10298" name="StubAmount" description="Stub Amount" type="AMT" /> <field number="10299" name="StubEndDate" description="Stub End Date" type="UTCDATEONLY" /> <field number="10300" name="StubIndicator" description="Stub Indicator 0-No Stub 1-Front Stub Indicator 2-Back Stub Indicator" type="INT"> <value enum="0" description="NO_STUB" /> <value enum="1" description="FRONT_STUB_INDICATOR" /> <value enum="2" description="BACK_STUB_INDICATOR" /> </field> <field number="10301" name="StubInterestAmt" description="Stub Interest Amount" type="AMT" /> <field number="10302" name="StubInterestPaymentDate" description="Stub Interest Payment Date" type="UTCDATEONLY" /> <field number="10303" name="StubRateFixedDate" description="Stub Rate Fixed Date" type="UTCDATEONLY" /> <field number="10304" name="StubStartDate" description="Stub Start Date" type="UTCDATEONLY" /> <field number="10305" name="SubRedempIndicator" description="Sub-Redemp Indicator
0 - Subscription
1 - Redemption" type="INT"> <value enum="0" description="SUBSCRIPTION" /> <value enum="1" description="REDEMPTION" /> </field> <field number="10306" name="SubRedempMinUnit" description="Sub-Redemption Minimum Unit" type="AMT" /> <field number="10307" name="SupplementaryClause" description="Supplimentary Clause" type="STRING" /> <field number="10308" name="SysSeqNo" description="It’s required field for fixed income system . NGCNYTS for Global message sequence number" type="SEQNUM" /> <field number="10309" name="TerminationTime" description="Termination Time" type="UTCTIMESTAMP" /> <field number="10310" name="TotalPrincipal" description="Total Principal" type="AMT" /> 228
JR/T 0078—2014 <field number="10311" name="TotNumReportPages" description="The query results will be grouped with fixed number. The field indicates that the totol number of groups. Trading system will send the first group of results one by one. If member request next group, trading system will send the next group of results." type="NUMBER" /> <field number="10312" name="TradeCashAmt" description="Trade amount" type="AMT" /> <field number="10313" name="TradeEstimatedCashAmt" description="Trade Estimated Cash Amount" type="AMT" /> <field number="10314" name="TradeFwdDays" description="Trade Forward Days" type="NUMBER" /> <field number="10315" name="TradeInstrument" description="(FX Market: Instrument):
1- 
2- 
3- 
4- " type="CHAR"> <value enum="1" description="FX_BILATERAL" /> <value enum="2" description="FX_CROSS" /> <value enum="3" description="FX_ANONYMOUS" /> <value enum="4" description="IRDV_BILATERAL" /> </field> <field number="10316" name="TradeLimitDays" description="calculate from valid date" type="STRING" /> <field number="10317" name="TradeMethod" description="Trading method" type="INT"> <value enum="0" description="ALL" /> <value enum="1" description="NEGOTIATION" /> <value enum="2" description="CLICK_AND_DEAL_LIMIT_ORDER_IN_FX_MARKET" /> <value enum="3" description="MATCHING" /> <value enum="4" description="REQUEST_FOR_QUOTE" /> <value enum="5" description="ONE_CLICK" /> <value enum="1" description="NEGOTIATION_NORMAL" /> <value enum="2" description="ONE_CLICK_LIMIT_QUOTE" /> <value enum="5" description="ONE_CLICK_NORMAL" /> <value enum="6" description="CLICK_IN_NEGOTIATE_QUOTE" /> </field> <field number="10318" name="TradeTime" description="Time the transaction represented by this ExecutionReport occurred" type="UTCTIMEONLY" /> <field number="10319" name="TradeType" description="Type of Trade 0-Designated Market Making 1-Non Market Making 2-All(Market Making) 3-Non Designated Market Making 4-Buy Market Making; 5-Sell Market Making;6-All Trade Types(market making and non-market making);" type="INT"> <value enum="0" description="DESIGNATED_MARKET_MAKING" /> <value enum="1" description="NON_MARKET_MAKING" /> <value enum="2" description="ALL" /> 229
JR/T 0078—2014 <value enum="3" description="NON_DESIGNATED_MARKET_MAKING" /> <value enum="4" description="BUY_MARKET_MAKING" /> <value enum="5" description="SELL_MARKET_MAKING" /> <value enum="6" description="ALL_TRADE_TYPES" /> </field> <field number="10320" name="Turnover" description="TurnOver(Million Yuan)" type="AMT" /> <field number="10321" name="UnderlyingAccruedInterestAmt" description="Accrued Interest Amount" type="AMT" /> <field number="10322" name="UnderlyingAccruedInterestAmt2" description="2nd Accrued Interest Amount" type="AMT" /> <field number="10323" name="UnderlyingCashSubOpt" description="Cash substitution Indicator" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10324" name="UnderlyingCashSubPremRatio" description="Cash Substitution Premium Ratio" type="PERCENTAGE" /> <field number="10325" name="UnderlyingDirtyPrice2" description="Underlying 2nd-Leg Dirty Price" type="PRICE" /> <field number="10326" name="UnderlyingFaceValue" description="Underlying Face Value" type="AMT" /> <field number="10327" name="UnderlyingFundManager" description="Underlying Fund Manager" type="STRING" /> <field number="10328" name="UnderlyingPx2" description="Underlying Price" type="PRICE" /> <field number="10329" name="UnderlyingRedemQty" description="Underlying Redemtion Quantity" type="QTY" /> <field number="10330" name="UnderlyingSubQty" description="Underlying Subscribe Quantity" type="AMT" /> <field number="10331" name="UnderlyingTotalCashSubAmt" description="Underlying Total Cash Substitution Amount" type="AMT" /> <field number="10332" name="ProcessingStatus" description="" type="INT"> <value enum="0" description="NOT_PROCESSED" /> <value enum="1" description="FROZEN" /> <value enum="2" description="PENDING" /> <value enum="3" description="PROCESSED" /> <value enum="4" description="DEAL_CANCELLATION" /> <value enum="5" description="BREAK_CONTRACT_CANCELLATION" /> </field> <field number="10333" name="UserSeqNo" description="User Message Sequence Number" type="SEQNUM" /> <field number="10334" name="ValidDays" description="Valid Days" type="NUMBER" 230
JR/T 0078—2014 /> <field number="10335" name="ValidUntilDate" description="Valid Until Date" type="UTCDATEONLY" /> <field number="10336" name="VersionNo" description="Version No" type="STRING" /> <field number="10337" name="MDSubType" description="" type="INT"> <value enum="0" description="DEAL_MARKET_STATISTICS" /> <value enum="1" description="DEAL_MARKET_STATISTICS_FLOATING_VS_FLOATING" /> <value enum="2" description="DEAL_MARKET_STATISTICS_FIXED_VS_FLOATING" /> <value enum="3" description="BOND_MARKET_STATISTICS" /> <value enum="4" description="TWO_WAY_QUOTE_MARKET_STATISTICS" /> <value enum="5" description="TWO_WAY_QUOTE_MARKET_STATISTICS_FLOATING_VS_FLOATING" /> <value enum="6" description="TWO_WAY_QUOTE_MARKET_STATISTICS_FIXED_VS_FLOATING" /> <value enum="7" description="TRADING_PRODUCT_MARKET_STATISTICS" /> <value enum="8" description="REPO_RATE_STATISTICS" /> <value enum="9" description="FIRST_LEG_CLEAN_PRICE_STATISTICS" /> <value enum="10" description="SECOND_LEG_CLEAN_PRICE_STATISTICS" /> <value enum="11" description="BOND_INDEX_DATA" /> <value enum="13" description="DEAL_DATA_SAMPLE_OF_CLOSING_PRICE" /> <value enum="14" description="TWO_WAY_QUOTATION_SAMPLE_DATA_OF_CLOSING_PRICE" /> <value enum="15" description="REAL_TIME_QUOTATION_SAMPLE_DATA_OF_BENCHMARK_SECURITY" /> <value enum="16" description="REAL_TIME_YIELD_CURVE_DATA_OF_BENCHMARK_SECURITY" /> <value enum="17" description="YIELD_CURVE_DATA_OF_ALL_SAMPLE_DATA" /> <value enum="18" description="THE_BEST_TWO_WAY_QUOTATION_DATA_OF_MARKET_MAKING_SECURITIES" /> <value enum="19" description="BOND_INDEX_INTRA_DAY_DATA" /> <value enum="20" description="FIXING_CURVE_DATA_OF_BENCHMARK_SECURITY" /> <value enum="21" description="THE_BEST_QUOTE_DATA_OF_BENCHMARK_SECURITY_FIXING_CURVE" /> </field> <field number="10338" name="BuyTtlCmltveAmt" description="" type="AMT" /> <field number="10339" name="SellTtlCmltveAmt" description="" type="AMT" /> <field number="10340" name="MBRCmltveAmt" description="" type="AMT" /> <field number="10341" name="OrderCount" description="" type="NUMBER" /> <field number="10342" name="LastModifyTime" description="" type="UTCTIMESTAMP" /> <field number="10343" name="UpdatOperation" description="" type="INT"> 231
JR/T 0078—2014 <value enum="0" description="NEWLY_ADDED" /> <value enum="1" description="MODIFICATION" /> </field> <field number="10344" name="CollateralType" description="" type="INT"> <value enum="0" description="RMB_NEGOTIATION" /> <value enum="1" description="MARGIN_REQUIRED" /> <value enum="2" description="WARRANTER_REQUIRED" /> <value enum="3" description="NON_MARGIN_REQUIRED" /> <value enum="4" description="SUBORDINATED_DEBT" /> </field> <field number="10345" name="RICName" description="" type="STRING" /> <field number="10346" name="CalculateAgency" description="Calculate Agency" type="INT"> <value enum="0" description="CFETS" /> <value enum="1" description="SELLER" /> <value enum="2" description="BUYER" /> <value enum="3" description="BOTH" /> <value enum="4" description="OTHER" /> </field> <field number="10347" name="NoBusinessParams" description="" type="NUMINGROUP" /> <field number="10348" name="NoSubParams" description="" type="NUMINGROUP" /> <field number="10349" name="BusinessParamType" description="" type="INT"> <value enum="0" description="LOWEST_DEALT_PRICE" /> <value enum="1" description="HIGHEST_DEALT_PRICE" /> <value enum="2" description="HIGHEST_YIELD" /> <value enum="3" description="LOWEST_YIELD" /> <value enum="4" description="LOWEST_HAIRCUT_FOR_COLLATERALS" /> <value enum="5" description="HIGHEST_HAIRCUT_FOR_COLLATERALS" /> <value enum="6" description="SINGLE_SECURITY_RATIO" /> </field> <field number="10350" name="BusinessParamValue" description="" type="FLOAT" /> <field number="10351" name="CashBondIndicator" description="" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10352" name="OptionEligibilityIndicator" description="" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> 232
JR/T 0078—2014 <field number="10353" name="OutrightRepoEligibilityIndicator" description="" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10354" name="CollateralRepoEligibilityIndicator" description="" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10355" name="TradeVolumeFlag" description="TradeVolumeFlag
0-1M,1-3M,3-5M,5-10M,10-15M,15-20M,20-30M,30-40M,40-50M,50M" type="CHAR"> <value enum="0" description="ZERO_TO_ONE_MILLION" /> <value enum="1" description="ONE_TO_THREE_MILLION" /> <value enum="2" description="THREE_TO_FIVE_MILLION" /> <value enum="3" description="FIVE_TO_TEN_MILLION" /> <value enum="4" description="TEN_TO_15_MILLION" /> <value enum="5" description="FIFTEEN_TO_TWENTY_MILLION" /> <value enum="6" description="TWENTY_TO_THIRTY_MILLION" /> <value enum="7" description="THIRTY_TO_FORTY_MILLION" /> <value enum="8" description="FORTY_TO_FIFTY_MILLION" /> <value enum="9" description="ABOVE_FIFTY_MILLION" /> </field> <field number="10356" name="BondForwardIndicator" description="" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10357" name="SBLIndicator" description="" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10358" name="NoLiquidProvider" description="" type="NUMINGROUP" /> <field number="10359" name="LiquidProvider" description="" type="STRING" /> <field number="10360" name="LiquidProviderType" description="Liquid Provider Type 
0-Bid;1-Ask" type="CHAR"> <value enum="0" description="BID" /> <value enum="1" description="ASK" /> </field> <field number="10361" name="TradeCashSpread" description="Cash Spread" type="FLOAT" /> 233
JR/T 0078—2014 <field number="10362" name="NoDownloadParam" description="" type="NUMINGROUP" /> <field number="10363" name="DownloadParamType" description="1-IRS Type 
2-Download Quote Type 
3-FX History Data Download Type" type="INT"> <value enum="1" description="IRS_TYPE" /> <value enum="2" description="DOWNLOAD_QUOTE_TYPE" /> <value enum="3" description="FX_HISTORY_DATA_DOWNLOAD_TYPE" /> </field> <field number="10364" name="NoDownloadedData" description="" type="NUMINGROUP" /> <field number="10365" name="DownloadedDataType" description="" type="INT" /> <field number="10366" name="DownloadedDataValue" description="" type="STRING" /> <field number="10367" name="WhenIssuedIndicator" description="" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10368" name="FundType" description="" type="INT"> <value enum="0" description="SHORT_TERM_SECURITY_FUND" /> <value enum="1" description="LONG_TERM_SECURITY_FUND" /> <value enum="2" description="FUND_BASED_ON_TREASURY_BOND" /> <value enum="3" description="FUND_BASED_ONCORPORATE_BOND" /> </field> <field number="10369" name="FeedBackIndicator" description="" type="INT"> <value enum="0" description="NONE_FEEDBACK" /> <value enum="1" description="SIMPLE_FEEDBACK" /> <value enum="2" description="DETAILED_FEEDBACK" /> </field> <field number="10370" name="QueryDataBaseName" description="" type="STRING" /> <field number="10371" name="QueryDBSchemaName" description="" type="STRING" /> <field number="10372" name="QueryDBTableName" description="" type="STRING" /> <field number="10373" name="QueryDBViewName" description="" type="STRING" /> <field number="10374" name="QueryDBTableColName" description="" type="STRING" /> <field number="10375" name="DBDDLStatement" description="" type="STRING" /> <field number="10376" name="DBSQLStatement" description="" type="STRING" /> <field number="10377" name="QueryDBTimeFormat" description="" type="STRING" /> <field number="10378" name="DBTime" description="" type="STRING" /> <field number="10379" name="QueryRejectReason" description="" type="STRING" 234
JR/T 0078—2014 /> <field number="10380" name="NoDBNames" description="" type="NUMINGROUP" /> <field number="10381" name="DataBaseName" description="" type="STRING" /> <field number="10382" name="NoDBSchemas" description="" type="NUMINGROUP" /> <field number="10383" name="DBSchemaName" description="" type="STRING" /> <field number="10384" name="NoDBCharactersets" description="" type="NUMINGROUP" /> <field number="10385" name="DBCharactersetsName" description="" type="STRING" /> <field number="10386" name="NoDBTables" description="" type="NUMINGROUP" /> <field number="10387" name="DBTableName" description="" type="STRING" /> <field number="10388" name="DBTableComments" description="" type="STRING" /> <field number="10389" name="NoDBTableColumns" description="" type="NUMINGROUP" /> <field number="10390" name="DBTableColName" description="" type="STRING" /> <field number="10391" name="DBTableColType" description="" type="STRING" /> <field number="10392" name="DBTableColNull" description="" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10393" name="DBTableColDefault" description="" type="STRING" /> <field number="10394" name="DBTableColPKey" description="" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10395" name="DBTableColComments" description="" type="STRING" /> <field number="10396" name="NoDBViews" description="" type="NUMINGROUP" /> <field number="10397" name="DBViewName" description="" type="STRING" /> <field number="10398" name="DBViewComments" description="" type="STRING" /> <field number="10399" name="DBSQLResultCols" description="" type="STRING" /> <field number="10400" name="DBCharactersetsValue" description="" type="STRING" /> <field number="10401" name="FeesInfoType" description="" type="INT"> <value enum="0" description="DETAILS" /> <value enum="1" description="QUARTERLY" /> <value enum="2" description="ANNUALLY" /> </field> <field number="10402" name="MarketType" description="" type="INT"> <value enum="0" description="FINANCE" /> <value enum="1" description="TRADE" /> <value enum="2" description="SECURITIES_BORROWING" /> 235
JR/T 0078—2014 <value enum="3" description="DERIVATIVES" /> </field> <field number="10403" name="TermType" description="" type="INT"> <value enum="0" description="ONE_DAY_PRODUCT" /> <value enum="1" description="TWO_DAYS_OR_ABOVE" /> </field> <field number="10404" name="IncrementalTradeAmt" description="" type="AMT" /> <field number="10405" name="FeeRate" description="" type="PERCENTAGE" /> <field number="10406" name="FeePreferentialAmt" description="" type="AMT" /> <field number="10407" name="FeeActualAmt" description="" type="AMT" /> <field number="10408" name="PreferentialSpread" description="" type="PERCENTAGE" /> <field number="10409" name="PreferentialType" description="" type="INT"> <value enum="0" description="CBM_MARKET_MAKER" /> <value enum="1" description="IBO_SHIBOR_MARKET_MAKER" /> </field> <field number="10410" name="UpdateTime" description="" type="UTCTIMESTAMP" /> <field number="10411" name="UpdateUser" description="" type="STRING" /> <field number="10412" name="AccumulatedAmt" description="" type="AMT" /> <field number="10413" name="MDEntrySide" description="" type="CHAR"> <value enum="1" description="BUY_OR_ASK" /> <value enum="4" description="SELL_OR_BID" /> </field> <field number="10414" name="DisplayType" description="" type="INT"> <value enum="0" description="MARKET_BY_ORDER" /> <value enum="1" description="MARKET_BY_PRICE" /> <value enum="2" description="REAL_TIME_ORDER" /> <value enum="3" description="CLICK_AND_DEAL_ORDERS_BOOK" /> <value enum="4" description="MARKET_MAKER_ORDERS_BOOK" /> </field> <field number="10415" name="LegTtlClmtveAmt" description="" type="AMT" /> <field number="10416" name="NoLegOrders" description="" type="NUMINGROUP" /> <field number="10417" name="LegOrderCount" description="" type="NUMBER" /> <field number="10418" name="LegClmtveAmt" description="" type="AMT" /> <field number="10419" name="PartyInfoAckStatus" description="" type="INT"> <value enum="0" description="ACCEPTED" /> <value enum="1" description="REJECTED" /> </field> <field number="10420" name="AutoQuoteIndicator" description="" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> 236
JR/T 0078—2014 <field number="10421" name="VolumeMax" description="" type="QTY" /> <field number="10422" name="VolumeMin" description="" type="QTY" /> <field number="10423" name="AskPriceMax" description="" type="PRICE" /> <field number="10424" name="AskPriceMin" description="" type="PRICE" /> <field number="10425" name="BidPriceMax" description="" type="PRICE" /> <field number="10426" name="BidPriceMin" description="" type="PRICE" /> <field number="10427" name="IssueTime" description="" type="UTCTIMESTAMP" /> <field number="10428" name="ReasonType" description="" type="CHAR"> <value enum="1" description="FORMAT_INVALID" /> <value enum="2" description="MISSING_TIERS" /> <value enum="3" description="NOT_SUBSCRIBED" /> <value enum="4" description="PRICE_INCORRECT_DECIMAL_PLACES" /> <value enum="5" description="PRICE_INVALID" /> <value enum="6" description="PRICE_INVERTED" /> <value enum="7" description="PRICE_OUT_OF_BAND" /> <value enum="8" description="SPOT_VOL_OVERLAP" /> <value enum="9" description="COUTERPART_ERROR" /> <value enum="A" description="CREDIT_ERROR" /> <value enum="B" description="DEAL_DATA_ERROR" /> <value enum="C" description="INTERNAL_ERROR" /> <value enum="D" description="UNKNOWN_DEAL_ERROR" /> <value enum="E" description="USER_DATA_ERROR" /> </field> <field number="10429" name="DecimalPlaces" description="" type="INT" /> <field number="10430" name="FWDecimalPlaces" description="" type="INT" /> <field number="10431" name="QuoteRequestType" description="" type="CHAR"> <value enum="1" description="SUBSCRIPTION" /> <value enum="2" description="UNSUBSCRIPTION" /> </field> <field number="10432" name="LogoutStatus" description="" type="INT"> <value enum="1" description="ACCOUNT_DISABLED" /> <value enum="2" description="ACCOUNT_IN_USE" /> <value enum="3" description="ACCOUNT_LOCKED" /> <value enum="4" description="BAD_LOGIN" /> <value enum="5" description="CONNECTION_ERROR" /> <value enum="6" description="DATABASE_ERROR" /> <value enum="7" description="HARDWARE_TOKEN_FAILED" /> <value enum="8" description="INVALID_CERTIFICATE" /> <value enum="9" description="INVALID_CUSTOMER_ID" /> <value enum="10" description="INVALID_USERSET_MEMBERSHIP" /> <value enum="11" description="INVALID_VERSION" /> <value enum="12" description="LICENCE_INVALID" /> <value enum="13" description="NEW_PASSWORD_ALREADY_USED" /> 237
JR/T 0078—2014 <value enum="14" description="NEW_PASSWORD_INVALID" /> <value enum="15" description="NO_ERROR" /> <value enum="16" description="NOT_CONNECTED" /> <value enum="17" description="PASSWORD_EXPIRED" /> <value enum="18" description="PASSWORD_RESET_REQUIRED" /> <value enum="19" description="PASSWORD_UNCONFIRMED" /> <value enum="20" description="PROCESSING_DATE_ROLLOVER" /> <value enum="21" description="RESET_BY_PEER" /> <value enum="22" description="RESOURCE_UNAVAILABLE" /> <value enum="23" description="UNRECOGNISED_IP_ADDRESS" /> <value enum="24" description="USER_LICENCE_LIMIT_EXCEEDED" /> </field> <field number="10433" name="BenchmarkEffectiveDate" description="" type="UTCDATEONLY" /> <field number="10434" name="Description" description="" type="STRING" /> <field number="10435" name="NoIndexes" description="" type="NUMINGROUP" /> <field number="10436" name="IndexType" description="" type="INT"> <value enum="0" description="OPENING_PRICE" /> <value enum="1" description="CLOSING_PRICE" /> <value enum="2" description="HIGHEST_PRICE" /> <value enum="3" description="LOWEST_PRICE" /> <value enum="4" description="TRADE_VOLUME" /> <value enum="5" description="TRADE_AMOUNT" /> </field> <field number="10437" name="IndexValue" description="" type="PRICE" /> <field number="10438" name="TermFloorLimit" description="" type="STRING" /> <field number="10439" name="TermUpperLimit" description="" type="STRING" /> <field number="10440" name="RepeatingCaculateIndicator" description="" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10441" name="WeightedType" description="weighted type" type="INT"> <value enum="0" description="ARITHMETIC_WEIGHTED_AVERAGE" /> <value enum="1" description="INDEX_WEIGHTED_AVERAGE" /> </field> <field number="10442" name="NoYields" description="" type="NUMINGROUP" /> <field number="10443" name="YieldTerm" description="" type="FLOAT" /> <field number="10444" name="NoCurves" description="" type="NUMINGROUP" /> <field number="10445" name="CurveType" description="Curve type" type="INT"> <value enum="0" description="ASK" /> <value enum="1" description="BID" /> 238
JR/T 0078—2014 <value enum="2" description="COMPREHENSIVE_YIELD" /> <value enum="3" description="MIDDLE_PRICE" /> <value enum="4" description="FORWARD_YIELD" /> <value enum="5" description="SPOT_YIELD" /> <value enum="6" description="SPOT_ASK_YIELD" /> <value enum="7" description="SPOT_BID_YIELD" /> <value enum="8" description="SPOT_MIDDLE_YIELD" /> <value enum="9" description="MATURE_ASK_YIELD" /> <value enum="10" description="MATURE_BID_YIELD" /> <value enum="11" description="MATURE_MIDDLE_YIELD" /> <value enum="101" description="DEAL_CURVE_DATA" /> <value enum="102" description="QUOTE_CURVE_DATA" /> <value enum="103" description="BROKER_CURVE_DATA" /> <value enum="104" description="TRADING_PLATFORM_CURVE_DATA" /> <value enum="105" description="CURRENT_QUOTE_CURVE_DATA" /> <value enum="106" description="HISTORY_QUOTE_CURVE_DATA" /> <value enum="1061" description="PREVIOUS_CLOSE_PRICE_CURVE_DATA" /> <value enum="107" description="FIXING_REPO_RATE_DATA" /> <value enum="108" description="SHIBOR_DATA" /> <value enum="109" description="MANUAL_INPUT_DATA" /> <value enum="110" description="SUPPLEMENT_FOR_NEW_TERM_DATA" /> <value enum="111" description="NONE" /> </field> <field number="10446" name="YieldPx" description="" type="PRICE" /> <field number="10447" name="MDTypeDescription" description="" type="STRING" /> <field number="10448" name="BenchmarkState" description="" type="INT"> <value enum="0" description="ACTIVE" /> <value enum="1" description="INACTIVE" /> </field> <field number="10449" name="BenchmarkPublishFlag" description="" type="INT"> <value enum="0" description="NO" /> <value enum="1" description="YES" /> </field> <field number="10450" name="BreakContractRequestID" description="Unique identifier of BreakContractRequest" type="STRING" /> <field number="10451" name="CollateralInfoChangeID" description="Unique identifier of CollateralInfoChange" type="STRING" /> <field number="10452" name="SignatureMethod" description="" type="STRING" /> <field number="10453" name="NewMarginSubmitDate" description="" type="UTCDATEONLY" /> <field number="10454" name="ExecCxlID" description="" type="STRING" /> <field number="10455" name="ExecCxlTime" description="" type="UTCTIMESTAMP" 239
JR/T 0078—2014 /> <field number="10456" name="LegPrincipal" description="principal" type="AMT" /> <field number="10457" name="LegTotalPrincipal" description="Total Principal" type="AMT" /> <field number="10458" name="LegLastQty" description="Traded Quantity
(. shares) bought/sold on this (last) fill" type="QTY" /> <field number="10459" name="LegDeliveryType2" description="2nd leg Settlement method" type="INT"> <value enum="0" description="DVP" /> <value enum="4" description="PUD" /> <value enum="5" description="DUP" /> <value enum="6" description="BVB" /> <value enum="7" description="NONE" /> <value enum="8" description="BVBF" /> <value enum="9" description="BVP" /> </field> <field number="10460" name="UnderlyingIssueSize" description="Underlying issue size" type="AMT" /> <field number="10461" name="MarginChangeIndicator" description="Margin change indicator" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10462" name="DelayPeriod" description="" type="STRING" /> <field number="10463" name="TrdContrRepID" description="Trade Control Report ID" type="STRING" /> <field number="10464" name="MarketDataCancel" description="Markert Data Cancle" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10465" name="DataCategoryIndicator" description="Data category Indicator" type="INT"> <value enum="0" description="SELF_DATA" /> <value enum="1" description="MARKET_DATA" /> <value enum="2" description="RELATED_INSTITUTION_DATA" /> <value enum="3" description="BASIC_DATA" /> </field> <field number="10466" name="MMETSId" description="" type="STRING" /> <field number="10467" name="InCompetition" description="" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> 240
JR/T 0078—2014 </field> <field number="10468" name="QuoteWindow" description="" type="INT" /> <field number="10469" name="RiskCurrency" description="" type="STRING" /> <field number="10470" name="TimeToLive" description="" type="INT" /> <field number="10471" name="Reference" description="" type="STRING" /> <field number="10472" name="ForwardScaleDecimalPlaces" description="" type="INT" /> <field number="10473" name="BaseAmountDPs" description="" type="INT" /> <field number="10474" name="TermAmountDPs" description="" type="INT" /> <field number="10475" name="RoundDownCurrencies" description="" type="STRING" /> <field number="10476" name="AutoTraderPickup" description="" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10477" name="AutoTradable" description="" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10478" name="ForwardPoints" description="" type="PRICEOFFSET" /> <field number="10479" name="LegForwardPoints" description="" type="PRICEOFFSET" /> <field number="10480" name="SpotRate" description="" type="PRICE" /> <field number="10481" name="LegSpotRate" description="" type="PRICE" /> <field number="10482" name="MRFQId" description="" type="STRING" /> <field number="10483" name="SnapshotInterval" description="FX Snapshot interval" type="STRING" /> <field number="10484" name="ShiborAveType" description="Shibor Value Average Type" type="STRING" /> <field number="10485" name="EntitySerialNum" description="" type="STRING" /> <field number="10486" name="PaySettledCount" description="" type="INT" /> <field number="10487" name="PayTotalSettlAmt" description="" type="AMT" /> <field number="10488" name="RecSettledCount" description="" type="INT" /> <field number="10489" name="RecTotalSettlAmt" description="" type="AMT" /> <field number="10490" name="SettlReportType" description="" type="INT"> <value enum="0" description="PUSHED_REPORT" /> <value enum="1" description="RETURNED_REPORT" /> </field> <field number="10491" name="SettlReportStatus" description="settlement report status" type="INT"> <value enum="0" description="NORMAL" /> <value enum="1" description="NO_RECORD" /> 241
JR/T 0078—2014 <value enum="2" description="WRONG_CLEARING_DATE" /> <value enum="3" description="OTHER_ERRORS" /> <value enum="4" description="QUERY_FACTORS_LOST" /> <value enum="5" description="USER_ID_OR_PASSWORD_ERROR" /> <value enum="6" description="NO_INSTITUTION_MATCHED" /> </field> <field number="10492" name="ParentOrderID" description="" type="STRING" /> <field number="10493" name="LimitOrderSubType" description="" type="INT" /> <field number="10494" name="CorrespStrdSecurityTerm" description="corresponding standard security term" type="STRING" /> <field number="10495" name="DistrictBelongedTo" description="The district that member belongs to" type="STRING" /> <field number="10496" name="NoCurrencies" description="" type="NUMINGROUP" /> <field number="10497" name="BuyWeightedPX" description="The weight Price of buy" type="PRICE" /> <field number="10498" name="SellWeightedPX" description="The weight price of Sell" type="PRICE" /> <field number="10499" name="NoCurrPairs" description="The number of currency pairs" type="NUMINGROUP" /> <field number="10500" name="NoSettlExecs" description="The number of execution" type="NUMINGROUP" /> <field number="10501" name="BuyDealCCYAmt" description="Buy deal currency amount" type="AMT" /> <field number="10502" name="SellContraCCYAmt" description="Sell Contra Currency Amount" type="AMT" /> <field number="10503" name="SellDealCCYAmt" description="Sell deal currency amount" type="AMT" /> <field number="10504" name="BuyContraCCYAmt" description="Buy Contra Currency Amount" type="AMT" /> <field number="10505" name="CollDPInquiryType" description="" type="INT"> <value enum="0" description="DRAW_COLLATERAL_DETAIL_REPORT" /> <value enum="1" description="PAY_COLLATERAL_DETAIL_REPORT" /> <value enum="2" description="COLLTERAL_TRANSFER_REPORT" /> </field> <field number="10506" name="MarginIndicator" description="" type="INT"> <value enum="0" description="THE_LEAST_MARGIN_CASH_DIVIDE_MARGIN_SECURITY_REQUIRED_OR_FIXED_TERM_ACCOUNT" /> <value enum="1" description="THE_TRANSFORMABLE_MARGIN_CASH_DIVIDE_MARGIN_SECURITY_OR_CURRENT_ACCOUNT" /> <value enum="2" description="THE_LEAST_MARGIN_SECURITY" /> </field> 242
JR/T 0078—2014 <field number="10507" name="SettlLmtAmtCurrency" description="Settlement limit Amount Currency" type="CURRENCY" /> <field number="10508" name="SettlLimitAmt" description="Settlement Limit Amount" type="AMT" /> <field number="10509" name="CnvtIntoCurrency" description="Convert into currency" type="CURRENCY" /> <field number="10510" name="SupplementalDate" description="Supplemental date" type="UTCDATEONLY" /> <field number="10511" name="NoConverts" description="The number of convert information" type="NUMINGROUP" /> <field number="10512" name="CnvtIntoAmt" description="" type="AMT" /> <field number="10513" name="LeastLimitReqedAmt" description="the least limit requested amount" type="AMT" /> <field number="10514" name="SettlExecStatus" description="Settlement Confirmation Status" type="INT"> <value enum="0" description="CORRECT" /> <value enum="1" description="MORE_THAN_EXECTION_AMOUNT" /> <value enum="2" description="WRONG_EXECTION_AMOUNT" /> <value enum="3" description="LESS_THAN_EXECTION_AMOUNT" /> <value enum="4" description="WRONG_CALCULATION_AMOUNT" /> <value enum="5" description="OTHER" /> </field> <field number="10515" name="MarginMktValue" description="Market Value" type="AMT" /> <field number="10516" name="CurrentFXRate" description="current FX rate" type="PRICE" /> <field number="10517" name="CollDPRptStatus" description="" type="INT"> <value enum="0" description="NORMAL" /> <value enum="1" description="NO_RECORD" /> <value enum="2" description="WRONG_CLEARING_DATE" /> <value enum="3" description="OTHER_ERRORS" /> </field> <field number="10518" name="ChangedAmt" description="Changed amount" type="AMT" /> <field number="10519" name="CollDPInquiryID" description="The request ID of collateral draw or collateral pay report" type="STRING" /> <field number="10520" name="CollDPDtlRptID" description="The serial number of Draw collaterals report or Pay collateral report." type="STRING" /> <field number="10521" name="UpdatedSecurityType" description="The type of Security Updated" type="INT"> <value enum="0" description="MARGIN_SECURITY_UPDATE" /> <value enum="1" description="MARKET_MAKING_SECURITY_UPDATE" /> </field> 243
JR/T 0078—2014 <field number="10522" name="PaymentRoute" description="The Payment Route" type="INT"> <value enum="0" description="TRANSFER_IN_THE_SAME_BANK" /> <value enum="1" description="CHINA_FOREIGN_EXCHANGE_PAYMENT_SYSTEM" /> <value enum="2" description="CORRESPONDENT_BANK" /> <value enum="3" description="CHINA_RMB_HIGH_VALUE_PAYMENT_SYSTEM" /> </field> <field number="10523" name="CollDetailRepID" description="" type="STRING" /> <field number="10524" name="NoSecuritiesInsts" description="The number of securities interest" type="NUMINGROUP" /> <field number="10525" name="MarginInstAmt" description="" type="AMT" /> <field number="10526" name="NoCashInsts" description="" type="NUMINGROUP" /> <field number="10527" name="NoMarginExecs" description="" type="NUMINGROUP" /> <field number="10528" name="MarginDebitAmt" description="The Debit amount" type="AMT" /> <field number="10529" name="MarginCreditAmt" description="The credit amount" type="AMT" /> <field number="10530" name="MarginDebitTtlAmt" description="" type="AMT" /> <field number="10531" name="MarginCreditTtlAmt" description="" type="AMT" /> <field number="10532" name="PartyInfoID" description="" type="STRING" /> <field number="10533" name="NoMarginDPs" description="the repeating number of repeating group <span style="font-size:10pt;line-height:119%;font-family:'Times New Roman'"><strong>MarginDPDtlGrp.</strong></span>" type="NUMINGROUP" /> <field number="10534" name="DPReportType" description="Draw collaterals or Pay collaterals." type="INT"> <value enum="0" description="DRAW_COLLATERALS_DATA" /> <value enum="1" description="PAY_COLLATERALS_DATA" /> <value enum="2" description="COLLATERAL_TRANSFER_REPORT" /> </field> <field number="10535" name="RelatedReference" description="" type="STRING" /> <field number="10536" name="InterestRecDate" description="" type="UTCDATEONLY" /> <field number="10537" name="CnvtIntoAmtType" description="" type="INT"> <value enum="0" description="SUPPLEMENTAL_MARGIN" /> <value enum="1" description="MARGIN_CASH_DIVIDE_MARGIN_SECURITY" /> </field> <field number="10538" name="CurrNumOfTot" description="" type="NUMBER" /> <field number="10539" name="SecurityListReqID" description="the unique ID of Security List request" type="STRING" /> <field number="10540" name="CollInquiryType" description="the type of query 244
JR/T 0078—2014 detail" type="INT"> <value enum="0" description="SETTLEMENT_REPORT_INQUIRY" /> <value enum="1" description="INTEREST_REPORT_INQUIRY" /> <value enum="2" description="MARKET_VALUE_BALANCE_AND_CHANGES_INQUIRY_OF_MARGIN_SECURITY" /> <value enum="3" description="MARKET_VALUE_BALANCE_AND_CHANGES_INQUIRY_OF_MARGIN_CASH" /> <value enum="4" description="MARGINCASH_ASSET_DETAIL_INQUIRY" /> <value enum="6" description="COLLATERAL_DETAIL_INQUIRY" /> <value enum="7" description="COLLATERAL_SECURITY_INFO_INQUIRY" /> <value enum="8" description="COLLATERAL_SECURITY_PRINCIPAL_REDEMPTION_DETAILS" /> <value enum="9" description="MARGIN_CASH_INTEREST_REPORT_INQUIRY" /> <value enum="10" description="MARGIN_SECURITY_INTEREST_REPORT_INQUIRY" /> </field> <field number="10541" name="IssuerCountry" description="The country of security issuer" type="STRING" /> <field number="10542" name="ForeNoticeIndic" description="" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10543" name="U35DataType" description="" type="INT"> <value enum="0" description="SETTLEMENT_REPORT_INQUIRY" /> <value enum="1" description="INTEREST_REPORT_INQUIRY" /> <value enum="2" description="MARKET_VALUE_BALANCE_AND_CHANGES_INQUIRY_OF_MARGIN_SECURITY" /> <value enum="3" description="MARKET_VALUE_BALANCE_AND_CHANGES_INQUIRY_OF_MARGIN_CASH" /> <value enum="4" description="MARGIN_CASH_ASSET_DETAIL_INQUIRY" /> <value enum="5" description="MARGIN_CASH_SUPPLEMENTAL_DETAILS_INQUIRY" /> <value enum="6" description="COLLATERAL_DETAIL_INQUIRY" /> <value enum="7" description="COLLATERAL_SECURITY_INFO_DATA" /> <value enum="8" description="COLLATERAL_SECURITY_PRINCIPAL_REDEMPTION_DETAILS" /> <value enum="9" description="SECURITY_EXPIRATION_REMINDER" /> <value enum="10" description="MARGIN_CASH_INTEREST_REPORT" /> <value enum="11" description="MARGIN_SECURITY_INTEREST_REPORT" /> </field> <field number="10545" name="DrawCancelRespStatus" description="" type="INT"> <value enum="0" description="CANCEL_REQUEST_SUCCEED" /> <value enum="1" description="CANCEL_REQUEST_FAILED" /> </field> <field number="10546" name="DrawCancelRejReason" description="The reject 245
JR/T 0078—2014 reason of Collateral Draw Cancel Request" type="INT"> <value enum="0" description="THE_REQUEST_ID_HAS_BEEN_CANCELLED_BEFORE" /> <value enum="1" description="ACCEPTED" /> <value enum="2" description="THE_REQUEST_ID_HAS_BEEN_REJECTED_BEFORE" /> <value enum="3" description="THE_REQUEST_ID_IS_NOT_EXISTED" /> </field> <field number="10547" name="AssignmentRespStatus" description="Collateral Assignment Response Status" type="INT"> <value enum="0" description="NORMAL" /> <value enum="1" description="DUPLICATE_REQUEST_ID" /> <value enum="2" description="WRONG_USER_ID_OR_INVALID_USER_ID" /> <value enum="3" description="WRONG_COLLATERAL_TYPE" /> <value enum="4" description="WRONG_PAYMENT_ROUTE" /> <value enum="5" description="WRONG_COLLATERAL" /> <value enum="6" description="WRONG_COLLATERAL_CURRENCY" /> <value enum="7" description="WRONG_PAYMENT_AMOUNT" /> <value enum="8" description="WRONG_SETTLEMENT_DATE" /> <value enum="9" description="OTHERS" /> </field> <field number="10548" name="CollTransferReqID" description="Collateral Transfer Request ID" type="STRING" /> <field number="10549" name="TransferDirection" description="Transfer Direction" type="INT"> <value enum="1" description="CHANGEDCOLLATERAL_TO_BASECOLLATERAL" /> <value enum="2" description="BASECOLLATERAL_TO_CHANGEDCOLLATERAL" /> </field> <field number="10550" name="TransferReqType" description="Transfer Request Type" type="INT"> <value enum="0" description="NEW_REQUEST" /> <value enum="1" description="REQUEST_CACEL" /> </field> <field number="10551" name="TransferRespStatus" description="Transfer Response Status" type="INT"> <value enum="0" description="APPLIED" /> <value enum="1" description="ACCEPTED" /> <value enum="2" description="REJECTED" /> <value enum="3" description="CANCELLED" /> </field> <field number="10552" name="TransferReqRejReason" description="The reject reason of Margin Transfer Request" type="INT"> <value enum="0" description="DUPLICATE_REQUEST_ID" /> <value enum="1" description="WRONG_USER_ID_OR_INVALID_USER_ID" /> <value enum="2" description="WRONG_CURRENCY" /> 246
JR/T 0078—2014 <value enum="3" description="INSUFFICIENT_FUND" /> <value enum="4" description="WRONG_TRANSFER_DIRECTION" /> <value enum="5" description="OTHER_REASON" /> </field> <field number="10553" name="CollTransferRespID" description="" type="STRING" /> <field number="10554" name="NoMarginBaseInfo" description="The total number of Margin information" type="NUMINGROUP" /> <field number="10555" name="NoRateBaseInfo" description="The total number of Rate information" type="NUMINGROUP" /> <field number="10556" name="CollBaseInfoReqID" description="Collateral Base Information Request ID" type="STRING" /> <field number="10557" name="CollARInquiryID" description="Collateral Assignment and Receive Inquiry ID" type="STRING" /> <field number="10558" name="ARReportType" description="Assignment and Receive Report Type" type="INT"> <value enum="0" description="ASSIGNMENT_COLLATERAL_DETAIL_REPORT" /> <value enum="1" description="RECEIVE_COLLATERAL_DETAIL_REPORT" /> <value enum="2" description="RECEIVED_MARGIN_SECURITIES_DETAIL_REPORT" /> </field> <field number="10559" name="CollARDtlRptID" description="Collateral Assignment and Receive Detail Report ID" type="STRING" /> <field number="10560" name="CollARRptStatus" description="Collateral Assignment and Receive Report Status" type="INT"> <value enum="0" description="NORMAL" /> <value enum="1" description="NO_RECORD" /> <value enum="2" description="WRONG_CLEARING_DATE" /> <value enum="3" description="OTHER_ERRORS" /> </field> <field number="10561" name="NoMarginARs" description="The total number of Collateral Assignment and Receive Details" type="NUMINGROUP" /> <field number="10562" name="SettRepConInquiryID" description="Settlement Report Confirmed Inquiry ID" type="STRING" /> <field number="10563" name="SettRepConDtlID" description="Settlement Report COnfirmed Detail ID" type="STRING" /> <field number="10564" name="BulletinInqID" description="Bulletin Inquiry ID" type="STRING" /> <field number="10565" name="SelfConfStatus" description="" type="INT"> <value enum="0" description="DEFAULT_UNCONFIRMED" /> <value enum="1" description="CONFIRMED" /> <value enum="2" description="DO_NOT_CONFIRMED" /> <value enum="3" description="CONTINGENCY_CONFIRMED" /> <value enum="4" description="CONTINGENCY_CANCELLED" /> 247
JR/T 0078—2014 </field> <field number="10566" name="CPConfStatus" description="Counterparty Confirmed Status" type="INT"> <value enum="0" description="DEFAULT_UNCONFIRMED" /> <value enum="1" description="CONFIRMED" /> <value enum="2" description="DO_NOT_CONFIRMED" /> <value enum="3" description="CONTINGENCY_CONFIRMED" /> <value enum="4" description="CONTINGENCY_CANCELLED" /> </field> <field number="10567" name="SettlInstReqType" description="settlement instruction request type" type="INT"> <value enum="0" description="SETTLEMENT_REPORT_INQUIRY_BY_SETTLEMENT_BANK" /> <value enum="1" description="SETTLEMENT_REPORT_INQUIRY_BY_CLEARING_MEMBER" /> <value enum="2" description="SETTLEMENT_REPORT_INQUIRY_BY_TRADING_MEMBER" /> <value enum="3" description="SETTLEMENT_TRACKING_INQUIRY_BY_TRADING_MEMBER" /> <value enum="4" description="LEG_INFORMATION_INQUIRY" /> </field> <field number="10568" name="SettRepCnfID" description="Settlement Report Confirmed Message ID" type="STRING" /> <field number="10569" name="BulletinCaption" description="Bulletin Caption" type="STRING" /> <field number="10570" name="BulletinID" description="Bulletin ID" type="STRING" /> <field number="10571" name="BulletinStatus" description="" type="INT"> <value enum="0" description="NORMAL" /> <value enum="1" description="NO_RECORD" /> <value enum="2" description="WRONG_CLEARING_DATE" /> <value enum="3" description="OTHER_ERRORS" /> </field> <field number="10572" name="BulletinRptID" description="Bulletin Report ID" type="STRING" /> <field number="10573" name="DrawRespID" description="Collateral Draw Response ID" type="STRING" /> <field number="10574" name="NoBulletins" description="The total number of Bulletins" type="NUMINGROUP" /> <field number="10575" name="DrawCancelRespID" description="Collateral Draw Cancel Response ID" type="STRING" /> <field number="10576" name="CollBaseInfoID" description="Collateral Base Information ID" type="STRING" /> 248
JR/T 0078—2014 <field number="10577" name="CollTransferCnclID" description="Collateral Transfer Request Cancel ID" type="STRING" /> <field number="10578" name="OrdStatusReqType" description="" type="INT"> <value enum="0" description="EXEC_STATUS" /> <value enum="1" description="STATUS" /> <value enum="2" description="REQUEST_RECOVERY" /> <value enum="3" description="SUBMIT_STATUS" /> </field> <field number="10579" name="HoldRequestID" description="" type="STRING" /> <field number="10580" name="CCYSettlBank" description="The english short name of settlement bank" type="STRING" /> <field number="10581" name="MarginMinTickSize" description="Margin Cash Minimum Ticket Size" type="AMT" /> <field number="10582" name="CollAsgnRespID" description="Collateral Assignment Response ID" type="STRING" /> <field number="10583" name="DrawReqRejReason" description="Draw Request Reject Reason" type="INT"> <value enum="0" description="DUPLICATE_REQUEST_ID" /> <value enum="1" description="WRONG_USER_ID_OR_INVALID_USER" /> <value enum="2" description="WRONG_COLLATERAL_TYPE" /> <value enum="3" description="WRONG_COLLATERAL" /> <value enum="4" description="WRONG_COLLATERAL_CURRENCY" /> <value enum="5" description="WRONG_DRAW_AMOUNT" /> <value enum="6" description="OTHER" /> </field> <field number="10584" name="DrawCancelRequestID" description="Draw Cancel Request ID" type="STRING" /> <field number="10585" name="SecurityAttribute" description="" type="INT"> <value enum="0" description="BENCHMARK_SECURITY" /> <value enum="1" description="SAMPLE_SECURITY" /> <value enum="2" description="COMMON_SECURITY" /> </field> <field number="10586" name="LegQuotetime" description="Quote time" type="UTCTIMESTAMP" /> <field number="10587" name="KCurveType" description="" type="INT"> <value enum="0" description="K_CURVE_BY_DAILY" /> <value enum="1" description="K_CURVE_BY_WEEKLY" /> <value enum="2" description="K_CURVE_BY_MONTHLY" /> </field> <field number="10588" name="LegInterestAccuralDaysAdjustment" description="Interest Accural Days Adjustment" type="CHAR"> <value enum="0" description="NO_ADJUSTMENT" /> <value enum="1" description="ACTUAL_DAYS" /> 249
JR/T 0078—2014 </field> <field number="10589" name="SWIFTType" description="" type="STRING" /> <field number="10590" name="QuoteSN" description="Quote serial number used in database. It will change if the initial quote is modified." type="STRING" /> <field number="10591" name="SecSettleLocation" description="" type="STRING" /> <field number="10592" name="LimitSubType" description="sub type of limit data" type="INT"> <value enum="0" description="BORROW_BUY_REPO_LIMIT_OR_MAXIMUM_NET_LIMIT" /> <value enum="1" description="LEND_SELL_REVERSE_REPO_LIMIT_OR_MINIMUM_NET_LIMIT" /> <value enum="2" description="UTILIZED_BORROW_BUY_REPO_LIMIT" /> <value enum="3" description="UTILIZED_LEND_SELL_REVERSE_REPO_LIMIT" /> <value enum="4" description="AVAILABLE_BORROW_BUY_REPO_LIMIT_OR_AVAILABLE_NET_BORROW_BUY_REPO_LIMIT" /> <value enum="5" description="AVAILABLE_LEND_SELL_REVERSE_REPO_LIMIT_OR_AVAILABLE_NET_LEND_SELL_REVERSE_REPO_LIMIT" /> <value enum="6" description="UTILIZED_NET_LIMIT" /> </field> <field number="10593" name="LegDataSource" description="<span style="font-size:10pt;background:lime;font-family:'Times New Roman'"></span>" type="STRING"> <value enum="0" description="REAL_TIME_QUOTE_DATA" /> <value enum="1" description="CURRENT_DAY_QUOTE_DATA" /> <value enum="2" description="CURRENCY_BROKER_QUOTE_DATA" /> <value enum="3" description="HISTORY_QUOTE_DATA" /> <value enum="4" description="FITTING_DATA" /> </field> <field number="10594" name="AbnorExecDesc" description="" type="STRING" /> <field number="10595" name="InquiryLayer" description="inquiry layer" type="INT"> <value enum="0" description="INSTITUTION" /> <value enum="1" description="TRADER" /> </field> <field number="10596" name="NoLimitSubInfo" description="number of LimitInfoSubGrp" type="NUMINGROUP" /> <field number="10597" name="LimitTransType" description="" type="INT"> <value enum="0" description="RESULT_OF_LIMIT_INQUERY" /> <value enum="1" description="ADD_NEW_LIMIT_DATA" /> <value enum="2" description="MODIFY_LIMIT_DATA" /> 250
JR/T 0078—2014 <value enum="3" description="DELETE_LIMIT_DATA" /> </field> <field number="10598" name="LegDisplayQty" description="The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity." type="QTY" /> <field number="10599" name="LimitInfoID" description="The ID of LimitInfo(U26). It is used in U26 and U70(LimitInfoAck)." type="STRING" /> <field number="10600" name="LimitInfoStatus" description="The status of Limit Info Data." type="INT"> <value enum="0" description="ACCEPTED" /> <value enum="1" description="REJECTED" /> </field> <field number="10601" name="NoContactInfos" description="number of ContactInfoGrp." type="NUMINGROUP" /> <field number="10602" name="ContactInfoID" description="ContactInfoID" type="STRING" /> <field number="10603" name="ContactInfoIDType" description="Type of detailed contact info." type="INT"> <value enum="0" description="ADDRESS_LINE_1" /> <value enum="1" description="ADDRESS_LINE_2" /> <value enum="2" description="ADDRESS_COUNTRY" /> <value enum="3" description="ADDRESS_STATE" /> <value enum="4" description="ADDRESS_CITY" /> <value enum="5" description="ZIP_CODE" /> <value enum="6" description="PHONE_NO_1" /> <value enum="7" description="PHONE_NO_2" /> <value enum="8" description="FAX_NO_1" /> <value enum="9" description="FAX_NO_2" /> <value enum="10" description="E_MAIL_ID" /> <value enum="11" description="MSN" /> <value enum="12" description="ENTERPRISE_LEGAL_PERSON" /> <value enum="13" description="WEB_SITE" /> </field> <field number="10604" name="PartyInfoStatus" description="The status of party info." type="INT"> <value enum="0" description="ACCEPTED" /> <value enum="1" description="REJECTED" /> </field> <field number="10605" name="BusinessDtlDataID" description="data record ID." type="STRING" /> <field number="10606" name="LastRptCurrPage" description="indicate whether the current message is the last one of the current page or not." type="BOOLEAN"> <value enum="Y" description="YES" /> 251
JR/T 0078—2014 <value enum="N" description="NO" /> </field> <field number="10607" name="MsgNumofCurrPage" description="The message number of the current page." type="INT" /> <field number="10608" name="BulletinTransType" description="action type of bulletin message." type="INT"> <value enum="0" description="RESULT_OF_BULLETIN_INQUERY" /> <value enum="1" description="ADD_NEW_BULLETIN_DATA" /> <value enum="2" description="MODIFY_BULLETIN_DATA" /> <value enum="3" description="DELETE_BULLETIN_DATA" /> </field> <field number="10609" name="BulletinInfoStatus" description="" type="INT"> <value enum="0" description="ACCEPTED" /> <value enum="1" description="REJECT" /> </field> <field number="10610" name="SentOrReceived" description="" type="INT"> <value enum="0" description="SENT" /> <value enum="1" description="RECEIVED" /> </field> <field number="10611" name="BulletinByIndc" description="Bulletin set by indicator." type="INT"> <value enum="0" description="BULLETIN_SET_BY_MSC_USER" /> <value enum="1" description="BULLETIN_SET_BY_MBO_USER" /> <value enum="2" description="BULLETIN_SET_AUTOMATICALLY" /> <value enum="3" description="ALL" /> </field> <field number="10612" name="PreferIndicator" description="Preferred Indicator" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10613" name="PartyTransType" description="action type of PartyInfo" type="INT"> <value enum="0" description="ADD" /> <value enum="1" description="MODIFY" /> <value enum="2" description="DELETE" /> </field> <field number="10614" name="SettlementStatus" description="Settlement Status" type="INT"> <value enum="0" description="SETTLED" /> <value enum="1" description="UNSETTLED" /> </field> <field number="10615" name="LegInfrmnIndicator" description="Leg Information 252
JR/T 0078—2014 Indicator" type="INT" /> <field number="10616" name="RatioType" description="比率类型" type="INT"> <value enum="0" description="SINGLE_BOND_OUTRIGHT_REPO_RATIO" /> <value enum="1" description="MULTIPLE_BOND_OUTRIGHT_REPO_RATIO" /> <value enum="2" description="UNILATERAL_BUY_RATIO" /> <value enum="3" description="UNILATERAL_SELL_RATIO" /> <value enum="4" description="NET_BUYING_RATIO" /> <value enum="5" description="GROSS_SELLING_RATIO" /> </field> <field number="10617" name="SetRatio" description="ratio set by market server." type="FLOAT" /> <field number="10618" name="UtilizedRatio" description="utilized ratio" type="FLOAT" /> <field number="10619" name="NoRatioData" description="Number of RatioDataGrp" type="NUMINGROUP" /> <field number="10620" name="AvailableRatio" description="Available Ratio" type="FLOAT" /> <field number="10621" name="NoTradeFees" description="" type="NUMINGROUP" /> <field number="10622" name="NetCashFlowPV" description="PV of Net Cash Flow" type="AMT" /> <field number="10623" name="DV01" description="DV01" type="FLOAT" /> <field number="10624" name="BenchmarkResetFrequency" description="Benchmark Curve Reset Frequency" type="STRING"> <value enum="0" description="SEMI_ANNUALLY" /> <value enum="1" description="ANNUALLY" /> <value enum="2" description="MATURITY" /> <value enum="3" description="MONTHLY" /> <value enum="4" description="QUARTERLY" /> <value enum="5" description="BIWEEKLY" /> <value enum="6" description="WEEKLY" /> <value enum="7" description="DAILY" /> <value enum="1D" description="LEGSETTLTYPE_VALUE_1D" /> <value enum="7D" description="LEGSETTLTYPE_VALUE_7D" /> <value enum="10D" description="LEGSETTLTYPE_VALUE_10D" /> <value enum="1W" description="LEGSETTLTYPE_VALUE_1W" /> <value enum="2W" description="LEGSETTLTYPE_VALUE_2W" /> <value enum="3W" description="LEGSETTLTYPE_VALUE_3W" /> <value enum="1M" description="LEGSETTLTYPE_VALUE_1M" /> <value enum="2M" description="LEGSETTLTYPE_VALUE_2M" /> <value enum="3M" description="LEGSETTLTYPE_VALUE_3M" /> <value enum="4M" description="LEGSETTLTYPE_VALUE_4M" /> <value enum="5M" description="LEGSETTLTYPE_VALUE_5M" /> <value enum="6M" description="LEGSETTLTYPE_VALUE_6M" /> 253
JR/T 0078—2014 <value enum="7M" description="LEGSETTLTYPE_VALUE_7M" /> <value enum="8M" description="LEGSETTLTYPE_VALUE_8M" /> <value enum="9M" description="LEGSETTLTYPE_VALUE_9M" /> <value enum="10M" description="LEGSETTLTYPE_VALUE_10M" /> <value enum="11M" description="LEGSETTLTYPE_VALUE_11M" /> <value enum="1Y" description="LEGSETTLTYPE_VALUE_1Y" /> <value enum="2Y" description="LEGSETTLTYPE_VALUE_2Y" /> <value enum="3Y" description="LEGSETTLTYPE_VALUE_3Y" /> <value enum="4Y" description="LEGSETTLTYPE_VALUE_4Y" /> <value enum="5Y" description="LEGSETTLTYPE_VALUE_5Y" /> <value enum="6Y" description="LEGSETTLTYPE_VALUE_6Y" /> <value enum="7Y" description="LEGSETTLTYPE_VALUE_7Y" /> <value enum="8Y" description="LEGSETTLTYPE_VALUE_8Y" /> <value enum="9Y" description="LEGSETTLTYPE_VALUE_9Y" /> <value enum="10Y" description="LEGSETTLTYPE_VALUE_10Y" /> <value enum="11Y" description="LEGSETTLTYPE_VALUE_11Y" /> <value enum="12Y" description="LEGSETTLTYPE_VALUE_12Y" /> <value enum="13Y" description="LEGSETTLTYPE_VALUE_13Y" /> <value enum="14Y" description="LEGSETTLTYPE_VALUE_14Y" /> <value enum="15Y" description="LEGSETTLTYPE_VALUE_15Y" /> <value enum="20Y" description="LEGSETTLTYPE_VALUE_20Y" /> </field> <field number="10625" name="ExecRptDataIndic" description="Data indicator of Excution Report" type="INT"> <value enum="0" description="EXECUTION_REPORT" /> <value enum="1" description="OPEN_CONTRACT_AGENT_DATA" /> <value enum="2" description="CALCULATION_AGENT_DATA" /> </field> <field number="10626" name="SecLstUptRptStatus" description="" type="INT"> <value enum="0" description="ACCEPTED" /> <value enum="1" description="REJECT" /> </field> <field number="10627" name="NoPrvlges" description="used in repeating group PrvlgeGrp." type="NUMINGROUP" /> <field number="10628" name="PrvlgeCategory" description="Privilege Category." type="INT"> <value enum="0" description="TRADING_PRIVILEGE" /> <value enum="1" description="MONITOR_PRIVILEGE" /> </field> <field number="10629" name="PrvlgeIndicator" description="whether privilege is selected." type="INT"> <value enum="0" description="PRIVILEGE_IS_SELECTED" /> <value enum="1" description="PRIVILEGE_IS_NOT_SELECTED" /> 254
JR/T 0078—2014 </field> <field number="10630" name="NoFundValues" description="" type="NUMINGROUP" /> <field number="10631" name="NetTotalIndicator" description="" type="INT"> <value enum="0" description="NET_FUND_VALUE" /> <value enum="1" description="TOTAL_NET_FUND_VALUE" /> </field> <field number="10632" name="FundValue" description="" type="AMT" /> <field number="10633" name="FundValueRptID" description="" type="STRING" /> <field number="10634" name="FundValueRptType" description="" type="INT"> <value enum="0" description="NEW" /> </field> <field number="10635" name="FundValueRptStatus" description="" type="INT"> <value enum="0" description="SUCCEED" /> <value enum="1" description="FAILED" /> </field> <field number="10636" name="CNYTradedIndic" description="" type="STRING"> <value enum="Y" description="RMB_TRADING" /> <value enum="N" description="FOREIGN_CURRENCY_TRADING" /> </field> <field number="10637" name="CaculateSign" description="3-multiply;4-divide;" type="STRING"> <value enum="3" description="LEGSETTLTYPE_VALUE_3" /> <value enum="4" description="LEGSETTLTYPE_VALUE_4" /> </field> <field number="10638" name="PartyStatus" description="Party Status" type="INT"> <value enum="0" description="ACTIVITY" /> <value enum="1" description="OUT_OF_MARKET" /> <value enum="2" description="STOP_TRADING" /> </field> <field number="10639" name="SubmitTime" description="submit time" type="UTCTIMESTAMP" /> <field number="10640" name="ReceivingDate" description="Receiving Date" type="LOCALMKTDATE" /> <field number="10641" name="LegQuoteID" description="QuoteID" type="STRING" /> <field number="10642" name="LegOrdSeqNo" description="Order sequence number." type="SEQNUM" /> <field number="10643" name="NoLegPartyIDs" description="" type="NUMINGROUP" /> <field number="10644" name="LegPartyID" description="member id" type="STRING" /> <field number="10645" name="LegPartyRole" description="party role" 255
JR/T 0078—2014 type="INT"> <value enum="101" description="INITIATOR" /> <value enum="102" description="COUNTERPARTY" /> </field> <field number="10646" name="NoLegPartySubIDs" description="" type="NUMINGROUP" /> <field number="10647" name="LegPartySubID" description="member sub id" type="STRING" /> <field number="10648" name="LegPartySubIDType" description="party sub id type" type="INT"> <value enum="124" description="FULL_LEGAL_CHINESE_NAME_OF_FIRM" /> <value enum="125" description="SHORT_LEGAL_CHINESE_NAME_OF_FIRM" /> </field> <field number="10649" name="NoMMsets" description="" type="NUMINGROUP" /> <field number="10650" name="NoMMLegs" description="" type="NUMINGROUP" /> <field number="10651" name="FreeMsgID" description="" type="STRING" /> <field number="10652" name="FreeMsgType" description="" type="STRING" /> <field number="10653" name="FullSymbol" description="" type="STRING" /> <field number="10654" name="CreditRatingType" description="" type="INT"> <value enum="0" description="CREDIT_RATING_FOR_ISSUER" /> <value enum="1" description="CREDIT_RATING_FOR_UNDERLYINGISSUER" /> <value enum="2" description="CREDIT_RATING_FOR_UNDERLYINGLOAN" /> <value enum="3" description="CREDIT_RATING_FOR_COLLATERAL_INSTITUTION" /> <value enum="4" description="CREDIT_RATING_FOR_SUBSIDIARY_INSTITUTION" /> <value enum="5" description="CREDIT_RATING_FOR_SECURITY" /> </field> <field number="10655" name="DeliveryDesc" description="" type="STRING" /> <field number="10656" name="FeeMethod" description="" type="STRING"> <value enum="1" description="PIPS" /> <value enum="2" description="TERM" /> </field> <field number="10657" name="WithDrawIndic" description="" type="BOOLEAN"> <value enum="Y" description="WITHDRAW" /> <value enum="N" description="CAN_NOT_WITHDRAW" /> </field> <field number="10658" name="SecurityDefinitionStatus" description="" type="INT"> <value enum="0" description="SUCCESSFUL" /> <value enum="1" description="FAILED" /> </field> <field number="10659" name="CalculateAgencyDesc" description="" type="STRING" /> <field number="10660" name="SettlTime" description="settlement time" 256
JR/T 0078—2014 type="UTCTIMEONLY" /> <field number="10661" name="SingleDataIndic" description="Single Data Indicator" type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10662" name="JournalEntryReqID" description="journal entry request ID." type="STRING" /> <field number="10663" name="BatchCode" description="batch code, in the trading time or out of the trading time." type="STRING" /> <field number="10664" name="KeepFolder" description="keepfolder." type="STRING" /> <field number="10665" name="Account" description="Account." type="STRING" /> <field number="10666" name="AccountCode" description="type of account." type="STRING" /> <field number="10667" name="AccountDesc" description="account name." type="STRING" /> <field number="10668" name="InBalShtIndic" description="in or out of balance sheet." type="BOOLEAN"> <value enum="Y" description="YES" /> <value enum="N" description="NO" /> </field> <field number="10669" name="AccountAmount" description="account amount." type="AMT" /> <field number="10670" name="JournalEntryStatus" description="the return type of journal entry request. " type="INT"> <value enum="0" description="NORMAL" /> <value enum="1" description="NO_DATA_MATCHED" /> <value enum="2" description="DO_NOT_ENTRY_A_QUERY" /> <value enum="3" description="ACCOUNT_OR_PASSWORD_ERROR" /> <value enum="4" description="NO_MEMBER_MATCHED" /> <value enum="5" description="CONNECTION_FAILED" /> <value enum="6" description="INTERFACE_DOES_NOT_START" /> <value enum="7" description="MANDATORY_FIELD_MISSED" /> <value enum="8" description="CONTAIN_AN_UNDEFINED_STRING" /> <value enum="9" description="NO_DATA_TYPE_MATCHED" /> <value enum="10" description="QUERY_OVERFLOW" /> <value enum="11" description="MESSAGE_ACTION_ERROR" /> <value enum="12" description="DATA_IS_ADDING" /> <value enum="13" description="DATA_IS_DELETING" /> <value enum="14" description="CAN_NOT_FIND_ORIGINAL_ACTUAL_P_OR_R_DATA" /> <value enum="15" description="CAN_NOT_FIND_ORIGINAL_ACCRUED_P_OR_R_DATA" /> 257
JR/T 0078—2014 <value enum="16" description="USELESS_INTERFACE" /> <value enum="17" description="CAN_NOT_UPLOAD_BECAUSE_IT_HAS_BEEN_PROCESSED" /> <value enum="18" description="CAN_NOT_DELETE_BECAUSE_IT_HAS_NOT_BEEN_PROCESSED" /> <value enum="19" description="CAN_NOT_BE_DELETED_REPEATLY" /> <value enum="20" description="CAN_NOT_BE_DELETED_BECAUSE_THE_SETTLEMENT_DATE_HAS_BEEN_PASSED" /> <value enum="21" description="PROCESS_FAILED" /> <value enum="22" description="NO_DATA_RETURN_BECAUSE_NO_QUERY_ENTER" /> </field> <field number="10671" name="ProcessStatus" description="processing feedback from message receiver." type="INT"> <value enum="0" description="SUCCEED" /> <value enum="1" description="FAILED" /> </field> <field number="10672" name="MessageID" description="Message ID." type="STRING" /> <field number="10673" name="JournalEntryID" description="Journal Entry ID." type="STRING" /> <field number="10674" name="BundleCode" description="Bundle Code" type="STRING" /> <field number="10675" name="LegNetGrossInd" description="Clearing Method." type="INT"> <value enum="1" description="NET_NEGOTIATION" /> <value enum="2" description="GROSS" /> <value enum="3" description="NET_MATCH" /> </field> <field number="10676" name="PortfolioName" description="" type="STRING" /> <field number="10677" name="PortfolioID" description="" type="STRING" /> <field number="10678" name="InterestAccrualResetFrequency" description="" type="STRING"> <value enum="1Y" description="LEGSETTLTYPE_VALUE_1Y" /> <value enum="6M" description="LEGSETTLTYPE_VALUE_6M" /> <value enum="3M" description="LEGSETTLTYPE_VALUE_3M" /> <value enum="1M" description="LEGSETTLTYPE_VALUE_1M" /> </field> <field number="10679" name="InterestCurrency" description="" type="CURRENCY" /> <field number="10680" name="Industry" description="" type="STRING" /> <field number="10681" name="FloatRateInd" description="" type="INT"> <value enum="1" description="POSITIVE" /> 258
JR/T 0078—2014 <value enum="2" description="NEGATIVE" /> </field> <field number="10682" name="UnderlyingDiscountAmt" description="" type="AMT" /> <field number="10683" name="TotalDiscountAmt" description="" type="AMT" /> <field number="10684" name="QueryResultStatus" description="Query Result Status." type="INT"> <value enum="0" description="QUERY_SUCCESS" /> <value enum="1" description="QUERY_FAILED" /> </field> <field number="10685" name="SubscriptionRequestID" description="Subscription Request ID" type="STRING" /> <field number="10686" name="SubscriptionStatus" description="Subscription Status" type="INT"> <value enum="0" description="ACCEPTED" /> <value enum="1" description="REJECTED" /> </field> <field number="10687" name="DataSourceString" description="Data Source." type="STRING" /> <field number="10688" name="QuoteMode" description="" type="INT"> <value enum="0" description="API_QUOTATION" /> <value enum="1" description="PRICE_ENGINE_QUOTATION" /> <value enum="2" description="TRANSACTION_QUOTATION" /> </field> <field number="10689" name="SubscriptionTransType" description="Subscription Message Type" type="INT"> <value enum="0" description="SUBSCRIPTION" /> <value enum="1" description="CANCEL_SUBSCRIPTION" /> </field> <field number="10690" name="RatedObjectName" description="" type="STRING" /> <field number="10691" name="RatedExpect" description="" type="STRING"> <value enum="0" description="POSITIVE" /> <value enum="1" description="STABLE" /> <value enum="2" description="NEGATIVE" /> <value enum="3" description="POSSIBLY_INCREASED" /> <value enum="4" description="POSSIBLY_REDUCED" /> <value enum="5" description="UNKNOWN_TREND" /> </field> <field number="10692" name="RatedObjectID" description="" type="STRING" /> <field number="10693" name="ReminderDate" description="" type="UTCDATEONLY" /> <field number="10694" name="ReminderEvent" description="" type="STRING"> <value enum="0" description="ISSUE" /> 259
JR/T 0078—2014 <value enum="1" description="PAYMENT" /> <value enum="2" description="LISTING" /> <value enum="3" description="DELISTING" /> <value enum="4" description="CALL" /> <value enum="5" description="INTEREST_PAYMENT" /> <value enum="6" description="REGISTRATION_OF_NEW_SECURITY" /> <value enum="7" description="ISSUE_OF_ANNOUNCEMENTS" /> <value enum="8" description="SECURITY_CIRCULATION_ANNOUNCEMENTS" /> <value enum="9" description="SECURITY_INTEREST_PAYMENT_ANNOUNCEMENTS" /> <value enum="10" description="SECURITY_RATING_UPDATE_ANNOUNCEMENTS" /> <value enum="11" description="INSTITUTION_RATING_UPDATE_ANNOUNCEMENTS" /> <value enum="12" description="BIG_NEWS" /> <value enum="13" description="INTEREST_RATE_ADJUSTMENT" /> <value enum="14" description="ISSUER_INFORMATION_UPDATE" /> </field> <field number="10695" name="ReminderType" description="" type="STRING"> <value enum="0" description="SECURITY" /> <value enum="1" description="INSTITUTION" /> </field> <field number="10696" name="ReminderObjectName" description="" type="STRING" /> <field number="10697" name="ReminderObjectID" description="" type="STRING" /> <field number="10698" name="SecurityISINID" description="" type="STRING" /> <field number="10699" name="IssuerProperty" description="" type="STRING"> <value enum="0" description="LIMITED_LIABILITY_COMPANY" /> <value enum="1" description="CO_LTD" /> <value enum="2" description="STATE_OWNED_COMPANY" /> <value enum="3" description="SOLE_PROPRIETORSHIP_ENTERPRISE" /> <value enum="4" description="PARTNERSHIP_ENTERPRISE" /> <value enum="5" description="INDIVIDUAL_BUSINESSES" /> <value enum="6" description="FOREIGN_INVESTED_ENTERPRISES" /> <value enum="7" description="PRIVATE_OWNED_COMPANY" /> <value enum="8" description="THE_WHOLE_PEOPLE_ENTERPRISE" /> <value enum="9" description="COLLECTIVELY_OWNED_ENTERPRISES" /> <value enum="99" description="OTHER" /> </field> <field number="10700" name="EstablishDate" description="" type="UTCDATEONLY" /> <field number="10701" name="RegisteredCapital" description="" type="QTY" /> <field number="10702" name="ListedIndicator" description="" type="BOOLEAN"> <value enum="Y" description="Y" /> <value enum="N" description="N" /> </field> 260
JR/T 0078—2014 <field number="10703" name="NoUnderwriter" description="" type="NUMINGROUP" /> <field number="10704" name="UnderwriterType" description="" type="STRING"> <value enum="0" description="PRIMER_UNDERWRITER" /> <value enum="1" description="CO_PRIMER_UNDERWRITER" /> <value enum="2" description="SUBSIDIARY_UNDERWRITER" /> </field> <field number="10705" name="UnderwriterName" description="" type="STRING" /> <field number="10706" name="IssueMethod" description="" type="STRING"> <value enum="0" description="PRICE_OFFERING" /> <value enum="1" description="INTEREST_RATE_OFFERING" /> <value enum="2" description="SPREAD_OFFERING" /> <value enum="3" description="BOOKKEEPING" /> <value enum="4" description="PRIVATE_EQUITY" /> </field> <field number="10707" name="OfferMethod" description="" type="STRING"> <value enum="0" description="HOLLAND" /> <value enum="1" description="AMERICAN" /> <value enum="2" description="HYBRID" /> </field> <field number="10708" name="UnderWriteMethond" description="" type="STRING"> <value enum="0" description="UNDERWRITING_COMMISSION" /> <value enum="1" description="BALANCE_OF_UNDERWRITING" /> <value enum="2" description="FULL_UNDERWRITING" /> </field> <field number="10709" name="IssueSizeForPlan" description="" type="AMT" /> <field number="10710" name="MarketRangeType" description="" type="INT"> <value enum="0" description="ISSUEMARKET" /> <value enum="1" description="DEALMARKET" /> </field> <field number="10711" name="NoMarketRange" description="" type="NUMINGROUP" /> <field number="10712" name="InterstAllocationMethod" description="" type="STRING"> <value enum="0" description="AVERAGE_ALLOCATION" /> <value enum="1" description="BY_ACTUAL_DAYS" /> </field> <field number="10713" name="RoundOffType" description="" type="STRING"> <value enum="0" description="NORMAL" /> <value enum="1" description="REMOVE_PLACES" /> </field> <field number="10714" name="CollRatio" description="" type="PERCENTAGE" /> <field number="10715" name="NoCollAppl" description="" type="NUMINGROUP" /> 261
JR/T 0078—2014 <field number="10716" name="NoMarginPartyIDs" description="" type="NUMINGROUP" /> <field number="10717" name="MarginPartyID" description="" type="STRING" /> <field number="10718" name="NoMarginPartySubIDs" description="" type="INT" /> <field number="10719" name="MarginPartySubID" description="" type="STRING" /> <field number="10720" name="MarginPartySubIDType" description="" type="INT"> <value enum="0" description="COLLATERAL_INSTITUTION_NAME" /> </field> <field number="10722" name="ComplexEventUnstrikeSpread" description="" type="PRICEOFFSET" /> <field number="10723" name="ComplexEventUnstrikeCouponRate" description="" type="PERCENTAGE" /> <field number="10724" name="ComplexEventDateType" description="" type="STRING"> <value enum="0" description="ANNOUNCEMENT_DATE" /> <value enum="1" description="OPTION_EXERCISE_DATE" /> <value enum="2" description="REGISTRATION_DATE" /> </field> <field number="10725" name="ComplexEventSequence" description="" type="NUMBER" /> <field number="10726" name="RedemptionSequence" description="" type="NUMBER" /> <field number="10727" name="RedemptionRatio" description="" type="PERCENTAGE" /> <field number="10728" name="NoSwapBonds" description="" type="NUMINGROUP" /> <field number="10729" name="SwapBondSymbol" description="" type="STRING" /> <field number="10730" name="SwapBondID" description="" type="STRING" /> <field number="10731" name="SwapBondRatio" description="" type="STRING" /> <field number="10732" name="NoSwapBondDates" description="" type="NUMINGROUP" /> <field number="10733" name="SwapBondOperDate" description="" type="UTCDATEONLY" /> <field number="10734" name="SwapBondAppFrom" description="" type="UTCDATEONLY" /> <field number="10735" name="SwapBondAppTo" description="" type="UTCDATEONLY" /> <field number="10736" name="NoIssuer" description="" type="NUMINGROUP" /> <field number="10737" name="IssuerLimit" description="" type="AMT" /> <field number="10738" name="OPTDataType" description="" type="STRING"> <value enum="1" description="OPTION_TRADING_DATA" /> <value enum="2" description="OPTION_EXERCISE_DATA" /> </field> <field number="10739" name="DerivativeExerciseStatus" description="" 262
JR/T 0078—2014 type="INT"> <value enum="1" description="VAILD" /> <value enum="2" description="EXERCISED" /> <value enum="3" description="EXPIRED" /> </field> <field number="10740" name="MiscFeeDate" description="" type="UTCDATEONLY" /> <field number="10741" name="ExpireTimeZone" description="" type="STRING" /> <field number="10742" name="StrikeDayPrice" description="" type="PRICE" /> <field number="10743" name="StrikeUser" description="" type="STRING" /> <field number="10744" name="NoInheritInfo" description="" type="NUMINGROUP" /> <field number="10745" name="InheritInstitutionName" description="" type="STRING" /> <field number="10746" name="InheritDesc" description="" type="STRING" /> <field number="10747" name="InheritDate" description="" type="UTCDATEONLY" /> <field number="10748" name="TradeSubType" description="" type="CHAR"> <value enum="0" description="NORMAL_DEAL" /> <value enum="9" description="DEAL_AFTER_MATCH" /> <value enum="2" description="DERIVATIVE_OF_BOND_REDEMPTION" /> <value enum="3" description="DERIVATIVE_OF_ROLLOVER_TRANSACTION" /> <value enum="4" description="DERIVATIVE_OF_SPLIT" /> <value enum="6" description="DERIVATIVE_OF_FINANCIAL_PRODUCTS_EXPIRATION" /> <value enum="7" description="MATURITY_REDEMPTION_OF_NOTES_PACKAGE" /> <value enum="8" description="DEAL_AFTER_DOUBLE_CHECK" /> <value enum="A" description="DEAL_FROM_ORIGINAL" /> <value enum="C" description="DERIVATIVE_OF_BUY_DISTRIBUTION" /> </field> <field number="10749" name="TriggerIndicator" description="" type="BOOLEAN"> <value enum="Y" description="LEGSETTLTYPE_VALUE_Y" /> <value enum="N" description="LEGSETTLTYPE_VALUE_N" /> </field> <field number="10750" name="TriggerDesc" description="" type="STRING" /> <field number="10751" name="SecurityTermString" description="" type="STRING" /> <field number="10752" name="IssuerAltName" description="" type="STRING" /> <field number="10753" name="CpnPmtFreqDesc" description="" type="STRING" /> <field number="10754" name="IntFixRtAdjmtDesc" description="" type="STRING" /> <field number="10755" name="ReissueMethod" description="" type="STRING"> <value enum="0" description="PRICE_OFFERING" /> <value enum="1" description="INTEREST_RATE_OFFERING" /> <value enum="2" description="SPREAD_OFFERING" /> 263
JR/T 0078—2014 <value enum="3" description="BOOKKEEPING" /> <value enum="4" description="PRIVATE_EQUITY" /> </field> <field number="10756" name="ReissueOfferMethod" description="" type="STRING"> <value enum="0" description="HOLLAND" /> <value enum="1" description="AMERICAN" /> <value enum="2" description="HYBRID" /> </field> <field number="10757" name="ReissueSizeForPlan" description="" type="AMT" /> <field number="10758" name="ReissuePx" description="" type="PRICE" /> <field number="10759" name="NoReissueEvents" description="" type="NUMINGROUP" /> <field number="10760" name="ReissueEventType" description="" type="INT"> <value enum="1" description="ISSUE_END_DATE" /> <value enum="2" description="BOOK_KEEPING_DATE" /> <value enum="3" description="DISTRIBUTION_START_DATE" /> <value enum="4" description="DISTRIBUTION_END_DATE" /> <value enum="5" description="UNDERWRITER_PAYMENT_DATE" /> <value enum="6" description="REGISTRATION_DATE_ON_CREDIT_AND_DEBT" /> <value enum="7" description="TRADING_DATE_IN_INTER_BANK" /> </field> <field number="10761" name="ReissueEventDate" description="" type="UTCDATEONLY" /> <field number="10762" name="ExpectedMaturityDate" description="ABS" type="UTCDATEONLY" /> <field number="10763" name="LegalMaturityDate" description="ABS" type="UTCDATEONLY" /> </fields> </imix> 264
JR/T 0078—2014 B B 附 录 B （资料性附录） IMIX协议元数据模板结构定义 <?xml version="" encoding="UTF-8"?> <xs:schema xmlns:xs=" elementFormDefault="qualified"> <xs:element name="imix"> <xs:complexType> <xs:sequence> <xs:element ref="header"/> <xs:element ref="trailer"/> <xs:element ref="messages"/> <xs:element ref="components"/> <xs:element ref="fields"/> </xs:sequence> <xs:attribute name="major" use="required" type="xs:integer"/> <xs:attribute name="minor" use="required" type="xs:integer"/> <xs:attribute name="version" use="required" type="xs:decimal"/> </xs:complexType> </xs:element> <xs:element name="header"> <xs:complexType> <xs:sequence> <xs:element maxOccurs="unbounded" ref="field"/> <xs:element ref="component"/> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="trailer"> <xs:complexType> <xs:sequence> <xs:element maxOccurs="unbounded" ref="field"/> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="messages"> <xs:complexType> <xs:sequence> <xs:element maxOccurs="unbounded" ref="message"/> </xs:sequence> </xs:complexType> 265
JR/T 0078—2014 </xs:element> <xs:element name="message"> <xs:complexType> <xs:sequence> <xs:element maxOccurs="unbounded" ref="field"/> <xs:element minOccurs="0" maxOccurs="unbounded" ref="component"/> </xs:sequence> <xs:attribute name="description" use="required"/> <xs:attribute name="msgcat" use="required" type="xs:NCName"/> <xs:attribute name="msgtype" use="required" type="xs:NMTOKEN"/> <xs:attribute name="name" use="required" type="xs:NCName"/> </xs:complexType> </xs:element> <xs:element name="components"> <xs:complexType> <xs:sequence> <xs:element maxOccurs="unbounded" ref="component"/> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="fields"> <xs:complexType> <xs:sequence> <xs:element maxOccurs="unbounded" ref="field"/> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="field"> <xs:complexType> <xs:sequence> <xs:element minOccurs="0" maxOccurs="unbounded" ref="value"/> </xs:sequence> <xs:attribute name="description"/> <xs:attribute name="name" use="required" type="xs:NCName"/> <xs:attribute name="number" type="xs:integer"/> <xs:attribute name="required" type="xs:NCName"/> <xs:attribute name="type" type="xs:NCName"/> </xs:complexType> </xs:element> <xs:element name="value"> <xs:complexType> <xs:attribute name="description" use="required" type="xs:NCName"/> <xs:attribute name="enum" use="required" type="xs:NMTOKEN"/> 266
JR/T 0078—2014 </xs:complexType> </xs:element> <xs:element name="component"> <xs:complexType> <xs:sequence> <xs:element minOccurs="0" maxOccurs="unbounded" ref="field"/> <xs:choice minOccurs="0"> <xs:element ref="component"/> <xs:element ref="group"/> </xs:choice> </xs:sequence> <xs:attribute name="description"/> <xs:attribute name="name" use="required" type="xs:NCName"/> <xs:attribute name="required" type="xs:NCName"/> </xs:complexType> </xs:element> <xs:element name="group"> <xs:complexType> <xs:choice maxOccurs="unbounded"> <xs:element ref="component"/> <xs:element ref="field"/> </xs:choice> <xs:attribute name="name" use="required" type="xs:NCName"/> <xs:attribute name="required" use="required" type="xs:NCName"/> </xs:complexType> </xs:element> </xs:schema> 267
JR/T 0078—2014 参 考 文 献 [1] GB/T 1988-1998 信息技术 信息交换用七位编码字符集 [2] GB 2312-1980 信息交换用汉字编码字符集 基本集 [3] GB/T 2659-2000 世界各国和地区名称代码 [4] GB/T 10113-2003 分类编码通用术语 [5] GB 11714-1997 全国组织机构代码编制规则 [6] GB/T 12402-2000 经济类型分类与代码 [7] GB/T 12406-1996 表示货币和资金的代码 [8] 金融信息交换协议版 [9] ISO 10962-2001 Securities and Related Financial Instruments-Classification of Financial Instruments (CFI Code)-Second Edition _________________________________ 268
