17#ifndef HFFIX_FIELDS_HEADER
18#define HFFIX_FIELDS_HEADER
13720namespace msg_type {
13721#if __cplusplus >= 201103L
13722static constexpr const char*
const Heartbeat =
"0";
13723static constexpr const char*
const TestRequest =
"1";
13724static constexpr const char*
const ResendRequest =
"2";
13725static constexpr const char*
const Reject =
"3";
13726static constexpr const char*
const SequenceReset =
"4";
13727static constexpr const char*
const Logout =
"5";
13728static constexpr const char*
const IOI =
"6";
13729static constexpr const char*
const Advertisement =
"7";
13730static constexpr const char*
const ExecutionReport =
"8";
13731static constexpr const char*
const OrderCancelReject =
"9";
13732static constexpr const char*
const Logon =
"A";
13733static constexpr const char*
const News =
"B";
13734static constexpr const char*
const Email =
"C";
13735static constexpr const char*
const NewOrderSingle =
"D";
13736static constexpr const char*
const NewOrderList =
"E";
13737static constexpr const char*
const OrderCancelRequest =
"F";
13738static constexpr const char*
const OrderCancelReplaceRequest =
"G";
13739static constexpr const char*
const OrderStatusRequest =
"H";
13740static constexpr const char*
const AllocationInstruction =
"J";
13741static constexpr const char*
const ListCancelRequest =
"K";
13742static constexpr const char*
const ListExecute =
"L";
13743static constexpr const char*
const ListStatusRequest =
"M";
13744static constexpr const char*
const ListStatus =
"N";
13745static constexpr const char*
const AllocationInstructionAck =
"P";
13746static constexpr const char*
const DontKnowTrade =
"Q";
13747static constexpr const char*
const QuoteRequest =
"R";
13748static constexpr const char*
const Quote =
"S";
13749static constexpr const char*
const SettlementInstructions =
"T";
13750static constexpr const char*
const MarketDataRequest =
"V";
13751static constexpr const char*
const MarketDataSnapshotFullRefresh =
"W";
13752static constexpr const char*
const MarketDataIncrementalRefresh =
"X";
13753static constexpr const char*
const MarketDataRequestReject =
"Y";
13754static constexpr const char*
const QuoteCancel =
"Z";
13755static constexpr const char*
const QuoteStatusRequest =
"a";
13756static constexpr const char*
const MassQuoteAck =
"b";
13757static constexpr const char*
const SecurityDefinitionRequest =
"c";
13758static constexpr const char*
const SecurityDefinition =
"d";
13759static constexpr const char*
const SecurityStatusRequest =
"e";
13760static constexpr const char*
const SecurityStatus =
"f";
13761static constexpr const char*
const TradingSessionStatusRequest =
"g";
13762static constexpr const char*
const TradingSessionStatus =
"h";
13763static constexpr const char*
const MassQuote =
"i";
13764static constexpr const char*
const BusinessMessageReject =
"j";
13765static constexpr const char*
const BidRequest =
"k";
13766static constexpr const char*
const BidResponse =
"l";
13767static constexpr const char*
const ListStrikePrice =
"m";
13768static constexpr const char*
const XMLnonFIX =
"n";
13769static constexpr const char*
const RegistrationInstructions =
"o";
13770static constexpr const char*
const RegistrationInstructionsResponse =
"p";
13771static constexpr const char*
const OrderMassCancelRequest =
"q";
13772static constexpr const char*
const OrderMassCancelReport =
"r";
13773static constexpr const char*
const NewOrderCross =
"s";
13774static constexpr const char*
const CrossOrderCancelReplaceRequest =
"t";
13775static constexpr const char*
const CrossOrderCancelRequest =
"u";
13776static constexpr const char*
const SecurityTypeRequest =
"v";
13777static constexpr const char*
const SecurityTypes =
"w";
13778static constexpr const char*
const SecurityListRequest =
"x";
13779static constexpr const char*
const SecurityList =
"y";
13780static constexpr const char*
const DerivativeSecurityListRequest =
"z";
13781static constexpr const char*
const DerivativeSecurityList =
"AA";
13782static constexpr const char*
const NewOrderMultileg =
"AB";
13783static constexpr const char*
const MultilegOrderCancelReplace =
"AC";
13784static constexpr const char*
const TradeCaptureReportRequest =
"AD";
13785static constexpr const char*
const TradeCaptureReport =
"AE";
13786static constexpr const char*
const OrderMassStatusRequest =
"AF";
13787static constexpr const char*
const QuoteRequestReject =
"AG";
13788static constexpr const char*
const RFQRequest =
"AH";
13789static constexpr const char*
const QuoteStatusReport =
"AI";
13790static constexpr const char*
const QuoteResponse =
"AJ";
13791static constexpr const char*
const Confirmation =
"AK";
13792static constexpr const char*
const PositionMaintenanceRequest =
"AL";
13793static constexpr const char*
const PositionMaintenanceReport =
"AM";
13794static constexpr const char*
const RequestForPositions =
"AN";
13795static constexpr const char*
const RequestForPositionsAck =
"AO";
13796static constexpr const char*
const PositionReport =
"AP";
13797static constexpr const char*
const TradeCaptureReportRequestAck =
"AQ";
13798static constexpr const char*
const TradeCaptureReportAck =
"AR";
13799static constexpr const char*
const AllocationReport =
"AS";
13800static constexpr const char*
const AllocationReportAck =
"AT";
13801static constexpr const char*
const ConfirmationAck =
"AU";
13802static constexpr const char*
const SettlementInstructionRequest =
"AV";
13803static constexpr const char*
const AssignmentReport =
"AW";
13804static constexpr const char*
const CollateralRequest =
"AX";
13805static constexpr const char*
const CollateralAssignment =
"AY";
13806static constexpr const char*
const CollateralResponse =
"AZ";
13807static constexpr const char*
const CollateralReport =
"BA";
13808static constexpr const char*
const CollateralInquiry =
"BB";
13809static constexpr const char*
const NetworkCounterpartySystemStatusRequest =
"BC";
13810static constexpr const char*
const NetworkCounterpartySystemStatusResponse =
"BD";
13811static constexpr const char*
const UserRequest =
"BE";
13812static constexpr const char*
const UserResponse =
"BF";
13813static constexpr const char*
const CollateralInquiryAck =
"BG";
13814static constexpr const char*
const ConfirmationRequest =
"BH";
13815static constexpr const char*
const ContraryIntentionReport =
"BO";
13816static constexpr const char*
const SecurityDefinitionUpdateReport =
"BP";
13817static constexpr const char*
const SecurityListUpdateReport =
"BK";
13818static constexpr const char*
const AdjustedPositionReport =
"BL";
13819static constexpr const char*
const AllocationInstructionAlert =
"BM";
13820static constexpr const char*
const ExecutionAck =
"BN";
13821static constexpr const char*
const TradingSessionList =
"BJ";
13822static constexpr const char*
const TradingSessionListRequest =
"BI";
13823static constexpr const char*
const SettlementObligationReport =
"BQ";
13824static constexpr const char*
const DerivativeSecurityListUpdateReport =
"BR";
13825static constexpr const char*
const TradingSessionListUpdateReport =
"BS";
13826static constexpr const char*
const MarketDefinitionRequest =
"BT";
13827static constexpr const char*
const MarketDefinition =
"BU";
13828static constexpr const char*
const MarketDefinitionUpdateReport =
"BV";
13829static constexpr const char*
const UserNotification =
"CB";
13830static constexpr const char*
const OrderMassActionReport =
"BZ";
13831static constexpr const char*
const OrderMassActionRequest =
"CA";
13832static constexpr const char*
const ApplicationMessageRequest =
"BW";
13833static constexpr const char*
const ApplicationMessageRequestAck =
"BX";
13834static constexpr const char*
const ApplicationMessageReport =
"BY";
13835static constexpr const char*
const StreamAssignmentRequest =
"CC";
13836static constexpr const char*
const StreamAssignmentReport =
"CD";
13837static constexpr const char*
const StreamAssignmentReportACK =
"CE";
13838static constexpr const char*
const MarginRequirementInquiry =
"CH";
13839static constexpr const char*
const MarginRequirementInquiryAck =
"CI";
13840static constexpr const char*
const MarginRequirementReport =
"CJ";
13841static constexpr const char*
const PartyDetailsListRequest =
"CF";
13842static constexpr const char*
const PartyDetailsListReport =
"CG";
13843static constexpr const char*
const PartyDetailsListUpdateReport =
"CK";
13844static constexpr const char*
const PartyRiskLimitsRequest =
"CL";
13845static constexpr const char*
const PartyRiskLimitsReport =
"CM";
13846static constexpr const char*
const SecurityMassStatusRequest =
"CN";
13847static constexpr const char*
const SecurityMassStatus =
"CO";
13848static constexpr const char*
const AccountSummaryReport =
"CQ";
13849static constexpr const char*
const PartyRiskLimitsUpdateReport =
"CR";
13850static constexpr const char*
const PartyRiskLimitsDefinitionRequest =
"CS";
13851static constexpr const char*
const PartyRiskLimitsDefinitionRequestAck =
"CT";
13852static constexpr const char*
const PartyEntitlementsRequest =
"CU";
13853static constexpr const char*
const PartyEntitlementsReport =
"CV";
13854static constexpr const char*
const QuoteAck =
"CW";
13855static constexpr const char*
const PartyDetailsDefinitionRequest =
"CX";
13856static constexpr const char*
const PartyDetailsDefinitionRequestAck =
"CY";
13857static constexpr const char*
const PartyEntitlementsUpdateReport =
"CZ";
13858static constexpr const char*
const PartyEntitlementsDefinitionRequest =
"DA";
13859static constexpr const char*
const PartyEntitlementsDefinitionRequestAck =
"DB";
13860static constexpr const char*
const TradeMatchReport =
"DC";
13861static constexpr const char*
const TradeMatchReportAck =
"DD";
13862static constexpr const char*
const PartyRiskLimitsReportAck =
"DE";
13863static constexpr const char*
const PartyRiskLimitCheckRequest =
"DF";
13864static constexpr const char*
const PartyRiskLimitCheckRequestAck =
"DG";
13865static constexpr const char*
const PartyActionRequest =
"DH";
13866static constexpr const char*
const PartyActionReport =
"DI";
13867static constexpr const char*
const MassOrder =
"DJ";
13868static constexpr const char*
const MassOrderAck =
"DK";
13869static constexpr const char*
const PositionTransferInstruction =
"DL";
13870static constexpr const char*
const PositionTransferInstructionAck =
"DM";
13871static constexpr const char*
const PositionTransferReport =
"DN";
13872static constexpr const char*
const MarketDataStatisticsRequest =
"DO";
13873static constexpr const char*
const MarketDataStatisticsReport =
"DP";
13874static constexpr const char*
const CollateralReportAck =
"DQ";
13875static constexpr const char*
const MarketDataReport =
"DR";
13876static constexpr const char*
const CrossRequest =
"DS";
13877static constexpr const char*
const CrossRequestAck =
"DT";
13878static constexpr const char*
const AllocationInstructionAlertRequest =
"DU";
13880static const char*
const Heartbeat =
"0";
13881static const char*
const TestRequest =
"1";
13882static const char*
const ResendRequest =
"2";
13883static const char*
const Reject =
"3";
13884static const char*
const SequenceReset =
"4";
13885static const char*
const Logout =
"5";
13886static const char*
const IOI =
"6";
13887static const char*
const Advertisement =
"7";
13888static const char*
const ExecutionReport =
"8";
13889static const char*
const OrderCancelReject =
"9";
13890static const char*
const Logon =
"A";
13891static const char*
const News =
"B";
13892static const char*
const Email =
"C";
13893static const char*
const NewOrderSingle =
"D";
13894static const char*
const NewOrderList =
"E";
13895static const char*
const OrderCancelRequest =
"F";
13896static const char*
const OrderCancelReplaceRequest =
"G";
13897static const char*
const OrderStatusRequest =
"H";
13898static const char*
const AllocationInstruction =
"J";
13899static const char*
const ListCancelRequest =
"K";
13900static const char*
const ListExecute =
"L";
13901static const char*
const ListStatusRequest =
"M";
13902static const char*
const ListStatus =
"N";
13903static const char*
const AllocationInstructionAck =
"P";
13904static const char*
const DontKnowTrade =
"Q";
13905static const char*
const QuoteRequest =
"R";
13906static const char*
const Quote =
"S";
13907static const char*
const SettlementInstructions =
"T";
13908static const char*
const MarketDataRequest =
"V";
13909static const char*
const MarketDataSnapshotFullRefresh =
"W";
13910static const char*
const MarketDataIncrementalRefresh =
"X";
13911static const char*
const MarketDataRequestReject =
"Y";
13912static const char*
const QuoteCancel =
"Z";
13913static const char*
const QuoteStatusRequest =
"a";
13914static const char*
const MassQuoteAck =
"b";
13915static const char*
const SecurityDefinitionRequest =
"c";
13916static const char*
const SecurityDefinition =
"d";
13917static const char*
const SecurityStatusRequest =
"e";
13918static const char*
const SecurityStatus =
"f";
13919static const char*
const TradingSessionStatusRequest =
"g";
13920static const char*
const TradingSessionStatus =
"h";
13921static const char*
const MassQuote =
"i";
13922static const char*
const BusinessMessageReject =
"j";
13923static const char*
const BidRequest =
"k";
13924static const char*
const BidResponse =
"l";
13925static const char*
const ListStrikePrice =
"m";
13926static const char*
const XMLnonFIX =
"n";
13927static const char*
const RegistrationInstructions =
"o";
13928static const char*
const RegistrationInstructionsResponse =
"p";
13929static const char*
const OrderMassCancelRequest =
"q";
13930static const char*
const OrderMassCancelReport =
"r";
13931static const char*
const NewOrderCross =
"s";
13932static const char*
const CrossOrderCancelReplaceRequest =
"t";
13933static const char*
const CrossOrderCancelRequest =
"u";
13934static const char*
const SecurityTypeRequest =
"v";
13935static const char*
const SecurityTypes =
"w";
13936static const char*
const SecurityListRequest =
"x";
13937static const char*
const SecurityList =
"y";
13938static const char*
const DerivativeSecurityListRequest =
"z";
13939static const char*
const DerivativeSecurityList =
"AA";
13940static const char*
const NewOrderMultileg =
"AB";
13941static const char*
const MultilegOrderCancelReplace =
"AC";
13942static const char*
const TradeCaptureReportRequest =
"AD";
13943static const char*
const TradeCaptureReport =
"AE";
13944static const char*
const OrderMassStatusRequest =
"AF";
13945static const char*
const QuoteRequestReject =
"AG";
13946static const char*
const RFQRequest =
"AH";
13947static const char*
const QuoteStatusReport =
"AI";
13948static const char*
const QuoteResponse =
"AJ";
13949static const char*
const Confirmation =
"AK";
13950static const char*
const PositionMaintenanceRequest =
"AL";
13951static const char*
const PositionMaintenanceReport =
"AM";
13952static const char*
const RequestForPositions =
"AN";
13953static const char*
const RequestForPositionsAck =
"AO";
13954static const char*
const PositionReport =
"AP";
13955static const char*
const TradeCaptureReportRequestAck =
"AQ";
13956static const char*
const TradeCaptureReportAck =
"AR";
13957static const char*
const AllocationReport =
"AS";
13958static const char*
const AllocationReportAck =
"AT";
13959static const char*
const ConfirmationAck =
"AU";
13960static const char*
const SettlementInstructionRequest =
"AV";
13961static const char*
const AssignmentReport =
"AW";
13962static const char*
const CollateralRequest =
"AX";
13963static const char*
const CollateralAssignment =
"AY";
13964static const char*
const CollateralResponse =
"AZ";
13965static const char*
const CollateralReport =
"BA";
13966static const char*
const CollateralInquiry =
"BB";
13967static const char*
const NetworkCounterpartySystemStatusRequest =
"BC";
13968static const char*
const NetworkCounterpartySystemStatusResponse =
"BD";
13969static const char*
const UserRequest =
"BE";
13970static const char*
const UserResponse =
"BF";
13971static const char*
const CollateralInquiryAck =
"BG";
13972static const char*
const ConfirmationRequest =
"BH";
13973static const char*
const ContraryIntentionReport =
"BO";
13974static const char*
const SecurityDefinitionUpdateReport =
"BP";
13975static const char*
const SecurityListUpdateReport =
"BK";
13976static const char*
const AdjustedPositionReport =
"BL";
13977static const char*
const AllocationInstructionAlert =
"BM";
13978static const char*
const ExecutionAck =
"BN";
13979static const char*
const TradingSessionList =
"BJ";
13980static const char*
const TradingSessionListRequest =
"BI";
13981static const char*
const SettlementObligationReport =
"BQ";
13982static const char*
const DerivativeSecurityListUpdateReport =
"BR";
13983static const char*
const TradingSessionListUpdateReport =
"BS";
13984static const char*
const MarketDefinitionRequest =
"BT";
13985static const char*
const MarketDefinition =
"BU";
13986static const char*
const MarketDefinitionUpdateReport =
"BV";
13987static const char*
const UserNotification =
"CB";
13988static const char*
const OrderMassActionReport =
"BZ";
13989static const char*
const OrderMassActionRequest =
"CA";
13990static const char*
const ApplicationMessageRequest =
"BW";
13991static const char*
const ApplicationMessageRequestAck =
"BX";
13992static const char*
const ApplicationMessageReport =
"BY";
13993static const char*
const StreamAssignmentRequest =
"CC";
13994static const char*
const StreamAssignmentReport =
"CD";
13995static const char*
const StreamAssignmentReportACK =
"CE";
13996static const char*
const MarginRequirementInquiry =
"CH";
13997static const char*
const MarginRequirementInquiryAck =
"CI";
13998static const char*
const MarginRequirementReport =
"CJ";
13999static const char*
const PartyDetailsListRequest =
"CF";
14000static const char*
const PartyDetailsListReport =
"CG";
14001static const char*
const PartyDetailsListUpdateReport =
"CK";
14002static const char*
const PartyRiskLimitsRequest =
"CL";
14003static const char*
const PartyRiskLimitsReport =
"CM";
14004static const char*
const SecurityMassStatusRequest =
"CN";
14005static const char*
const SecurityMassStatus =
"CO";
14006static const char*
const AccountSummaryReport =
"CQ";
14007static const char*
const PartyRiskLimitsUpdateReport =
"CR";
14008static const char*
const PartyRiskLimitsDefinitionRequest =
"CS";
14009static const char*
const PartyRiskLimitsDefinitionRequestAck =
"CT";
14010static const char*
const PartyEntitlementsRequest =
"CU";
14011static const char*
const PartyEntitlementsReport =
"CV";
14012static const char*
const QuoteAck =
"CW";
14013static const char*
const PartyDetailsDefinitionRequest =
"CX";
14014static const char*
const PartyDetailsDefinitionRequestAck =
"CY";
14015static const char*
const PartyEntitlementsUpdateReport =
"CZ";
14016static const char*
const PartyEntitlementsDefinitionRequest =
"DA";
14017static const char*
const PartyEntitlementsDefinitionRequestAck =
"DB";
14018static const char*
const TradeMatchReport =
"DC";
14019static const char*
const TradeMatchReportAck =
"DD";
14020static const char*
const PartyRiskLimitsReportAck =
"DE";
14021static const char*
const PartyRiskLimitCheckRequest =
"DF";
14022static const char*
const PartyRiskLimitCheckRequestAck =
"DG";
14023static const char*
const PartyActionRequest =
"DH";
14024static const char*
const PartyActionReport =
"DI";
14025static const char*
const MassOrder =
"DJ";
14026static const char*
const MassOrderAck =
"DK";
14027static const char*
const PositionTransferInstruction =
"DL";
14028static const char*
const PositionTransferInstructionAck =
"DM";
14029static const char*
const PositionTransferReport =
"DN";
14030static const char*
const MarketDataStatisticsRequest =
"DO";
14031static const char*
const MarketDataStatisticsReport =
"DP";
14032static const char*
const CollateralReportAck =
"DQ";
14033static const char*
const MarketDataReport =
"DR";
14034static const char*
const CrossRequest =
"DS";
14035static const char*
const CrossRequestAck =
"DT";
14036static const char*
const AllocationInstructionAlertRequest =
"DU";
14046dictionary[
"0"] =
"Heartbeat";
14047dictionary[
"1"] =
"TestRequest";
14048dictionary[
"2"] =
"ResendRequest";
14049dictionary[
"3"] =
"Reject";
14050dictionary[
"4"] =
"SequenceReset";
14051dictionary[
"5"] =
"Logout";
14052dictionary[
"6"] =
"IOI";
14053dictionary[
"7"] =
"Advertisement";
14054dictionary[
"8"] =
"ExecutionReport";
14055dictionary[
"9"] =
"OrderCancelReject";
14056dictionary[
"A"] =
"Logon";
14057dictionary[
"B"] =
"News";
14058dictionary[
"C"] =
"Email";
14059dictionary[
"D"] =
"NewOrderSingle";
14060dictionary[
"E"] =
"NewOrderList";
14061dictionary[
"F"] =
"OrderCancelRequest";
14062dictionary[
"G"] =
"OrderCancelReplaceRequest";
14063dictionary[
"H"] =
"OrderStatusRequest";
14064dictionary[
"J"] =
"AllocationInstruction";
14065dictionary[
"K"] =
"ListCancelRequest";
14066dictionary[
"L"] =
"ListExecute";
14067dictionary[
"M"] =
"ListStatusRequest";
14068dictionary[
"N"] =
"ListStatus";
14069dictionary[
"P"] =
"AllocationInstructionAck";
14070dictionary[
"Q"] =
"DontKnowTrade";
14071dictionary[
"R"] =
"QuoteRequest";
14072dictionary[
"S"] =
"Quote";
14073dictionary[
"T"] =
"SettlementInstructions";
14074dictionary[
"V"] =
"MarketDataRequest";
14075dictionary[
"W"] =
"MarketDataSnapshotFullRefresh";
14076dictionary[
"X"] =
"MarketDataIncrementalRefresh";
14077dictionary[
"Y"] =
"MarketDataRequestReject";
14078dictionary[
"Z"] =
"QuoteCancel";
14079dictionary[
"a"] =
"QuoteStatusRequest";
14080dictionary[
"b"] =
"MassQuoteAck";
14081dictionary[
"c"] =
"SecurityDefinitionRequest";
14082dictionary[
"d"] =
"SecurityDefinition";
14083dictionary[
"e"] =
"SecurityStatusRequest";
14084dictionary[
"f"] =
"SecurityStatus";
14085dictionary[
"g"] =
"TradingSessionStatusRequest";
14086dictionary[
"h"] =
"TradingSessionStatus";
14087dictionary[
"i"] =
"MassQuote";
14088dictionary[
"j"] =
"BusinessMessageReject";
14089dictionary[
"k"] =
"BidRequest";
14090dictionary[
"l"] =
"BidResponse";
14091dictionary[
"m"] =
"ListStrikePrice";
14092dictionary[
"n"] =
"XMLnonFIX";
14093dictionary[
"o"] =
"RegistrationInstructions";
14094dictionary[
"p"] =
"RegistrationInstructionsResponse";
14095dictionary[
"q"] =
"OrderMassCancelRequest";
14096dictionary[
"r"] =
"OrderMassCancelReport";
14097dictionary[
"s"] =
"NewOrderCross";
14098dictionary[
"t"] =
"CrossOrderCancelReplaceRequest";
14099dictionary[
"u"] =
"CrossOrderCancelRequest";
14100dictionary[
"v"] =
"SecurityTypeRequest";
14101dictionary[
"w"] =
"SecurityTypes";
14102dictionary[
"x"] =
"SecurityListRequest";
14103dictionary[
"y"] =
"SecurityList";
14104dictionary[
"z"] =
"DerivativeSecurityListRequest";
14105dictionary[
"AA"] =
"DerivativeSecurityList";
14106dictionary[
"AB"] =
"NewOrderMultileg";
14107dictionary[
"AC"] =
"MultilegOrderCancelReplace";
14108dictionary[
"AD"] =
"TradeCaptureReportRequest";
14109dictionary[
"AE"] =
"TradeCaptureReport";
14110dictionary[
"AF"] =
"OrderMassStatusRequest";
14111dictionary[
"AG"] =
"QuoteRequestReject";
14112dictionary[
"AH"] =
"RFQRequest";
14113dictionary[
"AI"] =
"QuoteStatusReport";
14114dictionary[
"AJ"] =
"QuoteResponse";
14115dictionary[
"AK"] =
"Confirmation";
14116dictionary[
"AL"] =
"PositionMaintenanceRequest";
14117dictionary[
"AM"] =
"PositionMaintenanceReport";
14118dictionary[
"AN"] =
"RequestForPositions";
14119dictionary[
"AO"] =
"RequestForPositionsAck";
14120dictionary[
"AP"] =
"PositionReport";
14121dictionary[
"AQ"] =
"TradeCaptureReportRequestAck";
14122dictionary[
"AR"] =
"TradeCaptureReportAck";
14123dictionary[
"AS"] =
"AllocationReport";
14124dictionary[
"AT"] =
"AllocationReportAck";
14125dictionary[
"AU"] =
"ConfirmationAck";
14126dictionary[
"AV"] =
"SettlementInstructionRequest";
14127dictionary[
"AW"] =
"AssignmentReport";
14128dictionary[
"AX"] =
"CollateralRequest";
14129dictionary[
"AY"] =
"CollateralAssignment";
14130dictionary[
"AZ"] =
"CollateralResponse";
14131dictionary[
"BA"] =
"CollateralReport";
14132dictionary[
"BB"] =
"CollateralInquiry";
14133dictionary[
"BC"] =
"NetworkCounterpartySystemStatusRequest";
14134dictionary[
"BD"] =
"NetworkCounterpartySystemStatusResponse";
14135dictionary[
"BE"] =
"UserRequest";
14136dictionary[
"BF"] =
"UserResponse";
14137dictionary[
"BG"] =
"CollateralInquiryAck";
14138dictionary[
"BH"] =
"ConfirmationRequest";
14139dictionary[
"BO"] =
"ContraryIntentionReport";
14140dictionary[
"BP"] =
"SecurityDefinitionUpdateReport";
14141dictionary[
"BK"] =
"SecurityListUpdateReport";
14142dictionary[
"BL"] =
"AdjustedPositionReport";
14143dictionary[
"BM"] =
"AllocationInstructionAlert";
14144dictionary[
"BN"] =
"ExecutionAck";
14145dictionary[
"BJ"] =
"TradingSessionList";
14146dictionary[
"BI"] =
"TradingSessionListRequest";
14147dictionary[
"BQ"] =
"SettlementObligationReport";
14148dictionary[
"BR"] =
"DerivativeSecurityListUpdateReport";
14149dictionary[
"BS"] =
"TradingSessionListUpdateReport";
14150dictionary[
"BT"] =
"MarketDefinitionRequest";
14151dictionary[
"BU"] =
"MarketDefinition";
14152dictionary[
"BV"] =
"MarketDefinitionUpdateReport";
14153dictionary[
"CB"] =
"UserNotification";
14154dictionary[
"BZ"] =
"OrderMassActionReport";
14155dictionary[
"CA"] =
"OrderMassActionRequest";
14156dictionary[
"BW"] =
"ApplicationMessageRequest";
14157dictionary[
"BX"] =
"ApplicationMessageRequestAck";
14158dictionary[
"BY"] =
"ApplicationMessageReport";
14159dictionary[
"CC"] =
"StreamAssignmentRequest";
14160dictionary[
"CD"] =
"StreamAssignmentReport";
14161dictionary[
"CE"] =
"StreamAssignmentReportACK";
14162dictionary[
"CH"] =
"MarginRequirementInquiry";
14163dictionary[
"CI"] =
"MarginRequirementInquiryAck";
14164dictionary[
"CJ"] =
"MarginRequirementReport";
14165dictionary[
"CF"] =
"PartyDetailsListRequest";
14166dictionary[
"CG"] =
"PartyDetailsListReport";
14167dictionary[
"CK"] =
"PartyDetailsListUpdateReport";
14168dictionary[
"CL"] =
"PartyRiskLimitsRequest";
14169dictionary[
"CM"] =
"PartyRiskLimitsReport";
14170dictionary[
"CN"] =
"SecurityMassStatusRequest";
14171dictionary[
"CO"] =
"SecurityMassStatus";
14172dictionary[
"CQ"] =
"AccountSummaryReport";
14173dictionary[
"CR"] =
"PartyRiskLimitsUpdateReport";
14174dictionary[
"CS"] =
"PartyRiskLimitsDefinitionRequest";
14175dictionary[
"CT"] =
"PartyRiskLimitsDefinitionRequestAck";
14176dictionary[
"CU"] =
"PartyEntitlementsRequest";
14177dictionary[
"CV"] =
"PartyEntitlementsReport";
14178dictionary[
"CW"] =
"QuoteAck";
14179dictionary[
"CX"] =
"PartyDetailsDefinitionRequest";
14180dictionary[
"CY"] =
"PartyDetailsDefinitionRequestAck";
14181dictionary[
"CZ"] =
"PartyEntitlementsUpdateReport";
14182dictionary[
"DA"] =
"PartyEntitlementsDefinitionRequest";
14183dictionary[
"DB"] =
"PartyEntitlementsDefinitionRequestAck";
14184dictionary[
"DC"] =
"TradeMatchReport";
14185dictionary[
"DD"] =
"TradeMatchReportAck";
14186dictionary[
"DE"] =
"PartyRiskLimitsReportAck";
14187dictionary[
"DF"] =
"PartyRiskLimitCheckRequest";
14188dictionary[
"DG"] =
"PartyRiskLimitCheckRequestAck";
14189dictionary[
"DH"] =
"PartyActionRequest";
14190dictionary[
"DI"] =
"PartyActionReport";
14191dictionary[
"DJ"] =
"MassOrder";
14192dictionary[
"DK"] =
"MassOrderAck";
14193dictionary[
"DL"] =
"PositionTransferInstruction";
14194dictionary[
"DM"] =
"PositionTransferInstructionAck";
14195dictionary[
"DN"] =
"PositionTransferReport";
14196dictionary[
"DO"] =
"MarketDataStatisticsRequest";
14197dictionary[
"DP"] =
"MarketDataStatisticsReport";
14198dictionary[
"DQ"] =
"CollateralReportAck";
14199dictionary[
"DR"] =
"MarketDataReport";
14200dictionary[
"DS"] =
"CrossRequest";
14201dictionary[
"DT"] =
"CrossRequestAck";
14202dictionary[
"DU"] =
"AllocationInstructionAlertRequest";
int length_fields[]
Sorted list of all field tags which are of type Length.
@ EncodedLegProvisionTextLen
@ PaymentStreamFlatRateAmount
@ LegPaymentStreamCompoundingDatesOffsetDayType
@ LegPaymentScheduleXIDRef
@ LegPaymentScheduleStepOffsetRate
@ UnderlyingPaymentStreamDaysAdjustmentIndicator
@ PrimaryServiceLocationID
@ UnderlyingPaymentScheduleRateSpread
@ UnderlyingPaymentStreamCompoundingCapRateSellSide
@ PreviousUnadjustedOpenInterest
@ LegPaymentStreamDiscountType
@ DerivativeSecurityXMLLen
@ EncodedLegOptionExpirationDescLen
@ LegPhysicalSettlDeliverableObligationType
@ StreamEffectiveDateOffsetPeriod
@ LegDeliveryScheduleNegativeTolerance
@ LegStreamAssetAttributeType
@ UnderlyingPaymentStreamFinalRateRoundingDirection
@ NoLegStreamCommoditySettlPeriods
@ StreamCommoditySettlPeriodXIDRef
@ LegSettlMethodElectionDateBusinessCenter
@ UnderlyingDeliveryStreamCommoditySource
@ ProvisionOptionExerciseFixedDateType
@ NoCashSettlDateBusinessCenters
@ UnderlyingPaymentStreamRateCutoffDateOffsetDayType
@ UnderlyingComplexEventScheduleFrequencyUnit
@ UnderlyingDeliveryStreamToleranceUnitOfMeasure
@ UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod
@ LegStreamMaximumPaymentAmount
@ LegPaymentScheduleFixedCurrency
@ EncodedLegAdditionalTermBondDescLen
@ LegStreamNotionalCommodityFrequency
@ NoFlexProductEligibilities
@ UnderlyingPaymentScheduleStepUnitOfMeasure
@ StreamCommoditySettlFlowType
@ UnderlyingProtectionTermCurrency
@ NoUnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenters
@ EncodedUnderlyingFinancialInstrumentFullName
@ PaymentStreamCompoundingRateMultiplier
@ LegPaymentStreamPricingBusinessCalendar
@ NoLegStreamCommodityDataSources
@ PaymentAmountDeterminationMethod
@ RelatedPartyDetailAltIDSource
@ EncodedUnderlyingStreamCommodityDescLen
@ NoUnderlyingPaymentStreamPricingBusinessCenters
@ LegContractualMatrixSource
@ UnderlyingPaymentStreamFixingDateBusinessDayConvention
@ UnderlyingPaymentStreamPaymentFrequencyUnit
@ UnderlyingPaymentStreamPaymentDateOffsetUnit
@ PaymentScheduleReferencePage
@ LegCashSettlPriceSource
@ LegComplexEventFixingTimeBusinessCenter
@ AllocGroupRemainingQuantity
@ UnderlyingDeliverySchedulePositiveTolerance
@ LegProvisionCashSettlValueDateRelativeTo
@ DividendPeriodEndDateUnadjusted
@ UnderlyingDeliveryScheduleToleranceUnitOfMeasure
@ UnderlyingComplexEventRateSource
@ UnderlyingPaymentStreamCompoundingRateSpreadPositionType
@ UnderlyingCashSettlDateOffsetPeriod
@ LegComplexEventStrikeNumberOfOptions
@ LegContractMultiplierUnit
@ NoLegProtectionTermEventNewsSources
@ UnderlyingStreamCommodityExchange
@ UnderlyingPaymentStreamFloorRateSellSide
@ LegDividendCapRateBuySide
@ EncodedMDStatisticDescLen
@ LegOptionExerciseStartDateAdjusted
@ ProvisionOptionExpirationDateAdjusted
@ UnderlyingOptionExerciseExpirationTimeBusinessCenter
@ PaymentStreamInitialFixingDateOffsetPeriod
@ NoPhysicalSettlDeliverableObligations
@ UnderlyingDividendAccrualPaymentDateBusinessDayConvention
@ UnderlyingAdditionalTermBondCouponFrequencyPeriod
@ LegComplexEventBusinessCenter
@ UnderlyingPaymentStreamFixedAmount
@ InstrumentScopeEncodedSecurityDesc
@ NoUnderlyingStreamAssetAttributes
@ NoUnderlyingDeliverySchedules
@ UnderlyingComplexEventPrice
@ AllocCommissionAmountShared
@ UnderlyingDividendPaymentAmount
@ DividendAccrualPaymentDateOffsetUnit
@ PaymentStreamCompoundingDateType
@ LegPaymentScheduleSettlPeriodPriceUnitOfMeasure
@ UnderlyingPaymentSchedulePaySide
@ UnderlyingPaymentStreamCompoundingDatesBusinessCenter
@ LegComplexOptPayoutCurrency
@ UnderlyingStreamCommoditySettlHolidaysProcessingInstruction
@ NoUnderlyingCashSettlTerms
@ LegPhysicalSettlCurency
@ EncodedLegAdditionalTermBondIssuerLen
@ LegComplexEventOptionsPriceValuation
@ UnderlyingDeliveryStreamToleranceOptionSide
@ UnderlyingAdjustedQuantity
@ PaymentStubStartDateAdjusted
@ LegPaymentScheduleStepFrequencyPeriod
@ InstrumentRoundingPrecision
@ LegStreamCalculationFrequencyPeriod
@ UnderlyingProvisionOptionExpirationTimeBusinessCenter
@ NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters
@ LegPaymentStreamLinkInitialLevel
@ NoLegProvisionOptionExerciseFixedDates
@ LegMasterConfirmationAnnexDesc
@ LegComplexEventPriceBoundaryPrecision
@ OptionExerciseExpirationRollConvention
@ LegOptionExerciseFirstDateUnadjusted
@ AffectedMarketSegmentID
@ AutomaticExerciseThresholdRate
@ LegReturnRateAmountRelativeTo
@ LegAdditionalTermBondCurrency
@ UnderlyingTotalIssuedAmount
@ LegProvisionOptionExerciseBusinessCenter
@ LegProvisionOptionExerciseLatestTime
@ UnderlyingProvisionCashSettlCurrency
@ LegOptionExerciseEarliestDateOffsetDayType
@ UnderlyingProvisionOptionExerciseEarliestTime
@ UnderlyingReturnRateValuationStartDateOffsetUnit
@ UnderlyingDeliveryStreamTotalNegativeTolerance
@ DividendAccrualPaymentDateOffsetDayType
@ EncodedStreamCommodityDesc
@ LegProvisionCashSettlPaymentDateOffsetDayType
@ PaymentStreamCompoundingRateIndexCurvePeriod
@ UnderlyingAdditionalTermBondCouponRate
@ LegOptionExerciseFrequencyUnit
@ DerivativeProductComplex
@ LegDividendAccrualFixedRate
@ UnderlyingLegOptAttribute
@ UnderlyingRepurchaseRate
@ PaymentStreamRateTreatment
@ LegDividendPeriodSequence
@ DividendPeriodStrikePrice
@ InstrumentScopePutOrCall
@ UnderlyingPhysicalSettlBusinessDays
@ UnderlyingReturnRateFXRate
@ UnderlyingInterestAccrualDate
@ UnderlyingCashSettlDateOffsetDayType
@ LegPaymentStreamFirstObservationDateOffsetDayType
@ NoUnderlyingStreamFirstPeriodStartDateBusinessCenters
@ PaymentStreamMaximumPaymentCurrency
@ NoLegPhysicalSettlDeliverableObligations
@ LegDividendFXTriggerDateBusinessDayConvention
@ NoLegPricingDateBusinessCenters
@ UnderlyingPaymentStreamVegaNotionalAmount
@ PaymentStreamFixingDateAdjusted
@ CashDistribAgentAcctName
@ UnderlyingPaymentStubEndDateUnadjusted
@ ComplexEventReferencePageHeading
@ UnderlyingReturnRateQuoteUnits
@ LegDividendAccrualPaymentDateAdjusted
@ LegPaymentStreamNonDeliverableFixingDatesOffsetPeriod
@ DeliveryStreamDeliveryContingency
@ SettlMethodElectionDateOffsetUnit
@ ContraryInstructionIndicator
@ UnderlyingSecurityAltID
@ OptionExerciseBusinessCenter
@ ProtectionTermEventCurrency
@ LegPaymentStubIndexRateSpread
@ UnderlyingComplexEventPeriodTime
@ UnderlyingLienSeniority
@ UnderlyingPaymentStubIndex2FloorRate
@ LegComplexOptPayoutUnderlier
@ LegReturnRateCommissionAmount
@ PaymentStubIndex2RateMultiplier
@ UnderlyingPaymentScheduleFixingDateBusinessCenter
@ EncodedMiscFeeSubTypeDescLen
@ UnderlyingPaymentScheduleStepOffsetValue
@ NoLegOptionExerciseDates
@ LegProvisionCashSettlPaymentDateRangeLast
@ UnderlyingPaymentStreamCompoundingEndDateAdjusted
@ RiskLimitUtilizationAmount
@ NoRelatedPartyDetailAltID
@ PaymentStreamResetWeeklyRollConvention
@ NoUnderlyingComplexEventTimes
@ SettlPriceDeterminationMethod
@ Nested3PartyRoleQualifier
@ UnderlyingProvisionCashSettlPaymentDateOffsetDayType
@ UnderlyingDividendPeriodPaymentDateRelativeTo
@ UnderlyingPaymentStreamPricingDayType
@ UnderlyingCashSettlDateAdjusted
@ LegPaymentStreamRateSpreadUnitOfMeasure
@ DerivativeExerciseStyle
@ RiskWarningLevelPercent
@ PaymentStreamRateCutoffDateOffsetUnit
@ UnderlyingReturnRateQuoteBusinessCenter
@ UnderlyingStreamAssetAttributeLimit
@ CurrentCollateralAmount
@ LegSettlMethodElectionDateBusinessDayConvention
@ PaymentStreamCompoundingStartDateOffsetPeriod
@ LegPaymentStreamLinkStrikePrice
@ LegProvisionPartySubIDType
@ OrderOwnershipIndicator
@ NoRelatedMarketSegments
@ UnderlyingPaymentScheduleFixingDateAdjusted
@ UnderlyingRateSpreadStepValue
@ NoPaymentStreamPricingDays
@ UnderlyingDividendAccrualPaymentDateAdjusted
@ DividendFinalRateRoundingDirection
@ UnderlyingStreamNotionalAdjustments
@ ProvisionOptionMinimumNumber
@ EncodedCommissionDescLen
@ LegOptionExerciseExpirationFrequencyUnit
@ UnderlyingAdditionalTermBondSecurityID
@ FlexProductEligibilityIndicator
@ LegPaymentStreamCompoundingDatesOffsetUnit
@ LegPaymentStubStartDateOffsetUnit
@ LegReturnRateValuationTimeType
@ EncodedFinancialInstrumentFullName
@ UnderlyingReturnRateFXRateCalc
@ ProvisionDateUnadjusted
@ PaymentStubEndDateAdjusted
@ LegAdditionalTermDiscrepancyClauseIndicator
@ LegComplexEventCurrencyOne
@ UnderlyingStreamAssetAttributeType
@ PaymentStreamNonDeliverableFixingDatesOffsetDayType
@ UnderlyingLegMaturityMonthYear
@ UnderlyingComplexEventAveragingWeight
@ UnderlyingDividendFXTriggerDateBusinessDayConvention
@ ReturnRateValuationFrequencyUnit
@ UnderlyingProvisionCashSettlPaymentDateRangeFirst
@ NoProtectionTermEventQualifiers
@ LegPaymentScheduleFixingFirstObservationDateOffsetPeriod
@ LegFinancingTermSupplementDate
@ StreamCalculationPeriodDateType
@ SettlRatePostponementMaximumDays
@ DividendPeriodPaymentDateOffsetUnit
@ UnderlyingStateOrProvinceOfIssue
@ LegPaymentStreamInflationFallbackBondApplicable
@ UnderlyingPaymentStreamPaymentRollConvention
@ PaymentStreamRateIndexIDSource
@ PaymentStubStartDateOffsetUnit
@ LegDeliveryStreamTitleTransferLocation
@ VoluntaryRegulatoryReport
@ LegLimitRightToConfirmIndicator
@ UnderlyingNotionalAdjustments
@ LegPaymentStreamRateIndexLevel
@ LegProvisionOptionExpirationDateAdjusted
@ NoLegProvisionCashSettlPaymentDates
@ ComplexEventAveragingWeight
@ NoReturnRateFXConversions
@ NonDeliverableFixingDateType
@ LegPaymentStreamPricingDayCount
@ UnderlyingCashSettlDateUnadjusted
@ LegProvisionCashSettlCurrency2
@ UnderlyingSettlRateIndexLocation
@ ReturnRateValuationDateRelativeTo
@ LegDeliveryStreamNotionalConversionFactor
@ UnderlyingPaymentStreamCalculationLagPeriod
@ MarketDisruptionFallbackUnderlierSecurityDesc
@ UnderlyingProvisionOptionExerciseFixedDateType
@ NoUnderlyingReturnRateValuationDates
@ LegConvertibleBondEquityID
@ StreamCommoditySettlEnd
@ LegPaymentStreamCompoundingRateSpread
@ UnderlyingRepoCollateralSecurityType
@ Nested2PartyRoleQualifier
@ ReturnRateQuoteExpirationTime
@ LegMaterialDividendsIndicator
@ PaymentStreamFRADiscounting
@ LegPaymentScheduleFixingDateAdjusted
@ NoUnderlyingPaymentScheduleFixingDateBusinessCenters
@ UnderlyingReturnRateValuationFrequencyPeriod
@ UnderlyingOptionExerciseExpirationTime
@ DividendAccrualPaymentDateRelativeTo
@ UnderlyingStreamCalculationBalanceOfFirstPeriod
@ UnderlyingStreamCommodityDesc
@ DeliveryStreamToleranceOptionSide
@ LegReturnRateValuationPriceOption
@ PaymentStreamCompoundingStartDateOffsetUnit
@ NoLegStreamTerminationDateBusinessCenters
@ LegPaymentStubIndexCapRateBuySide
@ UnderlyingComplexEventPVFinalPriceElectionFallback
@ PartyActionRejectReason
@ StreamCalculationPeriodDatesXIDRef
@ UnderlyingDividendFXTriggerDateUnadjusted
@ NoUnderlyingOptionExerciseDates
@ OptionExerciseFrequencyUnit
@ UnderlyingPaymentStreamCompoundingSpread
@ PaymentStreamLinkStrikePriceType
@ StreamAssetAttributeType
@ NoLegComplexEventPeriods
@ UnderlyingPaymentStreamFormulaImage
@ UnderlyingStreamEffectiveDateRelativeTo
@ AdditionalTermBondSecurityIDSource
@ UnderlyingProvisionOptionExpirationDateBusinessCenter
@ UnderlyingComplexEventBusinessCenter
@ UnderlyingOptionExerciseLatestTime
@ LegPaymentStreamCompoundingEndDateAdjusted
@ UnderlyingPaymentStreamPricingDayDistribution
@ UnderlyingRateSpreadInitialValue
@ ExtraordinaryEventAdjustmentMethod
@ UnderlyingIndexCurvePeriod
@ LegPaymentStubEndDateOffsetDayType
@ UnderlyingPaymentStubIndex
@ UnderlyingProvisionOptionExerciseFrequencyUnit
@ LegCashSettlMinimumQuoteAmount
@ PaymentStubFixedCurrency
@ UnderlyingReturnRateAmountRelativeTo
@ ReturnRateValuationEndDateAdjusted
@ NoPaymentScheduleFixingDateBusinessCenters
@ LegProvisionCashSettlPaymentDateRelativeTo
@ UnderlyingComplexEventFixedFXRate
@ UnderlyingMarketDisruptionFallbackType
@ UnderlyingPaymentScheduleRateSource
@ NoUnderlyingReturnRates
@ UnderlyingStreamFirstCompoundingPeriodEndDateUnadjusted
@ DividendFXTriggerDateAdjusted
@ LegStreamCommodityRateReferencePage
@ UnderlyingOptionExerciseExpirationDateBusinessDayConvention
@ StrikePriceDeterminationMethod
@ UnderlyingStreamCommoditySettlPeriodXID
@ NoSideRegulatoryTradeIDs
@ RiskLimitApprovedAmount
@ LegDividendAccrualPaymentDateOffsetUnit
@ LegPaymentStubIndexCapRate
@ ProvisionOptionExerciseStartDateOffsetUnit
@ OptionExerciseExpirationDate
@ LegStreamCommoditySettlFlowType
@ DeliveryStreamTotalNegativeTolerance
@ NoUnderlyingDeliveryStreamCommoditySources
@ LegPaymentStreamPricingDayOfWeek
@ PaymentStreamFormulaCurrencyDeterminationMethod
@ PaymentStreamInflationLagUnit
@ LegInstrmtAssignmentMethod
@ LegPaymentStreamInflationInitialIndexLevel
@ UnderlyingPriceUnitOfMeasure
@ UnderlyingReturnRateValuationFrequencyUnit
@ NoUnderlyingCashSettlDateBusinessCenters
@ LegSettlDisruptionProvision
@ CreditSupportAgreementID
@ MarketDisruptionFallbackUnderlierSecurityID
@ EntitlementAttribDatatype
@ UnderlyingPaymentStreamCapRateSellSide
@ StreamCommodityUnitOfMeasure
@ LegSecondaryAssetSubType
@ StreamCommoditySettlCountry
@ NoLegInstrumentPartySubIDs
@ UnderlyingPaymentScheduleStepFrequencyPeriod
@ Nested4PartyRoleQualifier
@ LegDeliveryStreamDeliveryContingency
@ EncodedAdditionalTermBondDescLen
@ ExchangeSpecialInstructions
@ RateSourceReferemcePageHeading
@ LegOptionExerciseExpirationDateType
@ PaymentStreamCompoundingCapRate
@ PaymentStreamPaymentDateOffsetUnit
@ CommissionUnitOfMeasureCurrency
@ LegPaymentStreamCompoundingFixedRate
@ SettlRatePostponementCalculationAgent
@ LegNonDeliverableFixingDate
@ NoDisclosureInstructions
@ MakeWholeInterpolationMethod
@ LegStreamFirstPeriodStartDateUnadjusted
@ PaymentPresentValueAmount
@ PaymentScheduleSettlPeriodPriceCurrency
@ MarketDepthTimeInterval
@ NoStreamCommoditySettlDays
@ EncodedAdditionalTermBondDesc
@ LegCreditSupportAgreementDate
@ NoLegComplexEventPeriodDateTimes
@ PaymentStreamReferenceLevelEqualsZeroIndicator
@ UnderlyingPaymentStubStartDateRelativeTo
@ StreamNotionalFrequencyPeriod
@ UnderlyingPaymentStreamMarketRate
@ EntitlementAttribCurrency
@ LegPaymentScheduleInterimExchangeDatesOffsetPeriod
@ DeliveryStreamToleranceUnitOfMeasure
@ UnderlyingDividendCapRate
@ UnderlyingCashSettlTermXID
@ ProvisionOptionExerciseStartDateOffsetPeriod
@ LegComplexEventRateSource
@ DerivativeInstrAttribValue
@ UnderlyingDividendFloatingRateSpread
@ LegProvisionOptionExpirationDateOffsetDayType
@ UnderlyingCashSettlDateBusinessCenter
@ ProvisionCashSettlValueDateOffsetUnit
@ SettlMethodElectingPartySide
@ LegSecondaryAssetSubClass
@ AllocRegulatoryTradeIDScope
@ UnderlyingReturnRateValuationTime
@ LegDividendFinalRatePrecision
@ UnderlyingPaymentStreamLastRegularPaymentDateUnadjusted
@ UnderlyingPaymentStreamFormulaCurrency
@ PaymentStreamCompoundingMethod
@ LegProtectionTermEventUnit
@ LegPaymentStubEndDateUnadjusted
@ PaymentStreamCapRateBuySide
@ PaymentStreamLinkEstimatedTradingDays
@ EncodedUnderlyingExerciseDescLen
@ LegExtraordinaryEventAdjustmentMethod
@ CreditSupportAgreementDesc
@ LegComplexOptPayoutPaySide
@ EncodedAdditionalTermBondIssuerLen
@ NoStreamFirstPeriodStartDateBusinessCenters
@ UnderlyingPaymentStubIndexCapRateBuySide
@ UnderlyingStreamCommodityAltIDSource
@ LegReturnRateValuationFrequencyUnit
@ RiskLimitCheckRequestStatus
@ LegPaymentStreamCompoundingAveragingMethod
@ NoLegStreamCommoditySettlDays
@ LegPaymentStreamFixingDateBusinessDayConvention
@ UnderlyingPaymentStubIndexCurvePeriod
@ UnderlyingPaymentStreamFinalPricePaymentDateUnadjusted
@ PaymentStreamFixingDateBusinessCenter
@ UnderlyingPaymentStreamInflationInitialIndexLevel
@ UnderlyingSecurityXMLLen
@ UnderlyingMarketDisruptionMaximumDays
@ LegConvertibleBondEquityIDSource
@ LegDividendFXTriggerDateOffsetUnit
@ SideShortSaleExemptionReason
@ UnderlyingDeliveryStreamTitleTransferCondition
@ ProvisionCashSettlQuoteSource
@ DeliveryScheduleNotionalCommodityFrequency
@ LegNonCashDividendTreatment
@ StreamAssetAttributeValue
@ LegOptionExerciseExpirationDateOffsetUnit
@ UnderlyingPaymentScheduleFixingDateBusinessDayCnvtn
@ CreditSupportAgreementDate
@ PaymentStubEndDateUnadjusted
@ LegComplexOptPayoutReceiveSide
@ ComplexEventForwardPoints
@ PaymentStubIndex2RateTreatment
@ LegComplexEventPeriodTime
@ PaymentStreamFixingDateType
@ LegProvisionCashSettlQuoteSource
@ RelatedToSecurityIDSource
@ UnderlyingPaymentStreamCompoundingRateTreatment
@ LegShortSaleRestriction
@ PaymentStreamPricingDayDistribution
@ DividendEntitlementEvent
@ StreamCalculationPeriodDate
@ StreamTerminationDateOffsetUnit
@ UnderlyingComplexOptPayoutUnderlier
@ UnderlyingPaymentStreamRateConversionFactor
@ LegStreamCommoditySettlDateRollPeriod
@ DeliveryStreamDeliveryContingentPartySide
@ AdditionalTermBondCouponType
@ AdditionalTermBondSecurityID
@ LegCashSettlQuoteMethod
@ LegMasterConfirmationDate
@ LegComplexEventStartDate
@ UnderlyingProvisionOptionExercisePeriodSkip
@ NoLegProvisionCashSettlPaymentDateBusinessCenters
@ LegProvisionOptionSinglePartyBuyerSide
@ OptionExerciseStartDateOffsetDayType
@ UnderlyingComplexEventDateUnadjusted
@ LegPaymentStreamFixingDateRelativeTo
@ LegCashSettlValuationSubsequentBusinessDaysOffset
@ LegOptionExerciseStartDateUnadjusted
@ UnderlyingDeliveryStreamElectingPartySide
@ LegPaymentStreamFinalRatePrecision
@ UnderlyingDividendCashPercentage
@ UnderlyingPaymentStubIndex2CurveUnit
@ UnderlyingSecondaryAssetSubType
@ LegStreamCommoditySettlPeriodXIDRef
@ LegComplexEventStrikeFactor
@ OptionExerciseTimeBusinessCenter
@ UnderlyingDividendFinalRateRoundingDirection
@ LegDeliveryStreamDeliveryPoint
@ UnderlyingComplexOptPayoutTime
@ UnderlyingDividendFXTriggerDateBusinessCenter
@ PaymentStreamPricingBusinessCalendar
@ UnderlyingPaymentStubIndexRateSpread
@ StreamNotionalAdjustments
@ LegPaymentStreamCompoundingFloorRateBuySide
@ UnderlyingStreamNotionalDeterminationMethod
@ LegPhysicalSettlTermXID
@ SecondaryIndividualAllocID
@ UnderlyingReturnRateQuoteTimeType
@ LegProvisionCalculationAgent
@ LegStreamCommoditySettlDateAdjusted
@ PaymentStreamCompoundingStartDateOffsetDayType
@ DerivativeFlowScheduleType
@ LegDividendPeriodValuationDateAdjusted
@ UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource
@ MandatoryClearingJurisdiction
@ LegInstrumentPartyIDSource
@ UnderlyingSettlTermXIDRef
@ LegPaymentScheduleRateCurrency
@ UnderlyingDeliveryStreamImporterOfRecord
@ LegPaymentScheduleFixingDayDistribution
@ LegDeliveryScheduleToleranceType
@ ComplexEventCalculationAgent
@ UnderlyingPaymentScheduleStepRelativeTo
@ ProtectionTermStandardSources
@ LegMarketDisruptionFallbackProvision
@ UnderlyingProvisionCashSettlPaymentDate
@ PricingDateBusinessDayConvention
@ MDStatisticRequestResult
@ LegPaymentStreamCompoundingCapRate
@ UnderlyingStreamCommoditySettlDateRollPeriod
@ DividendCapRateSellSide
@ NoUnderlyingPaymentScheduleRateSources
@ LegProvisionOptionExerciseFixedDateType
@ EncodedMiscFeeSubTypeDesc
@ UnderlyingProvisionOptionExpirationDateRelativeTo
@ UnderlyingPaymentStreamSettlLevel
@ RelatedPartyDetailIDSource
@ UnderlyingPaymentStreamNonDeliverableSettlRateSource
@ ComplexEventCreditEventMinimumSources
@ LegPaymentScheduleFixingDateUnadjusted
@ PaymentScheduleFixingDateBusinessCenter
@ UnderlyingPaymentStreamCompoundingInitialRate
@ EncodedComplianceTextLen
@ NoRequestedRiskLimitType
@ LegComplexEventDateBusinessDayConvention
@ PaymentStubEndDateOffsetUnit
@ SideCollateralAmountMarketID
@ PaymentStreamNonDeliverableSettlReferencePage
@ LegStreamAssetAttributeLimit
@ InstrumentScopeSymbolSfx
@ LegComplexEventScheduleFrequencyUnit
@ UnderlyingReturnRatePriceCurrency
@ PaymentScheduleFixedAmount
@ UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod
@ PaymentStreamRateSpreadCurrency
@ LegProvisionCashSettlPaymentDateOffsetPeriod
@ LegPaymentStreamPaymentRollConvention
@ UnderlyingComplexEventOptionsPriceValuation
@ UnderlyingComplexEventFixingTime
@ UnderlyingInstrumentPartyID
@ UnderlyingDeliveryStreamPositiveTolerance
@ NoUnderlyingAdditionalTermBondRefs
@ PaymentScheduleFixingDateBusinessDayConvention
@ LegOptionExerciseStartDateOffsetUnit
@ ApplTestMessageIndicator
@ PaymentStreamFixedAmountUnitOfMeasure
@ RepoCollateralSecurityType
@ EncodedLegDeliveryStreamCycleDesc
@ NoPaymentBusinessCenters
@ UnderlyingDeliveryStreamRiskApportionmentSource
@ UnderlyingPaymentStreamInterpolationMethod
@ NoUnderlyingStreamTerminationDateBusinessCenters
@ UnderlyingPaymentScheduleRateCurrency
@ UnderlyingPaymentScheduleInterimExchangeDatesBusinessCenter
@ PaymentStreamPaymentDateRelativeTo
@ UnderlyingReturnRateQuoteCurrency
@ UnderlyingInstrRegistry
@ LegReturnRateNotionalReset
@ PaymentStreamPaymentDateOffsetDayType
@ UnderlyingAutomaticExerciseThresholdRate
@ LegPaymentScheduleInterimExchangeDatesBusinessDayConvention
@ PartyDetailsListReportID
@ UnderlyingInstrumentPartyIDSource
@ UnderlyingOptionExerciseExpirationDateBusinessCenter
@ LegPaymentStreamFixingDateOffsetDayType
@ UnderlyingPaymentScheduleInterimExchangeDateAdjusted
@ UnderlyingCashSettlQuoteCurrency
@ LegPaymentStreamPaymentDateBusinessDayConvention
@ UnderlyingPaymentStreamFutureValueNotional
@ LegPaymentScheduleFixingDateBusinessDayConvention
@ TradePriceNegotiationMethod
@ LegReturnRateValuationEndDateOffsetUnit
@ UnderlyingPaymentStubStartDateOffsetDayType
@ NoPaymentScheduleRateSources
@ UnderlyingOptionExerciseDateType
@ UnderlyingPaymentStreamInflationFallbackBondApplicable
@ UnderlyingPaymentStubIndexRateMultiplier
@ UnderlyingProvisionOptionRelevantUnderlyingDateRelativeTo
@ ReturnRateValuationStartDateAdjusted
@ DividendCashEquivalentPercentage
@ PaymentStreamFinalPricePaymentDateOffsetUnit
@ UnderlyingMarketDisruptionMinimumFuturesContracts
@ ReturnRateReferencePageHeading
@ LegStateOrProvinceOfIssue
@ EncodedLegDocumentationTextLen
@ NoLegPaymentStreamNonDeliverableFixingDateBusinessCenters
@ DerivativeInstrumentPartyIDSource
@ NoRequestingPartySubIDs
@ SideRegulatoryTradeIDEvent
@ NoLegSettlMethodElectionDateBusinessCenters
@ LegPaymentStreamTotalFixedAmount
@ LegReturnRateValuationDateOffsetUnit
@ PaymentScheduleRateSpreadPositionType
@ StreamCommoditySettlPeriodFrequencyUnit
@ AttachmentClassification
@ UnderlyingStrikeUnitOfMeasure
@ LegProvisionOptionExpirationDateRelativeTo
@ LegPaymentScheduleRateMultiplier
@ PaymentScheduleFixingDateOffsetPeriod
@ NoNotAffectedMarketSegments
@ LegPaymentStreamRateSpreadCurrency
@ OrderEventLiquidityIndicator
@ LegProvisionOptionExerciseBoundsFirstDateUnadjusted
@ ProvisionOptionExerciseLatestTime
@ NoLegStreamEffectiveDateBusinessCenters
@ SideCollateralPortfolioID
@ UnderlyingPaymentStreamPaymentFrequencyPeriod
@ UnderlyingComplexEventFuturesPriceValuation
@ ProvisionCashSettlValueDateRelativeTo
@ OptionExerciseLastDateUnadjusted
@ UnderlyingSettledEntityMatrixPublicationDate
@ MasterConfirmationAnnexDesc
@ UnderlyingAdditionalDividendsIndicator
@ ContraryInstructionEligibilityIndicator
@ LegProvisionCashSettlValueDateOffsetPeriod
@ NoUnderlyingProtectionTermObligations
@ ProvisionOptionRelevantUnderlyingDateRelativeTo
@ UnderlyingStreamTerminationDateBusinessCenter
@ PaymentStreamInflationInterpolationMethod
@ EncodedUnderlyingAdditionalTermBondIssuerLen
@ UnderlyingDividendFinalRatePrecision
@ LegPaymentStreamFormulaImage
@ NoLegPaymentScheduleFixingDays
@ UnderlyingPaymentStreamCompoundingDatesOffsetDayType
@ UnderlyingProvisionOptionExerciseStartDateOffsetDayType
@ UnderlyingProvisionPartyRole
@ UnderlyingLegStrikePrice
@ LegPaymentScheduleFixedAmount
@ UnderlyingAdditionalTermBondSecurityIDSource
@ UnderlyingOptionExerciseFrequencyPeriod
@ UnderlyingDividendPeriodPaymentDateOffsetDayType
@ LegPaymentStreamBoundsFirstDateUnadjusted
@ PaymentStreamFormulaCurrency
@ PaymentStreamUnderlierRefID
@ LegStrikePriceBoundaryPrecision
@ UnderlyingComplexEventPricePercentage
@ LegPaymentStreamNonDeliverableRefCurrency
@ UnderlyingPaymentStreamReferenceLevelUnitOfMeasure
@ UnderlyingPaymentStreamRateIndex2CurvePeriod
@ LegPaymentStreamCompoundingEndDateUnadjusted
@ ProvisionCashSettlQuoteReferencePage
@ UnderlyingDividendFloatingRateTreatment
@ InstrumentScopeSecurityDesc
@ UnderlyingPaymentStreamFixedAmountUnitOfMeasure
@ MarketDisruptionProvision
@ UnderlyingDeliveryScheduleSettlFlowType
@ UnderlyingCouponFrequencyUnit
@ LegMarketDisruptionFallbackUnderlierType
@ UnderlyingOptionExerciseLastDateUnadjusted
@ CashSettlValuationMethod
@ StreamFirstPeriodStartDateUnadjusted
@ StreamCommoditySettlDateRollPeriod
@ LegReturnRateReferencePage
@ ApplLevelRecoveryIndicator
@ InstrumentScopeProductComplex
@ PaymentScheduleRateConversionFactor
@ LegReturnRateValuationFrequencyRollConvention
@ MatchRuleProductComplex
@ MarketDisruptionFallbackOpenUnits
@ UnderlyingPaymentStreamLinkStrikePriceType
@ LegStreamEffectiveDateAdjusted
@ LegPaymentScheduleRateTreatment
@ LegStreamTerminationDateAdjusted
@ ComplexEventCurrencyTwo
@ NoUnderlyingDeliveryScheduleSettlDays
@ UnderlyingProvisionOptionExerciseConfirmation
@ EncodedUnderlyingOptionExpirationDesc
@ PaymentStreamNonDeliverableFixingDatesRelativeTo
@ PaymentBusinessDayConvention
@ DividendPeriodValuationDateOffsetPeriod
@ PaymentScheduleFixingDayCount
@ LegCashSettlAccruedInterestIndicator
@ UnderlyingPaymentStreamCompoundingRateMultiplier
@ UnderlyingMarketDisruptionProvision
@ UnderlyingPaymentStreamRateIndexSource
@ LinkageHandlingIndicator
@ LegPaymentStreamBoundsLastDateUnadjusted
@ PayCollectMarketSegmentID
@ UnderlyingUnitOfMeasureCurrency
@ ProvisionOptionRelevantUnderlyingDateUnadjusted
@ DividendFXTriggerDateBusinessCenter
@ UnderlyingDeliveryStreamCycleDesc
@ UnderlyingValuationReferenceModel
@ LegPaymentStubIndexFloorRateSellSide
@ UnderlyingPricingDateBusinessCenter
@ PaymentStreamDiscountRateDayCount
@ UnderlyingPaymentScheduleStubType
@ MaturityMonthYearIncrement
@ UnderlyingRepurchaseTerm
@ UnderlyingTradingUnitPeriodMultiplier
@ PaymentStreamFixingDateOffsetUnit
@ UnderlyingPaymentStreamRateSpread
@ UnderlyingStreamTerminationDateRelativeTo
@ LegExtraordinaryDividendCurrency
@ UnderlyingProvisionOptionExpirationDateBusinessDayConvention
@ NoUnderlyingPaymentStreamPaymentDates
@ LegDeliveryStreamToleranceOptionSide
@ LegDeliveryRouteOrCharter
@ ProvisionOptionExerciseStyle
@ LegPaymentStreamDelayIndicator
@ UnderlyingPaymentStreamCompoundingDatesOffsetPeriod
@ LegAdditionalDividendsIndicator
@ MarginReqmtInqQualifier
@ LegReturnRateValuationStartDateRelativeTo
@ PaymentStreamCompoundingFloorRateSellSide
@ CashSettlDateOffsetPeriod
@ LegStreamCommodityRateReferencePageHeading
@ DividendFloorRateBuySide
@ DeliveryScheduleSettlCountry
@ NoUnderlyingStreamCalculationPeriodBusinessCenters
@ LegReturnRateQuoteBusinessCenter
@ NoLegSecondaryAssetClasses
@ UnderlyingStreamCommoditySettlPeriodFrequencyUnit
@ NoLegMarketDisruptionFallbackReferencePrices
@ LegPaymentStreamFloorRateBuySide
@ UnderlyingDeliveryStreamTransportEquipment
@ ReturnRateValuationTimeType
@ NoLegReturnRateValuationDateBusinessCenters
@ InstrumentScopeSettlType
@ UnderlyingDividendFloatingRateIndexCurveUnit
@ UnderlyingPaymentScheduleStepOffsetRate
@ UnderlyingPaymentStreamResetDateBusinessDayConvention
@ LegProvisionCashSettlValueDateBusinessCenter
@ LegShortSaleExemptionReason
@ NoUnderlyingStreamCalculationPeriodDates
@ UnderlyingExtraordinaryDividendCurrency
@ NoUnderlyingProvisionCashSettlValueDateBusinessCenters
@ UnderlyingDividendCompoundingMethod
@ PaymentStreamFixingDateBusinessDayConvention
@ LegOptionExerciseExpirationDateBusinessDayConvention
@ UnderlyingProvisionCashSettlValueDateBusinessCenter
@ LegProvisionOptionSinglePartySellerSide
@ NoProvisionCashSettlPaymentDates
@ UnderlyingInstrumentPartySubID
@ UnderlyingOptionExerciseDate
@ LegPaymentStreamCompoundingSpread
@ TriggerSecurityIDSource
@ UnderlyingCommonPricingIndicator
@ UnderlyingReturnRateInformationSource
@ UnderlyingPaymentStubIndex2
@ UnderlyingExtraordinaryEventAdjustmentMethod
@ DividendPeriodPaymentDateOffsetDayType
@ UnderlyingPaymentStreamResetFrequencyUnit
@ ReturnRateValuationStartDateOffsetPeriod
@ NoLegDividendPeriodBusinessCenters
@ DerivativeUnitOfMeasureCurrency
@ LegPaymentStubStartDateBusinessCenter
@ PartyDetailDefinitionResult
@ ReturnRateValuationStartDateUnadjusted
@ ReturnRateFinalPriceFallback
@ LegAdditionalTermBondDesc
@ UnderlyingFinancialInstrumentFullName
@ InstrumentRoundingDirection
@ LegPaymentScheduleInterimExchangeDatesBusinessCenter
@ PaymentScheduleFixedCurrency
@ UnderlyingPaymentStreamCompoundingStartDateOffsetUnit
@ OptionExerciseExpirationFrequencyPeriod
@ NoReturnRateValuationDates
@ UnderlyingAdditionalTermBondSeniority
@ UnderlyingPaymentScheduleFixingDayCount
@ UnderlyingCashSettlBusinessDays
@ LegStreamFirstRegularPeriodStartDateUnadjusted
@ LegFlexProductEligibilityIndicator
@ DerivativePriceUnitOfMeasureQty
@ UnderlyingMakeWholeBenchmarkQuote
@ LegPaymentStubEndDateBusinessDayConvention
@ UnderlyingPaymentStreamFormulaDesc
@ UnderlyingSettlPriceType
@ NoUnderlyingPaymentStreamCompoundingDates
@ OptionExerciseNominationDeadline
@ PaymentStreamCompoundingRollConvention
@ LegDividendAccrualPaymentDateUnadjusted
@ UnderlyingDividendPeriodPaymentDateOffsetUnit
@ CashSettlDateOffsetDayType
@ NoUnderlyingOptionExerciseExpirationDateBusinessCenters
@ UnderlyingCashSettlPriceSource
@ UnderlyingPaymentStreamFutureValueDateAdjusted
@ ProvisionOptionExerciseEarliestTime
@ LegSettlRateIndexLocation
@ NoLegComplexEventDateBusinessCenters
@ LegStreamMaximumTransactionAmount
@ StreamNotionalUnitOfMeasure
@ DerivativeSecurityAltIDSource
@ MDStatisticFrequencyPeriod
@ UnderlyingProvisionCashSettlValueTimeBusinessCenter
@ UnderlyingStreamTerminationDateBusinessDayConvention
@ SettlPartyRoleQualifier
@ UnderlyingExtraordinaryEventType
@ LegComplexEventStrikePrice
@ LegPaymentScheduleWeight
@ LegReturnRateFXRateCalc
@ UnderlyingProvisionOptionExerciseBoundsFirstDateUnadjusted
@ EncodedLegExerciseDescLen
@ PaymentSettlPartySubIDType
@ LegDeliveryStreamEntryPoint
@ LegPaymentStubIndex2FloorRate
@ NoLegProvisionPartySubIDs
@ UnderlyingPaymentStreamFixingDateOffsetPeriod
@ LegProtectionTermEventNewsSource
@ ComplexEventAveragingObservationNumber
@ UnderlyingPaymentStreamFinalRatePrecision
@ LegStreamCommodityPricingType
@ LegDividendAccrualPaymentDateRelativeTo
@ UnderlyingProvisionDateBusinessCenter
@ LegPaymentStreamReferenceLevel
@ PaymentStreamCalculationLagPeriod
@ UnderlyingProvisionCashSettlValueDateOffsetDayType
@ UnderlyingProvisionOptionRelevantUnderlyingDateBusinessDayConvention
@ PaymentStreamFinalRateRoundingDirection
@ DividendAccrualPaymentDateUnadjusted
@ UnderlyingPhysicalSettlCurrency
@ PaymentScheduleInterimExchangeDatesBusinessCenter
@ UnderlyingComplexEventCalculationAgent
@ PaymentScheduleStepOffsetValue
@ LegDividendFXTriggerDateAdjusted
@ UnderlyingMaterialDividendsIndicator
@ ReturnRateValuationStartDateRelativeTo
@ UnderlyingStreamCommoditySettlDateAdjusted
@ PaymentStreamFutureValueNotional
@ DividendFXTriggerDateOffsetPeriod
@ LegReturnRateCashFlowType
@ UnderlyingAdditionalTermBondCouponFrequencyUnit
@ LegPaymentScheduleFixingLagPeriod
@ NoUnderlyingOptionExerciseBusinessCenters
@ UnderlyingExerciseConfirmationMethod
@ LegProvisionOptionExerciseStartDateRelativeTo
@ AdditionalTermConditionPrecedentBondIndicator
@ LegPaymentStreamPaymentFrequencyPeriod
@ UnderlyingCashSettlDateOffsetUnit
@ UnderlyingPaymentStreamCompoundingStartDateOffsetDayType
@ LegDividendReinvestmentIndicator
@ UnderlyingStreamCommoditySettlTimeType
@ UnderlyingStreamCommoditySettlDateUnadjusted
@ ComplexEventCreditEventStandardSources
@ UnderlyingStreamNotionalUnitOfMeasure
@ PaymentStreamDelayIndicator
@ StreamNotionalCommodityFrequency
@ PaymentStreamPaymentDateOffsetPeriod
@ EncryptedNewPasswordLen
@ NoUnderlyingReturnRatePrices
@ ProvisionOptionExerciseMaximumNotional
@ LegDividendPeriodBusinessCenter
@ LegSettlRatePostponementCalculationAgent
@ NoUnderlyingPaymentStreamPaymentDateBusinessCenters
@ UnderlyingReturnRateValuationStartDateAdjusted
@ UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenter
@ UnderlyingOptionExpirationDesc
@ ProvisionCashSettlPaymentDateType
@ UnderlyingPaymentStreamNonDeliverableFixingDatesRelativeTo
@ LegMarketDisruptionFallbackOpenUnits
@ MarketDisruptionMaximumDays
@ StreamCommodityNearbySettlDayPeriod
@ UnderlyingDeliveryScheduleSettlEnd
@ LegProvisionDateAdjusted
@ ComplexEventPriceBoundaryPrecision
@ LegPaymentStreamCompoundingRateSpreadPositionType
@ LegMinPriceIncrementAmount
@ LegPaymentStreamInterimPrincipalExchangeIndicator
@ UnderlyingBusinessDayConvention
@ AllocInterestAtMaturity
@ UnderlyingExtraordinaryDividendPartySide
@ UnderlyingPaymentStreamFixingDateOffsetUnit
@ SettlRateFallbackReferencePage
@ LegSettlRateFallbackReferencePage
@ NoUnderlyingNonDeliverableFixingDates
@ UnderlyingPaymentStubStartDateOffsetPeriod
@ LegProvisionOptionRelevantUnderlyingDateOffsetDayType
@ LegStreamCalculationCorrectionUnit
@ NoLegStreamCalculationPeriodBusinessCenters
@ PaymentStreamRateCutoffDateOffsetDayType
@ UnderlyingStreamCommodityBase
@ PaymentStreamCompoundingFloorRateBuySide
@ UnderlyingSettleOnOpenFlag
@ UnderlyingStreamCalculationCorrectionUnit
@ ReturnRateReferencePage
@ UnderlyingPaymentScheduleFixingDayDistribution
@ ComplexEventStrikePrice
@ InstrumentPricePrecision
@ PaymentStreamInitialFixingDateRelativeTo
@ ComplexEventCreditEventDayType
@ NoLegExtraordinaryEvents
@ LegCashSettlPriceDefault
@ UnderlyingDividendNegativeRateTreatment
@ LegProvisionOptionExpirationTime
@ NoUnderlyingComplexEventCreditEventSources
@ NoLegMarketDisruptionEvents
@ LegPaymentStubIndexFloorRate
@ PaymentStubEndDateOffsetDayType
@ UnderlyingPaymentStubType
@ NoNonDeliverableFixingDates
@ UnderlyingPaymentStubEndDateOffsetDayType
@ LegPaymentScheduleStepRelativeTo
@ DividendFloatingRateIndexCurveUnit
@ EncodedSecurityListDescLen
@ LegComplexOptPayoutPercentage
@ UnderlyingSettlRateFallbackReferencePage
@ StreamCalculationPeriodDatesXID
@ LegDeliveryStreamDeliveryPointSource
@ LegPaymentScheduleFixingFirstObservationDateOffsetUnit
@ UnderlyingComplexOptPayoutReceiveSide
@ UnderlyingDividendCashEquivalentPercentage
@ InstrumentScopeSecurityAltID
@ TriggerTradingSessionID
@ PaymentStreamFixingDateOffsetDayType
@ UnderlyingPaymentScheduleStartDateUnadjusted
@ UnderlyingDividendPeriodStartDateUnadjusted
@ LegReturnRateValuationFrequencyPeriod
@ PaymentScheduleRateSpread
@ UnderlyingPaymentScheduleRateSpreadType
@ InstrumentScopeMaturityTime
@ UnderlyingOptionExerciseTimeBusinessCenter
@ NoUnderlyingSettlMethodElectionDateBusinessCenters
@ PaymentStubIndexRateSpread
@ LegReturnRateReferencePageHeading
@ CollateralAmountMarketID
@ EncryptedPasswordMethod
@ DividendCompoundingMethod
@ ComplexEventCreditEventNotifyingParty
@ LegDividendPeriodStrikePrice
@ UnderlyingLocaleOfIssue
@ AffectedSecondaryOrderID
@ UnderlyingPaymentStubFixedCurrency
@ PaymentStreamPaymentRollConvention
@ InternationalSwapIndicator
@ UnderlyingCollectAmount
@ UnderlyingPaymentScheduleFixingDayNumber
@ ComplexOptPayoutPaySide
@ UnderlyingComplexEventEndTime
@ RiskInstrumentMultiplier
@ LegMarketDisruptionMaximumDays
@ DeliveryScheduleToleranceUnitOfMeasure
@ ComplexOptPayoutCurrency
@ LegProvisionOptionExpirationTimeBusinessCenter
@ MaterialDividendsIndicator
@ LegInstrumentPartyRoleQualifier
@ UnderlyingStreamCalculationPeriodDatesXID
@ LegPaymentStreamPricingDayNumber
@ LegProvisionCashSettlValueTime
@ ComplexEventCreditEventBusinessCenter
@ LegCashSettlFixedTermIndicator
@ UnderlyingPaymentStreamReferenceLevel
@ ProtectionTermEventRateSource
@ LegProvisionOptionExerciseEarliestTime
@ PaymentStreamCompoundingEndDateUnadjusted
@ PaymentStreamFlatRateCurrency
@ PhysicalSettlBusinessDays
@ LegPaymentStreamCompoundingRateMultiplier
@ ProvisionCashSettlValueTimeBusinessCenter
@ PaymentStreamCompoundingEndDateOffsetPeriod
@ StreamCalculationFrequencyUnit
@ PaymentScheduleStepRelativeTo
@ DividendPeriodPaymentDateUnadjusted
@ LegPaymentStreamInitialFixingDateAdjusted
@ DeliveryStreamNotionalConversionFactor
@ NoPaymentStubStartDateBusinessCenters
@ ProvisionOptionRelevantUnderlyingDateOffsetUnit
@ LegPaymentStreamFlatRateCurrency
@ UnderlyingDateRollConvention
@ NoUnderlyingProvisionOptionExerciseFixedDates
@ StreamEffectiveDateBusinessCenter
@ PaymentStreamRateIndexID
@ DeliveryStreamDeliveryPoint
@ UnderlyingProvisionCashSettlPaymentDateOffsetUnit
@ UnderlyingReturnRateValuationDateBusinessCenter
@ LegPaymentStreamInitialRate
@ LegDividendAccrualPaymentDateOffsetPeriod
@ LegProtectionTermSellerNotifies
@ UnderlyingStreamReceiveSide
@ LegDeliveryStreamDeliveryPointDesc
@ DividendFXTriggerDateBusinessDayConvention
@ TrdRegPublicationReason
@ TotNoEntitlementReports
@ UnderlyingCashSettlDealer
@ PaymentScheduleInterimExchangePaymentDateRelativeTo
@ UnderlyingPaymentStreamCompoundingCapRate
@ UnderlyingOptionExerciseStartDateOffsetPeriod
@ LegNonDeliverableFixingDateType
@ PhysicalSettlDeliverableObligationValue
@ RelatedPartyDetailAltID
@ LegStreamNotionalUnitOfMeasure
@ UnderlyingDividendAccrualPaymentDateUnadjusted
@ PaymentStreamCashSettlIndicator
@ NoPaymentStreamFixingDateBusinessCenters
@ LegDeliveryStreamElectingPartySide
@ UnderlyingReturnRateValuationDate
@ LegStreamMaximumTransactionCurrency
@ LegPaymentStubIndexCurveUnit
@ PaymentStreamBoundsLastDateUnadjusted
@ UnderlyingOptPayoutType
@ PaymentStreamMarketRate
@ LegDividendPeriodValuationDateRelativeTo
@ LegPaymentStreamRateSpread
@ PaymentScheduleNotional
@ LegPaymentStreamFixingDateOffsetPeriod
@ LegStreamCommodityDataSourceIDType
@ UnderlyingStreamTerminationDateOffsetPeriod
@ NoUnderlyingReturnRateDates
@ ProvisionOptionExerciseEarliestDateOffsetPeriod
@ SettlMethodElectionDateUnadjusted
@ ComplexEventBusinessCenter
@ NoUnderlyingComplexEventPeriods
@ NoUnderlyingComplexEventDateBusinessCenters
@ LegStreamLastRegularPeriodEndDateUnadjusted
@ UnderlyingProvisionOptionExerciseStartDateAdjusted
@ LegComplexEventCurrencyTwo
@ MasterConfirmationAnnexDate
@ LegDeliveryScheduleSettlEnd
@ ValuationBusinessCenter
@ UnderlyingDeliveryScheduleType
@ UnderlyingStreamVersion
@ UnderlyingNotionalXIDRef
@ PaymentScheduleRateUnitOfMeasure
@ PaymentStreamRateConversionFactor
@ UnderlyingPaymentStreamUnderlierRefID
@ LegProvisionOptionExerciseEarliestDateOffsetUnit
@ PaymentStreamDiscountRate
@ AdditionalTermBondDayCount
@ NoUnderlyingDeliveryStreamCycles
@ StreamTerminationDateBusinessDayConvention
@ UnderlyingDeliveryStreamDeliveryContingency
@ UnderlyingStreamEffectiveDateOffsetPeriod
@ PaymentStreamInitialFixingDateOffsetUnit
@ MandatoryClearingIndicator
@ LegAllDividendsIndicator
@ AllocCommissionAmountSubType
@ UnderlyingPaymentScheduleFixingTime
@ LegMasterConfirmationAnnexDate
@ TriggerTradingSessionSubID
@ UnderlyingStreamCalculationPeriodDateType
@ SideRegulatoryTradeIDScope
@ LegProvisionBreakFeeRate
@ UnderlyingReturnRateValuationEndDateOffsetUnit
@ LegComplexEventCreditEventUnit
@ PaymentStreamCompoundingFrequencyPeriod
@ UnderlyingStreamFirstPeriodStartDateAdjusted
@ StreamVersionEffectiveDate
@ UnderlyingComplexEventCreditEventStandardSources
@ UnderlyingDividendFloatingRateIndexCurvePeriod
@ LegReturnRateCommissionBasis
@ UnderlyingFallbackExerciseIndicator
@ UnderlyingStreamCalculationPeriodBusinessCenter
@ UnderlyingProvisionDateBusinessDayConvention
@ LegDividendFXTriggerDateOffsetPeriod
@ LegOptionExerciseBusinessDayConvention
@ MarketDisruptionFallbackProvision
@ LegPaymentStubIndex2RateSpreadPositionType
@ PaymentStubIndexCapRateBuySide
@ NotionalPercentageOutstanding
@ UnderlyingDividendAmountType
@ UnderlyingMarketDisruptionValue
@ UnderlyingSettlMethodElectionDateOffsetDayType
@ PaymentScheduleFixingDateAdjusted
@ RiskLimitCheckTransType
@ LegProvisionPartyRoleQualifier
@ LegAdditionalTermBondSeniority
@ PaymentScheduleRateSource
@ UnderlyingReturnRateDateMode
@ UnderlyingPaymentStubIndexFloorRateSellSide
@ LegPaymentStreamFlatRateAmount
@ UnderlyingPaymentStreamRateCutoffDateOffsetUnit
@ AllocRegulatoryLegRefID
@ LegOptionExerciseExpirationFrequencyPeriod
@ UnderlyingDeliveryStreamDeliverAtSourceIndicator
@ LegPaymentStreamPricingDayDistribution
@ UnderlyingReturnRateTotalCommissionPerTrade
@ UnderlyingStreamEffectiveDateBusinessCenter
@ FinancialInstrumentFullName
@ NoUnderlyingSecondaryAssetClasses
@ PaymentScheduleStubType
@ UnderlyingPriceUnitOfMeasureCurrency
@ LegOptionExerciseDateType
@ UnderlyingComplexEventCreditEventNotifyingParty
@ LegStreamCommoditySettlPeriodPrice
@ EncodedMarketDisruptionFallbackUnderlierSecurityDescLen
@ UnderlyingProvisionCalculationAgent
@ ProvisionCashSettlValueTime
@ LegPaymentStreamRateOrAmountCurrency
@ LegComplexEventDateOffsetDayType
@ LegDeliveryScheduleSettlFlowType
@ UnderlyingComplexEventPeriodDate
@ UnderlyingPricingTimeBusinessCenter
@ ReturnRateValuationDateOffsetDayType
@ UnderlyingCashSettlFixedTermIndicator
@ UnderlyingComplexEventPriceTimeType
@ LegReturnRateValuationDateBusinessDayConvention
@ LegStreamCommoditySettlTimeType
@ LegDividendAccrualPaymentDateBusinessDayConvention
@ LegPaymentStreamDiscountRateDayCount
@ ConvertibleBondEquityID
@ UnderlyingProtectionTermEventRateSource
@ LegReturnRatePriceCurrency
@ CashSettlValuationSubsequentBusinessDaysOffset
@ OptionExerciseStartDateOffsetPeriod
@ PaymentStreamCompoundingEndDateAdjusted
@ UnderlyingDeliveryStreamRiskApportionment
@ ProvisionCalculationAgent
@ PaymentStreamPaymentDateBusinessCenter
@ LegReturnRateQuoteCurrencyType
@ LegPaymentStreamCompoundingStartDateOffsetUnit
@ PaymentStreamNonDeliverableRefCurrency
@ UnderlyingMarketDisruptionFallbackUnderlierSecurityID
@ UnderlyingCashSettlQuoteMethod
@ UnderlyingProvisionCashSettlValueDateAdjusted
@ ValuationReferenceModel
@ OptionExerciseStartDateAdjusted
@ LegComplexEventForwardPoints
@ PaymentStreamPaymentDateBusinessDayConvention
@ LegProvisionOptionExerciseMultipleNotional
@ LegPaymentStreamPaymentDateRelativeTo
@ UnderlyingDepositoryReceiptIndicator
@ UnderlyingPaymentStreamFixingDate
@ LegStreamCommodityXIDRef
@ DerivativeInstrumentPartySubIDType
@ UnderlyingPaymentStreamBoundsFirstDateUnadjusted
@ PaymentStreamCompoundingEndDateOffsetUnit
@ UnderlyingPaymentStubIndexSource
@ EncodedLegProvisionText
@ LegProvisionOptionExerciseStartDateOffsetPeriod
@ NoMarketDisruptionFallbacks
@ LegComplexEventCreditEventPeriod
@ UnderlyingPaymentStreamDayCount
@ ProvisionOptionExerciseMinimumNotional
@ PaymentScheduleInterimExchangeDatesBusinessDayConvention
@ NoUnderlyingPaymentStreamResetDateBusinessCenters
@ UnderlyingPaymentStreamPaymentDateOffsetPeriod
@ UnderlyingOptionExerciseStartDateUnadjusted
@ UnderlyingDividendPaymentDate
@ UnderlyingPaymentStreamCompoundingEndDateOffsetUnit
@ UnderlyingLegSecuritySubType
@ UnderlyingPaymentStreamLinkNumberOfDataSeries
@ LegSettlMethodElectionDateUnadjusted
@ PaymentScheduleFixingDateOffsetDayType
@ UnderlyingPaymentStreamPricingDayOfWeek
@ UnderlyingDividendPeriodValuationDateAdjusted
@ LegReturnRateValuationStartDateAdjusted
@ NoDerivativeInstrumentParties
@ NoUnderlyingPaymentStreamPricingDates
@ LegReturnRatePriceSequence
@ LegFinancialInstrumentShortName
@ NoUnderlyingStreamCommodityAltIDs
@ NoLegPaymentStreamCompoundingDatesBusinessCenters
@ UnderlyingPaymentStubIndexRateSpreadPositionType
@ UnderlyingStreamCommodityDeliveryPricingRegion
@ NoUnderlyingComplexEventRateSources
@ LegPaymentStreamFRADiscounting
@ UnderlyingDividendFXTriggerDateAdjusted
@ UnderlyingCashSettlQuoteAmount
@ UnderlyingDeliveryScheduleSettlTotalHours
@ LegPaymentStreamContractPrice
@ UnderlyingReturnRateValuationEndDateOffsetPeriod
@ UnderlyingSecurityExchange
@ LegComplexEventReferencePage
@ UnderlyingStreamCalculationFrequencyPeriod
@ LegComplexEventScheduleStartDate
@ UnderlyingLegMaturityTime
@ UnderlyingComplexEventDateOffsetUnit
@ StreamEffectiveDateBusinessDayConvention
@ ProvisionCashSettlValueDateAdjusted
@ LegPaymentStreamCompoundingNegativeRateTreatment
@ NoLegProvisionDateBusinessCenters
@ PaymentStreamFirstObservationDateOffsetDayType
@ LegReturnRateValuationStartDateOffsetPeriod
@ CommissionUnitOfMeasure
@ LegMarketDisruptionMaterialityPercentage
@ UnderlyingFinancialInstrumentShortName
@ UnderlyingComplexEventDateOffsetDayType
@ UnderlyingBusinessCenter
@ LegStreamTerminationDateOffsetPeriod
@ UnderlyingProvisionOptionExpirationDateOffsetPeriod
@ UnderlyingDividendPayoutConditions
@ LegCashSettlValuationMethod
@ NoUnderlyingStreamEffectiveDateBusinessCenters
@ UnderlyingPaymentStreamBoundsLastDateUnadjusted
@ StreamTerminationDateBusinessCenter
@ LegPaymentStreamDaysAdjustmentIndicator
@ LegPaymentStubStartDateUnadjusted
@ UnderlyingStreamCommoditySettlMonth
@ UnderlyingComplexEventPriceBoundaryMethod
@ CollateralRequestInstruction
@ NoProvisionDateBusinessCenters
@ AccumulatedReturnModifiedVariationMargin
@ UnderlyingAdditionalTermBondCurrentTotalIssuedAmount
@ UnderlyingOptionExerciseEarliestDateOffsetPeriod
@ LegPaymentStreamCapRate
@ UnderlyingPaymentScheduleCurrency
@ ReturnRateValuationEndDateRelativeTo
@ PaymentStreamFormulaReferenceAmount
@ UnderlyingStreamCommoditySettlPeriodPriceCurrency
@ LegStreamTerminationDateOffsetUnit
@ SideCollateralPercentOverage
@ UnderlyingDividendFloatingRateMultiplier
@ UnderlyingStreamTerminationDateOffsetUnit
@ UnderlyingPaymentScheduleStepFrequencyUnit
@ NoUnderlyingAdditionalTerms
@ EncodedOptionExpirationDesc
@ UnderlyingDeliveryScheduleSettlHolidaysProcessingInstruction
@ LegStreamFirstPeriodStartDateAdjusted
@ LegComplexEventCreditEventCurrency
@ StreamCommodityDataSourceIDType
@ LegStreamCommoditySettlDateBusinessDayConvention
@ UnderlyingReferenceEntityType
@ NoLegPaymentStreamPricingBusinessCenters
@ LegPaymentStreamInitialFixingDateOffsetUnit
@ UnderlyingProtectionTermEventCurrency
@ UnderlyingPaymentStreamContractPriceCurrency
@ DeliveryStreamRiskApportionmentSource
@ LegReturnRateTotalCommissionPerTrade
@ LegProvisionCashSettlQuoteReferencePage
@ LegDividendPeriodEndDateUnadjusted
@ LegNotionalPercentageOutstanding
@ UnderlyingPaymentStreamLinkMinimumBoundary
@ LegCashSettlDateUnadjusted
@ UnderlyingPaymentScheduleNotional
@ LegReturnRateQuotePricingModel
@ SecurityListRequestType
@ UnderlyingEquityIDSource
@ UnderlyingPaymentStreamInitialPrincipalExchangeIndicator
@ ComplexEventDateOffsetDayType
@ UnderlyingStreamCommoditySettlPeriodNotionalUnitOfMeasure
@ UnderlyingExerciseSplitTicketIndicator
@ PaymentStubStartDateBusinessCenter
@ UnderlyingStreamTotalNotional
@ LegStreamCommoditySettlDateUnadjusted
@ UnderlyingDeliveryAmount
@ FloatingRateIndexCurveSpread
@ LegPaymentScheduleFixingDateBusinessCenter
@ LegPaymentStreamRateIndexIDSource
@ TotalAccruedInterestAmt
@ UnderlyingMarketDisruptionFallbackBasketCurrency
@ UnderlyingComplexEventDateBusinessDayConvention
@ LegInstrumentRoundingPrecision
@ StreamTerminationDateOffsetPeriod
@ LowExercisePriceOptionIndicator
@ LegStreamCommoditySecurityID
@ LegPaymentStreamCompoundingDateType
@ UnderlyingComplexOptPayoutPercentage
@ ProvisionOptionExerciseMultipleNotional
@ LegAutomaticExerciseThresholdRate
@ LegDeliveryScheduleSettlDay
@ PaymentStreamRateIndexCurveUnit
@ UnderlyingDividendPeriodValuationDateRelativeTo
@ UnderlyingDividendPeriodXID
@ NonDeliverableFixingDate
@ UnderlyingAverageVolumeLimitationPercentage
@ LegComplexEventCalculationAgent
@ UnderlyingDeliveryStreamEntryPoint
@ SettlMethodElectionDateBusinessCenter
@ ComplexEventDateBusinessCenter
@ DeliveryStreamImporterOfRecord
@ LegAdditionalTermBondSecurityID
@ LegOriginalNotionalPercentageOutstanding
@ LegUnitOfMeasureCurrency
@ PaymentStubIndex2FloorRate
@ RiskLimitCheckRequestID
@ StreamCalculationBalanceOfFirstPeriod
@ NoStreamTerminationDateBusinessCenters
@ PaymentStreamAccrualDays
@ NoLegPaymentStubEndDateBusinessCenters
@ LegPaymentStreamPaymentDateType
@ LegDeliveryScheduleNotionalUnitOfMeasure
@ UnderlyingProvisionBreakFeeRate
@ FlexProductEligibilityComplex
@ LegStreamFirstCompoundingPeriodEndDateUnadjusted
@ PaymentScheduleFixingDateRelativeTo
@ UnderlyingPaymentStubEndDateBusinessCenter
@ LegPaymentStubIndexSource
@ LegPaymentStubIndex2CapRate
@ OptionExerciseEarliestDateOffsetPeriod
@ UnderlyingCashSettlMinimumQuoteAmount
@ LegReturnRateValuationEndDateUnadjusted
@ PaymentStreamInitialRate
@ StreamCommodityExchange
@ NoDividendAccrualPaymentDateBusinessCenters
@ OptionExerciseBusinessDayConvention
@ PaymentStreamCompoundingNegativeRateTreatment
@ LegPaymentStreamFirstPaymentDateUnadjusted
@ LegComplexEventCreditEventMinimumSources
@ NoUnderlyingReturnRateInformationSources
@ PaymentStubIndex2CurveUnit
@ UnderlyingContraryInstructionEligibilityIndicator
@ EncodedLegAdditionalTermBondDesc
@ UnderlyingProvisionCashSettlPaymentDateType
@ UnderlyingDividendCapRateBuySide
@ ComplexEventCreditEventUnit
@ LegPaymentStreamCashSettlIndicator
@ CashSettlMinimumQuoteAmount
@ UnderlyingMaturityMonthYear
@ DerivativeInTheMoneyCondition
@ LegReturnRateValuationDateBusinessCenter
@ LegPaymentStreamRateMultiplier
@ NoStreamCommodityAltIDs
@ LegComplexEventStartTime
@ UnderlyingComplexEventScheduleFrequencyPeriod
@ NoMarketDisruptionEvents
@ LegReturnRateQuoteUnits
@ ComplexEventScheduleRollConvention
@ LegCashSettlRecoveryFactor
@ StreamCommoditySettlTimeZone
@ UnderlyingPaymentStreamRateIndexCurveUnit
@ LegPaymentStubStartDateRelativeTo
@ UnderlyingFlexProductEligibilityIndicator
@ LegCasSettlValuationFirstBusinessDayOffset
@ PartyDetailRoleQualifier
@ LegProvisionPartyIDSource
@ MinPriceIncrementAmount
@ SecondaryPriceLimitType
@ UnderlyingPaymentStreamRateSpreadType
@ PaymentStreamCompoundingXIDRef
@ PaymentStreamInflationFallbackBondApplicable
@ UnderlyingProvisionDateAdjusted
@ ReturnRatePriceCurrency
@ PaymentStubIndexFloorRate
@ UnderlyingPaymentScheduleRateConversionFactor
@ LegReturnRateFinalPriceFallback
@ LegPaymentStreamLinkMinimumBoundary
@ LegPaymentStreamCapRateBuySide
@ UnderlyingProvisionOptionSinglePartySellerSide
@ DividendFloatingRateMultiplier
@ AllocClearingFeeIndicator
@ UnderlyingDeliveryStreamTitleTransferLocation
@ UnderlyingPaymentScheduleWeight
@ UnderlyingProvisionPartyID
@ LegPaymentScheduleReferencePage
@ DeliveryScheduleSettlTimeZone
@ DeliveryStreamPositiveTolerance
@ AllocRegulatoryTradeIDEvent
@ EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc
@ LegProvisionBreakFeeElection
@ UnderlyingPaymentStreamFormulaReferenceAmount
@ UnderlyingProvisionOptionExerciseStartDateUnadjusted
@ UnderlyingNotionalPercentageOutstanding
@ LegPaymentStreamPricingBusinessCenter
@ LegAdditionalTermBondCouponType
@ LegTotalTradeMultipliedQty
@ StreamFirstPeriodStartDateAdjusted
@ DeliveryScheduleSettlEnd
@ LegProvisionCashSettlPaymentDate
@ OptionExerciseExpirationDateOffsetUnit
@ UnderlyingPaymentStreamInflationIndexSource
@ UnderlyingSettlRateFallbackRateSource
@ ComplexEventCreditEventSource
@ UnderlyingPaymentStreamRateIndexCurvePeriod
@ UnderlyingProtectionTermNotional
@ MaturityMonthYearIncrementUnits
@ LegPaymentStreamCapRateSellSide
@ LegStreamCalculationPeriodDateType
@ EncodedLegStreamCommodityDescLen
@ UnderlyingPaymentScheduleRateUnitOfMeasure
@ EncodedAllocCommissionDesc
@ UnderlyingCashSettlAmount
@ UnderlyingStreamTerminationDateAdjusted
@ LegDeliveryStreamDeliveryContingentPartySide
@ LegStreamEffectiveDateBusinessCenter
@ LegPaymentScheduleInterimExchangeDatesOffsetUnit
@ StreamCommoditySettlMonth
@ LegStreamNotionalFrequencyUnit
@ LegStreamCommodityNearbySettlDayUnit
@ UnderlyingAllocationPercent
@ StreamCommodityCurrency
@ EncodedLegAdditionalTermBondIssuer
@ LegDeliveryStreamTitleTransferCondition
@ UnderlyingPaymentStreamLastResetRate
@ StreamCommodityRateReferencePage
@ LegComplexEventPriceTimeType
@ UnderlyingPaymentStreamMaximumPaymentCurrency
@ RiskLimitCheckModelType
@ SecurityMassTradingEvent
@ UnderlyingComplexEventCreditEventUnit
@ DeliveryScheduleSettlStart
@ UnderlyingInstrumentXID
@ UnderlyingStreamNotionalFrequencyUnit
@ PaymentScheduleStartDateUnadjusted
@ FloatingRateIndexIDSource
@ PaymentDateOffsetDayType
@ PaymentStreamPricingDayOfWeek
@ NoLegNonDeliverableFixingDates
@ UnderlyingDeliveryStreamDeliveryContingentPartySide
@ PaymentStreamCompoundingDatesOffsetUnit
@ LegCommonPricingIndicator
@ UnderlyingPaymentScheduleFixingDayOfWeek
@ PaymentStreamCompoundingEndDateRelativeTo
@ LegProvisionOptionRelevantUnderlyingDateOffsetPeriod
@ UnderlyingStrikeIndexCurvePoint
@ DividendPeriodValuationDateOffsetUnit
@ StreamEffectiveDateOffsetDayType
@ NoLegStreamCommoditySettlTimes
@ LegStreamCalculationBalanceOfFirstPeriod
@ EncodedOptionExpirationDescLen
@ LegPaymentStubIndex2CurvePeriod
@ DerivativeInstrumentPartyRoleQualifier
@ TradeClearingInstruction
@ LegMarketDisruptionFallbackBasketCurrency
@ ComplexOptPayoutPercentage
@ DividendFloatingRateTreatment
@ ProvisionCashSettlPaymentDateBusinessCenter
@ UnderlyingSecuritySubType
@ UnderlyingContractMultiplier
@ PaymentStreamMaximumTransactionCurrency
@ UnderlyingProvisionCashSettlMethod
@ PaymentStreamCompoundingSpread
@ LegPaymentStubEndDateOffsetPeriod
@ PaymentStreamCompoundingDatesOffsetDayType
@ PaymentStubIndexCurvePeriod
@ EncodedMarketDisruptionFallbackUnderlierSecurityDesc
@ UnderlyingPaymentStubStartDateAdjusted
@ NoComplexEventPeriodDateTimes
@ LegStreamCommoditySettlEnd
@ UnderlyingPaymentStreamPricingBusinessCalendar
@ LegComplexEvenReferencePageHeading
@ PaymentStubIndexRateTreatment
@ LegPaymentStreamCompoundingCapRateBuySide
@ UnderlyingSpecialDividendsIndicator
@ LegPaymentStreamInitialFixingDateOffsetPeriod
@ UnderlyingProvisionOptionExerciseEarliestTimeBusinessCenter
@ PaymentScheduleRateTreatment
@ LegPaymentStreamPaymentDateBusinessCenter
@ UnderlyingInstrumentPartyRole
@ UnderlyingComplexEventCreditEventDayType
@ LegReturnRateValuationTimeBusinessCenter
@ UnderlyingPaymentStreamPaymentDate
@ ReturnRateInformationSource
@ UnderlyingPaymentStubEndDateAdjusted
@ LegDividendFXTriggerDateRelativeTo
@ PaymentScheduleStepFrequencyUnit
@ LegContractualMatrixDate
@ LegPaymentStreamPaymentDateOffsetPeriod
@ LegPaymentScheduleFixingDayOfWeek
@ LegExtraordinaryEventType
@ ProvisionOptionSinglePartyBuyerSide
@ UnderlyingAdditionalTermBondCurrency
@ UnderlyingComplexEventAveragingObservationNumber
@ UnderlyingStreamCalculationRollConvention
@ PreviousClearingBusinessDate
@ LegPaymentStreamFinalPrincipalExchangeIndicator
@ LegPaymentStreamCompoundingFrequencyPeriod
@ UnderlyingComplexEventCreditEventQualifier
@ UnderlyingSettlMethodElectionDateAdjusted
@ ProvisionCashSettlPaymentDate
@ UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod
@ NoLegCashSettlDateBusinessCenters
@ UnderlyingPaymentStreamCompoundingFinalRatePrecision
@ UnderlyingLegSecurityAltIDSource
@ LegPaymentStreamDiscountRate
@ UnderlyingOptionExerciseExpirationDateRelativeTo
@ PaymentStreamInflationInitialIndexLevel
@ UnderlyingPaymentScheduleRateSpreadPositionType
@ UnderlyingPaymentStreamResetFrequencyPeriod
@ UnderlyingPhysicalSettlMaximumBusinessDays
@ EncodedUnderlyingAdditionalTermBondIssuer
@ LegProvisionDateTenorUnit
@ DeliveryStreamTitleTransferCondition
@ LegPaymentStreamInflationLagDayType
@ EncodedProvisionTextLen
@ LegPaymentStreamVegaNotionalAmount
@ LegComplexEventPricePercentage
@ UnderlyingStreamCurrency
@ LegDividendPeriodValuationDateOffsetUnit
@ UnderlyingDividendAccrualFixedRate
@ UnderlyingProvisionOptionExerciseStartDateOffsetPeriod
@ ProtectionTermObligationType
@ SettlMethodElectionDateBusinessDayConvention
@ NoLegStreamCommodityAltIDs
@ SideCollateralFXRateCalc
@ DerivativePriceUnitOfMeasure
@ PaymentStreamRealizedVarianceMethod
@ LegDividendCashEquivalentPercentage
@ LegStreamCommodityExchange
@ NoUnderlyingComplexEventDates
@ LegOptionExerciseEarliestDateOffsetPeriod
@ UnderlyingProvisionOptionExerciseMaximumNotional
@ LegComplexEventDateOffsetPeriod
@ LegPaymentStubEndDateOffsetUnit
@ LegCashSettlBusinessDays
@ PositionContingentPrice
@ LegStreamTotalNotionalUnitOfMeasure
@ PaymentStreamCompoundingFrequencyUnit
@ LegPaymentStreamFinalPricePaymentDateUnadjusted
@ PaymentStreamResetDateBusinessCenter
@ DerivativeInstrumentPartyRole
@ ComplexEventPVFinalPriceElectionFallback
@ LegStreamCommodityNearbySettlDayPeriod
@ NoUnderlyingCashSettlDealers
@ AllowableOneSidednessCurr
@ LegPaymentStreamContractPriceCurrency
@ NoUnderlyingSecurityAltID
@ LegOptionExerciseStartDateOffsetDayType
@ UnderlyingPaymentStubEndDateBusinessDayConvention
@ ApplicationSystemVendor
@ PartyDetailRequestResult
@ OptionExerciseFirstDateUnadjusted
@ UnderlyingComplexEventScheduleEndDate
@ UnderlyingProtectionTermXIDRef
@ LegPhysicalSettlBusinessDays
@ UnderlyingDividendAccruedInterest
@ UnderlyingSettlMethodElectingPartySide
@ ReturnRateValuationDate
@ PaymentStreamWorldScaleRate
@ LegPaymentStreamPricingDate
@ UnderlyingReturnRateValuationEndDateUnadjusted
@ UnderlyingSecondaryAssetType
@ DeliveryStreamElectingPartySide
@ UnderlyingProvisionOptionExerciseStyle
@ UnderlyingPaymentStubIndexFloorRate
@ UnderlyingValuationSource
@ UnderlyingPaymentStreamInflationInterpolationMethod
@ UnderlyingProvisionOptionExerciseStartDateRelativeTo
@ NoContractualDefinitions
@ DividendPeriodUnderlierRefID
@ PaymentStreamFinalPricePaymentDateOffsetDayType
@ StreamCommoditySettlDateAdjusted
@ LegSpecialDividendsIndicator
@ StreamCommoditySettlPeriodPriceUnitOfMeasure
@ DerivativeContraryInstructionEligibilityIndicator
@ ComplexEventDateRelativeTo
@ LegInstrumentRoundingDirection
@ UnderlyingStreamTotalNotionalUnitOfMeasure
@ UnderlyingContractPriceRefMonth
@ StreamTerminationDateRelativeTo
@ UnderlyingCashSettlPriceDefault
@ LegPaymentStreamMarketRate
@ RelatedPartyDetailRoleQualifier
@ LegStreamTerminationDateOffsetDayType
@ LegComplexEventPeriodDate
@ PaymentStubIndexRateSpreadPositionType
@ InstrumentScopeSecuritySubType
@ LegProvisionOptionExerciseStartDateOffsetDayType
@ LegPaymentStreamFormulaReferenceAmount
@ ProvisionOptionRelevantUnderlyingDateBusinessDayConvention
@ PaymentStreamPricingDate
@ DividendNumOfIndexUnits
@ UnderlyingAdditionalTermBondParValue
@ ComplexEventDateOffsetUnit
@ UnderlyingPaymentStreamMaximumTransactionCurrency
@ PaymentStreamSettlLevel
@ LegCashSettlValuationTime
@ LegPaymentScheduleReceiveSide
@ SideCollateralMarketPrice
@ UnderlyingReturnRateValuationPriceOption
@ NoLegPaymentStreamInitialFixingDateBusinessCenters
@ UnderlyingPaymentStreamNonDeliverableSettlReferencePage
@ LegPaymentStreamFixingDate
@ AdditionalTermDiscrepancyClauseIndicator
@ RequestingPartySubIDType
@ UnderlyingDeliveryScheduleSettlTimeType
@ EncodedSecurityListDesc
@ UnderlyingAssetSubClass
@ UnderlyingProvisionOptionExerciseFixedDate
@ UnderlyingPhysicalSettlDeliverableObligationValue
@ PaymentStreamPaymentDate
@ LegProvisionOptionExerciseFrequencyPeriod
@ UnderlyingProductComplex
@ PaymentScheduleFixingLagPeriod
@ ReturnRateQuoteCurrencyType
@ NoOptionExerciseBusinessCenters
@ ReturnRateValuationEndDateOffsetUnit
@ LegSettlMethodElectingPartySide
@ UnderlyingOptionExerciseFirstDateUnadjusted
@ LegProvisionCashSettlQuoteType
@ UnderlyingDetachmentPoint
@ SideCurrentCollateralAmount
@ LegStreamCommoditySettlMonth
@ ComplexOptPayoutUnderlier
@ UnderlyingPaymentStreamType
@ UnderlyingPaymentStreamInterpolationPeriod
@ PaymentScheduleSettlPeriodPriceUnitOfMeasure
@ StreamCommoditySettlPeriodPriceCurrency
@ LegComplexEventDeterminationMethod
@ UnderlyingStreamCommoditySettlFlowType
@ UnderlyingPaymentScheduleFixingDateRelativeTo
@ NoPaymentStreamFixingDates
@ PaymentStreamFixingDate
@ NoUnderlyingComplexEventPeriodDateTimes
@ ExerciseConfirmationMethod
@ LegPaymentScheduleFixingTimeBusinessCenter
@ UnderlyingStreamCommoditySettlDay
@ DividendPeriodPaymentDateRelativeTo
@ AllocAccruedInterestAmt
@ PaymentStreamInflationIndexSource
@ SpecialDividendsIndicator
@ EncodedUnderlyingIssuerLen
@ NoStreamCommoditySettlBusinessCenters
@ DividendAccrualPaymentDateOffsetPeriod
@ NoComplexEventDateBusinessCenters
@ InstrumentScopeRestructuringType
@ LegPaymentStreamRateIndexCurveUnit
@ LegProvisionCashSettlValueDateOffsetDayType
@ UnderlyingTradingSessionID
@ UnderlyingNonDeliverableFixingDate
@ LegPaymentStreamCompoundingPeriodSkip
@ PaymentStreamCompoundingRateIndex
@ UnderlyingComplexEventCurrencyOne
@ UnderlyingDeliveryStreamRouteOrCharter
@ LegDeliveryStreamNegativeTolerance
@ NoDerivativeSecurityAltID
@ LegDividendPeriodPaymentDateAdjusted
@ MDStatisticIntervalUnit
@ ComplexEventDateOffsetPeriod
@ UnderlyingPaymentScheduleReceiveSide
@ UnderlyingPaymentStreamCompoundingDatesRelativeTo
@ LegPaymentStreamSettlCurrency
@ UnderlyingDividendAccrualPaymentDateOffsetPeriod
@ UnderlyingReturnRateQuoteMethod
@ LegProtectionTermNotional
@ LegComplexEventCreditEventValue
@ ComplexEventDateBusinessDayConvention
@ ReturnRateFXCurrencySymbol
@ UnderlyingNTPositionLimit
@ LegMarketDisruptionMinimumFuturesContracts
@ NoPaymentStreamPaymentDates
@ UnderlyingEventTimePeriod
@ UnderlyingStreamAssetAttributeValue
@ UnderlyingPaymentScheduleFixingLagPeriod
@ SideClearingTradePriceType
@ UnderlyingPaymentStreamLinkClosingLevelIndicator
@ EncodedUnderlyingOptionExpirationDescLen
@ UnderlyingProvisionOptionExpirationDateOffsetUnit
@ NoLegPaymentStreamResetDateBusinessCenters
@ PaymentStreamNonDeliverableFixingDatesBusinessDayConvention
@ LegComplexOptPayoutAmount
@ DeliveryStreamTransportEquipment
@ LegStreamMaximumPaymentCurrency
@ LegProvisionCashSettlPaymentDateType
@ NoStreamCommoditySettlPeriods
@ LegMarketDisruptionFallbackUnderlierSecurityDesc
@ LegComplexEventDateAdjusted
@ MarginAmountMarketSegmentID
@ PaymentStreamRateIndex2CurvePeriod
@ OptionExerciseExpirationDateBusinessCenter
@ AllocCommissionUnitOfMeasureCurrency
@ UnderlyingNonDeliverableFixingDateType
@ PaymentStreamCapRateSellSide
@ UnderlyingAdditionalTermBondMaturityDate
@ CashSettlFixedTermIndicator
@ CollateralRequestLinkID
@ UnderlyingComplexEventCreditEventBusinessCenter
@ UnderlyingReturnRateQuoteTime
@ LegDividendPeriodValuationDateOffsetPeriod
@ UnderlyingDeliveryStreamType
@ RelatedPartyDetailAltSubID
@ AffiliatedFirmsTradeIndicator
@ AllocRegulatoryTradeIDType
@ PaymentScheduleFixingFirstObservationDateOffsetPeriod
@ UnderlyingPaymentStubFixedAmount
@ StreamFirstRegularPeriodStartDateUnadjusted
@ UnderlyingDividendAccrualPaymentDateOffsetDayType
@ LegPaymentStreamCompoundingDate
@ NoComplexEventCreditEventSources
@ PaymentForwardStartType
@ UnderlyingOptionExerciseExpirationDateOffsetUnit
@ StreamCommoditySettlTotalHours
@ UnderlyingDeliveryStreamNegativeTolerance
@ PaymentStreamMasterAgreementPaymentDatesIndicator
@ UnderlyingProvisionBreakFeeElection
@ UnderlyingPaymentStreamFixingDateType
@ UnderlyingPaymentStreamRateTreatment
@ NoLegPaymentStreamPaymentDateBusinessCenters
@ UnderlyingPaymentStubIndex2RateSpread
@ PaymentStreamAveragingMethod
@ UnderlyingStreamCommodityPricingType
@ NoUnderlyingDeliveryScheduleSettlTimes
@ StreamCommoditySettlDateRollUnit
@ LegReturnRateFXCurrencySymbol
@ LegPaymentStreamRateIndex2CurvePeriod
@ AlgorithmicTradeIndicator
@ UnderlyingStreamCommoditySecurityIDSource
@ NoUnderlyingPhysicalSettlTerms
@ LegAdditionalTermBondCurrentTotalIssuedAmount
@ NoUndlyInstrumentParties
@ LegPaymentStreamCompoundingRateTreatment
@ UnderlyingMakeWholeBenchmarkCurveName
@ ReturnRateValuationStartDateOffsetUnit
@ UnderlyingProtectionTermEventUnit
@ LegProvisionOptionMinimumNumber
@ NoLegPaymentStreamFixingDates
@ UnderlyingPaymentStreamRateSpreadUnitOfMeasure
@ LegAutomaticExerciseIndicator
@ UnderlyingNonCashDividendTreatment
@ LegStreamCommoditySettlStart
@ UnderlyingAssignmentMethod
@ UnderlyingProvisionCashSettlQuoteType
@ LegStreamCommodityCurrency
@ NoLegPaymentStreamPricingDays
@ AdditionalDividendsIndicator
@ StreamTerminationDateAdjusted
@ UnderlyingStreamCommoditySecurityID
@ PaymentScheduleFixingDayNumber
@ PaymentStreamLastResetRate
@ LegSettledEntityMatrixPublicationDate
@ UnderlyingMarketDisruptionFallbackUnderlierType
@ UnderlyingStreamNotionalFrequencyPeriod
@ UnderlyingDividendPeriodBusinessCenter
@ ExtraordinaryDividendPartySide
@ NoUnderlyingProvisionPartySubIDs
@ LegReturnRateValuationDate
@ UnderlyingExtraordinaryDividendAmountType
@ UnderlyingIndexAnnexDate
@ PartyDetailRequestStatus
@ LegPaymentStreamFixedAmountUnitOfMeasure
@ ProvisionOptionExpirationDateBusinessCenter
@ PaymentStreamLinkMinimumBoundary
@ UnderlyingTradingSessionSubID
@ UnderlyingPaymentStreamCompoundingNegativeRateTreatment
@ LegPaymentScheduleFixingDateOffsetUnit
@ UnderlyingLegMaturityDate
@ UnderlyingPaymentStreamFlatRateAmount
@ ComplexEventPriceBoundaryMethod
@ DeliverySchedulePositiveTolerance
@ UnderlyingAdditionalTermBondDayCount
@ UnderlyingComplexEventEndDate
@ ReturnRatePriceSequence
@ RiskLimitCheckRequestRefID
@ UnderlyingPaymentStubIndex2RateTreatment
@ UnderlyingAdditionalTermBondIssuer
@ NoStreamCommoditySettlTimes
@ ShortMarkingExemptIndicator
@ PaymentStreamPricingDayNumber
@ UnderlyingPaymentStreamRateMultiplier
@ NoReturnRateValuationDateBusinessCenters
@ UnderlyingCashSettlAccruedInterestIndicator
@ DividendPeriodBusinessDayConvention
@ LegPaymentStreamFormulaImageLength
@ LegPaymentStreamMasterAgreementPaymentDatesIndicator
@ LegProvisionOptionExerciseStartDateOffsetUnit
@ AllocRegulatoryTradeIDSource
@ LegPaymentStreamFormulaCurrencyDeterminationMethod
@ ReturnRateQuoteBusinessCenter
@ NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters
@ DeliveryScheduleSettlDay
@ UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod
@ LegProtectionTermEventCurrency
@ PaymentStreamPaymentFrequencyPeriod
@ UnderlyingDividendComposition
@ LegPaymentStreamUnderlierRefID
@ DeliveryStreamRouteOrCharter
@ UnderlyingOptionExerciseStartDateAdjusted
@ UnderlyingStreamLastRegularPeriodEndDateUnadjusted
@ NoLegStreamFirstPeriodStartDateBusinessCenters
@ PaymentStreamFirstObservationDateOffsetPeriod
@ LegDividendAccrualPaymentDateBusinessCenter
@ PaymentStubIndex2CurvePeriod
@ LegPaymentStreamFixingDateType
@ StreamFirstPeriodStartDateBusinessDayConvention
@ LegOptionExpirationDesc
@ UnderlyingLegSecurityDesc
@ PaymentStreamTotalFixedAmount
@ LegReturnRateQuoteMeasureType
@ PaymentStreamRateIndexLevel
@ LegBenchmarkCurveCurrency
@ UnderlyingPaymentStreamFormulaCurrencyDeterminationMethod
@ UnderlyingPhysicalSettlDeliverableObligationType
@ SettlDisruptionProvision
@ ComplexEventCreditEventCurrency
@ PaymentStubIndexCapRate
@ NoPaymentStreamCompoundingDates
@ UnderlyingInstrumentRoundingDirection
@ LegPaymentStreamRateIndex2CurveUnit
@ LegDividendCapRateSellSide
@ ProvisionOptionExerciseBusinessDayConvention
@ LegAdditionalTermBondCouponFrequencyPeriod
@ LegPaymentStreamFloorRate
@ LegPaymentScheduleStepUnitOfMeasure
@ LegPaymentStreamCompoundingMethod
@ StreamCalculationCorrectionPeriod
@ UnderlyingReturnRateValuationStartDateOffsetDayType
@ LegPaymentStubFixedAmount
@ LegExtraordinaryDividendDeterminationMethod
@ NoUnderlyingComplexEvents
@ LegStreamTerminationDateUnadjusted
@ UnderlyingPaymentStreamCompoundingStartDateRelativeTo
@ LegPaymentStreamCompoundingEndDateOffsetUnit
@ MarketDisruptionFallbackType
@ DeliveryStreamTotalPositiveTolerance
@ UnderlyingPaymentStubStartDateBusinessCenter
@ PaymentStreamRateIndexSource
@ LegContractualDefinition
@ LegAdditionalTermBondParValue
@ UnderlyingStreamEffectiveDateOffsetUnit
@ UnderlyingProtectionTermEventPeriod
@ DerivativeSecurityXMLSchema
@ DerivativePriceQuoteCurrency
@ EncodedUnderlyingProvisionText
@ NoLegPaymentScheduleInterimExchangeDateBusinessCenters
@ UnderlyingSettlMethodElectionDateUnadjusted
@ LegPaymentStreamPaymentDateOffsetUnit
@ CashSettlDateRelativeTo
@ UnderlyingPaymentStubIndexCapRateSellSide
@ StreamCommodityDeliveryPricingRegion
@ ReturnRateCommissionCurrency
@ LegPaymentStreamNonDeliverableFixingDatesOffsetUnit
@ LegBusinessDayConvention
@ PaymentStreamMaximumPaymentAmount
@ AllocationRollupInstruction
@ LegDeliveryScheduleNotionalCommodityFrequency
@ UnderlyingComplexEventQuoteBasis
@ LegReturnRateValuationEndDateRelativeTo
@ UnderlyingReturnRateValuationTimeBusinessCenter
@ UnderlyingPaymentScheduleFixingDateOffsetDayType
@ NoStreamAssetAttributes
@ PhysicalSettlMaximumBusinessDays
@ UnderlyingPaymentScheduleInterimExchangeDatesBusinessDayConvention
@ ProvisionOptionExpirationDateBusinessDayConvention
@ StreamEffectiveDateAdjusted
@ LegPaymentStreamFinalPricePaymentDateOffsetDayType
@ NoUnderlyingComplexEventAveragingObservations
@ ProvisionPartyRoleQualifier
@ SideMultiLegReportingType
@ LegDeliveryScheduleSettlCountry
@ PartyDetailsListRequestID
@ ProvisionOptionRelevantUnderlyingDateOffsetPeriod
@ PaymentScheduleInterimExchangeDateAdjusted
@ UnderlyingPaymentStreamInitialFixingDateOffsetPeriod
@ LegPaymentStreamCompoundingXIDRef
@ InstrumentPartySubIDType
@ NoLegPaymentScheduleRateSources
@ LegStreamCommodityUnitOfMeasure
@ UnderlyingDeliveryStreamWithdrawalPoint
@ LegDividendFloatingRateMultiplier
@ LegComplexEventDateUnadjusted
@ AdditionalTermBondIssuer
@ UnderlyingComplexEventStartTime
@ ComplexEventFixedFXRate
@ PaymentStreamNearestExchangeContractRefID
@ PaymentStreamLinkClosingLevelIndicator
@ UnderlyingStreamCommoditySettlDateBusinessDayConvention
@ LegDeliveryStreamCycleDesc
@ EntitlementRequestStatus
@ ProvisionCashSettlPaymentDateBusinessDayConvention
@ ProvisionOptionRelevantUnderlyingDateAdjusted
@ UnderlyingMakeWholeInterpolationMethod
@ LegStreamCommoditySettlBusinessCenter
@ LegComplexEventAveragingObservationNumber
@ LegDividendFloatingRateIndexCurveUnit
@ NoUnderlyingComplexEventCreditEvents
@ LegPaymentStreamLinkMaximumBoundary
@ OrderHandlingInstSource
@ UnderlyingReturnRateCashFlowType
@ UnderlyingPaymentScheduleReferencePage
@ ReturnRateTotalCommissionPerTrade
@ LegPaymentStreamPaymentDate
@ LegPaymentStreamFinalPricePaymentDateOffsetUnit
@ LegStreamCommoditySettlDay
@ UnderlyingDividendEntitlementEvent
@ AllowableOneSidednessValue
@ ReturnRateDeterminationMethod
@ PaymentStreamPricingDayType
@ NoLegOptionExerciseExpirationDates
@ LegProvisionDateTenorPeriod
@ UnderlyingComplexEventSpotRate
@ UnderlyingAdditionalTermDiscrepancyClauseIndicator
@ UnderlyingPaymentStreamCompoundingDatesOffsetUnit
@ UnderlyingPaymentStreamCompoundingFloorRateSellSide
@ ComplexEventCreditEventPeriod
@ LegDeliveryStreamRiskApportionment
@ AdditionalTermBondMaturityDate
@ PaymentStreamDiscountType
@ LegManualNoticeBusinessCenter
@ LegReturnRateCommissionCurrency
@ NoPricingDateBusinessCenters
@ NoUnderlyingStreamCommoditySettlDays
@ PaymentStreamInitialFixingDateAdjusted
@ UnderlyingStreamNotionalXIDRef
@ NoLegPhysicalSettlTerms
@ UnderlyingPaymentStreamCompoundingFrequencyPeriod
@ LegReturnRateQuoteExchange
@ UnderlyingPaymentStreamFirstObservationDateOffsetUnit
@ UnderlyingSecurityGroup
@ AutomaticExerciseIndicator
@ StreamCommoditySettlPeriodFrequencyPeriod
@ LegStreamCommoditySettlPeriodPriceCurrency
@ DerivativeSecurityAltID
@ PaymentStubEndDateBusinessCenter
@ CommodityFinalPriceType
@ NoPaymentScheduleInterimExchangeDateBusinessCenters
@ PaymentScheduleStepFrequencyPeriod
@ PaymentScheduleFixingDayOfWeek
@ LegPaymentStreamFinalRate
@ LegPaymentStreamCompoundingStartDateRelativeTo
@ LegPaymentScheduleRateSpreadType
@ NoSettlMethodElectionDateBusinessCenters
@ DeliveryScheduleNotional
@ AllocCommissionCurrency
@ DeliveryStreamCycleDesc
@ LegProtectionTermEventValue
@ ComplexEventDeterminationMethod
@ LegDividendPeriodPaymentDateUnadjusted
@ LegPaymentStubIndexCapRateSellSide
@ LegPaymentStreamAccrualDays
@ UnderlyingPaymentStreamAveragingMethod
@ UnderlyingComplexEventDateAdjusted
@ ProtectionTermEventMinimumSources
@ LegPaymentStreamLastRegularPaymentDateUnadjusted
@ NoProvisionOptionExerciseBusinessCenters
@ UnderlyingPaymentStreamLinkInitialLevel
@ UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod
@ UnderlyingDividendPeriodStrikePrice
@ LegReturnRateQuoteTimeType
@ SideRiskLimitCheckStatus
@ PaymentStreamBoundsFirstDateUnadjusted
@ UnderlyingProvisionPartySubIDType
@ UnderlyingReturnRatePrice
@ LegPaymentScheduleFixingLagUnit
@ LegPaymentStreamLinkStrikePriceType
@ UnderlyingDividendPeriodValuationDateOffsetUnit
@ PaymentScheduleRateSpreadType
@ LegProtectionTermBuyerNotifies
@ UnderlyingStreamCommoditySettlPeriodFrequencyPeriod
@ CashSettlRecoveryFactor
@ PaymentStubEndDateRelativeTo
@ AllocRefRiskLimitCheckID
@ ReturnRateValuationStartDateOffsetDayType
@ UnderlyingPaymentStreamInflationLagPeriod
@ InstrumentScopeFlexibleIndicator
@ LegCashSettlBusinessCenter
@ UnderlyingDividendUnderlierRefID
@ LegStrikePriceDeterminationMethod
@ PaymentStubIndex2Source
@ SecondaryHighLimitPrice
@ NoLegProtectionTermEventQualifiers
@ UnderlyingOptionExerciseNominationDeadline
@ LegPaymentStubIndex2RateTreatment
@ RegulatoryTransactionType
@ MaturityMonthYearFormat
@ DividendReinvestmentIndicator
@ UnderlyingProvisionOptionMaximumNumber
@ UnderlyingPaymentScheduleRateTreatment
@ ComplexEventStrikeFactor
@ UnderlyingComplexEventForwardPoints
@ UnderlyingComplexEventStrikeFactor
@ UnderlyingLimitedRightToConfirmIndicator
@ LegAdditionalTermBondSecurityIDSource
@ UnderlyingComplexEventCreditEventSource
@ UnderlyingStreamFirstPeriodStartDateBusinessCenter
@ UnderlyingStreamDataProvider
@ DividendAveragingMethod
@ PaymentStreamCompoundingAveragingMethod
@ ComplexEventCreditEventQualifier
@ LegProvisionCashSettlValueTimeBusinessCenter
@ RiskLimitCheckRequestResult
@ AllocCommissionUnitOfMeasure
@ ComplexEventOptionsPriceValuation
@ LegPaymentStubIndex2Source
@ ProvisionOptionExerciseFrequencyUnit
@ LegStreamCalculationPeriodBusinessCenter
@ RiskLimitCheckRequestType
@ UnderlyingPaymentStreamRateOrAmountCurrency
@ LegPaymentStubStartDateBusinessDayConvention
@ UnderlyingStreamFirstRegularPeriodStartDateUnadjusted
@ UnderlyingReturnRatePriceType
@ NoUnderlyingMarketDisruptionEvents
@ EncodedStreamCommodityDescLen
@ UnderlyingStreamEffectiveDateUnadjusted
@ UnderlyingStrikePriceBoundaryPrecision
@ UnderlyingSettlMethodElectionDateOffsetUnit
@ LegStreamCommodityAltIDSource
@ PaymentStreamNonDeliverableFixingDatesOffsetPeriod
@ LegPaymentStreamNonDeliverableFixingDatesRelativeTo
@ PaymentStreamFirstObservationDateOffsetUnit
@ LegComplexEventCreditEventQualifier
@ InstrumentPartyIDSource
@ ProvisionOptionExpirationDateOffsetDayType
@ NoSecondaryAssetClasses
@ LegContraryInstructionEligibilityIndicator
@ PaymentStreamInflationLagDayType
@ NoUnderlyingReturnRateValuationDateBusinessCenters
@ ComplexEventCreditEventsXIDRef
@ LegDeliveryScheduleNotional
@ LegPaymentStreamInitialFixingDateBusinessDayConvention
@ UnderlyingOptionExerciseExpirationDate
@ UnderlyingObligationIDSource
@ PaymentStreamFixedAmount
@ LegStreamCommoditySettlPeriodXID
@ LegPaymentStreamCompoundingDatesRelativeTo
@ PaymentStreamInterpolationMethod
@ LegPaymentStreamFinalPricePaymentDateAdjusted
@ NoLegComplexEventRateSources
@ UnderlyingStreamCalculationPeriodDatesXIDRef
@ LegPaymentStreamInterpolationMethod
@ RequestingPartyIDSource
@ ComplexEventFuturesPriceValuation
@ SettlMethodElectionDateOffsetPeriod
@ UnderlyingPaymentStreamPricingBusinessDayConvention
@ LegPaymentStreamPaymentFrequencyUnit
@ UnderlyingNotionalCurrency
@ EncodedUnderlyingStreamText
@ SettlMethodElectionDateOffsetDayType
@ UnderlyingProvisionCashSettlValueDateOffsetUnit
@ ComplexEventDateUnadjusted
@ LegPaymentStreamInflationInterpolationMethod
@ UnderlyingComplexEventCreditEventMinimumSources
@ UnderlyingDeliveryScheduleNotional
@ LegDividendFloatingRateSpreadPositionType
@ UnderlyingProvisionPartyIDSource
@ PaymentStubIndex2RateSpread
@ NoRelatedPartyDetailAltSubIDs
@ UnderlyingComplexEventReferencePage
@ UnderlyingDeliveryScheduleSettlTimeZone
@ NoPaymentStubEndDateBusinessCenters
@ PaymentStreamFlatRateIndicator
@ UnderlyingDeliveryStreamNotionalConversionFactor
@ ReturnRateCommissionBasis
@ LegComplexEventScheduleFrequencyPeriod
@ NoUnderlyingRateSpreadSteps
@ EncodedLegStreamCommodityDesc
@ UnderlyingBasketDivisor
@ UnderlyingPaymentStreamFirstObservationDateOffsetDayType
@ PaymentStubStartDateOffsetDayType
@ UnderlyingStreamCommodityCurrency
@ LegCashSettlDateBusinessDayConvention
@ ApplicationSystemVersion
@ LegPaymentStubIndexRateTreatment
@ UnderlyingProvisionOptionExerciseBusinessCenter
@ StreamCalculationPeriodBusinessDayConvention
@ UnderlyingMakeWholeDate
@ LegPaymentStreamResetWeeklyRollConvention
@ DividendFloorRateSellSide
@ SettlPriceUnitOfMeasure
@ UnderlyingOptionExerciseExpirationFrequencyPeriod
@ StreamCommodityPricingType
@ StreamCalculationRollConvention
@ LegCashSettlQuoteCurrency
@ CashSettlDateUnadjusted
@ InstrumentScopeSeniority
@ PaymentStreamLastRegularPaymentDateUnadjusted
@ LegPaymentStreamFinalPricePaymentDateRelativeTo
@ UnderlyingReturnRateFXCurrencySymbol
@ LegStreamEffectiveDateUnadjusted
@ UnderlyingProvisionOptionExerciseEarliestDateOffsetUnit
@ LegDividendPeriodValuationDateUnadjusted
@ ProvisionCashSettlCurrency2
@ UnderlyingDividendNumOfIndexUnits
@ UnderlyingPaymentStreamFixingDateBusinessCenter
@ UnderlyingSettledEntityMatrixSource
@ UnderlyingComplexEventType
@ ProvisionCashSettlMethod
@ LegPaymentScheduleInterimExchangePaymentDateRelativeTo
@ UnderlyingReturnRateValuationEndDateRelativeTo
@ ProvisionOptionExerciseEarliestTimeBusinessCenter
@ ManualNoticeBusinessCenter
@ AllocRefRiskLimitCheckIDType
@ UnderlyingReturnRateDeterminationMethod
@ UnderlyingReturnRateValuationDateOffsetUnit
@ LegProvisionCashSettlPaymentDateOffsetUnit
@ ProvisionOptionExerciseStartDateUnadjusted
@ NoLegOptionExerciseExpirationDateBusinessCenters
@ UnderlyingPaymentScheduleFixingDateOffsetUnit
@ RelatedPartyDetailAltSubIDType
@ LegStrikeIndexCurvePoint
@ NestedPartyRoleQualifier
@ PaymentStreamRateIndexUnitOfMeasure
@ DeliveryStreamWithdrawalPoint
@ UnderlyingLegSecurityAltID
@ UnderlyingReturnRateQuoteExchange
@ DeliveryScheduleSettlFlowType
@ EncodedTradeContinuationText
@ UnderlyingStrikePriceBoundaryMethod
@ NoUnderlyingPaymentStreamFormulas
@ UnderlyingPaymentStreamCompoundingDateType
@ PaymentStreamVegaNotionalAmount
@ PaymentStreamReferenceLevelUnitOfMeasure
@ UnderlyingPaymentStreamMasterAgreementPaymentDatesIndicator
@ UnderlyingOptionExerciseExpirationDateType
@ UnderlyingComplexOptPayoutPaySide
@ PaymentStreamFloorRateBuySide
@ PhysicalSettlDeliverableObligationType
@ PaymentStreamFixingDateRelativeTo
@ LegPaymentStreamNonDeliverableFixingDatesBusinessDayConvention
@ LegPaymentStreamRateTreatment
@ NoInstrumentScopeSecurityAltID
@ OptionExerciseExpirationDateType
@ LegMakeWholeRecallSpread
@ ProvisionCashSettlPaymentDateRangeLast
@ EncodedUnderlyingFinancialInstrumentFullNameLen
@ UnderlyingExtraordinaryDividendDeterminationMethod
@ UnderlyingPaymentStreamMaximumPaymentAmount
@ PaymentStreamCompoundingFinalRatePrecision
@ NoLegPaymentStreamFormulas
@ CollateralRequestNumber
@ UnderlyingPaymentStreamRateIndexID
@ ProvisionCashSettlPaymentDateOffsetDayType
@ LegComplexEventCondition
@ NoUnderlyingReturnRateFXConversions
@ UnderlyingDividendFloorRateBuySide
@ PaymentStreamMaximumTransactionAmount
@ LegReturnRateValuationDateOffsetPeriod
@ LegAdditionalTermConditionPrecedentBondIndicator
@ StreamCommoditySettlDayType
@ UnderlyingStreamCommodityXID
@ ReturnRateAmountRelativeTo
@ UnderlyingPaymentScheduleRateSourceType
@ EncodedTradeContinuationTextLen
@ ProvisionOptionExerciseBusinessCenter
@ DerivFlexProductEligibilityIndicator
@ PaymentStreamCompoundingStartDateAdjusted
@ LegDividendFXTriggerDateBusinessCenter
@ UnderlyingReturnRateValuationTimeType
@ DerivativeContractMultiplierUnit
@ StreamCommoditySettlBusinessCenter
@ MDRecoveryTimeIntervalUnit
@ InstrumentScopeEncodedSecurityDescLen
@ PaymentScheduleRateCurrency
@ StreamFirstCompoundingPeriodEndDateUnadjusted
@ PaymentStreamNonDeliverableSettlRateSource
@ LegDividendFloatingRateTreatment
@ LegProvisionOptionMaximumNumber
@ LegDeliveryScheduleToleranceUnitOfMeasure
@ ProvisionCashSettlValueDateOffsetPeriod
@ UnderlyingSettlRatePostponementSurvey
@ UnderlyingPaymentStreamCompoundingStartDateUnadjusted
@ InstrumentScopeSecurityGroup
@ PaymentStreamResetDateRelativeTo
@ NoLegPaymentStubStartDateBusinessCenters
@ UnderlyingDividendFloatingRateSpreadPositionType
@ NoAllocRegulatoryTradeIDs
@ NoUnderlyingLegSecurityAltID
@ FloatingRateIndexCurveUnit
@ NoUnderlyingPaymentScheduleFixingDays
@ LegMarketDisruptionFallbackUnderlierSecurityID
@ LegDividendCashPercentage
@ LegPaymentStreamNonDeliverableFixingDatesBusinessCenter
@ ReturnRateQuotePricingModel
@ UnderlyingPaymentStreamPricingDayCount
@ DeliveryStreamDeliveryRestriction
@ ExtraordinaryDividendCurrency
@ UnderlyingContractSettlMonth
@ LegDeliveryStreamDeliverAtSourceIndicator
@ LegPaymentScheduleFixingDayNumber
@ UnderlyingProvisionOptionExerciseBusinessDayConvention
@ LegPaymentStreamRateCutoffDateOffsetPeriod
@ LegProvisionOptionExpirationDateOffsetPeriod
@ UnderlyingPaymentStreamFirstObservationDateUnadjusted
@ UnderlyingSecondaryAssetSubClass
@ UnderlyingProtectionTermEventBusinessCenter
@ LegPaymentStreamCompoundingStartDateOffsetDayType
@ UnderlyingAttachmentPoint
@ UnderlyingComplexEventCreditEventCurrency
@ AdditionalTermBondCurrentTotalIssuedAmount
@ UnderlyingPricingDateBusinessDayConvention
@ LegPaymentStreamCompoundingCapRateSellSide
@ UnderlyingPaymentScheduleFixedAmount
@ LegStreamCalculationFrequencyUnit
@ NumOfComplexInstruments
@ UnderlyingPaymentStreamFixingDateOffsetDayType
@ ProvisionOptionExerciseStartDateRelativeTo
@ UnderlyingOptionExerciseSkip
@ UnderlyingDeliveryStreamDeliveryPointSource
@ LegComplexEventCreditEventType
@ EncodedUnderlyingEventText
@ UnderlyingProvisionCashSettlValueDateOffsetPeriod
@ NoUnderlyingDividendAccrualPaymentDateBusinessCenters
@ PaymentStreamFinalPrincipalExchangeIndicator
@ UnderlyingReturnRateFinalPriceFallback
@ SideRegulatoryTradeIDSource
@ UnderlyingPriceUnitOfMeasureQty
@ LegOptionExerciseFrequencyPeriod
@ UnderlyingDeliveryScheduleNotionalUnitOfMeasure
@ UnderlyingDeliveryStreamDeliveryRestriction
@ LegOptionExerciseExpirationDateOffsetPeriod
@ LegPaymentScheduleNotional
@ UnderlyingPaymentStubStartDateUnadjusted
@ DeliveryStreamCommoditySource
@ StreamEffectiveDateRelativeTo
@ PaymentStreamCompoundingRateSpread
@ LegProvisionCashSettlValueDateBusinessDayConvention
@ UnderlyingCashSettlMinimumQuoteCurrency
@ NoClearingPriceParameters
@ UnderlyingEventMonthYear
@ UnderlyingPaymentStreamCompoundingRollConvention
@ EncodedUnderlyingEventTextLen
@ PaymentStreamFormulaDesc
@ LegPaymentStreamFormulaDesc
@ LegReturnRateValuationDateOffsetDayType
@ UnderlyingPaymentStubIndexCurveUnit
@ LegPhysicalSettlDeliverableObligationValue
@ PaymentStreamCompoundingCapRateBuySide
@ NoPaymentStreamInitialFixingDateBusinessCenters
@ UnderlyingPaymentStreamCompoundingCapRateBuySide
@ UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit
@ PriceUnitOfMeasureCurrency
@ TotalTradeMultipliedQty
@ NoLegReturnRateValuationDates
@ LegPricingDateBusinessCenter
@ LegPaymentStreamCompoundingEndDateOffsetPeriod
@ LegProvisionCashSettlValueDateAdjusted
@ LegDividendPeriodPaymentDateOffsetUnit
@ NoStreamEffectiveBusinessCenters
@ LegPaymentStreamInitialFixingDateBusinessCenter
@ LegMakeWholeBenchmarkCurvePoint
@ PaymentStreamVarianceUnadjustedCap
@ NoUnderlyingProvisionOptionExpirationDateBusinessCenters
@ NoLegProtectionTermEvents
@ LegDeliveryStreamRiskApportionmentSource
@ NoUnderlyingDividendPayments
@ PaymentScheduleFixingFirstObservationDateOffsetUnit
@ PaymentScheduleStepUnitOfMeasure
@ LegProtectionTermStandardSources
@ NoUnderlyingSettlRateFallbacks
@ LegPaymentStubEndDateBusinessCenter
@ UnderlyingMakeWholeBenchmarkCurvePoint
@ RelatedRegulatoryTradeIDSource
@ UnderlyingSecurityIDSource
@ UnderlyingSettlRatePostponementMaximumDays
@ UnderlyingValuationMethod
@ NoLegContractualMatrices
@ OriginalNotionalPercentageOutstanding
@ UnderlyingProvisionOptionExpirationTime
@ UnderlyingCashSettlDateRelativeTo
@ UnderlyingDividendPayoutRatio
@ ProvisionOptionRelevantUnderlyingDateBusinessCenter
@ UnderlyingPaymentStubIndexCapRate
@ UnderlyingPaymentStreamFirstObservationDateAdjusted
@ UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit
@ ContractualMatrixSource
@ LegInstrumentPartySubID
@ UnderlyingPaymentScheduleType
@ LegPaymentStreamRateIndexLocation
@ LegPaymentStreamFixingDateBusinessCenter
@ UnderlyingProtectionTermEventValue
@ UnderlyingLegSecurityID
@ DeliveryStreamTitleTransferLocation
@ SecondaryTradingReferencePrice
@ UnderlyingMarketDisruptionMaterialityPercentage
@ UnderlyingProtectionTermXID
@ UnderlyingComplexEventReferencePageHeading
@ UnderlyingDividendPeriodPaymentDateOffsetPeriod
@ LegStreamCommoditySettlCountry
@ DerivativeInstrAttribType
@ UnderlyingProvisionPartyRoleQualifier
@ DeliveryStreamDeliveryPointSource
@ EncodedDeliveryStreamCycleDescLen
@ EncodedDocumentationText
@ UnderlyingStreamPaySide
@ LegMarketDisruptionFallbackBasketDivisor
@ PaymentStreamCompoundingRateTreatment
@ UnderlyingCashSettlBusinessCenter
@ UnderlyingPaymentStreamSettlCurrency
@ DividendFloatingRateSpreadPositionType
@ NoPaymentStreamFormulas
@ DerivativeValuationMethod
@ LegStreamCommodityDeliveryPricingRegion
@ LegStreamCalculationPeriodDatesXID
@ UnderlyingMarketDisruptionFallbackProvision
@ LegOptionExerciseEarliestDateOffsetUnit
@ PaymentStubEndDateBusinessDayConvention
@ UnderlyingProtectionTermEventType
@ PaymentStreamResetDateBusinessDayConvention
@ CashSettlBusinessCenter
@ LegDeliveryScheduleSettlTotalHours
@ LegPaymentStreamLinkEstimatedTradingDays
@ UnderlyingPaymentStreamPaymentDateOffsetDayType
@ StreamCommoditySettlHolidaysProcessingInstruction
@ LegProvisionOptionExerciseEarliestDateOffsetPeriod
@ PaymentDateOffsetPeriod
@ PaymentScheduleEndDateUnadjusted
@ OptionExerciseEarliestTime
@ LegStreamNotionalAdjustments
@ UnderlyingStreamCommodityUnitOfMeasure
@ NoLegStreamCommoditySettlBusinessCenters
@ UnderlyingComplexEventDateBusinessCenter
@ DeliveryStreamDeliverAtSourceIndicator
@ LegDeliveryScheduleSettlTimeZone
@ LegOptionExerciseLastDateUnadjusted
@ NoLegComplexEventCreditEventSources
@ NoProvisionOptionExerciseFixedDates
@ UnderlyingComplexEventCurrencyTwo
@ ComplexEventReferencePage
@ UnderlyingCashSettlDateBusinessDayConvention
@ UnderlyingPaymentScheduleInterimExchangePaymentDateRelativeTo
@ OptionExerciseFrequencyPeriod
@ UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit
@ UnderlyingStreamCommoditySettlPeriodPrice
@ RiskLimitReportRejectReason
@ LegPaymentScheduleRateSpread
@ NoLegAdditionalTermBondRefs
@ UnderlyingDeliveryStreamToleranceType
@ UnderlyingReturnRateCommissionAmount
@ LegPricingTimeBusinessCenter
@ UnderlyingStreamCommoditySettlTimeZone
@ NoLegProvisionCashSettlValueDateBusinessCenters
@ UnderlyingIndexAnnexSource
@ UnderlyingProvisionOptionExerciseFrequencyPeriod
@ UnderlyingMinPriceIncrementAmount
@ UnderlyingDividendPeriodValuationDateOffsetPeriod
@ LegProvisionDateBusinessDayConvention
@ UnderlyingPaymentStreamResetDateBusinessCenter
@ UnderlyingStreamCommodityDataSourceIDType
@ LegDividendPeriodValuationDateOffsetDayType
@ LegExtraordinaryDividendPartySide
@ UnderlyingReturnRateReferencePageHeading
@ UnderlyingProvisionCashSettlQuoteReferencePage
@ LegExerciseSplitTicketIndicator
@ InstrumentScopeSecurityExchange
@ UnderlyingProvisionOptionExerciseMultipleNotional
@ LegStreamCommodityRateSource
@ LegCalculatedCcyLastQty
@ UnderlyingPaymentStreamCompoundingEndDateRelativeTo
@ UnderlyingProvisionCashSettlPaymentDateOffsetPeriod
@ ReturnRateQuoteMeasureType
@ SettlementAmountCurrency
@ PaymentStreamFirstObservationDateUnadjusted
@ ComplexEventStrikeNumberOfOptions
@ UnderlyingComplexEventCreditEventPeriod
@ UnderlyingPaymentStreamInitialFixingDateOffsetDayType
@ UnderlyingCashSettlValuationSubsequentBusinessDaysOffset
@ TotNoPartyDetailReports
@ LegPaymentStreamReferenceLevelUnitOfMeasure
@ ProvisionDateBusinessCenter
@ LegPaymentStreamNonDeliverableFixingDatesOffsetDayType
@ DividendFloatingRateIndex
@ UnderlyingProvisionDateTenorPeriod
@ UnderlyingProtectionTermSellerNotifies
@ UnderlyingPriceDeterminationMethod
@ StreamEffectiveDateUnadjusted
@ LegOptionExerciseExpirationDateRelativeTo
@ CashSettlAccruedInterestIndicator
@ LegStreamCommoditySettlTimeZone
@ LegPaymentStreamFinalPricePaymentDateOffsetPeriod
@ LegComplexEventCreditEventSource
@ PaymentStreamCompoundingEndDateOffsetDayType
@ NoComplexEventRateSources
@ LegCouponFrequencyPeriod
@ NoLegPaymentStreamCompoundingDates
@ NoMandatoryClearingJurisdictions
@ LegProvisionOptionExerciseStartDateAdjusted
@ NoLegDividendFXTriggerDateBusinessCenters
@ LegPaymentStreamResetDateBusinessDayConvention
@ RelatedMaturityMonthYear
@ PosQtyUnitOfMeasureCurrency
@ LegComplexEventFixedFXRate
@ CollateralPercentOverage
@ NoPaymentStreamNonDeliverableFixingDatesBusinessCenters
@ ProvisionOptionRelevantUnderlyingDateOffsetDayType
@ UnderlyingPaymentStreamRealizedVarianceMethod
@ UnderlyingOptionExerciseFrequencyUnit
@ PaymentStubIndexFloorRateBuySide
@ UnderlyingPaymentStreamCompoundingFloorRate
@ UnderlyingAdditionalTermConditionPrecedentBondIndicator
@ LegOptionsExchangeDividendsIndicator
@ NoComplexEventAveragingObservations
@ LegSettlMethodElectionDateOffsetUnit
@ TradeAllocGroupInstruction
@ UnderlyingSettlDisruptionProvision
@ LegPaymentStreamFixedAmount
@ DividendPeriodPaymentDateAdjusted
@ UnderlyingRedemptionDate
@ NoUnderlyingPaymentStreamFixingDates
@ LegReturnRateValuationDateRelativeTo
@ LegPaymentScheduleFixingTime
@ LegPaymentStreamRateSpreadPositionType
@ LegDeliveryStreamImporterOfRecord
@ UnderlyingDeliveryStreamDeliveryPointDesc
@ LegProvisionOptionExpirationDateBusinessCenter
@ LegStreamNotionalXIDRef
@ LegPaymentStreamCalculationLagUnit
@ MDStatisticIntervalTypeUnit
@ LegPaymentStreamCompoundingInitialRate
@ StreamCalculationFrequencyPeriod
@ StreamCommodityRateReferencePageHeading
@ NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters
@ OptionExerciseExpirationDateOffsetDayType
@ UnderlyingStreamFirstPeriodStartDateUnadjusted
@ PaymentScheduleCurrency
@ NoLegDeliveryStreamCommoditySources
@ LegPaymentStubStartDateOffsetPeriod
@ NoDividendFXTriggerDateBusinessCenters
@ LegContractPriceRefMonth
@ UnderlyingProvisionOptionExerciseEarliestDateOffsetPeriod
@ UnderlyingComplexEventScheduleStartDate
@ OptionExerciseExpirationTimeBusinessCenter
@ UnderlyingDeliveryScheduleNotionalCommodityFrequency
@ DeliveryScheduleToleranceType
@ DividendAccrualPaymentDateBusinessCenter
@ UnderlyingProvisionOptionExerciseBoundsLastDateUnadjusted
@ UnderlyingReturnRateValuationEndDateAdjusted
@ DividendFXTriggerDateOffsetDayType
@ LegValuationReferenceModel
@ DividendFXTriggerDateRelativeTo
@ MarketDisruptionFallbackUnderlierSecurityIDSource
@ UnderlyingDividendFXTriggerDateOffsetDayType
@ NoUnderlyingDividendPeriodBusinessCenters
@ LegReturnRateDeterminationMethod
@ UnderlyingCouponPaymentDate
@ DerivativePriceQuoteMethod
@ LegProvisionDateBusinessCenter
@ LegPaymentScheduleCurrency
@ DividendPeriodStartDateUnadjusted
@ InstrumentScopeSecurityAltIDSource
@ SettlPriceSecondaryIncrement
@ ProvisionCashSettlQuoteType
@ TradeConfirmationReferenceID
@ LegProvisionOptionExerciseBusinessDayConvention
@ DeliveryScheduleSettlTotalHours
@ LegStreamEffectiveDateOffsetUnit
@ LegPaymentStreamCompoundingStartDateAdjusted
@ LegOptionExerciseBusinessCenter
@ UnderlyingCouponFrequencyPeriod
@ PaymentStreamNonDeliverableFixingDatesOffsetUnit
@ LegOptionExerciseExpirationTimeBusinessCenter
@ PaymentScheduleStepRate
@ InstrumentScopeCouponRate
@ UnderlyingPaymentStreamInitialFixingDateOffsetUnit
@ UnderlyingDividendFloorRateSellSide
@ UnderlyingIndexAnnexVersion
@ UnderlyingPaymentStreamRateIndexLocation
@ UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod
@ LegPaymentStubStartDateOffsetDayType
@ LegPaymentScheduleEndDateUnadjusted
@ UnderlyingPaymentStreamRate
@ UnderlyingPositionLimit
@ LegExtraordinaryEventValue
@ UnderlyingPaymentScheduleInterimExchangeDatesOffsetDayType
@ ProvisionOptionExpirationTime
@ LegOptionExerciseEarliestTime
@ LegProvisionOptionExerciseMaximumNotional
@ PaymentScheduleFixingLagUnit
@ ClearingRequirementException
@ UnderlyingComplexOptPayoutCurrency
@ NoDeliveryScheduleSettlDays
@ SecurityClassificationValue
@ NoAffectedMarketSegments
@ LegProvisionOptionExerciseEarliestTimeBusinessCenter
@ UnderlyingReturnRateQuoteCurrencyType
@ PaymentScheduleRateMultiplier
@ ProvisionOptionExerciseLatestTimeBusinessCenter
@ DeliveryStreamToleranceType
@ ExtraordinaryDividendAmountType
@ UnderlyingPaymentStreamCashSettlIndicator
@ LegDividendCompoundingMethod
@ UnderlyingPaymentStreamVarianceUnadjustedCap
@ StreamCommoditySecurityIDSource
@ UnderlyingInstrumentRoundingPrecision
@ LegCashSettlDateBusinessCenter
@ LegStreamCalculationPeriodDate
@ EncodedUnderlyingSecurityDescLen
@ DividendPeriodValuationDateRelativeTo
@ LegBrokerConfirmationDesc
@ LegPaymentScheduleStubType
@ StreamCalculationCorrectionUnit
@ UnderlyingSecurityAltIDSource
@ UnderlyingPaymentStreamLinkExpiringLevelIndicator
@ LegPaymentStreamInitialFixingDateOffsetDayType
@ CashSettlNumOfValuationDates
@ UnderlyingProtectionTermEventQualifier
@ NoUnderlyingProvisionCashSettlPaymentDates
@ NoDividendPeriodBusinessCenters
@ UnderlyingPaymentStreamCompoundingMethod
@ UnderlyingStreamCommoditySettlDayType
@ UnderlyingMarketDisruptionFallbackValue
@ ProvisionDateTenorPeriod
@ UnderlyingComplexEventCreditEventRateSource
@ PaymentStreamCompoundingStartDateUnadjusted
@ EncodedLegDeliveryStreamCycleDescLen
@ LegDeliverySchedulePositiveTolerance
@ LegPaymentStubEndDateRelativeTo
@ UnderlyingComplexEventDeterminationMethod
@ PaymentStreamFinalPricePaymentDateAdjusted
@ LegCashSettlDateRelativeTo
@ UnderlyingComplexEventStrikePrice
@ NoUnderlyingStreamCommoditySettlBusinessCenters
@ UnderlyingPaymentStreamDiscountRateDayCount
@ EncodedUnderlyingProvisionTextLen
@ UnderlyingStreamCommoditySettlBusinessCenter
@ PaymentStreamRateSpreadPositionType
@ EncodedLegMarketDisruptionFallbackUnderlierSecurityDescLen
@ TradeReportRejectReason
@ NoUnderlyingPaymentStubStartDateBusinessCenters
@ LegOptionExerciseStartDateOffsetPeriod
@ NoLegComplexEventSchedules
@ NoPaymentStreamPaymentDateBusinessCenters
@ MDStatisticIntervalPeriod
@ LegMarketDisruptionEvent
@ UnderlyingPaymentScheduleSettlPeriodPriceCurrency
@ EncodedUnderlyingDeliveryStreamCycleDescLen
@ LegCashSettlDateAdjusted
@ LegOptionExerciseExpirationRollConvention
@ DeliveryStreamNegativeTolerance
@ ReturnRateValuationTime
@ OptionExerciseLatestTime
@ UnderlyingPaymentScheduleSettlPeriodPriceUnitOfMeasure
@ NoPaymentStreamCompoundingDatesBusinessCenters
@ UnderlyingPaymentStreamFloorRate
@ UnderlyingPaymentStreamInterimPrincipalExchangeIndicator
@ LegDeliveryScheduleSettlStart
@ DividendFloatingRateIndexCurvePeriod
@ UnderlyingPaymentStreamRateIndexLevel
@ DeliveryStreamDeliveryPointDesc
@ LegStreamTerminationDateBusinessCenter
@ LegExerciseConfirmationMethod
@ EncodedFirmAllocTextLen
@ UnderlyingPaymentStreamReferenceLevelEqualsZeroIndicator
@ UnderlyingProvisionCashSettlValueTime
@ PaymentStreamCompoundingRateSpreadPositionType
@ LegCreditSupportAgreementID
@ NetworkStatusResponseType
@ UnderlyingStrikeCurrency
@ UnderlyingDividendPeriodEndDateUnadjusted
@ LegDividendAveragingMethod
@ UnderlyingProvisionOptionRelevantUnderlyingDateUnadjusted
@ LegProtectionTermEventRateSource
@ UnderlyingProvisionOptionExpirationDateUnadjusted
@ UnderlyingPaymentStreamCompoundingFloorRateBuySide
@ CommissionAmountSubType
@ UnderlyingComplexEventStrikeNumberOfOptions
@ MarketDisruptionFallbackValue
@ StreamCommoditySettlTimeType
@ NoUnderlyingExtraordinaryEvents
@ LegComplexEventCreditEventStandardSources
@ UnderlyingConstituentWeight
@ TotNoMarketSegmentReports
@ UnderlyingExerciseStyle
@ LegPaymentScheduleStartDateUnadjusted
@ DividendAccrualPaymentDateAdjusted
@ UnderlyingStreamCommodityDataSourceID
@ UnderlyingRefTickTableID
@ UnderlyingProvisionOptionExpirationDateOffsetDayType
@ LegProvisionOptionRelevantUnderlyingDateBusinessDayConvention
@ RefRiskLimitCheckIDType
@ NonCashDividendTreatment
@ LegProvisionOptionExpirationDateUnadjusted
@ UnderlyingOptionExerciseEarliestDateOffsetUnit
@ UnderlyingProvisionDateUnadjusted
@ UnderlyingSettlMethodElectionDateRelativeTo
@ UnderlyingShortSaleRestriction
@ LegProtectionTermEventBusinessCenter
@ PricingDateBusinessCenter
@ LegProvisionOptionRelevantUnderlyingDateRelativeTo
@ FinancingTermSupplementDate
@ EncodedUnderlyingIssuer
@ UnderlyingAverageVolumeLimitationPeriodDays
@ SettledEntityMatrixSource
@ UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod
@ UnderlyingComplexEventStartDate
@ UnderlyingReturnRateValuationStartDateUnadjusted
@ ReturnRateValuationEndDateOffsetDayType
@ LegMarketDisruptionFallbackType
@ UnderlyingDeliveryStreamTotalPositiveTolerance
@ PaymentStubStartDateUnadjusted
@ UnderlyingPaymentStreamCompoundingDate
@ UnderlyingPaymentStreamCompoundingRateIndex
@ PaymentStreamFixingDateOffsetPeriod
@ UnderlyingSecondaryAssetClass
@ NoUnderlyingProtectionTermEventNewsSources
@ UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessDayConvention
@ MultiAssetSwapIndicator
@ LegMarketDisruptionProvision
@ InstrumentScopeSecurityID
@ LegPaymentStreamFutureValueNotional
@ LegMarketDisruptionFallbackUnderlierSecurityIDSource
@ LegPaymentStreamCompoundingEndDateRelativeTo
@ StreamCommodityDataSourceID
@ LegPaymentStreamFloorRateSellSide
@ DeliveryStreamEntryPoint
@ LegPaymentStreamSettlLevel
@ ReturnRateValuationEndDateOffsetPeriod
@ PaymentScheduleInterimExchangeDatesOffsetDayType
@ UnderlyingDividendPeriodBusinessDayConvention
@ UnderlyingProvisionCashSettlPaymentDateRangeLast
@ PaymentScheduleInterimExchangeDatesOffsetUnit
@ MakeWholeBenchmarkCurvePoint
@ EncodedAllocCommissionDescLen
@ UnderlyingSecurityStatus
@ UnderlyingReturnRateQuotePricingModel
@ NoUnderlyingAssetAttributes
@ SideCollateralAmountType
@ UnderlyingPricingDateAdjusted
@ UnderlyingProvisionPartySubID
@ LegPaymentScheduleInterimExchangeDatesOffsetDayType
@ LegPaymentStreamPricingBusinessDayConvention
@ NoUnderlyingDividendPeriods
@ UnderlyingPaymentScheduleFixedCurrency
@ LegPaymentStreamCompoundingRateIndexCurvePeriod
@ NoMarginReqmtInqQualifier
@ LegComplexEventDateRelativeTo
@ NoSideCollateralAmounts
@ LegExtraordinaryDividendAmountType
@ NoUndlyInstrumentPartySubIDs
@ NoLegPaymentStreamPaymentDates
@ LegProvisionOptionExerciseFrequencyUnit
@ UnderlyingPaymentStreamInitialFixingDateBusinessCenter
@ DerivativePriceUnitOfMeasureCurrency
@ UnderlyingLegSecurityIDSource
@ EncodedLegOptionExpirationDesc
@ LegDividendFloatingRateSpread
@ PaymentStreamCompoundingPeriodSkip
@ InvestorCountryOfResidence
@ AllowableOneSidednessPct
@ LegComplexEventScheduleRollConvention
@ PaymentStreamNonDeliverableFixingDatesBusinessCenter
@ UnderlyingPaymentStreamPricingBusinessCenter
@ StreamCommoditySettlPeriodNotionalUnitOfMeasure
@ DerivativeInstrumentPartyID
@ LegProvisionOptionExerciseLatestTimeBusinessCenter
@ UnderlyingReturnRateCommissionCurrency
@ LegComplexEventAveragingWeight
@ LegProvisionCashSettlPaymentDateRangeFirst
@ PaymentStreamInitialPrincipalExchangeIndicator
@ NoDeliveryStreamCommoditySources
@ UnderlyingPaymentStreamWorldScaleRate
@ LegProvisionOptionExerciseStartDateUnadjusted
@ LegPaymentStubIndexCurvePeriod
@ UnderlyingPaymentScheduleXID
@ LegProvisionOptionRelevantUnderlyingDateAdjusted
@ LegCashSettlDateOffsetPeriod
@ UnderlyingPaymentStreamLinkEstimatedTradingDays
@ LegPaymentStreamResetFrequencyUnit
@ UnderlyingCashSettlNumOfValuationDates
@ ReturnRateValuationEndDateUnadjusted
@ UnderlyingReturnRateNotionalReset
@ CashSettlDateOffsetUnit
@ NoLegProtectionTermObligations
@ LegCashSettlNumOfValuationDates
@ UnderlyingMinPriceIncrement
@ UnderlyingRateSpreadStepDate
@ DeliveryScheduleSettlTimeType
@ UnderlyingPaymentStubIndex2CurvePeriod
@ NoProvisionCashSettlValueDateBusinessCenters
@ UnderlyingPaymentStreamDiscountRate
@ UnderlyingExtraordinaryEventValue
@ UnderlyingPaymentStreamInitialFixingDateRelativeTo
@ LegPaymentStreamCompoundingDatesOffsetPeriod
@ ComplexEventDateAdjusted
@ OptionExerciseEarliestDateOffsetDayType
@ UnderlyingLegSecurityType
@ UnderlyingPaymentStreamPaymentDateBusinessDayConvention
@ NoSecurityClassifications
@ UnderlyingProvisionOptionExerciseLatestTime
@ PaymentStreamCompoundingFinalRateRoundingDirection
@ UnderlyingManualNoticeBusinessCenter
@ CashSettlMinimumQuoteCurrency
@ DividendFXTriggerDateOffsetUnit
@ EncodedDeliveryStreamCycleDesc
@ NoAdditionalTermBondRefs
@ PaymentSettlPartyRoleQualifier
@ UnderlyingProtectionTermEventMinimumSources
@ LegMarketDisruptionFallbackValue
@ UnderlyingStreamEffectiveDateOffsetDayType
@ UnderlyingPaymentStreamContractPrice
@ UnderlyingDividendPeriodPaymentDateAdjusted
@ LegFallbackExerciseIndicator
@ UnderlyingReturnRateValuationStartDateOffsetPeriod
@ UnderlyingOptionExerciseStartDateRelativeTo
@ NoUnderlyingProtectionTerms
@ LegReturnRateValuationStartDateUnadjusted
@ UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetDayType
@ LegPhysicalSettlMaximumBusinessDays
@ LegPaymentSchedulePaySide
@ ComplexEventPricePercentage
@ NoUnderlyingStreamCommoditySettlPeriods
@ LegAdditionalTermBondDayCount
@ LegPaymentStreamInitialPrincipalExchangeIndicator
@ InstrumentScopeSecurityIDSource
@ UnderlyingOriginalNotionalPercentageOutstanding
@ LegPaymentStreamPricingDateType
@ RelatedPositionIDSource
@ PaymentStreamLinkNumberOfDataSeries
@ UnderlyingAdditionalTermBondCouponType
@ IntraFirmTradeIndicator
@ PaymentStubStartDateRelativeTo
@ UnderlyingPaymentStreamRateSpreadCurrency
@ AllocRiskLimitCheckStatus
@ ProvisionCashSettlPaymentDateRangeFirst
@ UnderlyingPaymentScheduleFixingDateUnadjusted
@ LegComplexEventFixingTime
@ ProtectionTermEventValue
@ UnderlyingAllDividendsIndicator
@ DividendNegativeRateTreatment
@ UnderlyingStreamNotional
@ NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters
@ UnderlyingDividendAccrualPaymentDateBusinessCenter
@ SettlMethodElectionDateRelativeTo
@ UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenter
@ UnderlyingProtectionTermBuyerNotifies
@ RelatedToDividendPeriodXIDRef
@ UnderlyingComplexEventXIDRef
@ UnderlyingOptionExerciseExpirationDateOffsetDayType
@ LegPaymentStreamNegativeRateTreatment
@ LegFinancialInstrumentFullName
@ UnderlyingStrikePriceDeterminationMethod
@ ProvisionOptionExerciseStartDateAdjusted
@ UnderlyingCountryOfIssue
@ PaymentStreamCompoundingFixedRate
@ UnderlyingComplexEventCreditEventValue
@ RequestingPartyRoleQualifier
@ LegPaymentStreamFirstObservationDateOffsetUnit
@ HistoricalReportIndicator
@ StreamCommodityAltIDSource
@ UnderlyingComplexEventFixingTimeBusinessCenter
@ LegStreamEffectiveDateOffsetDayType
@ NoUnderlyingMarketDisruptionFallbacks
@ LegProvisionCashSettlPaymentDateBusinessCenter
@ MakeWholeBenchmarkCurveName
@ UnderlyingPaymentStreamFRADiscounting
@ TotalTradingBusinessDays
@ StreamNotionalDeterminationMethod
@ LegStreamEffectiveDateOffsetPeriod
@ PaymentStreamInitialFixingDateBusinessDayConvention
@ LegProvisionOptionExpirationDateOffsetUnit
@ StreamCommoditySettlStart
@ UnderlyingNotionalDeterminationMethod
@ UnderlyingDividendPeriodUnderlierRefID
@ TotNumCollateralRequests
@ UnderlyingPaymentStreamNearestExchangeContractRefID
@ UnderlyingDividendInitialRate
@ NoPaymentStreamResetDateBusinessCenters
@ EncodedUnderlyingStreamTextLen
@ LegStreamNotionalFrequencyPeriod
@ StrikePriceBoundaryMethod
@ UnderlyingPaymentStreamFinalPrincipalExchangeIndicator
@ UnderlyingDeliveryScheduleNegativeTolerance
@ LegComplexEventCreditEventDayType
@ LegPaymentScheduleStepRate
@ ProvisionOptionExerciseBoundsFirstDateUnadjusted
@ PaymentPresentValueCurrency
@ NoProvisionCashSettlPaymentDateBusinessCenters
@ LegPaymentScheduleInterimExchangeDateAdjusted
@ ProvisionOptionExerciseConfirmation
@ NoPaymentSettlPartySubIDs
@ MarketDisruptionFallbackBasketDivisor
@ UnderlyingStreamCommodityRateReferencePageHeading
@ LegAdditionalTermBondIssuer
@ UnderlyingPaymentStreamPricingDateType
@ UnderlyingProvisionOptionSinglePartyBuyerSide
@ UnderlyingAssetAttributeType
@ EncodedLegDocumentationText
@ ProvisionPartySubIDType
@ UnderlyingPaymentStreamFinalPricePaymentDateAdjusted
@ RelatedPartyDetailSubID
@ UnderlyingSettlementDate
@ LegPaymentStreamFormulaCurrency
@ ProtectionTermEventPeriod
@ LegDeliveryStreamToleranceUnitOfMeasure
@ ProvisionOptionExerciseFrequencyPeriod
@ NoUnderlyingBusinessCenters
@ UnderlyingStreamCalculationFrequencyUnit
@ UnderlyingProvisionOptionMinimumNumber
@ YieldRedemptionPriceType
@ PaymentScheduleFixingDateOffsetUnit
@ UnderlyingDividendFXTriggerDateOffsetUnit
@ SecurityClassificationReason
@ AllocCommissionSharedIndicator
@ OptionExerciseExpirationFrequencyUnit
@ LegPaymentStreamInflationLagPeriod
@ LegSettlRatePostponementSurvey
@ PaymentStreamInterimPrincipalExchangeIndicator
@ PaymentStreamFormulaImageLength
@ StreamCommodityRateSource
@ UnderlyingDeliveryStreamDeliveryPoint
@ DividendPeriodBusinessCenter
@ BenchmarkSecurityIDSource
@ NoUnderlyingPaymentStreamPricingDays
@ UnderlyingDividendPeriodSequence
@ UnderlyingPaymentStubRate
@ UnderlyingFlexibleIndicator
@ NoStreamCalculationPeriodBusinessCenters
@ UnderlyingPaymentStreamCalculationLagUnit
@ UnderlyingStreamCalculationPeriodDate
@ MarketDisruptionFallbackBasketCurrency
@ DividendAccrualFixedRate
@ UnderlyingStreamCommodityNearbySettlDayUnit
@ MarketSegmentRelationship
@ UnderlyingReturnRateCommissionBasis
@ UnderlyingProvisionCashSettlPaymentDateBusinessCenter
@ LegCreditSupportAgreementDesc
@ ProtectionTermEventDayType
@ UnderlyingPaymentStreamLinkStrikePrice
@ LegSettlMethodElectionDateRelativeTo
@ PartyDetailDefinitionStatus
@ UnderlyingSettlMethodElectionDateBusinessDayConvention
@ PaymentStreamCompoundingDatesRelativeTo
@ UnderlyingDividendCapRateSellSide
@ LegProvisionOptionExerciseFixedDate
@ UnderlyingPaymentStreamFirstPaymentDateUnadjusted
@ LegStreamCommoditySettlDateRollUnit
@ LegProvisionDateUnadjusted
@ ReturnRateQuoteCurrency
@ NoUnderlyingMarketDisruptionFallbackReferencePrices
@ DividendPeriodPaymentDateOffsetPeriod
@ LegCashSettlMinimumQuoteCurrency
@ NoUnderlyingPhysicalSettlDeliverableObligations
@ ProtectionTermEventNewsSource
@ NoProvisionOptionRelevantUnderlyingDateBusinessCenters
@ NoProtectionTermEventNewsSources
@ NoPaymentStreamPricingBusinessCenters
@ ProvisionOptionExpirationDateUnadjusted
@ LegPaymentStreamCompoundingRollConvention
@ PaymentStreamRateMultiplier
@ UnderlyingObligationType
@ LegPaymentScheduleRateSpreadPositionType
@ LegMakeWholeBenchmarkQuote
@ ComplexEventRateSourceType
@ UnderlyingPaymentStubIndex2Source
@ LegDividendFXTriggerDateOffsetDayType
@ OptionsExchangeDividendsIndicator
@ NoUnderlyingProtectionTermEvents
@ DividendPeriodValuationDateUnadjusted
@ PaymentStubIndex2RateSpreadPositionType
@ OptionExerciseExpirationDateOffsetPeriod
@ UnderlyingReturnRateValuationStartDateRelativeTo
@ PaymentStreamInterpolationPeriod
@ AnnualTradingBusinessDays
@ ReturnRateValuationFrequencyRollConvention
@ OptionExerciseStartDateRelativeTo
@ NoRelatedPartyDetailSubIDs
@ UnderlyingPaymentStreamInitialRate
@ UnderlyingPaymentStreamNegativeRateTreatment
@ PaymentStreamLinkStrikePrice
@ PaymentStreamCompoundingDate
@ LegCashSettlDateOffsetDayType
@ ProvisionOptionExpirationDateOffsetPeriod
@ PaymentStreamPaymentFrequencyUnit
@ LegPaymentStreamWorldScaleRate
@ LegDeliveryStreamPositiveTolerance
@ PaymentStreamPricingBusinessCenter
@ NoUnderlyingComplexEventCreditEventQualifiers
@ UnderlyingAssetAttributeValue
@ UnderlyingPaymentStreamRateIndex2CurveUnit
@ LegPaymentStreamCompoundingFinalRatePrecision
@ ProtectionTermEventBusinessCenter
@ UnderlyingPaymentStreamCompoundingFixedRate
@ UnderlyingPaymentStreamCompoundingRateSpread
@ LegStreamCommoditySettlHolidaysProcessingInstruction
@ UnderlyingPaymentStreamCapRate
@ ReturnRateCommissionAmount
@ DividendFloatingRateSpread
@ UnderlyingEventTimeUnit
@ UnderlyingPaymentStubEndDateRelativeTo
@ UnderlyingMakeWholeRecallSpread
@ UnderlyingPaymentStreamFinalRate
@ TargetPartyRoleQualifier
@ FallbackExerciseIndicator
@ LegProvisionOptionRelevantUnderlyingDateOffsetUnit
@ PaymentScheduleFixingTimeBusinessCenter
@ LegReturnRateValuationStartDateOffsetUnit
@ NoOptionExerciseExpirationDates
@ LegPaymentStubIndexRateMultiplier
@ LegProvisionOptionExpirationDateBusinessDayConvention
@ UnderlyingPaymentStreamInflationPublicationSource
@ NoProvisionOptionExpirationDateBusinessCenters
@ LegComplexEventCreditEventsXIDRef
@ ExtraordinaryDividendDeterminationMethod
@ UnderlyingComplexEventDateRelativeTo
@ LegAdditionalTermBondCouponFrequencyUnit
@ LegPaymentStubIndex2RateMultiplier
@ UnderlyingFlowScheduleType
@ UnderlyingStreamEffectiveDateBusinessDayConvention
@ UnderlyingDeliveryScheduleToleranceType
@ TotNumAssignmentReports
@ ReturnRateNotionalReset
@ LegComplexEventPriceBoundaryMethod
@ StreamTotalNotionalUnitOfMeasure
@ UnderlyingProvisionCashSettlCurrency2
@ LegReturnRateValuationEndDateOffsetPeriod
@ PaymentScheduleStepOffsetRate
@ ProvisionCashSettlPaymentDateRelativeTo
@ InstrmtAssignmentMethod
@ PaymentStreamInflationPublicationSource
@ StreamTerminationDateOffsetDayType
@ UnderlyingProvisionOptionRelevantUnderlyingDateAdjusted
@ LegDeliveryStreamTotalPositiveTolerance
@ LegDividendPeriodStartDateUnadjusted
@ LegPaymentStreamNonDeliverableSettlRateSource
@ LegPaymentStubIndex2RateSpread
@ UnderlyingReturnRatePriceBasis
@ PaymentStreamReferenceLevel
@ UnderlyingProvisionOptionExerciseLatestTimeBusinessCenter
@ LegMakeWholeInterpolationMethod
@ LegDividendFinalRateRoundingDirection
@ LegContractualMatrixTerm
@ ReturnRateValuationDateOffsetPeriod
@ UnderlyingExchangeLookAlike
@ StreamNotionalFrequencyUnit
@ PaymentStreamContractPrice
@ UnderlyingPaymentStubEndDateOffsetUnit
@ SecondaryServiceLocationID
@ UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit
@ AuctionTypeProductComplex
@ UnderlyingProvisionCashSettlPaymentDateBusinessDayConvention
@ UnderlyingPaymentStubIndexRateTreatment
@ LegPaymentScheduleFixingDateRelativeTo
@ LegPaymentScheduleSettlPeriodPriceCurrency
@ UnderlyingStreamTerminationDateOffsetDayType
@ UnderlyingDividendReinvestmentIndicator
@ NoOptionExerciseExpirationDateBusinessCenters
@ PaymentAmountRelativeTo
@ UnderlyingOptionExerciseBusinessDayConvention
@ LegProtectionTermEventType
@ NoStreamCalculationPeriodDates
@ LegOptionExerciseLatestTime
@ LegPaymentStubIndexRateSpreadPositionType
@ LegDividendFloorRateSellSide
@ PricingTimeBusinessCenter
@ LegStreamAssetAttributeValue
@ UnderlyingPaymentStubEndDateOffsetPeriod
@ DerivativeInstrumentPartySubID
@ UnderlyingProvisionOptionExerciseStartDateOffsetUnit
@ LegPaymentScheduleStepFrequencyUnit
@ NoUnderlyingComplexEventSchedules
@ SettledEntityMatrixPublicationDate
@ UnderlyingReturnRateValuationEndDateOffsetDayType
@ UnderlyingCashSettlCurrency
@ UnderlyingReturnRateValuationDateType
@ LegPaymentStreamRateIndex
@ UnderlyingStreamFirstPeriodStartDateBusinessDayConvention
@ LegStreamVersionEffectiveDate
@ LegPaymentScheduleStepOffsetValue
@ PartyDetailAltSubIDType
@ SettlRatePostponementSurvey
@ UnderlyingPaymentStreamTotalFixedAmount
@ UnderlyingMarketDisruptionFallbackBasketDivisor
@ LegPaymentStreamRateIndexUnitOfMeasure
@ OrderPercentOfTotalVolume
@ LegPaymentStreamCompoundingDatesBusinessCenter
@ UnderlyingStreamCommoditySettlCountry
@ LegPaymentStreamReferenceLevelEqualsZeroIndicator
@ TradingUnitPeriodMultiplier
@ UnderlyingAutomaticExerciseIndicator
@ EncodedUnderlyingAdditionalTermBondDescLen
@ PaymentStubIndexCurveUnit
@ NoProtectionTermObligations
@ PaymentStreamLinkInitialLevel
@ LegPaymentStreamRateSpreadType
@ ReturnRateValuationPriceOption
@ PaymentScheduleInterimExchangeDatesOffsetPeriod
@ DividendPeriodValuationDateAdjusted
@ ComplexEventScheduleFrequencyUnit
@ LegPaymentStreamCompoundingFrequencyUnit
@ LegPaymentStreamNearestExchangeContractRefID
@ PaymentStreamRateIndexLocation
@ UnderlyingPaymentStreamRateIndexIDSource
@ UnderlyingReturnRateReferencePage
@ UnderlyingComplexEventCreditEventType
@ PaymentStubStartDateBusinessDayConvention
@ LegPaymentStreamFinalRateRoundingDirection
@ ReturnRateQuoteExchange
@ LegPaymentStreamRateIndexCurvePeriod
@ PaymentStreamLinkMaximumBoundary
@ UnderlyingDividendPeriodValuationDateUnadjusted
@ UnderlyingPaymentStreamCompoundingRateIndexCurveUnit
@ PaymentStreamContractPriceCurrency
@ LegPriceUnitOfMeasureCurrency
@ PaymentStreamCompoundingFloorRate
@ MakeWholeBenchmarkQuote
@ UnderlyingInstrumentPartySubIDType
@ NoReturnRateInformationSources
@ LegStreamCommoditySettlPeriodNotionalUnitOfMeasure
@ PaymentStreamPricingBusinessDayConvention
@ UnderlyingCashSettlValuationFirstBusinessDayOffset
@ LegProvisionOptionRelevantUnderlyingDateBusinessCenter
@ PaymentStreamInflationLagPeriod
@ UnderlyingAssetAttributeLimit
@ LegPaymentStreamRateIndexSource
@ LegReturnRateValuationTime
@ PaymentScheduleRateSourceType
@ UnderlyingOptionExerciseStartDateOffsetDayType
@ EncodedLegStreamTextLen
@ SubscriptionRequestType
@ LegPaymentStreamVarianceUnadjustedCap
@ QuoteRequestRejectReason
@ LegDividendPeriodPaymentDateOffsetDayType
@ LegDividendEntitlementEvent
@ LegPaymentStreamInflationLagUnit
@ StreamAssetAttributeLimit
@ LegPaymentStubIndexFloorRateBuySide
@ UnderlyingIndexCurveUnit
@ RegulatoryTradeIDSource
@ ShortSaleExemptionReason
@ UnderlyingReturnTrigger
@ UnderlyingOptionsExchangeDividendsIndicator
@ MDStatisticFrequencyUnit
@ PaymentStreamPaymentDateType
@ NoLegContractualDefinitions
@ LegPaymentStreamInflationPublicationSource
@ UnderlyingProvisionOptionExerciseMinimumNotional
@ UnderlyingLegSecurityExchange
@ LegComplexEventDateOffsetUnit
@ UnderlyingReturnRateValuationFrequencyRollConvention
@ LegReturnRateValuationStartDateOffsetDayType
@ InstrumentScopeOperator
@ TargetStrategyPerformance
@ LegMarketDisruptionValue
@ UnderlyingStrikeIndexQuote
@ LegTradingUnitPeriodMultiplier
@ UnderlyingProvisionType
@ UnderlyingPaymentStreamCompoundingDatesBusinessDayConvention
@ LegMasterConfirmationDesc
@ LegPaymentStreamPricingDayType
@ NoPaymentScheduleFixingDays
@ LegProvisionOptionExerciseConfirmation
@ LegDividendAccrualPaymentDateOffsetDayType
@ UnderlyingOptionExerciseExpirationFrequencyUnit
@ PaymentStreamCompoundingCapRateSellSide
@ LegDeliveryStreamCommoditySource
@ LegPaymentStreamFutureValueDateAdjusted
@ LegDividendFXTriggerDateUnadjusted
@ UnderlyingComplexEventDateOffsetPeriod
@ StreamCommodityNearbySettlDayUnit
@ ComplexEventFixingTimeBusinessCenter
@ PaymentStreamCompoundingRateIndexCurveUnit
@ LegComplexEventScheduleEndDate
@ UnderlyingInstrumentPartyRoleQualifier
@ UnderlyingStreamCommodityRateSource
@ LegPaymentStreamFormula
@ LegProtectionTermObligationValue
@ UnderlyingStreamCommodityType
@ UnderlyingStreamCommoditySettlPeriodXIDRef
@ ProvisionOptionExerciseBoundsLastDateUnadjusted
@ StreamCalculationPeriodBusinessCenter
@ PaymentStreamRateSpread
@ UnderlyingReturnRatePriceSequence
@ LegPaymentStreamCompoundingFinalRateRoundingDirection
@ LegPaymentStreamFirstObservationDateRelativeTo
@ SideRegulatoryTradeIDType
@ LegDeliveryStreamDeliveryRestriction
@ LegPaymentStreamNonDeliverableSettlReferencePage
@ PaymentStreamInitialFixingDateOffsetDayType
@ EncodedUnderlyingAdditionalTermBondDesc
@ PaymentStreamFinalPricePaymentDateUnadjusted
@ UnderlyingPaymentScheduleRate
@ EncodedLegFinancialInstrumentFullNameLen
@ UnderlyingPaymentStreamCompoundingFinalRateRoundingDirection
@ LegDeliveryStreamRouteOrCharter
@ UnderlyingCouponDayCount
@ NoLegMarketDisruptionFallbacks
@ LegProtectionTermEventMinimumSources
@ UnderlyingPaymentScheduleRateMultiplier
@ EncodedLegFinancialInstrumentFullName
@ LegDividendPeriodPaymentDateRelativeTo
@ LegPricingDateUnadjusted
@ ListManualOrderIndicator
@ UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc
@ NoLegStreamCalculationPeriodDates
@ UnderlyingDeliveryRouteOrCharter
@ LegPaymentStreamLinkClosingLevelIndicator
@ LegPaymentStreamFirstObservationDateOffsetPeriod
@ UnderlyingPaymentScheduleStepRate
@ DividendPeriodValuationDateOffsetDayType
@ PaymentScheduleSettlPeriodPrice
@ LegProtectionTermCurrency
@ LegPaymentScheduleRateSourceType
@ InstrumentPartyRoleQualifier
@ AdditionalTermBondParValue
@ UnderlyingCashSettlRecoveryFactor
@ FinancingTermSupplementDesc
@ NoUnderlyingPaymentSchedules
@ UnderlyingReturnRateValuationDateOffsetPeriod
@ LegDeliveryScheduleType
@ NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters
@ RequestedPartyRoleQualifier
@ UnderlyingPaymentStreamResetDateRelativeTo
@ PaymentStreamSettlCurrency
@ LegMakeWholeBenchmarkCurveName
@ PaymentStreamRateCutoffDateOffsetPeriod
@ UnderlyingSecurityXMLSchema
@ NoPaymentStreamPricingDates
@ EncodedUnderlyingSecurityDesc
@ ComplexEventScheduleFrequencyPeriod
@ LegComplexEventFuturesPriceValuation
@ UnderlyingStreamEffectiveDateAdjusted
@ UnderlyingPaymentStreamCompoundingEndDateUnadjusted
@ LegDividendUnderlierRefID
@ PaymentStreamPricingDateType
@ DividendAccrualPaymeentDateBusinessDayConvention
@ PaymentStubIndexCapRateSellSide
@ UnderlyingDividendAccrualPaymentDateRelativeTo
@ ReturnRateQuoteTimeType
@ LegStreamCommodityDataSourceID
@ PaymentStreamFirstObservationDateRelativeTo
@ LegProvisionCashSettlPaymentDateBusinessDayConvention
@ UnderlyingPaymentScheduleFixingDateOffsetPeriod
@ UnderlyingPaymentStubIndex2RateMultiplier
@ UnderlyingProvisionCashSettlValueDateBusinessDayConvention
@ LegPaymentStreamCalculationLagPeriod
@ UnderlyingStreamCommoditySettlStart
@ LegStrikePriceBoundaryMethod
@ PaymentStreamCompoundingInitialRate
@ LegProtectionTermObligationType
@ UnderlyingDividendFloatingRateIndex
@ ReturnRateValuationTimeBusinessCenter
@ NoDerivativeInstrumentPartySubIDs
@ LegPaymentStreamRateCutoffDateOffsetUnit
@ UnderlyingStreamCommoditySettlTotalHours
@ LegPaymentStubStartDateAdjusted
@ UnderlyingPaymentStreamInitialFixingDateAdjusted
@ LegPaymentStreamCompoundingFloorRateSellSide
@ LegPaymentStreamDayCount
@ UnderlyingPaymentStreamDiscountType
@ UnderlyingOptPayoutAmount
@ UnderlyingReturnRateValuationDateOffsetDayType
@ UnderlyingDividendFloorRate
@ UnderlyingProtectionTermObligationValue
@ LegCashSettlQuoteAmount
@ LegProvisionOptionExerciseMinimumNotional
@ UnderlyingMakeWholeAmount
@ LegDividendNumOfIndexUnits
@ LegPaymentStreamResetDateBusinessCenter
@ UnderlyingSettlementType
@ MarketDisruptionMaterialityPercentage
@ UnderlyingStreamCalculationPeriodBusinessDayConvention
@ NoLegProvisionOptionExerciseBusinessCenters
@ PaymentStreamCompoundingDatesOffsetPeriod
@ ExerciseSplitTicketIndicator
@ OptionExerciseExpirationDateBusinessDayConvention
@ UnderlyingComplexEventCreditEventsXIDRef
@ UnderlyingFutureIDSource
@ LegPaymentScheduleRateConversionFactor
@ LegStreamCommoditySettlPeriodNotional
@ LegPaymentStreamFirstObservationDateUnadjusted
@ LegReturnRateValuationEndDateOffsetDayType
@ UnderlyingPaymentStreamResetWeeklyRollConvention
@ UnderlyingMarketDisruptionFallbackOpenUnits
@ UnderlyingProtectionTermEventDayType
@ ProvisionCashSettlCurrency
@ UnderlyingPaymentStreamMaximumTransactionAmount
@ LegStreamTerminationDateRelativeTo
@ EncodedUnderlyingExerciseDesc
@ NoUnderlyingProvisionOptionExerciseBusinessCenters
@ PaymentStreamNegativeRateTreatment
@ UnderlyingOptionExerciseExpirationDateOffsetPeriod
@ EncodedLegSecurityDescLen
@ BackloadedTradeIndicator
@ ComplexEventCreditEventRateSource
@ UnderlyingStrikeMultiplier
@ NoLegReturnRateInformationSources
@ LegPaymentScheduleFixingDateOffsetDayType
@ NoLegComplexEventCreditEvents
@ AllocCommissionLegRefID
@ UnderlyingPaymentStreamRateIndexUnitOfMeasure
@ UnderlyingCashSettlValuationMethod
@ UnderlyingDividendPaymentCurrency
@ PaymentStreamRateOrAmountCurrency
@ UnderlyingPaymentStreamCapRateBuySide
@ LegPaymentScheduleFixingDateOffsetPeriod
@ EncodedUnderlyingStreamCommodityDesc
@ NoFinancingTermSupplements
@ CashSettlDateBusinessCenter
@ LegStreamFirstPeriodStartDateBusinessDayConvention
@ LegComplexEventCreditEventNotifyingParty
@ ReturnRateValuationDateBusinessDayConvention
@ EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDescLen
@ PaymentStreamFloorRateSellSide
@ PreviousAdjustedOpenInterest
@ LegProvisionCashSettlValueDateOffsetUnit
@ UnderlyingDeliveryScheduleXID
@ NoLegPaymentStreamFixingDateBusinessCenters
@ LegInstrumentPartySubIDType
@ NotAffectedMarketSegmentID
@ LegDeliveryScheduleSettlHolidaysProcessingInstruction
@ UnderlyingUnitOfMeasureQty
@ ProvisionOptionExpirationTimeBusinessCenter
@ AdditionalTermBondCurrency
@ PaymentStreamResetFrequencyUnit
@ DeliveryScheduleNotionalUnitOfMeasure
@ ReturnRateValuationDateBusinessCenter
@ PaymentStreamFirstPaymentDateUnadjusted
@ UnderlyingDividendAveragingMethod
@ UnderlyingPaymentScheduleSettlPeriodPrice
@ LegStreamCommoditySettlPeriodFrequencyPeriod
@ UnderlyingPaymentStreamFormula
@ LegSettlMethodElectionDateAdjusted
@ ProvisionOptionExerciseStartDateOffsetDayType
@ StreamEffectiveDateOffsetUnit
@ UnderlyingPaymentStreamLinkMaximumBoundary
@ UnderlyingComplexEventXID
@ UnderlyingDividendPeriodPaymentDateUnadjusted
@ UnderlyingPaymentStubLength
@ EncodedUnderlyingDeliveryStreamCycleDesc
@ ProvisionOptionExpirationDateOffsetUnit
@ MarketDisruptionMinimumFuturesContracts
@ UnderlyingComplexEventPeriodType
@ UnderlyingOptionExerciseEarliestTime
@ UnderlyingPaymentStubStartDateOffsetUnit
@ PaymentStreamFirstObservationDateAdjusted
@ SecondaryTradeReportRefID
@ ProtectionTermEventType
@ LegProtectionTermEventPeriod
@ ProvisionCashSettlPaymentDateOffsetPeriod
@ NoLegDeliveryScheduleSettlTimes
@ NoUnderlyingDividendFXTriggerDateBusinessCenters
@ StrikePriceBoundaryPrecision
@ LegOptionExerciseExpirationDateOffsetDayType
@ ProvisionBreakFeeElection
@ UnderlyingPaymentStreamPricingDayNumber
@ UnderlyingOptionExerciseEarliestDateOffsetDayType
@ OptionExerciseExpirationDateRelativeTo
@ SettlMethodElectionDateAdjusted
@ PriceRangeProductComplex
@ PaymentStreamCompoundingDatesBusinessCenter
@ LegPaymentStreamCompoundingStartDateOffsetPeriod
@ LegDividendPeriodPaymentDateOffsetPeriod
@ UnderlyingPaymentStreamCompoundingFrequencyUnit
@ MarketDisruptionFallbackUnderlierType
@ LegReturnRateValuationEndDateAdjusted
@ UnderlyingOptionExerciseExpirationRollConvention
@ CashDistribAgentAcctNumber
@ UnderlyingStreamCommodityAltID
@ SettlRateFallbackRateSource
@ LegComplexEventCreditEventRateSource
@ StreamCommoditySettlDateUnadjusted
@ LegProvisionOptionExerciseBoundsLastDateUnadjusted
@ UnderlyingPriceQuoteMethod
@ LegPaymentStreamCompoundingFloorRate
@ LegSettledEntityMatrixSource
@ LegPaymentStreamInterpolationPeriod
@ UnderlyingProtectionTermStandardSources
@ LegPaymentScheduleSettlPeriodPrice
@ LegDividendFloatingRateIndex
@ StreamCommoditySettlPeriodPrice
@ PaymentStubEndDateOffsetPeriod
@ LegPaymentStreamFlatRateIndicator
@ StreamTerminationDateUnadjusted
@ NoLegDividendAccrualPaymentDateBusinessCenters
@ LegStreamCalculationPeriodDatesXIDRef
@ PaymentStreamFinalPricePaymentDateOffsetfPeriod
@ FloatingRateIndexCurvePeriod
@ ProvisionOptionSinglePartySellerSide
@ LegReturnRatePriceBasis
@ NoLegDeliveryStreamCycles
@ NoUnderlyingPaymentStubs
@ UnderlyingPricingDateUnadjusted
@ UnderlyingReturnRateQuoteDate
@ UnderlyingStreamCommoditySettlPeriodNotional
@ LegStreamEffectiveDateRelativeTo
@ LegPaymentStreamRateIndexID
@ LegDividendFloatingRateIndexCurvePeriod
@ UnderlyingInTheMoneyCondition
@ NoComplexEventSchedules
@ AdditionalTermBondCouponFrequencyUnit
@ UnderlyingComplexEventRateSourceType
@ UnderlyingStreamNotionalCommodityFrequency
@ AdditionalTermBondCouponRate
@ AllocCommissionAmountType
@ UnderlyingSettlMethodElectionDateBusinessCenter
@ LegPaymentStreamLinkNumberOfDataSeries
@ UnderlyingStreamCommodityXIDRef
@ LegReturnRateInformationSource
@ MDSecurityTradingStatus
@ NoDeliveryScheduleSettlTimes
@ LegUnderlyingPriceDeterminationMethod
@ RelatedPartyDetailSubIDType
@ ComplexEventScheduleEndDate
@ CashSettlValuationFirstBusinessDayOffset
@ StreamCommoditySettlPeriodXID
@ NoComplexEventCreditEventQualifiers
@ UnderlyingReturnRateQuoteExpirationTime
@ ExtraordinaryEventValue
@ ProvisionCashSettlValueDateBusinessCenter
@ PaymentStubIndex2CapRate
@ ReturnRateValuationFrequencyPeriod
@ UnderlyingPaymentStreamFloorRateBuySide
@ LegPaymentStreamRateConversionFactor
@ TradeReportingIndicator
@ PaymentScheduleFixingDateUnadjusted
@ InstrumentScopeMaturityMonthYear
@ UnderlyingPaymentStreamFirstObservationDateOffsetPeriod
@ UnderlyingPaymentStubIndex2RateSpreadPositionType
@ UnderlyingProtectionTermEventNewsSource
@ NoUnderlyingStreamCommodityDataSources
@ PaymentStreamInitialFixingDateBusinessCenter
@ UnderlyingComplexEventCondition
@ UnderlyingProvisionOptionExpirationDateAdjusted
@ LegDividendPeriodBusinessDayConvention
@ MarketDepthTimeIntervalUnit
@ StreamCommoditySettlDateBusinessDayConvention
@ LegStreamCommoditySettlTotalHours
@ UnderlyingStreamCommoditySettlEnd
@ DeliveryStreamRiskApportionment
@ LegPaymentStreamPaymentDateOffsetDayType
@ ProvisionCashSettlValueDateBusinessDayConvention
@ StreamCommoditySecurityID
@ NoUnderlyingPaymentStreamFixingDateBusinessCenters
@ InstrumentScopeSecurityType
@ PaymentStreamRateIndexCurvePeriod
@ LegOptionExerciseExpirationDateBusinessCenter
@ UnderlyingDeliveryScheduleSettlStart
@ EncodedListStatusTextLen
@ LegAdditionalTermBondCouponRate
@ DeliveryScheduleNegativeTolerance
@ LegStreamCommoditySettlPeriodFrequencyUnit
@ UnderlyingStreamCalculationCorrectionPeriod
@ UnderlyingDeliveryStreamPipeline
@ UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod
@ LegStreamCommoditySettlPeriodPriceUnitOfMeasure
@ ProvisionDateBusinessDayConvention
@ LegPaymentScheduleFixingDayCount
@ UnderlyingPaymentStreamInitialFixingDateBusinessDayConvention
@ CommissionSharedIndicator
@ ComplexEventPriceTimeType
@ UnderlyingComplexEventPriceBoundaryPrecision
@ PaymentStreamFutureValueDateAdjusted
@ ProvisionOptionExerciseEarliestDateOffsetUnit
@ NoMarketDisruptionFallbackReferencePrices
@ AdditionalTermBondSeniority
@ LegPaymentStreamAveragingMethod
@ LegPaymentStreamLastResetRate
@ EncodedAdditionalTermBondIssuer
@ UnderlyingPaymentStreamFixingDateRelativeTo
@ UnderlyingReturnRateQuoteMeasureType
@ UnderlyingPaymentScheduleEndDateUnadjusted
@ UnderlyingComplexEventScheduleRollConvention
@ LegComplexEventPeriodType
@ LegDeliveryScheduleSettlTimeType
@ LegComplexEventPVFinalPriceElectionFallback
@ UnderlyingStreamTerminationDateUnadjusted
@ UnderlyingStreamVersionEffectiveDate
@ LegDeliveryStreamTransportEquipment
@ LegProvisionOptionExerciseStyle
@ NoUnderlyingStreamCommoditySettlTimes
@ LegPaymentStubEndDateAdjusted
@ DerivativeSecurityIDSource
@ UnderlyingPaymentScheduleXIDRef
@ CollateralAmountMarketSegmentID
@ LegProvisionCashSettlCurrency
@ PaymentStreamFormulaImage
@ NoLegReturnRateFXConversions
@ ProvisionOptionExpirationDateRelativeTo
@ LegStreamNotionalDeterminationMethod
@ LegStreamCommoditySecurityIDSource
@ PaymentScheduleFixingTime
@ UnderlyingStreamCommodityRateReferencePage
@ RiskLimitUtilizationPercent
@ DividendFXTriggerDateUnadjusted
@ LegStreamCommoditySettlDayType
@ LegDeliveryStreamToleranceType
@ OptionExerciseStartDateUnadjusted
@ UnderlyingStreamCommoditySettlDateRollUnit
@ LegPaymentScheduleRateSource
@ LegComplexEventCreditEventBusinessCenter
@ SettlPriceUnitOfMeasureCurrency
@ LegPaymentStreamCompoundingStartDateUnadjusted
@ LegSettlRateFallbackRateSource
@ LegPaymentStubIndex2CurveUnit
@ UnderlyingPaymentStreamFinalPricePaymentDateOffsetDayType
@ PaymentStreamResetFrequencyPeriod
@ LegDividendNegativeRateTreatment
@ LegPaymentStreamCompoundingRateIndex
@ NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters
@ NoUnderlyingPaymentStubEndDateBusinessCenters
@ UnderlyingPaymentStreamCompoundingAveragingMethod
@ SideTradeReportingIndicator
@ LegReturnRateQuoteMethod
@ UnderlyingPaymentStreamAccrualDays
@ NoLegProvisionOptionExpirationDateBusinessCenters
@ UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit
@ UnderlyingPaymentStreamCompoundingStartDateAdjusted
@ OptionExerciseExpirationTime
@ LegStreamCalculationCorrectionPeriod
@ LegComplexEventSpotRate
@ LegPaymentStreamCompoundingRateIndexCurveUnit
@ ProtectionTermSellerNotifies
@ LegPaymentStreamCompoundingDatesBusinessDayConvention
@ DividendFinalRatePrecision
@ NoLegPaymentScheduleFixingDateBusinessCenters
@ UnderlyingPaymentStreamPaymentDateType
@ UnderlyingPaymentStreamFormulaImageLength
@ PaymentStreamRateIndex2CurveUnit
@ UnderlyingPaymentStreamFlatRateIndicator
@ CashSettlDateBusinessDayConvention
@ UnderlyingPaymentStreamPaymentDateRelativeTo
@ PaymentStreamFinalRatePrecision
@ LegPaymentStreamCompoundingEndDateOffsetDayType
@ LegPaymentStreamRateCutoffDateOffsetDayType
@ ReturnRateValuationDateOffsetUnit
@ PaymentStreamRateSpreadType
@ LegPaymentStreamFixingDateAdjusted
@ UnderlyingSettlMethodElectionDateOffsetPeriod
@ PaymentSettlPartyIDSource
@ UnderlyingDividendFXTriggerDateOffsetPeriod
@ FinancialInstrumentShortName
@ LegCashSettlDateOffsetUnit
@ UnderlyingDividendFXTriggerDateRelativeTo
@ UnderlyingStrikeIndexSpread
@ ReturnRateValuationDateType
@ LegAdditionalTermBondMaturityDate
@ NoInstrumentPartySubIDs
@ LegFinancingTermSupplementDesc
@ UnderlyingOptionExerciseBusinessCenter
@ LegProtectionTermEventQualifier
@ RiskLimitVelocityPeriod
@ UnderlyingPaymentStreamNonDeliverableRefCurrency
@ SideTrdRegTimestampType
@ NoComplexEventCreditEvents
@ ComplexEventCreditEventType
@ LegDeliveryStreamWithdrawalPoint
@ UnderlyingReturnRateValuationDateBusinessDayConvention
@ UnderlyingReturnRateValuationDateRelativeTo
@ NoUnderlyingProtectionTermEventQualifiers
@ ProvisionOptionExercisePeriodSkip
@ LegPaymentStreamFixingDateOffsetUnit
@ AdditionalTermBondCouponFrequencyPeriod
@ LegOptionExerciseTimeBusinessCenter
@ LegOptionExerciseExpirationDate
@ StreamFirstPeriodStartDateBusinessCenter
@ NoUnderlyingPricingDateBusinessCenters
@ LegDeliveryStreamPipeline
@ ComplexEventCreditEventValue
@ LegPaymentScheduleRateUnitOfMeasure
@ UnderlyingProvisionCashSettlQuoteSource
@ RelatedSecurityIDSource
@ UnderlyingContractMultiplierUnit
@ ComplexEventCurrencyOne
@ PaymentScheduleFixingDayDistribution
@ UnderlyingPriceQuoteCurrency
@ UnderlyingPaymentStreamInflationLagDayType
@ LegPricingDateBusinessDayConvention
@ ComplexOptPayoutReceiveSide
@ BlockTradeEligibilityIndicator
@ UnderlyingPaymentStubIndexFloorRateBuySide
@ NoLegStreamAssetAttributes
@ LegRepoCollateralSecurityType
@ UnderlyingStreamCommodityNearbySettlDayPeriod
@ PaymentStubStartDateOffsetPeriod
@ UnderlyingPaymentStubIndex2CapRate
@ UnderlyingPaymentStreamDelayIndicator
@ PaymentStreamCompoundingStartDateRelativeTo
@ UnderlyingStreamCommoditySettlPeriodPriceUnitOfMeasure
@ UnderlyingDeliveryScheduleSettlDay
@ PaymentStreamPricingDayCount
@ MDStatisticIntervalType
@ UnderlyingPaymentScheduleFixingLagUnit
@ LegComplexEventQuoteBasis
@ UnderlyingSettlRatePostponementCalculationAgent
@ NoUnderlyingProvisionDateBusinessCenters
@ LegPaymentStreamInflationIndexSource
@ LegComplexEventDateBusinessCenter
@ UnderlyingPaymentStreamRateSpreadPositionType
@ LegReturnRateValuationDateType
@ UnderlyingProvisionDateTenorUnit
@ EntitlementRequestResult
@ UnderlyingPaymentStreamPricingDate
@ UnderlyingPaymentScheduleFixingTimeBusinessCenter
@ LegProtectionTermEventDayType
@ UnderlyingProtectionTermObligationType
@ LegOptionExerciseStartDateRelativeTo
@ LegComplexOptPayoutTime
@ PaymentStubIndexFloorRateSellSide
@ NoUnderlyingOptionExerciseExpirationDates
@ UnderlyingDividendAccrualPaymentDateOffsetUnit
@ UnderlyingProvisionCashSettlValueDateRelativeTo
@ UnderlyingPaymentStreamCompoundingPeriodSkip
@ NoLegComplexEventCreditEventQualifiers
@ OptionExerciseEarliestDateOffsetUnit
@ StreamLastRegularPeriodEndDateUnadjusted
@ ProtectionTermObligationValue
@ ProvisionOptionExerciseFixedDate
@ LegOptionExerciseExpirationTime
@ LegPaymentStreamFirstObservationDateAdjusted
@ NoStreamCommodityDataSources
@ DeliveryScheduleSettlHolidaysProcessingInstruction
@ UnderlyingPaymentStreamCompoundingXIDRef
@ PaymentStubIndexRateMultiplier
@ UnderlyingSettlRateIndex
@ UnderlyingProvisionOptionRelevantUnderlyingDateOffsetDayType
@ LegSettlMethodElectionDateOffsetDayType
@ UnderlyingPaymentStreamFinalPricePaymentDateRelativeTo
@ UnderlyingDividendPeriodValuationDateOffsetDayType
@ UnderlyingPhysicalSettlTermXID
@ LegStreamCommodityAltID
@ UnderlyingCashSettlValuationTime
@ ProtectionTermBuyerNotifies
@ UnderlyingPaymentStreamRateIndex
@ UnderlyingUnitOfMeasure
@ ComplexEventScheduleStartDate
@ PaymentStreamFinalPricePaymentDateRelativeTo
@ SideCollateralAmountMarketSegmentID
@ LegReturnRateQuoteCurrency
@ OptionExerciseStartDateOffsetUnit
@ ProtectionTermEventQualifier
@ PaymentStreamRateSpreadUnitOfMeasure
@ UnderlyingDeliveryScheduleSettlCountry
@ LegPaymentStreamRealizedVarianceMethod
@ NoUnderlyingProvisionPartyIDs
@ PaymentStreamCalculationLagUnit
@ LegPaymentStreamInitialFixingDateRelativeTo
@ LegSettlMethodElectionDateOffsetPeriod
@ SecurityMassTradingStatus
@ LegProvisionCashSettlMethod
@ LegPaymentStubFixedCurrency
@ UnderlyingPaymentStreamInflationLagUnit
@ LimitedRightToConfirmIndicator
@ NoLegSettlRateFallbacks
@ ProvisionCashSettlValueDateOffsetDayType
@ UnderlyingPaymentStreamFirstObservationDateRelativeTo
@ LegProvisionOptionExercisePeriodSkip
@ PaymentStreamCompoundingDatesBusinessDayConvention
@ UnderlyingPaymentStreamRateCutoffDateOffsetPeriod
@ PaymentStreamDaysAdjustmentIndicator
@ UnderlyingProvisionText
@ LegDividendPeriodUnderlierRefID
@ LegStreamEffectiveDateBusinessDayConvention
@ NoLegDeliveryScheduleSettlDays
@ LegSettlRatePostponementMaximumDays
@ LegStreamTerminationDateBusinessDayConvention
@ EncodedFinancialInstrumentFullNameLen
@ UnderlyingPaymentStreamCompoundingEndDateOffsetDayType
@ PaymentScheduleReceiveSide
@ UnderlyingPaymentStreamFlatRateCurrency
@ UnderlyingAdditionalTermBondDesc
@ UnderlyingSettlementStatus
@ LegComplexEventRateSourceType
@ LegStreamFirstPeriodStartDateBusinessCenter
@ LegPaymentStreamLinkExpiringLevelIndicator
@ StreamCommoditySettlDay
@ UnderlyingPaymentStubStartDateBusinessDayConvention
@ LegReturnRateQuoteExpirationTime
@ ConvertibleBondEquityIDSource
@ UnderlyingMarketDisruptionEvent
@ OffMarketPriceIndicator
@ EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc
@ LegProvisionOptionRelevantUnderlyingDateUnadjusted
@ UnderlyingComplexOptPayoutAmount
@ UnderlyingPaymentStreamPaymentDateBusinessCenter
@ UnderlyingRestructuringType
@ StreamCommoditySettlPeriodNotional
@ UnderlyingOptionExerciseStartDateOffsetUnit
@ LegStreamCalculationPeriodBusinessDayConvention
@ ProtectionTermEventUnit
@ NoLegComplexEventAveragingObservations
@ LegPaymentStreamResetFrequencyPeriod
@ ProvisionCashSettlPaymentDateOffsetUnit
@ UnderlyingProvisionCashSettlPaymentDateRelativeTo
@ NoLegOptionExerciseBusinessCenters
@ LegPaymentStreamResetDateRelativeTo
@ NoLegFinancingTermSupplements
@ LegStreamCalculationRollConvention
@ TargetStrategyParameters
@ UnderlyingPaymentStreamFixingDateAdjusted
@ PaymentStreamLinkExpiringLevelIndicator
@ LegPriceUnitOfMeasureQty
@ DiscretionRoundDirection
@ EncodedDocumentationTextLen
@ ProvisionOptionMaximumNumber
@ NoLegPaymentStreamPricingDates
@ LegDeliveryStreamTotalNegativeTolerance
@ LegOptionExerciseNominationDeadline
@ LegDividendFloorRateBuySide
Namespace for all types and functions of High Frequency FIX Parser.
void dictionary_init_field(AssociativeContainer &dictionary)
Populate an AssociativeContainer with the names of all the FIX fields.
void dictionary_init_message(AssociativeContainer &dictionary)
Populate an AssociativeContainer with the names of all the FIX message types.
