Build Number: 58fc6bd
Project Version: 1.3
Build Date: 2015-11-26T07:09:28

NoOfSecSizes.class: 1382
LegAllocAccount.class: 1393
DerivativeInstrumentPartySubID.class: 1468
LegCurrencyRatio$Values.class: 1461
NoStrikes.class: 1367
ExecRestatementReason$FieldFactory.class: 1906
ClearingFeeIndicator.class: 1639
SecurityIDSource.class: 1610
LegRefID.class: 1358
OptPayoutType$Values.class: 1634
MDEntryForwardPoints$Values.class: 1493
SecDefStatus$FieldFactory.class: 1204
RelationshipRiskRestructuringType.class: 1483
TradingReferencePrice.class: 1422
NestedInstrAttribValue$Values.class: 1509
ConfirmRefID.class: 1378
ApplReportType$Values.class: 1903
BidForwardPoints.class: 1403
LegIssueDate$Values.class: 1429
TargetStrategyParameters$Values.class: 1525
PriceImprovement.class: 1403
Text.class: 1337
LegInterestAccrualDate.class: 1434
AllocClearingFeeIndicator$Values.class: 1533
TrdRepIndicator$Values.class: 1453
Nested2PartySubIDType.class: 1420
DerivativeSecurityAltIDSource.class: 1463
StrategyParameterType$FieldFactory.class: 2737
LegQty$Values.class: 1381
TriggerPriceTypeScope$FieldFactory.class: 1212
NoRelationshipRiskWarningLevels.class: 1477
NestedPartyRole.class: 1390
RoutingID.class: 1363
OrigTradeDate.class: 1389
PaymentRef.class: 1368
PegSecurityID.class: 1383
DefaultApplVerID$Values.class: 1461
OrderRestrictions$Values.class: 2737
BidYield.class: 1362
SolicitedFlag$Values.class: 1589
DeliveryForm.class: 1580
UnderlyingSettlementDate.class: 1444
RiskFlexibleIndicator$Values.class: 1501
ContingencyType$Values.class: 1850
UnderlyingFlowScheduleType.class: 1445
DerivativeInstrumentPartyID.class: 1453
RiskEncodedSecurityDesc.class: 1431
TrdRegTimestampType.class: 1629
TimeToExpiration$Values.class: 1461
SecondaryHighLimitPrice$Values.class: 1517
TrdRegTimestamp$Values.class: 1453
ClientBidID$Values.class: 1421
SideValue2$Values.class: 1413
ResetSeqNumFlag$Values.class: 1603
ExDate$Values.class: 1381
OrigTime$Values.class: 1397
DiscretionInst.class: 1595
NoRoutingIDs.class: 1382
TradeLinkID$Values.class: 1421
ContextPartySubID$Values.class: 1469
DisplayWhen$Values.class: 1594
UnderlyingStrikeCurrency.class: 1440
PosReqStatus$FieldFactory.class: 1047
CashSettlAgentContactName$Values.class: 1533
NoTradingSessions$Values.class: 1469
UnderlyingExerciseStyle$Values.class: 1517
BasisPxType$FieldFactory.class: 1882
OnBehalfOfLocationID.class: 1418
DerivativeInstrumentPartyRole.class: 1460
SecondaryLowLimitPrice.class: 1427
TriggerType$Values.class: 1723
DerivativePutOrCall$Values.class: 1485
StrikePrice$Values.class: 1421
PartyDetailsRequestResult.class: 1671
MassStatusReqID$Values.class: 1453
UnderlyingLegSecurityType$Values.class: 1533
QuoteSetID.class: 1368
OrigPosReqRefID.class: 1393
NoOrders$Values.class: 1397
RelationshipRiskSecurityIDSource$Values.class: 1589
Seniority$FieldFactory.class: 1018
StrikeExerciseStyle$Values.class: 1485
NoSettlDetails.class: 1392
CurrencyRatio$Values.class: 1437
LegMaturityDate.class: 1399
MDPriceLevel$Values.class: 1429
CouponPaymentDate.class: 1409
AllocLinkType$Values.class: 1576
LegOfferPx.class: 1367
NoRootPartySubIDs.class: 1407
Nested2PartySubID.class: 1403
PossDupFlag$Values.class: 1582
MDReqRejReason$Values.class: 2587
MassStatusReqID.class: 1393
ComplexEventType$Values.class: 2078
ConfirmStatus$FieldFactory.class: 1206
DiscretionInst$Values.class: 2101
ConfirmStatus$Values.class: 1809
ComplexOptPayoutAmount$Values.class: 1509
LegSecurityAltIDSource$Values.class: 1509
MDEntryType$FieldFactory.class: 3524
StreamAsgnType$FieldFactory.class: 1056
AllocRejCode$Values.class: 2608
LegSecurityType$Values.class: 1453
CashDistribAgentAcctNumber$Values.class: 1541
OrigCrossID$Values.class: 1421
MultiLegReportingType.class: 1644
TrdRepIndicator.class: 1394
AllocReportType$Values.class: 2286
AvgPxPrecision.class: 1384
NoPositions$Values.class: 1421
OrdType.class: 1545
LegCoveredOrUncovered.class: 1420
CorporateAction$FieldFactory.class: 2475
NoOrders.class: 1361
DueToRelated.class: 1584
MaturityMonthYearIncrement$Values.class: 1541
LegIssuer.class: 1363
Adjustment$Values.class: 1612
PartyDetailsListReportID$Values.class: 1525
VenueType$FieldFactory.class: 1004
DefaultApplExtID.class: 1395
DerivativePriceQuoteMethod$Values.class: 1541
UnderlyingSettlementStatus$Values.class: 1541
MaturityMonthYearIncrementUnits.class: 1713
CollRespID$Values.class: 1413
EncodedMktSegmDesc.class: 1406
DerivativeUnitOfMeasureQty.class: 1445
UnderlyingStateOrProvinceOfIssue$Values.class: 1589
UserRequestType$Values.class: 1764
TradeRequestType.class: 1608
AffectedSecondaryOrderID.class: 1438
SecurityXML$Values.class: 1421
DefOfferSize$Values.class: 1429
OfferForwardPoints.class: 1413
RptSeq$Values.class: 1381
LowLimitPrice$Values.class: 1437
SettlObligMsgID$Values.class: 1453
RiskFreeRate.class: 1377
LegUnitOfMeasureQty.class: 1410
RiskSecurityID$Values.class: 1445
RegistEmail$Values.class: 1421
EncodedIssuerLen$Values.class: 1461
CPRegType$Values.class: 1405
ClearingInstruction$Values.class: 2702
RefApplLastSeqNum$Values.class: 1469
LegOptAttribute$Values.class: 1453
TradeID$Values.class: 1389
RefApplLastSeqNum.class: 1403
LegDividendYield.class: 1402
OrderHandlingInstSource$FieldFactory.class: 983
LegalConfirm$Values.class: 1598
NoOrdTypeRules$Values.class: 1445
ExpirationQtyType.class: 1615
ExecPriceType$Values.class: 2092
RelationshipRiskWarningLevelPercent$Values.class: 1613
UnderlyingLocaleOfIssue$Values.class: 1517
EndDate$Values.class: 1389
AdvTransType.class: 1581
MatchIncrement.class: 1385
OutsideIndexPct.class: 1397
AllocText.class: 1363
NetChgPrevDay$Values.class: 1437
MDSecSizeType$Values.class: 1511
LegCreditRating$Values.class: 1453
ValidUntilTime.class: 1393
DefaultVerIndicator$Values.class: 1485
LegLastForwardPoints$Values.class: 1493
PosMaintResult.class: 1594
SecondaryAllocID.class: 1398
DerivativeSecurityXML.class: 1421
ListExecInstType$Values.class: 1989
ListSeqNo.class: 1359
NoTrades$Values.class: 1397
ComplexEventEndDate.class: 1419
ImpliedMarketIndicator.class: 1650
PriorSettlPrice$Values.class: 1453
TriggerSecurityID.class: 1403
CollInquiryResult$Values.class: 2464
EncodedMktSegmDesc$Values.class: 1477
ClearingBusinessDate.class: 1424
SideValueInd.class: 1580
RFQReqID$Values.class: 1397
QuoteSetValidUntilTime.class: 1434
NoTickRules.class: 1377
UnderlyingCreditRating.class: 1428
MaxFloor.class: 1354
TriggerTradingSessionID$Values.class: 1517
OnBehalfOfSubID.class: 1392
CFICode$Values.class: 1389
StartStrikePxRange$Values.class: 1477
EncodedSecurityDesc$Values.class: 1485
Urgency.class: 1545
LowLimitPrice.class: 1382
OptPayoutAmount$Values.class: 1453
DiscretionPrice$Values.class: 1453
NoNestedPartyIDs$Values.class: 1461
DerivativeEventTime$Values.class: 1485
LegLocaleOfIssue.class: 1398
NoUndlyInstrumentPartySubIDs$Values.class: 1557
LegBenchmarkCurvePoint$Values.class: 1509
RefTagID.class: 1355
DerivativePositionLimit.class: 1430
MarketID$Values.class: 1397
DisplayMinIncr.class: 1385
OpenCloseSettlFlag.class: 1636
EncryptedPasswordLen.class: 1418
PaymentMethod$Values.class: 2486
ClearingInstruction$FieldFactory.class: 2063
LegExerciseStyle.class: 1395
LegStrikeCurrency.class: 1405
EncodedSymbol.class: 1381
LegRedemptionDate.class: 1409
NoPartyList$Values.class: 1421
StipulationValue$Values.class: 1461
UnderlyingMaturityMonthYear.class: 1456
OfferYield.class: 1372
SettlInstMsgID$Values.class: 1445
LegAllocAcctIDSource$Values.class: 1493
RefMsgType$Values.class: 1413
ContractSettlMonth$Values.class: 1477
MaxTradeVol.class: 1370
TradeReportRejectReason$Values.class: 1978
LegSecurityDesc$Values.class: 1453
OfferYield$Values.class: 1413
Price2.class: 1347
StopPx$Values.class: 1381
SideValue2.class: 1365
ContIntRptID.class: 1378
MiscFeeType.class: 1576
LastPx$Values.class: 1381
ApplQueueDepth.class: 1385
ApplQueueResolution$Values.class: 1770
RiskLimitType$FieldFactory.class: 1173
TriggerSecurityDesc$Values.class: 1485
TradeRequestStatus.class: 1622
NoDerivativeInstrAttrib$Values.class: 1517
OrdType$FieldFactory.class: 2722
RelatedPartyIDSource$Values.class: 1493
MassActionScope.class: 1601
ManualOrderIndicator.class: 1419
CollAsgnTransType$Values.class: 1789
LegSecurityDesc.class: 1393
NoNewsRefIDs.class: 1382
XmlDataLen$Values.class: 1413
NestedInstrAttribType$Values.class: 1501
MDEntryID.class: 1363
SecuritySettlAgentCode$Values.class: 1509
NoInstrumentParties$Values.class: 1485
OfferPx$Values.class: 1389
DeliverToCompID.class: 1393
DerivativeInstrmtAssignmentMethod$Values.class: 1597
LegAllocSettlCurrency.class: 1425
TargetPartyIDSource.class: 1411
AllocReportRefID$Values.class: 1461
PartyDetailsRequestResult$Values.class: 2325
UnderlyingCouponRate.class: 1422
EncryptMethod.class: 1586
DerivativeOptAttribute$Values.class: 1509
LastCapacity$FieldFactory.class: 1108
LegPrice$Values.class: 1397
EncodedUnderlyingIssuer.class: 1431
StartStrikePxRange.class: 1407
ReportToExch$FieldFactory.class: 1060
PosTransType.class: 1580
ExecType$FieldFactory.class: 2319
SettlInstReqID.class: 1388
AgreementDesc$Values.class: 1437
SellVolume$Values.class: 1413
LegStateOrProvinceOfIssue.class: 1443
LastLiquidityInd.class: 1608
MDQuoteType$FieldFactory.class: 1180
NewSeqNo$Values.class: 1397
DerivativeSecurityID.class: 1418
StreamAsgnAckType$Values.class: 1629
ListName$Values.class: 1397
SecurityListTypeSource$FieldFactory.class: 1269
QuoteStatus$Values.class: 2975
UnderlyingFXRate.class: 1397
IOIQualifier$Values.class: 2808
CashDistribAgentAcctName.class: 1438
RefreshQty.class: 1365
SettlType$Values.class: 2338
PegSecurityDesc.class: 1393
PctAtRisk$Values.class: 1405
TradeHandlingInstr$Values.class: 1972
PartySubID$Values.class: 1413
PosAmtType$Values.class: 2939
BenchmarkSecurityID$Values.class: 1485
CrossType$FieldFactory.class: 1297
HandlInst$Values.class: 1721
OwnershipType.class: 1588
UnderlyingInstrumentPartyID.class: 1453
NoDates.class: 1350
RefApplExtID$Values.class: 1429
TradingSessionID$Values.class: 1851
SettlObligMode$Values.class: 1583
PosMaintResult$Values.class: 1681
QuoteRespID.class: 1373
UnderlyingSecurityExchange.class: 1450
PriceDelta.class: 1367
EncryptedPasswordMethod.class: 1430
PutOrCall.class: 1559
ComplexEventEndTime$Values.class: 1485
NoStatsIndicators$Values.class: 1469
RelationshipRiskInstrumentSettlType.class: 1493
DerivativeInstrumentPartyRole$Values.class: 1565
CashDistribAgentAcctNumber.class: 1448
OrigClOrdID.class: 1372
StrategyParameterValue.class: 1428
DerivativeSecurityGroup.class: 1433
LegIssuer$Values.class: 1405
SettlPartyIDSource.class: 1406
MaturityNetMoney.class: 1395
ClearingAccount.class: 1393
StandInstDbID.class: 1383
AggressorIndicator.class: 1626
NoRelatedPartySubIDs$Values.class: 1493
StatsType$Values.class: 1711
OutsideIndexPct$Values.class: 1453
RiskInstrumentOperator$FieldFactory.class: 1036
BenchmarkCurveCurrency.class: 1430
NoSides.class: 1552
PriceQuoteMethod$FieldFactory.class: 1165
ListOrderStatus$FieldFactory.class: 1326
TotNumTradeReports$Values.class: 1477
UnderlyingCashAmount$Values.class: 1493
SecuritySettlAgentAcctName.class: 1448
DistribPaymentMethod$FieldFactory.class: 1706
MDEntryType$Values.class: 4217
SecuritySettlAgentAcctNum.class: 1443
AccruedInterestRate$Values.class: 1485
DefOfferSize.class: 1375
StateOrProvinceOfIssue$Values.class: 1509
TotalVolumeTradedDate$Values.class: 1501
ParticipationRate.class: 1407
AllocAvgPx$Values.class: 1413
CxlQty.class: 1344
NumDaysInterest.class: 1390
DerivativeSecurityGroup$Values.class: 1517
ComplexEventPrice.class: 1402
DerivativeCFICode.class: 1403
EndAccruedInterestAmt.class: 1420
TotNoFills$Values.class: 1413
RelationshipRiskSecurityAltIDSource.class: 1493
NoIOIQualifiers$Values.class: 1453
PriceLimitType$Values.class: 1643
AcctIDSource$FieldFactory.class: 1242
ExecID$Values.class: 1381
AllocStatus$FieldFactory.class: 1439
Nested2PartyID.class: 1388
UserStatusText$Values.class: 1445
SettlCurrOfferFxRate.class: 1417
ForexReq$Values.class: 1594
SecondaryAllocID$Values.class: 1461
RespondentType.class: 1594
NewsRefID$Values.class: 1405
NoQuoteEntries$Values.class: 1445
ClOrdID.class: 1352
CardIssNum$Values.class: 1413
RiskRestructuringType$Values.class: 1501
LegInstrRegistry.class: 1398
DlvyInstType.class: 1581
TradeCondition$Values.class: 7346
LegRepurchaseRate$Values.class: 1469
MDUpdateType.class: 1580
QuoteEntryStatus$FieldFactory.class: 1509
NoContraBrokers.class: 1397
InterestAtMaturity.class: 1405
NetGrossInd$Values.class: 1551
TradeReportType.class: 1601
RelatedPartyID$Values.class: 1445
SecurityResponseType$Values.class: 2070
AllocInterestAtMaturity$Values.class: 1517
RelatedPartyRole$Values.class: 1461
RiskSecurityDesc.class: 1398
RelatedPartyIDSource.class: 1416
CollAsgnReason$Values.class: 2024
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RelatedPartyAltSubIDType$Values.class: 1525
RelatedPartyAltSubIDType.class: 1435
MaxShow$Values.class: 1389
TradeReportRefID.class: 1398
UnderlyingLegPutOrCall$Values.class: 1509
QuoteMsgID$Values.class: 1413
UnderlyingPayAmount$Values.class: 1485
DiscretionMoveType$FieldFactory.class: 1015
RelationshipRiskMaturityTime$Values.class: 1557
LegSide.class: 1351
MatchAlgorithm$Values.class: 1445
ApplID$Values.class: 1381
ExerciseStyle.class: 1587
RefCstmApplVerID$Values.class: 1461
LegIssueDate.class: 1384
CollInquiryStatus$FieldFactory.class: 1222
SecurityStatus$FieldFactory.class: 980
LegCurrency$Values.class: 1421
RegistRejReasonCode$Values.class: 3278
TradingSessionSubID$FieldFactory.class: 1392
RoundLot.class: 1355
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MarketDepth$Values.class: 1421
CashOrderQty$Values.class: 1429
LastCapacity.class: 1580
RelationshipRiskLimitAmount.class: 1450
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ContraBroker.class: 1378
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ExecRefID.class: 1362
DerivativeIssuer$Values.class: 1461
TargetLocationID$Values.class: 1461
LegLastQty.class: 1365
MiscFeeBasis$Values.class: 1633
AllocAccount$Values.class: 1429
OnBehalfOfSendingTime$Values.class: 1501
SideLastQty$Values.class: 1421
Factor$Values.class: 1381
EndStrikePxRange.class: 1397
DerivativeSecurityXMLSchema.class: 1453
ApplReqID.class: 1363
DerivativeUnitOfMeasure$Values.class: 1517
MsgDirection$FieldFactory.class: 963
SideValueInd$Values.class: 1575
TradeInputSource.class: 1398
DeskOrderHandlingInst.class: 1659
UnderlyingInstrumentPartyID$Values.class: 1549
UnderlyingSettlementType$Values.class: 1709
MDReportID.class: 1365
NewsRefType$Values.class: 1637
UnderlyingLegSecurityDesc$Values.class: 1533
SecurityListDesc$Values.class: 1461
MDSubBookType.class: 1380
EventType.class: 1559
RootPartyID$Values.class: 1421
ReportToExch$Values.class: 1659
DerivativeEncodedSecurityDescLen$Values.class: 1589
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DerivativePriceQuoteMethod.class: 1448
BenchmarkSecurityIDSource$Values.class: 1533
MailingDtls.class: 1373
MinBidSize.class: 1365
CollInquiryResult$FieldFactory.class: 1839
DerivativeStrikePrice.class: 1422
TradSesEvent$FieldFactory.class: 1165
EncodedLegIssuerLen.class: 1413
TradeVolume.class: 1370
SecureData.class: 1365
ExpirationQtyType$FieldFactory.class: 1233
TierCode$Values.class: 1397
ListID$Values.class: 1381
SettlDepositoryCode$Values.class: 1485
RptSeq.class: 1344
SettlPartySubID$Values.class: 1453
RelationshipRiskSecurityGroup$Values.class: 1565
MarginExcess$Values.class: 1429
LastSpotRate.class: 1377
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NoPartySubIDs.class: 1387
StreamAsgnReqType.class: 1615
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MinQty$Values.class: 1381
RoutingType$Values.class: 1697
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MaturityDay.class: 1379
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MidPx.class: 1342
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RefSeqNum.class: 1362
SessionRejectReason$FieldFactory.class: 2533
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DeskOrderHandlingInst$FieldFactory.class: 2551
MoneyLaunderingStatus$FieldFactory.class: 1305
RegistRejReasonCode$FieldFactory.class: 2618
SecuritySettlAgentContactPhone.class: 1468
AllocAccruedInterestAmt.class: 1430
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PartyAltID.class: 1368
InstrmtAssignmentMethod.class: 1431
DerivativeContractMultiplier.class: 1457
RelationshipRiskCouponRate.class: 1452
SettleOnOpenFlag$Values.class: 1461
DealingCapacity.class: 1602
SettlLocation$FieldFactory.class: 1352
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LegRatioQty.class: 1372
MDEntryOriginator$Values.class: 1469
NoDerivativeEvents.class: 1412
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LastSwapPoints$Values.class: 1445
FlowScheduleType.class: 1608
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LegFactor$Values.class: 1405
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ValuationMethod$FieldFactory.class: 1339
DistribPercentage.class: 1407
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StatusValue$Values.class: 1738
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UnderlyingCreditRating$Values.class: 1509
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TradeDate$Values.class: 1405
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CxlRejReason.class: 1579
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PartySubID.class: 1368
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CPProgram.class: 1559
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SideValueInd$FieldFactory.class: 976
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CardNumber.class: 1368
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CancellationRights$FieldFactory.class: 1162
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DerivativeMaturityTime$Values.class: 1509
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BeginSeqNo.class: 1367
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CrossPrioritization.class: 1629
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LegBidForwardPoints.class: 1418
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OfferSwapPoints.class: 1398
ConfirmType.class: 1573
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CardExpDate.class: 1379
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UnderlyingSecurityType.class: 1428
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OfferSize.class: 1360
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SecurityType$FieldFactory.class: 9638
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DeleteReason$FieldFactory.class: 981
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SecurityListID$Values.class: 1445
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TradedFlatSwitch$Values.class: 1609
AsgnRptID.class: 1363
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RiskPutOrCall.class: 1380
DeliveryDate.class: 1384
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PartyRelationship$Values.class: 4253
StrategyParameterType.class: 1643
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WorkingIndicator$Values.class: 1668
QuoteReqID.class: 1368
Price2$Values.class: 1381
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AssignmentUnit$Values.class: 1445
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UnderlyingCapValue$Values.class: 1477
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PegScope$FieldFactory.class: 1094
AvgPxPrecision$Values.class: 1445
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SecurityAltID.class: 1383
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NewsCategory$Values.class: 1793
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TotalAffectedOrders$Values.class: 1485
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ExecID.class: 1347
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TimeInForce$Values.class: 2175
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MDReqRejReason$FieldFactory.class: 1957
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StrikeTime$Values.class: 1413
CashSettlAgentName$Values.class: 1477
NoPartyListResponseTypes.class: 1442
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TransBkdTime.class: 1384
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NoNested3PartyIDs.class: 1407
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EncodedSymbolLen.class: 1398
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UnderlyingInstrumentPartyRole$Values.class: 1565
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AllowableOneSidednessValue$Values.class: 1541
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IOIQty$FieldFactory.class: 1122
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TradingSessionID.class: 1611
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PriceProtectionScope.class: 1637
PaymentDate$Values.class: 1421
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EncodedLegIssuer.class: 1396
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DatedDate.class: 1369
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RootPartyIDSource$Values.class: 1469
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IOINaturalFlag$Values.class: 1585
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ReferencePage.class: 1383
StrategyParameterName.class: 1423
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ListRejectReason$Values.class: 2004
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AsOfIndicator$FieldFactory.class: 1020
DeliveryDate$Values.class: 1429
LegSecurityID.class: 1383
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CxlType.class: 1350
BidTradeType$FieldFactory.class: 1108
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ReportedPx.class: 1367
IOITransType$Values.class: 1623
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UnderlyingSecurityAltIDSource$Values.class: 1565
EndStrikePxRange$Values.class: 1461
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LegContractSettlMonth$Values.class: 1501
CrossType$Values.class: 1895
NoNested2PartyIDs.class: 1407
DerivativeEventTime.class: 1419
NoIOIQualifiers.class: 1397
RefApplVerID.class: 1378
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NoRootPartySubIDs$Values.class: 1469
LateIndicator.class: 1384
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DerivativeEventType.class: 1410
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RefSubID.class: 1358
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Account$Values.class: 1389
EmailThreadID$Values.class: 1437
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PriceType$Values.class: 3016
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MultilegPriceMethod.class: 1629
IOIID$Values.class: 1373
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NoUndlyInstrumentParties.class: 1442
PegMoveType.class: 1573
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CFICode.class: 1353
StrikePrice.class: 1372
MsgType.class: 1547
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RiskMaturityMonthYear.class: 1426
CxlRejResponseTo$FieldFactory.class: 1027
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SettlPartyRole.class: 1385
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UnderlyingInstrumentPartySubIDType$Values.class: 1605
ContraryInstructionIndicator$Values.class: 1557
LegPool.class: 1353
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NoRegistDtls$Values.class: 1429
QuoteEntryID$Values.class: 1429
TradSesStatus$Values.class: 1896
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AdvRefID$Values.class: 1397
ComplexOptPayoutAmount.class: 1425
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TradeLinkID.class: 1373
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InstrumentPartyID$Values.class: 1469
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LegVolatility$Values.class: 1437
SecurityListID.class: 1388
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TriggerPriceDirection$FieldFactory.class: 1143
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SecondaryTradeReportID$Values.class: 1509
UnderlyingStartValue.class: 1415
MiscFeeCurr.class: 1375
MsgSeqNum$Values.class: 1405
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EncodedTextLen$Values.class: 1445
MDPriceLevel.class: 1375
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ModelType.class: 1559
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SymbolSfx.class: 1561
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SecurityID.class: 1367
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Pool.class: 1338
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BidForwardPoints2$Values.class: 1469
NoStipulations$Values.class: 1445
PossDupFlag.class: 1576
MDSecSize.class: 1360
NoRelationshipRiskLimits.class: 1442
TradeReportRejectReason$FieldFactory.class: 1362
MassActionRejectReason$FieldFactory.class: 2012
QuoteRequestRejectReason$Values.class: 2442
UnderlyingStrikePrice$Values.class: 1501
NotifyBrokerOfCredit$Values.class: 1679
OrderQty.class: 1354
AgreementCurrency.class: 1405
UnderlyingMaturityMonthYear$Values.class: 1549
NewSeqNo.class: 1357
RestructuringType.class: 1618
ComplexEventCondition$FieldFactory.class: 1020
DealingCapacity$FieldFactory.class: 1060
MinOfferSize$Values.class: 1429
NoRequestedPartyRoles$Values.class: 1501
TriggerType.class: 1574
BenchmarkCurveCurrency$Values.class: 1509
DueToRelated$FieldFactory.class: 1051
NoNested3PartyIDs$Values.class: 1469
BidPx$Values.class: 1373
ApplSeqNum$Values.class: 1413
LastLiquidityInd$Values.class: 1754
AllocSettlCurrAmt$Values.class: 1469
CxlRejResponseTo$Values.class: 1630
DiscretionLimitType.class: 1629
SecurityListRequestType$Values.class: 1970
ApplReqID$Values.class: 1405
LegStrikePrice.class: 1387
AgreementCurrency$Values.class: 1469
SecurityReportID$Values.class: 1461
EncryptedNewPasswordLen$Values.class: 1517
UnderlyingCurrency.class: 1410
BookingUnit$FieldFactory.class: 1166
RiskProduct.class: 1370
AgreementDate$Values.class: 1437
ListStatusType$Values.class: 1833
TargetLocationID.class: 1398
RelationshipRiskInstrumentMultiplier.class: 1497
TargetSubID$Values.class: 1421
BeginSeqNo$Values.class: 1413
TickRuleType.class: 1580
MDEntryBuyer$Values.class: 1429
PegScope$Values.class: 1691
MidYield.class: 1362
TradeReportRejectReason.class: 1657
HighLimitPrice.class: 1387
MDImplicitDelete$Values.class: 1711
ExpireDate.class: 1374
RiskSecurityID.class: 1388
TotNoCxldQuotes.class: 1390
DisplayQty.class: 1365
SettlPartyRole$Values.class: 1445
NoRelatedContextPartySubIDs.class: 1457
AccountType$FieldFactory.class: 1477
TradeReportID$Values.class: 1437
SessionRejectReason$Values.class: 3196
StandInstDbType$FieldFactory.class: 1227
RefMsgType.class: 1368
FlowScheduleType$Values.class: 1855
UnderlyingRedemptionDate$Values.class: 1525
InstrAttribType$FieldFactory.class: 3395
BenchmarkCurveName.class: 1625
AdvId$Values.class: 1373
ClearingFeeIndicator$Values.class: 2796
NoSettlInst.class: 1377
LegBenchmarkPriceType.class: 1420
DerivativeSettlMethod.class: 1421
MDEntryTime.class: 1378
DerivativeSecurityAltIDSource$Values.class: 1565
QuoteEntryStatus.class: 1608
TotNoPartyList$Values.class: 1445
Signature.class: 1360
ClientBidID.class: 1373
TickIncrement.class: 1382
Seniority.class: 1562
NewPassword$Values.class: 1421
CashSettlAgentAcctNum$Values.class: 1501
MDEntryDate$Values.class: 1421
UnderlyingStrikePrice.class: 1422
ListMethod$FieldFactory.class: 966
TradSesReqID.class: 1378
TradeReportType$FieldFactory.class: 1943
StreamAsgnAckType.class: 1615
DerivativeEventPx.class: 1402
UnderlyingEndValue$Values.class: 1477
UnderlyingLegMaturityDate$Values.class: 1533
AttachmentPoint.class: 1397
InstrAttribType$Values.class: 4095
YieldType.class: 1562
QuoteMsgID.class: 1368
UnitOfMeasure$FieldFactory.class: 1712
PosReqResult.class: 1580
RejectText.class: 1368
QuantityType$Values.class: 1951
IOIQualifier.class: 1580
DeleteReason$Values.class: 1580
NoFills$Values.class: 1389
MiscFeeAmt$Values.class: 1413
DerivativeTimeUnit$Values.class: 1477
StrikeMultiplier.class: 1397
RelatedContextPartyID.class: 1423
SecondaryTradeReportID.class: 1428
UserStatus$Values.class: 2010
TrdType.class: 1545
PriceQuoteMethod.class: 1611
MDEntryID$Values.class: 1405
LegQty.class: 1345
CheckSum$Values.class: 1397
TickRuleType$Values.class: 1784
LiquidityIndType$Values.class: 1759
PegMoveType$FieldFactory.class: 966
NoCollInquiryQualifier$Values.class: 1509
BrokerOfCredit.class: 1387
TickRuleType$FieldFactory.class: 1182
NoPartyAltIDs$Values.class: 1437
EncodedUnderlyingIssuer$Values.class: 1517
UnderlyingLegSecurityExchange$Values.class: 1565
PosMaintRptRefID.class: 1398
QuoteRequestType.class: 1608
TradeOriginationDate.class: 1424
UnderlyingNotionalPercentageOutstanding$Values.class: 1645
AggregatedBook$FieldFactory.class: 1032
SessionStatus$Values.class: 2190
CollAsgnTransType$FieldFactory.class: 1182
MDEntryTime$Values.class: 1421
SettlObligSource$Values.class: 1697
SecurityGroup$Values.class: 1437
MarketSegmentID$Values.class: 1453
DeskTypeSource$Values.class: 1520
HaltReason.class: 1566
PreallocMethod.class: 1595
QuoteRespType$Values.class: 1957
QuoteEntryRejectReason.class: 1425
RestructuringType$FieldFactory.class: 1189
InputSource.class: 1373
SecurityListTypeSource.class: 1650
RiskSecurityGroup.class: 1403
SettlDate2.class: 1374
ConfirmTransType.class: 1608
ContingencyType$FieldFactory.class: 1246
Nested3PartySubID$Values.class: 1469
SenderCompID$Values.class: 1429
NoQuoteEntries.class: 1392
RefOrdIDReason.class: 1594
Nested4PartyIDSource$Values.class: 1493
CustomerOrFirm$Values.class: 1579
LiquidityPctHigh$Values.class: 1461
OfferForwardPoints$Values.class: 1477
FairValue.class: 1360
DerivativeSecurityXMLLen$Values.class: 1525
LegRepoCollateralSecurityType$Values.class: 1565
SendingTime$Values.class: 1421
RelationshipRiskSecurityExchange.class: 1480
RiskEncodedSecurityDescLen$Values.class: 1541
TerminationType.class: 1601
LeavesQty$Values.class: 1405
SecurityGroup.class: 1383
SideTrdRegTimestampType$Values.class: 1517
DerivativeIssueDate.class: 1419
GapFillFlag.class: 1576
Commission$Values.class: 1413
ListUpdateAction$Values.class: 1461
Factor.class: 1347
MaturityMonthYearIncrementUnits$Values.class: 1835
NoComplexEventTimes$Values.class: 1485
UnderlyingSecurityExchange$Values.class: 1541
MDMkt$Values.class: 1373
TargetStrategyPerformance.class: 1442
MDEntrySeller$Values.class: 1437
HopCompID.class: 1363
PriceDelta$Values.class: 1413
SecuritySettlAgentContactName$Values.class: 1565
UnderlyingLegSymbolSfx.class: 1428
CollAction$Values.class: 1606
PegScope.class: 1552
RootPartySubID$Values.class: 1445
TradingCurrency.class: 1395
UnderlyingLegMaturityMonthYear$Values.class: 1573
OrderCategory$FieldFactory.class: 1464
MatchType$Values.class: 4063
UnderlyingTradingSessionID.class: 1448
DerivativeCountryOfIssue.class: 1439
RiskSecurityExchange$Values.class: 1493
ExerciseMethod$Values.class: 1582
Concession$Values.class: 1413
RefOrderIDSource$FieldFactory.class: 1217
LegAllocQty.class: 1370
CxlQty$Values.class: 1381
ProgPeriodInterval$Values.class: 1477
UnderlyingFlowScheduleType$Values.class: 1541
LastMkt$Values.class: 1389
FirstPx$Values.class: 1389
TriggerTradingSessionSubID.class: 1448
RelationshipRiskFlexibleIndicator$Values.class: 1597
StatusText$Values.class: 1413
CollReqID.class: 1363
URLLink.class: 1353
SubscriptionRequestType$FieldFactory.class: 1172
OrderID.class: 1352
BusinessRejectReason.class: 1636
TradSesMode$FieldFactory.class: 1026
PrivateQuote$Values.class: 1429
MassCancelResponse.class: 1623
NoDerivativeInstrumentParties.class: 1467
CorporateAction.class: 1615
DerivativeNTPositionLimit$Values.class: 1533
SettlSessID$Values.class: 1726
LegOrderQty.class: 1370
NoStipulations.class: 1392
DerivativeSettleOnOpenFlag.class: 1448
NoBidDescriptors.class: 1402
CollRptID$Values.class: 1405
ApplResponseError.class: 1615
Adjustment$FieldFactory.class: 1014
UnderlyingCurrentValue$Values.class: 1509
DerivativeSettlMethod$Values.class: 1501
InstrumentPartyIDSource$Values.class: 1517
ProcessCode$FieldFactory.class: 1298
ContAmtCurr.class: 1375
LegExecInst.class: 1384
TradeInputDevice.class: 1398
Urgency$FieldFactory.class: 993
EventText$Values.class: 1405
FlexProductEligibilityIndicator.class: 1474
PriceImprovement$Values.class: 1461
DerivativeInstrumentPartyIDSource$Values.class: 1597
SenderLocationID$Values.class: 1461
BodyLength.class: 1367
DerivFlexProductEligibilityIndicator.class: 1499
UnderlyingOptAttribute$Values.class: 1509
DerivativeSettleOnOpenFlag$Values.class: 1541
DerivativeEncodedIssuer$Values.class: 1517
SideFillStationCd$Values.class: 1469
CollApplType.class: 1580
OwnershipType$FieldFactory.class: 1060
DerivativeSecurityStatus$Values.class: 1525
DerivativeIssuer.class: 1398
DisplayHighQty.class: 1385
Spread.class: 1353
HopRefID.class: 1358
NoLegSecurityAltID.class: 1408
ShortSaleReason$Values.class: 2006
RelatedPartyRole.class: 1395
SecurityReqID$Values.class: 1437
LegCalculatedCcyLastQty$Values.class: 1517
DateOfBirth$Values.class: 1421
RiskSecurityAltID$Values.class: 1469
RelationshipRiskPutOrCall.class: 1440
QuantityType.class: 1580
LegContractMultiplierUnit.class: 1440
NoComplexEventDates$Values.class: 1485
TargetPartyRole$Values.class: 1453
NoAffectedOrders.class: 1402
MiscFeeType$FieldFactory.class: 1747
RiskSecurityAltID.class: 1403
UnderlyingLegSecurityExchange.class: 1463
TriggerPriceType.class: 1609
LegOfferPx$Values.class: 1413
SideTrdRegTimestampType.class: 1430
BasisFeatureDate.class: 1404
UnderlyingCFICode.class: 1403
MDUpdateAction$Values.class: 1836
TradeRequestResult.class: 1622
SettlCurrency.class: 1384
DerivativeProductComplex$Values.class: 1525
SettlDeliveryType$FieldFactory.class: 1227
DerivativeProduct.class: 1400
Nested3PartyIDSource$Values.class: 1493
ClearingInstruction.class: 1629
DerivativeValuationMethod.class: 1443
StrikePriceBoundaryPrecision$Values.class: 1557
TotNoPartyList.class: 1385
MiscFeeAmt.class: 1365
AllocRejCode$FieldFactory.class: 1972
PaymentMethod$FieldFactory.class: 1848
ShortSaleReason$FieldFactory.class: 1399
PriorSpreadIndicator$Values.class: 1493
SettlPartySubIDType$Values.class: 1485
ComplexEventPrice$Values.class: 1469
MatchAlgorithm.class: 1388
UnderlyingCPProgram$Values.class: 1485
CollAsgnID$Values.class: 1413
RiskWarningLevelPercent$Values.class: 1517
ExecRefID$Values.class: 1405
IndividualAllocType$Values.class: 1641
MktBidPx.class: 1357
EncodedUnderlyingIssuerLen$Values.class: 1541
PriorSettlPrice.class: 1392
EncodedListStatusText$Values.class: 1501
AllocLinkID.class: 1373
LegSecurityExchange$Values.class: 1485
CollApplType$Values.class: 1574
RelationshipRiskProduct.class: 1430
AccruedInterestRate.class: 1417
FeeMultiplier.class: 1382
IOITransType.class: 1580
Pool$Values.class: 1365
ApplResponseError$Values.class: 1744
TriggerPriceType$FieldFactory.class: 1282
MarketReqID.class: 1373
ApplResponseError$FieldFactory.class: 1139
TrdRegTimestampOrigin$Values.class: 1501
ResponseDestination.class: 1413
SecurityXMLSchema$Values.class: 1469
UserRequestID$Values.class: 1437
RegistStatus$FieldFactory.class: 1142
MaxMessageSize.class: 1388
RegistTransType$Values.class: 1647
RiskCouponRate.class: 1392
NoQuoteSets.class: 1377
SecurityAltIDSource$Values.class: 1485
FillLiquidityInd$Values.class: 1461
EventText.class: 1363
CollAsgnID.class: 1368
UnderlyingLastPx.class: 1397
NoMaturityRules$Values.class: 1453
MinOfferSize.class: 1375
DerivativeStrikeMultiplier.class: 1447
BuyVolume$Values.class: 1405
MDEntrySize.class: 1370
SecurityDesc.class: 1377
NoClearingInstructions$Values.class: 1509
EventType$FieldFactory.class: 2225
Designation.class: 1373
MatchStatus$Values.class: 1678
PositionEffect.class: 1594
SenderCompID.class: 1377
TotNumReports.class: 1380
LocateReqd.class: 1569
SettlObligSource$FieldFactory.class: 1093
AllowableOneSidednessCurr.class: 1445
LastParPx$Values.class: 1405
RawDataLength$Values.class: 1437
TargetPartyID.class: 1383
UnderlyingPriceUnitOfMeasure$Values.class: 1557
EncodedSubjectLen$Values.class: 1469
NoOrdTypeRules.class: 1392
Commission.class: 1364
TotNoSecurityTypes$Values.class: 1477
SideComplianceID$Values.class: 1461
MinTradeVol$Values.class: 1421
LegUnitOfMeasureQty$Values.class: 1485
TradSesStatus.class: 1587
UnderlyingLastQty$Values.class: 1469
NoContextPartyIDs$Values.class: 1469
ImpliedMarketIndicator$Values.class: 1911
NoApplIDs$Values.class: 1405
TradeID.class: 1353
DerivativeSecurityID$Values.class: 1493
LastLiquidityInd$FieldFactory.class: 1149
OrderAvgPx.class: 1367
UnderlyingLegSecurityAltID.class: 1448
CancellationRights$Values.class: 1769
NoMDEntries$Values.class: 1421
MaturityMonthYearFormat$Values.class: 1742
UnderlyingSymbol.class: 1398
InstrumentPartySubIDType$Values.class: 1525
ListStatusText$Values.class: 1445
NumTickets$Values.class: 1413
MidYield$Values.class: 1397
SettlMethod$Values.class: 1595
StrikeRuleID.class: 1378
LegPriceUnitOfMeasureQty.class: 1435
NoRequestedPartyRoles.class: 1427
UnderlyingSettlMethod.class: 1423
BidForwardPoints2.class: 1408
SecondaryHighLimitPrice.class: 1432
NoLotTypeRules$Values.class: 1445
LegSymbol$Values.class: 1405
MaturityMonthYearFormat$FieldFactory.class: 1131
ApplQueueMax$Values.class: 1429
MultiLegReportingType$FieldFactory.class: 1164
SideCurrency$Values.class: 1429
QuoteRequestType$Values.class: 1598
TriggerNewPrice$Values.class: 1453
AllocType$FieldFactory.class: 1994
Nested2PartySubID$Values.class: 1469
Nested3PartyID.class: 1388
RelatedContextPartySubID$Values.class: 1525
SideTrdSubTyp$Values.class: 1437
OrderDelay.class: 1365
MiscFeeBasis$FieldFactory.class: 1033
AllowableOneSidednessPct.class: 1442
DerivativeSecurityXML$Values.class: 1501
LegCalculatedCcyLastQty.class: 1430
LocateReqd$Values.class: 1639
EncodedSubjectLen.class: 1403
TrdType$FieldFactory.class: 5172
DerivativeExerciseStyle$Values.class: 1517
LegSide$Values.class: 1389
ExecInstValue$Values.class: 1437
NoNested3PartySubIDs$Values.class: 1493
RiskPutOrCall$Values.class: 1437
MassStatusReqType$Values.class: 2380
CashSettlAgentCode.class: 1408
ContractSettlMonth.class: 1411
TotNoQuoteEntries.class: 1400
LegSettlType.class: 1376
OpenInterest$Values.class: 1429
TotNumAssignmentReports.class: 1430
ContextPartyIDSource.class: 1416
ApplNewSeqNum$Values.class: 1437
UnderlyingQty$Values.class: 1437
SecurityXMLSchema.class: 1403
RiskProductComplex$Values.class: 1477
UnderlyingSettlementType$FieldFactory.class: 1097
RefCompID.class: 1363
QuotePriceType$FieldFactory.class: 1638
NoRiskWarningLevels.class: 1417
UnderlyingCurrentValue.class: 1425
CashSettlAgentContactPhone.class: 1448
LegInstrRegistry$Values.class: 1461
SettlInstReqID$Values.class: 1445
MarketUpdateAction$Values.class: 1670
PublishTrdIndicator.class: 1633
RiskEncodedSecurityDescLen.class: 1448
StrikeRuleID$Values.class: 1429
NoMDEntryTypes$Values.class: 1445
DerivativeCapPrice.class: 1407
TradeRequestID.class: 1388
DerivativeStateOrProvinceOfIssue.class: 1478
SettlCurrAmt$Values.class: 1429
MinPriceIncrement.class: 1402
ResponseTransportType$Values.class: 1738
Username.class: 1358
TradeRequestID$Values.class: 1445
SecurityReportID.class: 1395
LastUpdateTime.class: 1394
XmlData.class: 1351
AvgPxIndicator.class: 1594
MultilegPriceMethod$Values.class: 1932
SecurityStatus.class: 1597
TotalNetValue$Values.class: 1437
NoPartyIDs$Values.class: 1413
WorkingIndicator.class: 1612
NoMatchRules$Values.class: 1429
ComplianceID$Values.class: 1429
StipulationType$Values.class: 8725
LegAllocID.class: 1368
SettlInstMode.class: 1588
StrikePriceDeterminationMethod$FieldFactory.class: 1355
ReportedPxDiff$Values.class: 1445
SettlObligSource.class: 1609
LegOfferForwardPoints.class: 1428
UnderlyingTradingSessionSubID$Values.class: 1565
RefApplID$Values.class: 1405
LegCFICode$Values.class: 1413
ApplResponseType$FieldFactory.class: 1113
PosTransType$Values.class: 1891
RootPartyRole.class: 1380
SecondaryOrderID.class: 1398
ComplexEventPriceBoundaryMethod.class: 1713
LastUpdateTime$Values.class: 1445
LegBenchmarkPriceType$Values.class: 1501
CardHolderName.class: 1388
SideFillStationCd.class: 1403
NoUndlyInstrumentPartySubIDs.class: 1462
MDEntryType.class: 1574
DerivativeInstrumentPartySubIDType$Values.class: 1605
MDReportID$Values.class: 1413
SettlObligRefID$Values.class: 1453
SymbolSfx$Values.class: 1646
PossDupFlag$FieldFactory.class: 984
ReferencePage$Values.class: 1437
AdvSide$FieldFactory.class: 1044
SettlInstRefID.class: 1388
LastFragment$FieldFactory.class: 980
NoDerivativeInstrAttrib.class: 1437
NoInstrumentPartySubIDs$Values.class: 1517
LegStateOrProvinceOfIssue$Values.class: 1533
DayBookingInst$Values.class: 1750
UnderlyingUnitOfMeasureQty.class: 1445
OrderPercent.class: 1382
SecurityRequestType$Values.class: 2370
SellerDays.class: 1365
SecurityListRequestType$FieldFactory.class: 1355
NewPassword.class: 1373
MassActionReportID$Values.class: 1477
OrigTradeHandlingInstr.class: 1426
DefaultApplVerID.class: 1398
CrossType.class: 1559
DiscretionRoundDirection$Values.class: 1775
RiskSecuritySubType.class: 1413
StipulationType$FieldFactory.class: 7495
SecurityListType.class: 1608
DeskType$Values.class: 2152
EncodedListExecInst$Values.class: 1485
NoRelatedPartyAltSubIDs$Values.class: 1517
LegBenchmarkCurveName$Values.class: 1501
AffectedOrderID.class: 1393
SecondaryIndividualAllocID$Values.class: 1541
TestMessageIndicator$Values.class: 1640
MaturityRuleID$Values.class: 1445
FillQty$Values.class: 1389
NoAffectedOrders$Values.class: 1461
TargetStrategy$Values.class: 1704
TrdSubType.class: 1566
RootPartySubID.class: 1388
SideGrossTradeAmt$Values.class: 1469
TotNoOrders$Values.class: 1421
RelationshipRiskSymbolSfx$Values.class: 1533
BidSize$Values.class: 1389
ListStatusType$FieldFactory.class: 1227
CumQty.class: 1344
NoMsgTypes$Values.class: 1413
NewsID.class: 1348
OrigSecondaryTradeID$Values.class: 1493
LegStipulationType.class: 1408
RegistStatus.class: 1581
LegSecuritySubType$Values.class: 1477
DerivativeMaturityTime.class: 1432
CollStatus$Values.class: 1777
CollStatus$FieldFactory.class: 1177
RateSource$Values.class: 1677
YieldCalcDate.class: 1389
MsgType$FieldFactory.class: 9543
MaturityRuleID.class: 1388
DerivativeMaturityDate$Values.class: 1509
QuoteCondition$Values.class: 5743
LegPrice.class: 1357
SettlObligID.class: 1378
TradeRequestType$FieldFactory.class: 1322
OptPayoutType.class: 1587
NewsRefID.class: 1363
EncryptedPassword$Values.class: 1469
NoRelationshipRiskSecurityAltID.class: 1475
ApplTotalMessageCount.class: 1420
ExpireTime.class: 1373
StreamAsgnRejReason.class: 1629
Spread$Values.class: 1381
DiscretionRoundDirection.class: 1664
PriceUnitOfMeasureQty$Values.class: 1501
ListExecInstType$FieldFactory.class: 1383
RegistTransType.class: 1602
ApplVerID$FieldFactory.class: 1427
NoSettlInst$Values.class: 1421
AllocPositionEffect$Values.class: 1738
NewsID$Values.class: 1381
OfferSize$Values.class: 1405
RegistID$Values.class: 1397
UnderlyingFactor.class: 1397
SettlInstTransType$Values.class: 1734
LegAllocSettlCurrency$Values.class: 1501
ModelType$Values.class: 1589
RateSourceType$Values.class: 1583
Currency.class: 1359
RelatedContextPartyIDSource$Values.class: 1549
BenchmarkPriceType$Values.class: 1477
EventPx.class: 1352
DerivativeSecuritySubType$Values.class: 1533
ApplQueueResolution.class: 1629
TriggerPriceTypeScope$Values.class: 1822
UnderlyingLegSecurityType.class: 1443
SecondaryDisplayQty.class: 1410
CashOutstanding$Values.class: 1453
InstrumentPartySubID$Values.class: 1493
BidSpotRate$Values.class: 1421
RoundingDirection.class: 1616
RefCompID$Values.class: 1405
RelationshipRiskLimitCurrency.class: 1465
ComplexEventEndDate$Values.class: 1485
EncryptedPassword.class: 1401
PartyIDSource$Values.class: 3183
LegBenchmarkCurvePoint.class: 1428
OptPayoutType$FieldFactory.class: 1033
RiskSymbol$Values.class: 1413
BeginString$Values.class: 1421
AggregatedBook$Values.class: 1633
LowPx$Values.class: 1373
ReceivedDeptID$Values.class: 1445
RootPartyIDSource.class: 1401
QtyType$Values.class: 1714
Signature$Values.class: 1405
OpenInterest.class: 1375
UnderlyingSecurityAltIDSource.class: 1463
CardNumber$Values.class: 1413
PartyAltSubID$Values.class: 1437
DKReason$FieldFactory.class: 1308
PaymentRemitterID$Values.class: 1469
RelatedPartySubIDType.class: 1420
ExecBroker$Values.class: 1413
RepoCollateralSecurityType$Values.class: 1541
NoOfLegUnderlyings.class: 1412
LegDividendYield$Values.class: 1461
LegSecurityAltID$Values.class: 1461
UnderlyingRedemptionDate.class: 1444
PegPriceType$FieldFactory.class: 1459
NewsCategory.class: 1580
NoPartyRelationships$Values.class: 1493
ForexReq.class: 1555
UnderlyingInstrumentPartyRole.class: 1460
ExecPriceAdjustment.class: 1412
BidType.class: 1545
TradSesCloseTime$Values.class: 1461
ValueOfFutures.class: 1385
NoRelatedContextPartyIDs.class: 1442
PosReqID.class: 1358
UnderlyingCashAmount.class: 1415
DayAvgPx$Values.class: 1397
NoRateSources.class: 1387
TradeDate.class: 1368
DerivativeSecurityXMLSchema$Values.class: 1549
LegBidForwardPoints$Values.class: 1485
NoUndlyInstrumentParties$Values.class: 1525
TriggerPriceDirection.class: 1644
MarketDepth.class: 1370
PreTradeAnonymity$Values.class: 1469
ExecPriceType$FieldFactory.class: 1481
StrikeMultiplier$Values.class: 1461
OrigCustOrderCapacity.class: 1643
TrdRptStatus$Values.class: 1643
SettlInstReqRejCode$FieldFactory.class: 1197
OfferSpotRate$Values.class: 1437
MiscFeeCurr$Values.class: 1421
OrigOrdModTime$Values.class: 1445
TradeRequestType$Values.class: 1928
NoLegStipulations$Values.class: 1469
SettlInstMode$FieldFactory.class: 1374
PegLimitType.class: 1580
BidSwapPoints.class: 1388
AllocCustomerCapacity$Values.class: 1501
ApplReqType$FieldFactory.class: 1549
FlexProductEligibilityIndicator$Values.class: 1581
MDReqID$Values.class: 1389
RateSourceType$FieldFactory.class: 982
DerivativeLocaleOfIssue.class: 1433
QuoteResponseLevel.class: 1622
HaltReason$FieldFactory.class: 1257
SecondaryLowLimitPrice$Values.class: 1509
CollAsgnRespType$Values.class: 1727
DerivativeContractSettlMonth$Values.class: 1557
NoStatsIndicators.class: 1407
RiskWarningLevelName$Values.class: 1493
UnderlyingLegSecurityAltID$Values.class: 1541
RelatedContextPartyIDSource.class: 1451
AcctIDSource.class: 1580
DerivativeSecurityAltID.class: 1433
CstmApplVerID.class: 1383
QuoteType$Values.class: 1695
NoLinesOfText.class: 1386
NoUnderlyingStips$Values.class: 1469
TriggerSecurityDesc.class: 1413
ConfirmReqID$Values.class: 1429
StatsType.class: 1559
RepurchaseTerm.class: 1385
UnderlyingSecurityAltID.class: 1433
FlowScheduleType$FieldFactory.class: 1249
DerivativeSecurityListRequestType$FieldFactory.class: 1662
ManualOrderIndicator$Values.class: 1493
MassActionType$FieldFactory.class: 1078
QuoteStatusReqID$Values.class: 1461
CapPrice.class: 1357
PartyAltIDSource.class: 1396
RegistRefID$Values.class: 1421
InvestorCountryOfResidence.class: 1449
PartyDetailsListRequestID$Values.class: 1533
AssignmentUnit.class: 1385
MDEntryRefID$Values.class: 1429
OrderRestrictions.class: 1629
SecureDataLen$Values.class: 1437
ProgRptReqs$Values.class: 1770
LiquidityPctLow$Values.class: 1453
UnderlyingPx$Values.class: 1429
NoMDEntryTypes.class: 1392
NoSideTrdRegTS$Values.class: 1445
ContAmtType.class: 1573
MDQuoteType$Values.class: 1781
BidRequestTransType.class: 1630
PossResend.class: 1569
IndividualAllocRejCode$Values.class: 1509
PosQtyStatus.class: 1580
TradingSessionDesc.class: 1408
UnsolicitedIndicator$FieldFactory.class: 1093
CopyMsgIndicator$Values.class: 1461
RiskCouponRate$Values.class: 1445
DefBidSize.class: 1365
AssignmentMethod.class: 1609
Nested2PartyRole.class: 1395
RelatedPartySubID.class: 1403
EncryptedNewPasswordLen.class: 1433
LegCountryOfIssue.class: 1404
TriggerSecurityIDSource.class: 1433
SecondaryFirmTradeID.class: 1418
CustOrderCapacity$Values.class: 1830
TradSesMethod.class: 1587
ApplVerID.class: 1562
MDUpdateType$Values.class: 1582
OrderQty2.class: 1360
MDStreamID$Values.class: 1413
ComplexEventPriceTimeType$FieldFactory.class: 1147
OrigClOrdID$Values.class: 1421
DerivativeSecurityAltID$Values.class: 1517
NoTrades.class: 1362
CoveredOrUncovered$Values.class: 1615
EffectiveTime$Values.class: 1437
RefOrderIDSource$Values.class: 1823
NoMaturityRules.class: 1397
SettlInstTransType$FieldFactory.class: 1127
AvgPx$Values.class: 1373
Scope.class: 1545
LegOptionRatio$Values.class: 1445
LastForwardPoints2.class: 1413
CollAsgnRefID.class: 1383
StatusValue$FieldFactory.class: 1138
RelatedPartyAltIDSource$Values.class: 1517
MassActionType$Values.class: 1680
NoLegStipulations.class: 1407
Benchmark.class: 1560
SecuritySettlAgentName.class: 1428
NoLegAllocs$Values.class: 1421
Symbol.class: 1347
ConfirmType$Values.class: 1681
TickIncrement$Values.class: 1437
BasisFeatureDate$Values.class: 1461
UnderlyingDirtyPrice$Values.class: 1493
TrdType$Values.class: 5963
WtAverageLiquidity$Values.class: 1477
NetworkStatusResponseType$FieldFactory.class: 1065
DayOrderQty.class: 1370
DerivativeSymbol$Values.class: 1461
CumQty$Values.class: 1381
DayOrderQty$Values.class: 1421
DerivativeValuationMethod$Values.class: 1533
CollAsgnRejectReason.class: 1636
Nested2PartyRole$Values.class: 1461
DeliveryType$FieldFactory.class: 1192
NoDlvyInst.class: 1371
NoStrikeRules$Values.class: 1437
StartDate.class: 1369
NewsRefType$FieldFactory.class: 1038
FeeMultiplier$Values.class: 1437
RiskSecurityGroup$Values.class: 1469
StandInstDbType.class: 1601
RelationshipRiskSecurityType.class: 1458
SecondaryDisplayQty$Values.class: 1485
RelationshipRiskWarningLevelPercent.class: 1497
LegPriceUnitOfMeasure$Values.class: 1501
PegOffsetType$FieldFactory.class: 1116
SettlCurrFxRateCalc$Values.class: 1621
RelationshipRiskMaturityMonthYear$Values.class: 1597
MassActionType.class: 1594
RiskSymbol.class: 1368
FillExecID$Values.class: 1413
UnderlyingLegSecurityIDSource$Values.class: 1565
UnderlyingMaturityDay$Values.class: 1501
Side$FieldFactory.class: 2082
LegOrderQty$Values.class: 1421
PosMaintStatus.class: 1594
UnderlyingCollectAmount.class: 1430
TotNoStrikes$Values.class: 1429
IOIQltyInd.class: 1566
Benchmark$FieldFactory.class: 1367
QuoteCancelType.class: 1601
EncodedLegSecurityDesc$Values.class: 1509
NetworkRequestType$FieldFactory.class: 1184
PartyAltSubIDType$Values.class: 1469
IOIQltyInd$FieldFactory.class: 1006
YieldType$FieldFactory.class: 3394
RelationshipRiskSecurityAltID.class: 1463
Nested3PartyRole$Values.class: 1461
RoutingType$FieldFactory.class: 1097
SettlSessSubID.class: 1388
CashMargin$FieldFactory.class: 1020
BasisPxType$Values.class: 2506
SecurityResponseType$FieldFactory.class: 1458
UnderlyingCurrency$Values.class: 1477
AvgPxIndicator$FieldFactory.class: 1167
ExecInstValue.class: 1381
CheckSum.class: 1354
CollInquiryQualifier$Values.class: 2099
DeliveryForm$FieldFactory.class: 976
CardHolderName$Values.class: 1445
RiskSymbolSfx.class: 1383
MultiLegRptTypeReq.class: 1622
StandInstDbName.class: 1393
CollApplType$FieldFactory.class: 975
DlvyInstType$FieldFactory.class: 966
SideExecID.class: 1368
QuoteEntryID.class: 1378
DerivativeSecurityDesc$Values.class: 1509
StartCash$Values.class: 1405
StartTickPriceRange$Values.class: 1485
AllocReportID.class: 1383
IssueDate.class: 1369
StrikeIncrement.class: 1392
NoMiscFees.class: 1372
MDEntryPositionNo$Values.class: 1469
LegSwapType.class: 1573
TrdSubType$Values.class: 5199
PegOffsetType$Values.class: 1718
UnderlyingContractMultiplier.class: 1457
SecureData$Values.class: 1413
ListUpdateAction.class: 1396
BidID.class: 1343
NoLinesOfText$Values.class: 1437
RelationshipRiskEncodedSecurityDescLen$Values.class: 1637
LegAllocAcctIDSource.class: 1418
DistribPaymentMethod$Values.class: 2339
UnderlyingContractMultiplier$Values.class: 1557
StrikePriceBoundaryMethod$FieldFactory.class: 1455
SettlSessID.class: 1576
Currency$Values.class: 1397
MatchIncrement$Values.class: 1445
ClearingFirm$Values.class: 1429
BidType$Values.class: 1645
EncodedListStatusTextLen.class: 1438
CustOrderCapacity.class: 1615
ApplReportType.class: 1594
UnderlyingSymbolSfx.class: 1413
MassCancelRequestType$FieldFactory.class: 1931
NoMDEntries.class: 1377
BidYield$Values.class: 1397
TargetPartyID$Values.class: 1437
ComplexEventCondition.class: 1643
DerivativeLocaleOfIssue$Values.class: 1517
BidDescriptorType.class: 1615
AllocReportID$Values.class: 1437
NoUnderlyingLegSecurityAltID$Values.class: 1557
PegOffsetType.class: 1587
SecurityRequestResult$FieldFactory.class: 1450
DerivativeInstrRegistry.class: 1433
BenchmarkPrice.class: 1387
SessionStatus.class: 1587
DerivativeStrikeCurrency$Values.class: 1525
OpenCloseSettlFlag$FieldFactory.class: 1380
CashSettlAgentContactPhone$Values.class: 1541
ProgRptReqs$FieldFactory.class: 1171
EncryptMethod$FieldFactory.class: 1390
NestedPartySubID$Values.class: 1461
CashSettlAgentCode$Values.class: 1477
AccountType.class: 1573
LegPriceUnitOfMeasureQty$Values.class: 1525
UnderlyingExerciseStyle.class: 1430
NoMDFeedTypes.class: 1387
UnderlyingRepurchaseRate$Values.class: 1525
DerivativeSecurityListRequestType$Values.class: 2296
DerivativeStrikeValue$Values.class: 1501
QuoteID$Values.class: 1389
MaturityMonthYearIncrement.class: 1445
NotionalPercentageOutstanding.class: 1467
UserRequestType$FieldFactory.class: 1160
ListRejectReason.class: 1608
UnderlyingSettlementDate$Values.class: 1525
LegPriceType$Values.class: 1429
NoStrategyParameters.class: 1422
EndCash.class: 1350
LegRepurchaseTerm$Values.class: 1469
PeggedPrice.class: 1372
TriggerType$FieldFactory.class: 1123
NoRootPartyIDs$Values.class: 1445
MoneyLaunderingStatus$Values.class: 1916
StipulationValue.class: 1398
Quantity$Values.class: 1397
QuotePriceType.class: 1594
SideReasonCd.class: 1378
TradSesUpdateAction$Values.class: 1485
TradingSessionSubID.class: 1632
ShortSaleReason.class: 1601
CashDistribAgentName$Values.class: 1493
ExDestinationIDSource$Values.class: 1969
InstrumentPartyID.class: 1403
EncodedLegSecurityDesc.class: 1426
AllocLinkType$FieldFactory.class: 976
LegSettlType$Values.class: 1429
AllocHandlInst$FieldFactory.class: 1050
WaveNo$Values.class: 1381
CollAsgnRejectReason$Values.class: 2053
InterestAccrualDate.class: 1419
UnderlyingMaturityTime$Values.class: 1509
TradeCondition.class: 1610
PegLimitType$FieldFactory.class: 1146
MDOriginType$Values.class: 1623
LegSecurityAltIDSource.class: 1428
FinancialStatus.class: 1615
PosAmtType.class: 1569
PosAmt.class: 1345
TradSesEvent.class: 1580
ApplResponseID$Values.class: 1445
SecurityResponseID$Values.class: 1477
TaxAdvantageType.class: 1608
ClearingAccount$Values.class: 1453
NoUnderlyingSecurityAltID.class: 1447
EncryptedNewPassword$Values.class: 1493
GTBookingInst$FieldFactory.class: 1153
DistribPaymentMethod.class: 1636
MDFeedType$Values.class: 1413
InterestAccrualDate$Values.class: 1485
EventDate$Values.class: 1405
SecuritySettlAgentAcctName$Values.class: 1541
LanguageCode.class: 1380
HeartBtInt$Values.class: 1413
CashOutstanding.class: 1390
LastMsgSeqNumProcessed.class: 1428
ExecAckStatus$Values.class: 1668
NoExpiration$Values.class: 1429
AdvSide.class: 1544
MultilegModel.class: 1587
PaymentDate.class: 1379
TotNoCxldQuotes$Values.class: 1453
PreviouslyReported.class: 1626
DerivativeCapPrice$Values.class: 1477
PartyDetailsListRequestID.class: 1443
SecuritySettlAgentContactName.class: 1463
DefaultVerIndicator.class: 1414
CashOrderQty.class: 1375
UnderlyingPx.class: 1377
Password$Values.class: 1397
CardStartDate.class: 1389
DerivativeInstrumentPartySubID$Values.class: 1573
MassActionRejectReason.class: 1650
RelatedPartySubID$Values.class: 1469
DerivativeOptAttribute.class: 1426
NoSecurityAltID$Values.class: 1453
SideMultiLegReportingType$Values.class: 1805
EFPTrackingError.class: 1402
OrderInputDevice.class: 1398
UnderlyingLocaleOfIssue.class: 1433
OrderDelay$Values.class: 1413
ContAmtValue.class: 1377
ResponseTransportType$FieldFactory.class: 1130
SettleOnOpenFlag.class: 1398
RptSys.class: 1348
SecurityXMLLen.class: 1388
PosType$Values.class: 3519
StreamAsgnAckType$FieldFactory.class: 1025
DeliverToLocationID.class: 1413
UnderlyingPayAmount.class: 1410
BidDescriptor.class: 1383
TriggerAction$FieldFactory.class: 1034
DerivativeSecurityExchange.class: 1450
LegAllocID$Values.class: 1413
OrigTradeDate$Values.class: 1437
DiscretionOffsetType.class: 1636
TrdRegTimestamp.class: 1399
MassCancelRequestType.class: 1644
RiskLimitAmount.class: 1390
UnsolicitedIndicator$Values.class: 1700
ComplexEventType$FieldFactory.class: 1461
RepoCollateralSecurityType.class: 1445
LotType.class: 1546
SellVolume.class: 1365
OutMainCntryUIndex$Values.class: 1477
UnderlyingFXRateCalc$FieldFactory.class: 1022
UnderlyingTimeUnit$Values.class: 1477
InstrAttribType.class: 1601
UnderlyingPriceUnitOfMeasureQty.class: 1470
NoRegistDtls.class: 1382
NoNested3PartySubIDs.class: 1422
DerivativeUnitOfMeasureQty$Values.class: 1541
RiskInstrumentOperator.class: 1650
DerivativeCountryOfIssue$Values.class: 1525
