<?xml version="1.0" encoding="UTF-8"?>
<!--
This schema was created by staff of the U.S. Securities and Exchange Commission.
Data and content created by government employees within the scope of their employment
are not subject to domestic copyright protection. 17 U.S.C. 105.
-->
<xs:schema xmlns:xs="http://www.w3.org/2001/XMLSchema" elementFormDefault="qualified">
  <!-- Held Order Routing Public Report, rule 242.606 (a)(1). -->
  <xs:element name="heldOrderRoutingPublicReport">
    <xs:annotation>
      <xs:documentation xml:lang="en"> Document root element for an order routing public report encompassing data for one calendar quarter, supporting rule 242.606 (a)(1). </xs:documentation>
    </xs:annotation>
    <xs:complexType>
      <xs:sequence>
        <xs:element ref="version"/>
        <xs:element ref="bd"/>
        <xs:element ref="year"/>
        <xs:element ref="qtr"/>
        <xs:element ref="timestamp" minOccurs="0"/>
        <xs:element ref="rMonthly" maxOccurs="3"/>
      </xs:sequence>
    </xs:complexType>
    <xs:unique name="orderRoutingReport_month">
      <xs:selector xpath="rMonthly"/>
      <xs:field xpath="mon"/>
    </xs:unique>
  </xs:element>
  <xs:element name="rMonthly">
    <xs:annotation>
      <xs:documentation xml:lang="en"> One month of order routing data, for S&amp;P500 stocks, other stocks, or options sections, supporting rule 242.606 (a)(1). </xs:documentation>
    </xs:annotation>
    <xs:complexType>
      <xs:sequence>
        <xs:element ref="year"/>
        <xs:element ref="mon"/>
        <xs:element ref="rSP500" minOccurs="0"/>
        <xs:element ref="rOtherStocks" minOccurs="0"/>
        <xs:element ref="rOptions" minOccurs="0"/>
      </xs:sequence>
    </xs:complexType>
  </xs:element>
  <xs:complexType name="OrderRoutingType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> Order routing data for one month, for S&amp;P500 stocks, other stocks, or options sections, aggregated across all execution venues, supporting rule 242.606 (a)(1). </xs:documentation>
    </xs:annotation>
    <xs:sequence>
      <xs:element ref="ndoPct"/>
      <xs:element ref="ndoMarketPct"/>
      <xs:element ref="ndoMarketableLimitPct"/>
      <xs:element ref="ndoNonmarketableLimitPct"/>
      <xs:element ref="ndoOtherPct"/>
      <xs:element ref="rVenues"/>
    </xs:sequence>
  </xs:complexType>
  <xs:element name="ndoPct" type="PctOrNmType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The percentage of total orders (for this report section) that were non-directed orders, supporting rule 242.606 (a)(1)(i). </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="ndoMarketPct" type="PctOrNmType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The percentage of total non-directed orders (for this report section) that were market orders, supporting rule 242.606 (a)(1)(i). </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="ndoMarketableLimitPct" type="PctOrNmType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The percentage of total non-directed orders (for this report section) that were marketable limit orders, supporting rule 242.606 (a)(1)(i). </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="ndoNonmarketableLimitPct" type="PctOrNmType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The percentage of total non-directed orders (for this report section) that were non-marketable limit orders, supporting rule 242.606 (a)(1)(i). </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="ndoOtherPct" type="PctOrNmType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The percentage of total non-directed orders (for this report section) that were not market orders and were not limit orders, supporting rule 242.606 (a)(1)(i). </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="rVenues">
    <xs:annotation>
      <xs:documentation xml:lang="en"> Order routing data for all venues, not aggregated, supporting rule 242.606 (a)(1)(ii). </xs:documentation>
    </xs:annotation>
    <xs:complexType>
      <xs:sequence>
        <xs:element ref="rVenue" minOccurs="0" maxOccurs="unbounded"/>
      </xs:sequence>
    </xs:complexType>
    <xs:unique name="uniqueVenues">
      <xs:selector xpath="rVenue"/>
      <xs:field xpath="name"/>
    </xs:unique>
    <xs:unique name="uniqueMics">
      <xs:selector xpath="rVenue"/>
      <xs:field xpath="mic"/>
    </xs:unique>
  </xs:element>
  <xs:element name="rVenue">
    <xs:annotation>
      <xs:documentation xml:lang="en"> All order routing data for one venue, supporting rule 242.606 (a)(1)(ii). </xs:documentation>
    </xs:annotation>
    <xs:complexType>
      <xs:sequence>
        <xs:choice>
          <xs:sequence>
            <xs:element ref="name"/>
            <xs:element ref="mic" minOccurs="0"/>
          </xs:sequence>
          <xs:element ref="mic"/>
        </xs:choice>
        <xs:element ref="orderPct"/>
        <xs:element name="marketPct" type="PctOrNmType">
          <xs:annotation>
            <xs:documentation xml:lang="en"> The percentage of total non-directed orders (for this report section) that were market orders, supporting rule 242.606 (a)(1)(i) </xs:documentation>
          </xs:annotation>
        </xs:element>
        <xs:element name="marketableLimitPct" type="PctOrNmType">
          <xs:annotation>
            <xs:documentation xml:lang="en"> The percentage of total non-directed orders (for this report section) that were marketable limit orders, supporting rule 242.606 (a)(1)(i) </xs:documentation>
          </xs:annotation>
        </xs:element>
        <xs:element name="nonMarketableLimitPct" type="PctOrNmType">
          <xs:annotation>
            <xs:documentation xml:lang="en"> The percentage of total non-directed orders (for this report section) that were non marketable limit orders, supporting rule 242.606 (a)(1)(i). </xs:documentation>
          </xs:annotation>
        </xs:element>
        <xs:element name="otherPct" type="PctOrNmType">
          <xs:annotation>
            <xs:documentation xml:lang="en"> The percentage of total non-directed orders (for this report section) that were not market orders and were not limit orders, supporting rule 242.606 (a)(1)(i). </xs:documentation>
          </xs:annotation>
        </xs:element>
        <xs:element ref="netPmtPaidRecvMarketOrdersUsd"/>
        <xs:element ref="netPmtPaidRecvMarketOrdersCph"/>
        <xs:element ref="netPmtPaidRecvMarketableLimitOrdersUsd"/>
        <xs:element ref="netPmtPaidRecvMarketableLimitOrdersCph"/>
        <xs:element ref="netPmtPaidRecvNonMarketableLimitOrdersUsd"/>
        <xs:element ref="netPmtPaidRecvNonMarketableLimitOrdersCph"/>
        <xs:element ref="netPmtPaidRecvOtherOrdersUsd"/>
        <xs:element ref="netPmtPaidRecvOtherOrdersCph"/>
        <xs:element ref="materialAspects"/>
      </xs:sequence>
    </xs:complexType>
  </xs:element>
  <xs:element name="rSP500" type="OrderRoutingType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> Order routing data for one month at one venue, for S&amp;P 500 stocks, supporting rule 242.606 (a)(1)(ii). </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="rOtherStocks" type="OrderRoutingType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> Order routing data for one month at one venue, for non-S&amp;P 500 stocks, supporting rule 242.606 (a)(1)(ii). </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="rOptions" type="OrderRoutingType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> Handling data for one month at one venue, for the options section, supporting rule 242.606 (a)(1)(ii). </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="name" type="VenueNameType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The venue to which orders were routed by the broker or dealer, supporting rule 242.606 (a)(1)(ii). </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="orderPct" type="PctOrNmType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The percentage of total non-directed orders for the section routed to the venue, supporting rule 242.606 (a)(1)(ii). </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="netPmtPaidRecvMarketOrdersUsd" type="UsdType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The net aggregate amount for non-directed market orders (in dollars) of any (A) payment for order flow received, (B) payment from any profit-sharing relationship received, (C) transaction fees paid, and (D) transaction rebates received, supporting rule 242.606 (a)(1)(iii). </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="netPmtPaidRecvMarketOrdersCph" type="CphType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The net aggregate amount for non-directed market orders (in cents per hundred shares) of any (A) payment for order flow received, (B) payment from any profit-sharing relationship received, (C) transaction fees paid, and (D) transaction rebates received, supporting rule 242.606 (a)(1)(iii). </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="netPmtPaidRecvMarketableLimitOrdersUsd" type="UsdType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The net aggregate amount for non-directed marketable limit orders (in dollars) of any (A) payment for order flow received, (B) payment from any profit-sharing relationship received, (C) transaction fees paid, and (D) transaction rebates received, supporting rule 242.606 (a)(1)(iii). </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="netPmtPaidRecvMarketableLimitOrdersCph" type="CphType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The net aggregate amount for non-directed marketable limit orders (in cents per hundred shares) of any (A) payment for order flow received, (B) payment from any profit-sharing relationship received, (C) transaction fees paid, and (D) transaction rebates received, supporting rule 242.606 (a)(1)(iii). </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="netPmtPaidRecvNonMarketableLimitOrdersUsd" type="UsdType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The net aggregate amount for non-directed non-marketable limit orders (in dollars) of any (A) payment for order flow received, (B) payment from any profit-sharing relationship received, (C) transaction fees paid, and (D) transaction rebates received, supporting rule 242.606 (a)(1)(iii). </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="netPmtPaidRecvNonMarketableLimitOrdersCph" type="CphType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The net aggregate amount for non-directed non-marketable limit orders (in cents per hundred shares) of any (A) payment for order flow received, (B) payment from any profit-sharing relationship received, (C) transaction fees paid, and (D) transaction rebates received, supporting rule 242.606 (a)(1)(iii). </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="netPmtPaidRecvOtherOrdersUsd" type="UsdType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The net aggregate amount for non-directed other orders (in dollars) of any (A) payment for order flow received, (B) payment from any profit-sharing relationship received, (C) transaction fees paid, and (D) transaction rebates received, supporting rule 242.606 (a)(1)(iii). </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="netPmtPaidRecvOtherOrdersCph" type="CphType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The net aggregate amount for non-directed other orders (in cents per hundred shares) of any (A) payment for order flow received, (B) payment from any profit-sharing relationship received, (C) transaction fees paid, and (D) transaction rebates received, supporting rule 242.606 (a)(1)(iii). </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="materialAspects" type="xs:string">
    <xs:annotation>
      <xs:documentation xml:lang="en"> A discussion of the material aspects of the broker's or dealer's relationship with each venue, supporting rule 242.606 (a)(i)(iv). </xs:documentation>
    </xs:annotation>
  </xs:element>
  <!-- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -->
  <!-- Order Routing Customer Report, rule 242.606 (b)(1). -->
  <xs:element name="heldExemptNotHeldOrderRoutingCustomerReport">
    <xs:annotation>
      <xs:documentation xml:lang="en"> Order routing report on order execution times, for up to six months, supporting rule 242.606 (b)(1). </xs:documentation>
    </xs:annotation>
    <xs:complexType>
      <xs:sequence>
        <xs:element ref="version"/>
        <xs:element ref="customer"/>
        <xs:element ref="bd"/>
        <xs:element ref="timestamp" minOccurs="0"/>
        <xs:element ref="startDate"/>
        <xs:element ref="endDate"/>
        <xs:element name="held" type="ORDER_LIST" minOccurs="0"/>
        <xs:element name="notHeldExempt" type="ORDER_LIST" minOccurs="0"/>
        <xs:element name="options" type="ORDER_LIST" minOccurs="0"/>
      </xs:sequence>
    </xs:complexType>
    <xs:unique name="uniqueHeldOrderId">
      <xs:selector xpath="held/order"/>
      <xs:field xpath="orderId"/>
    </xs:unique>
    <xs:unique name="uniqueNotHeldExemptOrderId">
      <xs:selector xpath="notHeldExempt/order"/>
      <xs:field xpath="orderId"/>
    </xs:unique>
    <xs:unique name="uniqueOptionsOrderId">
      <xs:selector xpath="options/order"/>
      <xs:field xpath="orderId"/>
    </xs:unique>
  </xs:element>
  <xs:complexType name="ORDER_LIST">
    <xs:sequence>
      <xs:element ref="order" minOccurs="0" maxOccurs="unbounded"/>
    </xs:sequence>
  </xs:complexType>
  <xs:element name="order">
    <xs:annotation>
      <xs:documentation xml:lang="en"> For each order, the identity of the venue(s) to which the customer's orders were routed for execution, whether the order was a directed or non-directed order, and the time of the transactions, if any, that resulted from such orders, supporting rule 242.606 (b)(1). </xs:documentation>
    </xs:annotation>
    <xs:complexType>
      <xs:sequence>
        <xs:element ref="orderId"/>
        <xs:element ref="directed"/>
        <xs:element ref="route" minOccurs="0" maxOccurs="unbounded"/>
      </xs:sequence>
    </xs:complexType>
  </xs:element>
  <xs:element name="directed">
    <xs:annotation>
      <xs:documentation xml:lang="en"> Y or N indicating whether the order was directed, supporting rule 242.606 (b)(1). </xs:documentation>
    </xs:annotation>
    <xs:simpleType>
      <xs:restriction base="xs:string">
        <xs:enumeration value="N"/>
        <xs:enumeration value="Y"/>
      </xs:restriction>
    </xs:simpleType>
  </xs:element>
  <xs:element name="orderId">
    <xs:annotation>
      <xs:documentation xml:lang="en"> Nonempty identifier for a customer order. Each order identifier must be unique within one customer order routing report, supporting rule 242.606 (b)(1). </xs:documentation>
    </xs:annotation>
    <xs:simpleType>
      <xs:restriction base="xs:string">
        <xs:minLength value="1"/>
      </xs:restriction>
    </xs:simpleType>
  </xs:element>
  <xs:element name="route">
    <xs:annotation>
      <xs:documentation xml:lang="en"> An order route, supporting rule 242.606 (b)(1). </xs:documentation>
    </xs:annotation>
    <xs:complexType>
      <xs:sequence>
        <xs:choice>
          <xs:sequence>
            <xs:element ref="venueName"/>
            <xs:element ref="mic" minOccurs="0"/>
          </xs:sequence>
          <xs:element ref="mic"/>
        </xs:choice>
        <xs:element ref="transaction" minOccurs="0" maxOccurs="unbounded"/>
      </xs:sequence>
    </xs:complexType>
  </xs:element>
  <xs:element name="transaction">
    <xs:annotation>
      <xs:documentation xml:lang="en"> A transaction executing a order, supporting rule 242.606 (b)(1). </xs:documentation>
    </xs:annotation>
    <xs:complexType>
      <xs:sequence>
        <xs:element ref="date"/>
        <xs:element ref="time"/>
      </xs:sequence>
    </xs:complexType>
  </xs:element>
  <xs:element name="date">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The UTC date of transaction execution, supporting rule 242.606 (b)(1). </xs:documentation>
    </xs:annotation>
    <xs:simpleType>
      <xs:restriction base="xs:date">
        <xs:pattern value="....-..-.."/>
      </xs:restriction>
    </xs:simpleType>
  </xs:element>
  <xs:element name="time">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The UTC time of transaction execution, rounded to the nearest second, with half seconds rounded up, supporting rule 242.606 (b)(1). </xs:documentation>
    </xs:annotation>
    <xs:simpleType>
      <xs:restriction base="xs:time">
        <xs:pattern value="..:..:.."/>
      </xs:restriction>
    </xs:simpleType>
  </xs:element>
  <xs:element name="venueName" type="VenueNameType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The venue to which orders were routed or were exposed via Actionable IOI by the broker or dealer, supporting rule 242.606 (b)(1) &amp; (b)(3). </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="mic">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The ISO 10383 (MIC) code of the venue to facilitate aggregation of data across reports, supporting rule 242.606 (a)(1), (b)(1) &amp; (b)(3). </xs:documentation>
    </xs:annotation>
    <xs:simpleType>
      <xs:union memberTypes="MicType NmType"/>
    </xs:simpleType>
  </xs:element>
  <!-- - - - - - - - - - - - - - - - - - - - - - - - - - - -->
  <!-- Order Handling Customer Report, rule 242.606 (b)(3) -->
  <xs:element name="notHeldOrderHandlingCustomerReport">
    <xs:annotation>
      <xs:documentation xml:lang="en"> Document root element for an order handling report encompassing orders from one to six months, supporting rule 242.606 (b)(3). </xs:documentation>
    </xs:annotation>
    <xs:complexType>
      <xs:sequence>
        <xs:element ref="version"/>
        <xs:element ref="customer"/>
        <xs:element ref="bd"/>
        <xs:element ref="timestamp" minOccurs="0"/>
        <xs:element ref="startDate"/>
        <xs:element ref="endDate"/>
        <xs:element name="hDirected" type="OH_DND_DATA" minOccurs="0">
          <xs:unique name="hdMonthly">
            <xs:selector xpath="hMonthly"/>
            <xs:field xpath="mon"/>
          </xs:unique>
        </xs:element>
        <xs:element name="hNondirected" type="OH_DND_DATA" minOccurs="0">
          <xs:unique name="hndMonthly">
            <xs:selector xpath="hMonthly"/>
            <xs:field xpath="mon"/>
          </xs:unique>
        </xs:element>
      </xs:sequence>
    </xs:complexType>
  </xs:element>
  <xs:complexType name="OH_DND_DATA">
    <xs:annotation>
      <xs:documentation xml:lang="en"> Order handling data for directed and non-directed orders, supporting rule 242.606 (b)(3). </xs:documentation>
    </xs:annotation>
    <xs:sequence>
      <xs:element ref="hMonthly" minOccurs="0" maxOccurs="7"/>
    </xs:sequence>
  </xs:complexType>
  <xs:element name="hMonthly">
    <xs:annotation>
      <xs:documentation xml:lang="en"> One month of order handling data, supporting rule 242.606 (b)(3). </xs:documentation>
    </xs:annotation>
    <xs:complexType>
      <xs:sequence>
        <xs:element ref="year"/>
        <xs:element ref="mon"/>
        <xs:element ref="sentShr"/>
        <xs:element ref="executedAsPrincipalShr"/>
        <xs:element ref="ioiExposedOrd"/>
        <xs:element name="ioiExposedVenueList" type="IOI_EXPOSED_VENUE_LIST"/>
        <xs:element name="routingVenueList" type="ROUTING_VENUE_LIST"/>
      </xs:sequence>
    </xs:complexType>
  </xs:element>
  <xs:complexType name="IOI_EXPOSED_VENUE_LIST">
    <xs:sequence>
      <xs:element ref="ioiExposedVenue" minOccurs="0" maxOccurs="unbounded"/>
    </xs:sequence>
  </xs:complexType>
  <xs:complexType name="ROUTING_VENUE_LIST">
    <xs:sequence>
      <xs:element ref="iVenue" minOccurs="0" maxOccurs="unbounded"/>
    </xs:sequence>
  </xs:complexType>
  <xs:element name="ioiExposedVenue">
    <xs:annotation>
      <xs:documentation xml:lang="en">
A venue to which orders were exposed via Actionable IOI by the broker or dealer, supporting rule 242.606 (b)(1) &amp; (b)(3).
      </xs:documentation>
    </xs:annotation>
    <xs:complexType>
      <xs:sequence>
        <xs:element ref="venueName"/>
        <xs:element ref="mic" minOccurs="0"/>
      </xs:sequence>
    </xs:complexType>
  </xs:element>
  <xs:element name="iVenue">
    <xs:annotation>
      <xs:documentation xml:lang="en"> order handling data in one execution venue, supporting rule 242.606 (b)(3). </xs:documentation>
    </xs:annotation>
    <xs:complexType>
      <xs:sequence>
        <xs:element ref="venueName"/>
        <xs:element ref="services" minOccurs="0"/>
        <xs:choice minOccurs="0">
          <xs:element ref="mic"/>
          <xs:element ref="mpid"/>
        </xs:choice>
        <xs:element name="routedShr" type="ShrType">
          <xs:annotation>
            <xs:documentation xml:lang="en"> The number of shares routed totaling across all strategies, supporting rule 242.606 (b)(3)(i)(A). </xs:documentation>
          </xs:annotation>
        </xs:element>
        <xs:element name="iocRoutedShr" type="ShrType">
          <xs:annotation>
            <xs:documentation xml:lang="en"> Shares routed marked immediate or cancel (IOC) totaling across all strategies, supporting rule 242.606 (b)(3)(i)(B). </xs:documentation>
          </xs:annotation>
        </xs:element>
        <xs:element name="furtherRoutableShr" type="ShrType">
          <xs:annotation>
            <xs:documentation xml:lang="en"> Shares routed that were further routable totaling across all strategies, supporting rule 242.606 (b)(3)(i)(C). </xs:documentation>
          </xs:annotation>
        </xs:element>
        <xs:element name="orderSizeShr" type="ShrType">
          <xs:annotation>
            <xs:documentation xml:lang="en"> Average order size (in shares) routed averaging across all strategies, supporting rule 242.606 (b)(3)(i)(D). </xs:documentation>
          </xs:annotation>
        </xs:element>
        <xs:element name="executedShr" type="ShrType">
          <xs:annotation>
            <xs:documentation xml:lang="en"> Number of shares executed totaling across all strategies, supporting rule 242.606 (b)(3)(ii)(A). </xs:documentation>
          </xs:annotation>
        </xs:element>
        <xs:element name="filledPct" type="PctOrNmType">
          <xs:annotation>
            <xs:documentation xml:lang="en"> Fill rate across all strategies, supporting rule 242.606 (b)(3)(ii)(B). </xs:documentation>
          </xs:annotation>
        </xs:element>
        <xs:element name="fillSizeShr" type="ShrType">
          <xs:annotation>
            <xs:documentation xml:lang="en"> Average order fill size averaged aross all strategies, supporting rule 242.606 (b)(3)(ii)(C). </xs:documentation>
          </xs:annotation>
        </xs:element>
        <xs:element name="netFeeOrRebateCph" type="CphType">
          <xs:annotation>
            <xs:documentation xml:lang="en"> Average net execution fee (negative value) or rebate (positive value), supporting rule 242.606 (b)(3)(ii)(D). </xs:documentation>
          </xs:annotation>
        </xs:element>
        <xs:element name="midpointShr" type="ShrType">
          <xs:annotation>
            <xs:documentation xml:lang="en"> Number of shares executed at the midpoint, supporting rule 242.606 (b)(3)(ii)(E). </xs:documentation>
          </xs:annotation>
        </xs:element>
        <xs:element name="midpointPct" type="PctOrNmType">
          <xs:annotation>
            <xs:documentation xml:lang="en"> Percentage of shares executed at the midpoint (equal to midpointExecutedShr / executedShr), supporting rule 242.606 (b)(3)(ii)(F). </xs:documentation>
          </xs:annotation>
        </xs:element>
        <xs:element name="nearsideShr" type="ShrType">
          <xs:annotation>
            <xs:documentation xml:lang="en"> Number of shares executed that were priced on the side of the spread more favorable to the order, supporting rule 242.606 (b)(3)(ii)(G). </xs:documentation>
          </xs:annotation>
        </xs:element>
        <xs:element name="nearsidePct" type="PctOrNmType">
          <xs:annotation>
            <xs:documentation xml:lang="en"> Percentage of shares executed that were priced at the side of the spread more favorable to the order (equal to nearsideExecuted / executed), supporting rule 242.606 (b)(3)(ii)(H). </xs:documentation>
          </xs:annotation>
        </xs:element>
        <xs:element name="farsideShr" type="ShrType">
          <xs:annotation>
            <xs:documentation xml:lang="en"> Number of shares executed that were priced on the side of the spread less favorable to the order, supporting rule 242.606 (b)(3)(ii)(I). </xs:documentation>
          </xs:annotation>
        </xs:element>
        <xs:element name="farsidePct" type="PctOrNmType">
          <xs:annotation>
            <xs:documentation xml:lang="en"> Percentage of shares executed that were priced on the side of the spread less favorable to the order, supporting rule 242.606 (b)(3)(ii)(J). </xs:documentation>
          </xs:annotation>
        </xs:element>
        <xs:element name="providedLiqudityShr" type="ShrType">
          <xs:annotation>
            <xs:documentation xml:lang="en"> Number of shares executed of orders providing liquidity, supporting rule 242.606 (b)(3)(iii)(A). </xs:documentation>
          </xs:annotation>
        </xs:element>
        <xs:element name="providedLiquidityPct" type="PctOrNmType">
          <xs:annotation>
            <xs:documentation xml:lang="en"> Percentage of shares executed of orders providing liquidity, supporting rule 242.606 (b)(3)(iii)(B). </xs:documentation>
          </xs:annotation>
        </xs:element>
        <xs:element name="orderDurationMsec" type="MsecType">
          <xs:annotation>
            <xs:documentation xml:lang="en"> Average time between order entry and execution or cancellation, for orders providing liquidity (in milliseconds), supporting rule 242.606 (b)(3)(iii)(C). </xs:documentation>
          </xs:annotation>
        </xs:element>
        <xs:element name="providedLiquidityNetCph" type="CphType">
          <xs:annotation>
            <xs:documentation xml:lang="en"> Average net execution fee (negative value) or rebate (positive value) for shares executed of orders providing liquidity (in cents per hundred shares to four decimal places), supporting rule 242.606 (b)(3)(iii)(D). </xs:documentation>
          </xs:annotation>
        </xs:element>
        <xs:element name="removedLiquidityShr" type="ShrType">
          <xs:annotation>
            <xs:documentation xml:lang="en"> Number of shares executed of orders removing liquidity, supporting rule 242.606 (b)(3)(iv)(A). </xs:documentation>
          </xs:annotation>
        </xs:element>
        <xs:element name="removedLiquidityPct" type="PctOrNmType">
          <xs:annotation>
            <xs:documentation xml:lang="en"> Percentage of shares executed of orders removing liquidity, supporting rule 242.606 (b)(3)(iv)(B). </xs:documentation>
          </xs:annotation>
        </xs:element>
        <xs:element name="removedLiquidityNetCph" type="CphType">
          <xs:annotation>
            <xs:documentation xml:lang="en"> Average net execution fee (negative value) or rebate (positive value) for shares of orders removing liquidity (in cents per hundred shares to four decimal places), supporting rule 242.606 (b)(3)(iv)(C). </xs:documentation>
          </xs:annotation>
        </xs:element>
      </xs:sequence>
    </xs:complexType>
  </xs:element>
  <!-- - - - - - - - - - - - - - - - - - - - - -->
  <!-- Simple type elements common to reports  -->
  <xs:element name="version">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The version identifier of the Order Handling Report schema, supporting rule 242.606. </xs:documentation>
    </xs:annotation>
    <xs:simpleType>
      <xs:restriction base="xs:string">
        <xs:enumeration value="1.2"/>
      </xs:restriction>
    </xs:simpleType>
  </xs:element>
  <xs:element name="bd" type="BrokerDealerNameType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The name of the broker-dealer providing the handling report, supporting rule 242.606. </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="customer" type="CustomerNameType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The name of the customer receiving the handling report, supporting rule 242.606. </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="year" type="YearType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The calendar year in which the most recent month of handling data is included, supporting rule 242.606. </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="qtr" type="QuarterType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The calendar quarter in which the most recent month of handling data is included, supporting rule 242.606. </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="mon" type="MonthType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> Calendar month number from 1 to 12 inclusive, supporting rule 242.606. </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="timestamp">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The UTC date and time rounded to the nearest second for which the report data was generated, with half seconds rounded up, supporting rule 242.606. </xs:documentation>
    </xs:annotation>
    <xs:simpleType>
      <xs:restriction base="xs:dateTime">
        <xs:pattern value="....-..-..T..:..:..Z"/>
      </xs:restriction>
    </xs:simpleType>
  </xs:element>
  <!-- - - - - - -  -->
  <!-- simple type elements -->
  <xs:element name="sentShr" type="ShrType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The number of shares of orders sent to the broker or dealer by the customer during the relevant period, supporting rule 242.606 (b)(3). </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="executedAsPrincipalShr" type="ShrType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The number of shares executed by the broker or dealer as principal for its own account, supporting rule 242.606 (b)(3). </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="ioiExposedOrd" type="OrdType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The number of orders exposed by the broker or dealer through an actionable indication of interest, supporting rule 242.606 (b)(3). </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="services" type="ServicesType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> Routing venue category, supporting rule 242.606 (b)(3). </xs:documentation>
    </xs:annotation>
  </xs:element>
  <xs:element name="mpid">
    <xs:annotation>
      <xs:documentation xml:lang="en"> Market Participant ID (MPID) code of a venue to facilitate aggregation of data across reports, supporting rule 242.606 (b)(3). </xs:documentation>
    </xs:annotation>
    <xs:simpleType>
      <xs:union memberTypes="MpidType NmType"/>
    </xs:simpleType>
  </xs:element>
  <xs:element name="startDate">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The precise UTC start date for the six month report, supporting rule 242.606 (b). </xs:documentation>
    </xs:annotation>
    <xs:simpleType>
      <xs:restriction base="xs:date">
        <xs:pattern value="....-..-.."/>
      </xs:restriction>
    </xs:simpleType>
  </xs:element>
  <xs:element name="endDate">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The precise UTC end date for the six month report, supporting rule 242.606 (b). </xs:documentation>
    </xs:annotation>
    <xs:simpleType>
      <xs:restriction base="xs:date">
        <xs:pattern value="....-..-.."/>
      </xs:restriction>
    </xs:simpleType>
  </xs:element>
  <!-- - - - - - -  -->
  <!-- simple types-->
  <xs:simpleType name="NmType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> Empty string indicating that a numeric value is not meaningful. </xs:documentation>
    </xs:annotation>
    <xs:restriction base="xs:string">
      <xs:whiteSpace value="collapse"/>
      <xs:enumeration value=""/>
    </xs:restriction>
  </xs:simpleType>
  <xs:simpleType name="ServicesType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> A flag indicating a primary venue (PRV) or execution/secondary venue (EV/SRV).</xs:documentation>
    </xs:annotation>
    <xs:restriction base="xs:string">
      <xs:enumeration value="PRV"/>
      <xs:enumeration value="EV/SRV"/>
    </xs:restriction>
  </xs:simpleType>
  <xs:simpleType name="MpidType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> A Market Participant ID consisting of four or five digits or uppercase letters. </xs:documentation>
    </xs:annotation>
    <xs:restriction base="xs:string">
      <xs:pattern value="[A-Z0-9]{4,5}"/>
    </xs:restriction>
  </xs:simpleType>
  <xs:simpleType name="MicType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> An ISO 10383 (MIC) exchange code consisting of exactly four uppercase letters. </xs:documentation>
    </xs:annotation>
    <xs:restriction base="xs:string">
      <xs:pattern value="[A-Z]{4}"/>
    </xs:restriction>
  </xs:simpleType>
  <xs:simpleType name="BrokerDealerNameType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> Name of the reporting broker-dealer of up to 50 characters with white space normalized. </xs:documentation>
    </xs:annotation>
    <xs:restriction base="xs:string">
      <xs:minLength value="1"/>
      <xs:maxLength value="50"/>
      <xs:whiteSpace value="collapse"/>
    </xs:restriction>
  </xs:simpleType>
  <xs:simpleType name="CustomerNameType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> Name of the customer receiving the report of up to 50 characters with white space normalized, or empty if the report is the aggregate of all customers. </xs:documentation>
    </xs:annotation>
    <xs:restriction base="xs:string">
      <xs:minLength value="0"/>
      <xs:maxLength value="50"/>
      <xs:whiteSpace value="collapse"/>
    </xs:restriction>
  </xs:simpleType>
  <xs:simpleType name="VenueNameType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> Name of an execution venue of up to 30 characters with white space normalized. </xs:documentation>
    </xs:annotation>
    <xs:restriction base="xs:string">
      <xs:minLength value="1"/>
      <xs:maxLength value="30"/>
      <xs:whiteSpace value="collapse"/>
    </xs:restriction>
  </xs:simpleType>
  <xs:simpleType name="QuarterType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> A calendar quarter for 1 to 4 inclusive. </xs:documentation>
    </xs:annotation>
    <xs:restriction base="xs:integer">
      <xs:minInclusive value="1"/>
      <xs:maxInclusive value="4"/>
    </xs:restriction>
  </xs:simpleType>
  <xs:simpleType name="MonthType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> A calendar month from 1 to 12 inclusive. </xs:documentation>
    </xs:annotation>
    <xs:restriction base="xs:integer">
      <xs:minInclusive value="1"/>
      <xs:maxInclusive value="12"/>
    </xs:restriction>
  </xs:simpleType>
  <xs:simpleType name="YearType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> A calendar year from 2000 to 2099 inclusive. </xs:documentation>
    </xs:annotation>
    <xs:restriction base="xs:integer">
      <xs:minInclusive value="2000"/>
      <xs:maxInclusive value="2099"/>
    </xs:restriction>
  </xs:simpleType>
  <xs:simpleType name="UsdType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> An amount in US dollars, or blank.</xs:documentation>
    </xs:annotation>
    <xs:restriction base="DecimalOrNmType"/>
  </xs:simpleType>
  <xs:simpleType name="OrdType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> A nonnegative whole number representing a number of orders, or blank. </xs:documentation>
    </xs:annotation>
    <xs:restriction base="NonnegativeIntegerOrNmType"/>
  </xs:simpleType>
  <xs:simpleType name="ShrType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> A nonnegative number representing a number of shares, or blank. </xs:documentation>
    </xs:annotation>
    <xs:restriction base="NonnegativeDecimalOrNmType"/>
  </xs:simpleType>
  <xs:simpleType name="CphType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> A number with at least four digits to the right of the decimal point representing cents per hundred shares, or blank. </xs:documentation>
    </xs:annotation>
    <xs:restriction base="Decimal4OrNmType"/>
  </xs:simpleType>
  <xs:simpleType name="PctOrNmType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> A number between 0 and 100 inclusive with at least two digits to the right of the decimal point representing a percentage, or blank. </xs:documentation>
    </xs:annotation>
    <xs:union memberTypes="PctType NmType"/>
  </xs:simpleType>
  <xs:simpleType name="MsecType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> A nonnegative integer representing milliseconds, or blank. </xs:documentation>
    </xs:annotation>
    <xs:restriction base="NonnegativeIntegerOrNmType"/>
  </xs:simpleType>
  <xs:simpleType name="DecimalOrNmType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> A decimal number or blank. </xs:documentation>
    </xs:annotation>
    <xs:union memberTypes="xs:decimal NmType"/>
  </xs:simpleType>
  <xs:simpleType name="NonnegativeDecimalOrNmType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> A decimal number greater than or equal to zero, or blank. </xs:documentation>
    </xs:annotation>
    <xs:union memberTypes="NonnegativeDecimalType NmType"/>
  </xs:simpleType>
  <xs:simpleType name="Decimal4OrNmType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> A number with at least four digits to the right of the decimal point, or blank. </xs:documentation>
    </xs:annotation>
    <xs:union memberTypes="Decimal4Type NmType"/>
  </xs:simpleType>
  <xs:simpleType name="Decimal2OrNmType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> A number with at least two digits to the right of the decimal point, or blank. </xs:documentation>
    </xs:annotation>
    <xs:union memberTypes="Decimal2Type NmType"/>
  </xs:simpleType>
  <xs:simpleType name="NonnegativeDecimalType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> A decimal number greater than or equal to zero. </xs:documentation>
    </xs:annotation>
    <xs:restriction base="xs:decimal">
      <xs:minInclusive value="0"/>
    </xs:restriction>
  </xs:simpleType>
  <xs:simpleType name="NonnegativeIntegerOrNmType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> A nonnegative integer, or blank. </xs:documentation>
    </xs:annotation>
    <xs:union memberTypes="NonnegativeIntegerType NmType"/>
  </xs:simpleType>
  <xs:simpleType name="PctType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> A number between 0 and 100 inclusive with at least two digits to the right of the decimal point representing a percentage. </xs:documentation>
    </xs:annotation>
    <xs:restriction base="xs:decimal">
      <xs:minInclusive value="0.00"/>
      <xs:maxInclusive value="100.00"/>
      <xs:pattern value="[0-9]*\.[0-9]{2,}"/>
    </xs:restriction>
  </xs:simpleType>
  <xs:simpleType name="IoiExposedFlagType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> The character "X" or empty string. </xs:documentation>
    </xs:annotation>
    <xs:restriction base="xs:string">
      <xs:enumeration value=""/>
      <xs:enumeration value="X"/>
    </xs:restriction>
  </xs:simpleType>
  <xs:simpleType name="Decimal4Type">
    <xs:annotation>
      <xs:documentation xml:lang="en"> A number with at least four digits to the right of the decimal point. </xs:documentation>
    </xs:annotation>
    <xs:restriction base="xs:decimal">
      <xs:pattern value="-?[0-9]*\.[0-9]{4}[0-9]*"/>
    </xs:restriction>
  </xs:simpleType>
  <xs:simpleType name="Decimal2Type">
    <xs:annotation>
      <xs:documentation xml:lang="en"> A number with at least two digits to the right of the decimal point. </xs:documentation>
    </xs:annotation>
    <xs:restriction base="xs:decimal">
      <xs:pattern value="-?[0-9]*\.[0-9]{2}[0-9]*"/>
    </xs:restriction>
  </xs:simpleType>
  <xs:simpleType name="NonnegativeIntegerType">
    <xs:annotation>
      <xs:documentation xml:lang="en"> A nonnegative integer. </xs:documentation>
    </xs:annotation>
    <xs:restriction base="xs:decimal">
      <xs:pattern value="[0-9]+"/>
    </xs:restriction>
  </xs:simpleType>
</xs:schema>
