Orchimate 1.3.1 /

OrchestraFIX42EP282

Orchestra Hub

Account mnemonic as agreed between broker and institution.

Unique identifier of advertisement message.
(Prior to FIX 4.1 this field was of type int)

Reference identifier used with CANCEL and REPLACE transaction types.
(Prior to FIX 4.1 this field was of type int)

Broker's side of advertised trade

Identifies advertisement message transaction type

Calculated average price of all fills on this order.

Message sequence number of first message in range to be resent

Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted)

Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted)

Three byte, simple checksum (see Appendix B: CheckSum Calculation for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing <SOH>, as the end-of-message delimiter. Always defined as three characters. (Always unencrypted)

Unique identifier for Order as assigned by institution (identified by SenderCompID or OnBehalfOfCompID as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods,should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.

Commission. Note if CommType is percentage, Commission of 5% should be represented as .05.

Commission type

Total number of shares filled.
(Prior to FIX 4.2 this field was of type int)

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See Appendix A: Valid Currency Codes for information on obtaining valid values.

Message sequence number of last message in range to be resent. If request is for a single message BeginSeqNo = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "0" (representing infinity).

Unique identifier of execution message as assigned by broker (will be 0 (zero) for ExecTransType=3 (Status)).
Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days.
(Prior to FIX 4.1 this field was of type int)

Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space.

Reference identifier used with Cancel and Correct transaction types.
(Prior to FIX 4.1 this field was of type int)

Identifies transaction type

Instructions for order handling on Broker trading floor

Identifies class of alternative SecurityID

Unique identifier of IOI message.
(Prior to FIX 4.1 this field was of type int)

Relative quality of indication

Reference identifier used with CANCEL and REPLACE, transaction types.
(Prior to FIX 4.1 this field was of type int)

Number of shares in numeric or relative size.

Identifies IOI message transaction type

Broker capacity in order execution

Market of execution for last fill

Price of this (last) fill. Field not required for ExecTransType = 3 (Status)

Quantity of shares bought/sold on this (last) fill. Field not required for ExecTransType = 3 (Status)
(Prior to FIX 4.2 this field was of type int)

Identifies number of lines of text body

Integer message sequence number.

Defines message type. ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted)
Note: A "U" as the first character in the MsgType field (i.e. U1, U2, etc) indicates that the message format is privately defined between the sender and receiver.

New sequence number

Unique identifier for Order as assigned by broker. Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.

Number of shares ordered. This represents the number of shares for equities or based on normal convention the number of contracts for options, futures, convertible bonds, etc.
(Prior to FIX 4.2 this field was of type int)

Identifies current status of order.

Order type.

ClOrdID of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests.

Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT"))

Indicates possible retransmission of message with this sequence number

Price per share

Reference message sequence number

Symbol of issue related to story. Can be repeated within message to identify multiple companies.

Note that the name of this field is changing to "OrderCapacity" as Rule80A is a very US market-specific term. Other world markets need to convey similar information, however, often a subset of the US values. . See the "Rule80A (aka OrderCapacity) Usage by Market" appendix for market-specific usage of this field.

CUSIP or other alternate security identifier

Assigned value used to identify firm sending message.

Assigned value used to identify specific message originator (desk, trader, etc.)

No longer used. Included here for reference to prior versions.

Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

Number of shares
(Prior to FIX 4.2 this field was of type int)

Side of order

Ticker symbol

Assigned value used to identify receiving firm.

Assigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specific user.

Free format text string
(Note: this field does not have a specified maximum length)

Specifies how long the order remains in effect. Absence of this field is interpreted as DAY.

Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")

Urgency flag

Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

Indicates order settlement period. Absence of this field is interpreted as Regular. Regular is defined as the default settlement period for the particular security on the exchange of execution.

Specific date of trade settlement (SettlementDate) in YYYYMMDD format. Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option). (expressed in local time at place of settlement)

Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory

Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days.

Sequence of individual order within list (i.e. ListSeqNo of ListNoOrds, 2 of 25, 3 of 25, . . . )

Total number of list order entries across all messages. Should be the sum of all NoOrders in each message that has repeating list order entries related to the same ListID. Used to support fragmentation.
(Prior to FIX 4.2 this field was named "ListNoOrds")

Free format text message containing list handling and execution instructions.

Unique identifier for allocation message.
(Prior to FIX 4.1 this field was of type int)

Identifies allocation transaction type

Reference identifier to be used with Replace, Cancel, and Calculated AllocTransType messages.
(Prior to FIX 4.1 this field was of type int)

Indicates number of orders to be combined for average pricing and allocation.

Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used.

Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).

Identifies executing / give-up broker. Standard NASD market-maker mnemonic is preferred.

Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.

Number of repeating AllocAccount/AllocPrice entries.

Sub-account mnemonic

Number of shares to be allocated to specific sub-account
(Prior to FIX 4.2 this field was of type int)

Processing code for sub-account. Absence of this field in AllocAccount / AllocPrice/AllocShares / ProcessCode instance indicates regular trade.

Total number of reports within series.

Sequence number of message within report series.

Total number of shares canceled for this order.
(Prior to FIX 4.2 this field was of type int)

Number of delivery instruction fields to follow
No longer used. Included here for reference to prior versions.

Free format text field to indicate delivery instructions
No longer used. Included here for reference to prior versions.

Identifies status of allocation.

Identifies reason for rejection.

Electronic signature

Length of encrypted message

Actual encrypted data stream

Broker to receive trade credit.

Number of bytes in signature field.

Email message type.

Number of bytes in raw data field.

Unformatted raw data, can include bitmaps, word processor documents, etc.

Indicates that message may contain information that has been sent under another sequence number.

Method of encryption.

Price per share

Execution destination as defined by institution when order is entered.
Valid values:
See Appendix C