Orchimate 1.3.1 /

OrchestraFIX42EP282

Orchestra Hub

Y

MsgType = G

Unique identifier of most recent order as assigned by broker.

Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).

Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).

Y

ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order.

Y

Unique identifier of replacement order as assigned by institution. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected.

Required for List Orders

Number of repeating groups for pre-trade allocation

Absence of this field is interpreted as Regular.

Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option)

Y

Can contain multiple instructions, space delimited. Replacement order must be created with new parameters (i.e. original order values will not be brought forward to replacement order unless redefined within this message).

Specifies the number of repeating TradingSessionIDs

Y

Must match original order

Must match original order

Must match original order

Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.

Specifies the month and year of maturity. Required if MaturityDay is specified.

Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.

For Options.

For Options.

For Options.

For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

For Fixed Income.

Can be used to identify the security.

Must be set if EncodedIssuer field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

Y

Must match original side, however, Buy and Buy Minus can be interchanged as well as Sell and Sell Plus

Y

Time this order request was initiated/released by the trader or trading system.

Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. Should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders)

Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages.

Y

Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc.

Required for OrdType = "Stop" or OrdType = "Stop limit".

Amount (signed) added to the price of the peg

Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified.

Amount (signed) added to the "related to" price specified via DiscretionInst.

Must match original order.

Absence of this field indicates Day order

Can specify the time at which the order should be considered valid

Conditionally required if TimeInForce = GTD and ExpireTime is not specified.

Conditionally required if TimeInForce = GTD and ExpireDate is not specified.

States whether executions are booked out or accumulated on a partially filled GT order

Must match original order

Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.

Required if ForexReq = Y.

Must be set if EncodedText field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of an F/X swap.

Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of an F/X swap.

For options

For options

For options when delivering the order to execution system/exchange.