Orchimate 1.3.2 /

OrchestraFIX44EP294

Orchestra Hub

Y

MsgType = G

Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).

Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

Y

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

Y

Unique identifier of replacement order as assigned by institution or by the intermediary with the closest association with the investor. 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

TransactTime of the last state change that occurred to the original order

Used to assign an overall allocation id to the block of preallocations

Number of repeating groups for pre-trade allocation

Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.

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

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
Must match original order

Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
Must match original order

Number of underlyings

Y

Should match original order's side, however, if bilaterally agreed to the following groups could potentially be interchanged:
Buy and Buy Minus
Sell, Sell Plus, Sell Short, and Sell Short Exempt
Cross, Cross Short, and Cross Short Exempt

Y

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

Y

Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
Note: OrderQty value should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders)

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".

Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"

Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"

Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"

Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"

The target strategy of the order

For further specification of the TargetStrategy

Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate.
For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)

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

Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"

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

Required if ForexReq = Y.

Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.

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.

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

For use in derivatives omnibus accounting

For use with derivatives, such as options

Required for short sell orders

For CIV - Optional

Reference to Registration Instructions message for this Order.

Supplementary registration information for this Order