Orchimate 1.2.6 /

FIX.LatestFIX.Latest_EP296

Orchestra Hub

In the case of quotes can be mapped to QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i).

In the case of quotes can be mapped to QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i).

Some hosts assign an order a new order id under special circumstances. The RefOrdID field will connect the same underlying order across changing OrderIDs.

The reason for updating the RefOrdID

Order type from the order associated with the trade

Order price at time of trade

Stop/Limit order price

Execution Instruction from the order associated with the trade

Status of order as of this trade report

Order quantity at time of trade

The order expiration date/time in UTC

May be used as an alternative to MatchingInstructions when the identifier does not appear in another field.

The (minimum or suggested) period of time a quoted price is to be tradable before it becomes indicative. (i.e. quoted price becomes off-the-wire).