Orchimate 1.2.3 /

FIX.LatestFIX.Latest_EP301

Orchestra Hub

Y

MsgType = G

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

Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester.

This is party information related to the submitter of the request.

Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order.

ClOrdID(11) of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order.
Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID

Y

Unique identifier of replacement order as assigned by institution or by the intermediary with 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

For NDFs either SettlType or SettlDate should be specified.

Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
For NDFs either SettlType or SettlDate should be specified.

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).

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

Specifies instructions to disclose certain order level information in market data.

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

Available for optional use when Side(54) = 6(Sell short exempt).

Y

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

Y

Note: OrderQty(38) 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.

May be used to correct the initial working price of the parent order when this (child) order was entered.

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

Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages"

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

Strategy parameter block

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 be set if EncodedComplianceText(2352) field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field.

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

Conditionally required when TimeInForce(59)=10 (Good for Time)

Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed.

Applies to trades resulting from the order.

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

Required if ForexReq=Y.
Required for NDFs.

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 a F/X swap.

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

Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a 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

May be used for cross orders submitted with single order messages.

May be used for cross orders submitted with single order messages.

Can be used to request change of order ownership.

Conditionally required for auction orders.