Orchimate 1.4.0 /

FIX User Defined Fields1.0

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Price Format- tag had previously been named XpressTime datatype format UTCTimeOnly. 4th Qtr, 2011.

Retail Price Improvement Orders or CCG s-Quotes shall have a price improvement offset value in this tag which may have a value of zero to be filed better than the PBBO subject to limit price and cap rules.

This tag may also be used in Pegging d-quotes and s-quotes on same side or opposite side pegging to the PBBO, i.e. peg to PBO for buy pegging; PBB for sell pegging, offset by the price increments based on this tag’s absolute Offset value.