Orchimate 1.4.0 /

FIX User Defined Fields1.0

Orchestra Hub

Dynamically adjusts the level of aggressiveness to a higher level of aggression when the security is trading at more favorable prices when AggressiveInTheMoney = “Y” (true)

Internal field to capture ExDestination when an order is routed internally via fix.

Indicates the type of the trading account. Valid values include:”NC” non-client (ME, TSX*, TSXV*)”CL” client (ME, TSX, TSXV)”ST” equities specialist (TSX)”IN” inventory (ME, TSX, TSXV)”OF” options firm account (TSX) “OT” options market maker (TSX, TSXV)Notes: * Indicates default exchange.There is no default for a Trade Modification from the ME.

An order flagged as Anonymous is forwarded to the exchange where they are published to the market without the members firm id.Valid values include “Y” “N”.Default is “N”.TSX only.

A trade originating from a Participating Organization between managed accounts that have the same manager. Valid values include “Y” “N”.Default “N”.TSX and TSXV.

A special term for an order specifying that each fill must be divided into equal lots. Total volume of order must be a multiple of LotsOf. LotsOf = Volume.No defaultTSX and TSXV.

A terms marker indicating that trade participant is not a Canadian resident. Valid values include “Y” “N”Default is “N”.TSX only.

A transaction where the member as principal sells securities to or buys securities from its particular customer; i.e. a cross between a client and another account type. A.K.A. – DF MarkerValid values include “Y” “N”.Default “N”.TSX and TSXV.

The trading system’s user id for a trader.No default.TSX and TSXV.

IOI Fix Link

NASD Rule 3370 (Short Sell Rule) requires that every short sell order specify a Locate (Tag 114=Y), identifying which broker has loaned the stock to settle the short sale.

Participation Rate 1

Participation Rate 2

Participation Rate 3

Participation Rate 4

Participation Rate 5

Participation Rate 6

Price Tier 1

Price Tier 2

Price Tier 3

Price Tier 4

Price Tier 5

Similar to Fix 4.2 tag 13 CommType. Valid values: 1 = per share, 2 = percentage, 3 = absolute. Use in conjunction with tag 7503 as you would use tag 12. This field identifies sales credit type.

Indicates a slope to be used for TWAP