Orchimate 1.4.0 /

FIX User Defined Fields1.0

Orchestra Hub

Used to indicate the Date and Time at which a Trade Report was agreed upon, between the Member Firm and its Client

Automatic Opening Rotation Threshold (Type – int)

Used for Automotic re-initiation of NBBO step-ups.Data Type: Boolean

Valid Values:

Y = Yes

N = No

Broker-Dealer Bid Size.

Data Type: Qty

Type of Broker-Dealer Bid Size.

Data Type: Boolean

Valide Values:

Y = Size is percentage

N = Size is value

Broker-Dealer Offer Size.

Data Type: Qty

Type of Broker-Dealer Offer Size.

Data Type: Boolean

Valid Values:

Y = Size is percentage

N = Size is value

Source of the Order.

Data Type: String[4]

Indicated whether Cross-Market-Protection is on or off.

Data Type: Boolean

Valid Values:

Y = Protection type is ‘Crossed’

N = Protection type is not ‘Crossed’

Type of Customer Bid Size.

Data Type: Boolean

Valid Values:

Y = Size is percentage

N = Size is value

Type of the customer offer size.

Data Type: Boolean

Valid Values:

Y = Size is percentage

N = Size is value

Set Dissemination of NBBO for all series.

Data Type: Boolean

Valid Values:

Y = Disseminate

N = Do not disseminate

Duration for the validity of the Negotiated Order. Specified in minutes. If not specified (or) greater than market’s default value, set to market’s default value.

Firm’s ID.

Data Type: String[40]

Indicates whether BBO is coming from an exchange declared as Fast Firm

Data Type: Boolean

Valid Values:

Y = Fast Firm

N = Not Fast Firm

Issue ID.

Data Type: int

Status indicator for the issue.

Data Type: int

Valid Values:

1 = Pre-Open

2 = Ready to Trade

3 = Not available for Trading

4 = Trading Halt

5 = Testing

6 = Electronic Book Execution

7 = Maintenance

8 = Closed – but GTC orders allowed

9 = Expired

Setting for first level of volume for NBBO Step-up configuration

Setting for second level of voulme in NBBO Step-up configuration.

Data Type: Boolean

Valid Values:

Y = Percent

N = Not Percent

Setting for locked market protection.

Data Type: Boolean

Valid Values:Y = Protection type is ‘Locked’

N = Protection type is not “Locked”

Used to indicate whether the Quote has resulted in a lock or cross or none(Neither lock/cross) condition.

Minimum price variation.

Data Type: long

Volume in other exchange.

Data Type: Qty

Indicates the action to be taken on a replinshed Quote.

Size of Bid side of the Quote for the Market Maker (Type – Qty)

Type of Market Maker Bid’s size.

Data Type: Boolean

Valid Values:

Y = Size is percentage

N = Size is value

The date from which market maker will be effective.

Should be in UTCDate format.

The date after which market maker will no longer be effective.

Should always be in UTCDate format

Size of Offer side of the Quote for Market Maker (Type – Qty)

Type of Market Maker’s Offer size.

Data Type: Boolean

Valid Values:

Y = Size is percentage

N = Size is value

Time at which the quote of a market maker is closed for negotiation.

Should always be in hh:mm format

Time at which market maker quote will be opened for neotiation.

Unique ID of the request.

Data Type: String[40]

NBBO Step Up Mode.

Data Type: Char

Valid Values:

1 = New

2 = Cancel

4 = Get By Owner & Series

5 = NBBO Reinitiate Response

Number of exchanges in the repeating group.

Data Type: int

Non-customer size (aggregated) at a particular price break

Data Type: Qty

Number of elements in the repeating group (Quote Sizes)

Data Type: int

Indicates the number of nested levels for step-up configuration data.

Data Type: Int

Number of steps (NBBO Configuration).

Data Type: int

No of elements in the repeating group(Ticks)

Data Type: int

OPRA Class Code.

Data Tye: char

Code used by OPRA (Options Price Reporting Authority) to identify series. Concatenation of option symbol, strike code.

Data Type: String[7]

Denominator used to get actual option price.

Type of the Order Request.

Data Type: Char

Valid Values:

0 = Modify Orders

1 = Cancel Orders

The current price of the Bid side of the Quote

The current price of the Bid side of the Quote

Current Order/Quote Size.

Data Tye: int

The current price of the Offer side of the Quote

Used to indicate the ID of the original owner.

Data Type: String

QuoteID of the current quote.

Data Type: long

User ID of the owner.

Data Type: String[40]

Identifies the owner of the Order/Quote. Used when sending duplicate confirmations for execution, cancellation and expiry.

Used to indicate the owner of the business object

PCX generated ID for the Quote.

Data Type: int

Indicates the pssive market making status of market participant on an Issue/security.

Quote Script Data Type.

Data Type: Char

Valid Values:

1 = Send Quote Size Table

2 = Cancel Quote Size Table

Type of the Quote Status Request.

Data Type: Char

Valid Values:

1 = Get Simple Quotes by User

2 = Get Quote Size Table by Owner and Series

Setting for re-initiation of NBBO Step-Up Configuration.

Data Type: Boolean

Valid Values:

Y = Reinitiate NBBO Steu-Up Configuration

N = Do not Reinitiate NBBO Step-Up Configuration

ID sent by PCX in some acknowledgements/notifications

Number of levels

Data Type: int

Type of the Security Definition Request.

Data Type: Char

Valid Values:

1 = Issue ID

2 = Series by Series ID

3 = Series by Issue ID

4 = Series ID

Describes the type of Security Halt: N – Normal, D – Dynamic, S – Static

Series ID.Data Type: long

Step Position (NBBO Step Up configuration).

Data Type: int

Indicates the ID of the subject that is being disseminated in the message.

Pricing Increment.

Data Type: int

ID of the underlying to which the issue belongs.

Data Type: int