Orchimate 1.4.0 /

FIX User Defined Fields1.0

Orchestra Hub

The current condition of a book.

Valid values:

0 = Delayed Opening

1 = Delayed Opening with Non Opening

2 = Non Opening

3 = None

4 = Stop Trading

5 = Stop Trading with Non Opening

6 = Underlying Condition

7 = Underlying Condition with Non Opening

Indication of the business transaction.

Valid value:

TradeAdvice

Is required if a commission has been entered by the trading participant.

The amount in the instrument’s settlement currency added to the trade’s settlement amount due to the Commission and CommCurrency.

Client’s domicile

The reason for this confirmation.

Valid values:

NCBC = BuyNostroCorrectionCancel

NCBR = BuyNostroCorrectionResend

CCPR = CCPRejection

ECCA = ExchangeControlCancel

ECIS = ExchangeControlISINChange

ECRS = ExchangeControlResend

ECRB = ExchangeControlResendBilateral

ORIG = OriginalTrade

PRHB = ProcessHeldBackTrade

NCSC = SellNostroCorrectionCancel

NCSR = SellNostroCorrectionResend

TREV = TradeReversal

Counterparty Client’s domicile

Counterparty Member Reference

Custom field for FIX 4.2 users that want to adopt the FIX 4.3 OrderCapacity field Designates the capacity of the counterparty of the order. Valid values: A = Agency G = Proprietary I = Individual P = Principal (Note for CMS purposes, Principal includes Proprietary) R = Riskless Principal W = Agent for Other Member (as of FIX 4.3, this field replaced Rule80A (tag 47) –used in conjunction with OrderRestrictions field) (see Volume 1: “Glossary” for value definitions)

The free text identification of a counterparty who is not a member of the

exchange.

The unique Identifies of a Counterparty type.ASSD (Associated Dealers), CUST (Customers),

EFFH (Effektenhändler),

MEMB (Member),

EXCH (Designated Exchange)

An amount added to the calculated settlement amount.

Currency identifier of 6531 InclSettlementAmount

The currency applicable to an accrued interest amount.

Indicates whether or not a textual message, sent from the exchange has been cancelled by the exchange.

Execution date.

Execution time.

The date on which the event referred to in the associated newsboard message occurred.

The unique identifier of a textual message sent from the exchange and recorded on the newsboard.

Textual description of the news type or category.

The date after which the associated information is no longer relevant / applicable.

Number of quotes in a book entry.

Number of trades cumulated in a message.

Trade id of the original trade. This is indicated when either a trade reversal or a nostro correction is transacted.

Indication of the participant’s role in the context of a confirmation.

Valid values:

0 = Buyer

1 = SettlementAgentBuyersSide

2 = GCMBuyersSide

6 = GCMSellersSide

7 = SettlementAgentSellersSide

8 = Seller

Published list of SWX trade type codes.

Required for Cancel and Replace QuoteReqTransType messages

Identifies Quote Request message transaction typeData type: char

Valid values:

N = New

C = Cancel

R = Replace

Time spread for randomised transitions (of trading schedules).

Format HH:MM:SS.

Indication of the reference price type which indicates the source of the corresponding reference price.

Valid values:

0 = Adjusted Price

1 = Adjustment Home Market

2 = Input Price

3 = Last Paid Price

4 = Mistrade Adjustment

5 = System Adjusted Price

The segregated clearing account type. For example, Client Clearing Account or House Clearing Account.

0 = DF (Default), 1 = CL (Client = Risk is covered by client collateral), 2 = HO (House = Risk is covered by “In House” collateral)

The segregated settlement account type. For example, can be used to distinguish different taxation treatments in settlement.

0 = DF (Default)

Indicates how the settlement amount has been calculated.

Valid values:

NSAZ = NotCalculatedSettlAmountInvalid

NFWT = NotCalculatedStandardForwardTrade

NMIS = NotCalculatedStaticDataMissing

NTRD = NotCalculatedTradeDateMarketHoliday

NTPZ = NotCalculatedTradePriceInvalid

NTSZ = NotCalculatedTradeSizeInvalid

NVAD = NotCalculatedValueDateEntered

CALC = SettlementAmountCalculatedNormalCase

The unique identifier of a settlement chain control.

Valid values:

BAUT = BilateralAutomaticSettlementFlagOff

BCPO = BilateralClrgPreventionSettlOnly

BCPF = BilateralClrgPrevNoClrgNoSettl

BBRS = BilateralExchControlResendBilateral

BMCO = BilateralManualClearingTypeAS

BMCF = BilateralManualClearingTypeManual

BNCC = BilateralNoCCP

BNSA = BilateralNoSettlAmountCalculated

BNSC = BilateralNoSettlChainsDetermined

BOOC = BilateralOobClearingFlagOff

BOOT = BilateralOutsideClearingOpeningTime

MUSE = MultilateralViaCCP

Defines to which degree the clearing and settlement of an off order book trade should be automatically instructed. For example, settled manually, automatic clearing and settlement or only automatic settlement i.e. no clearing.0=Automatic (Settlement & Clearing), 1 = Settlement only, 2 = Manual

The unique identifier of a settlement status.

Valid values:

CA = CancelAccepted

CP = CancelPending

CR = CancelRejected

CS = CancelSent

CN = CancelTechNOK

CW = CancelWithoutMsg

RN = ClrgRuleNotReady

IC = InterfaceClosed

MA = MissingAccruedInt

MC = MissingChangeFix

MS = MissingSettleDate

MD = MissingStaticData

NA = NoAutomaticCandS

SA = SettlMsgAccepted

SR = SettlMsgRejected

SS = SettlMsgSent

SN = SettlMsgTechNOK

The exchange from where the news message or book information origins.

Identifies an SWX specific transaction type.

0 = Order, 1 = Trade Confirmation, 2 = Bilateral Trade Reverse, 3 = Reported Trade, 4 = Unilateral Trade Reverse, 5 = Correction