Orchimate 1.4.0 /

FIX User Defined Fields1.0

Orchestra Hub

A free-form, pass-through tag provided for use by POs.

Instructions to the Exchange when the order price exceeds TSX Marketplace threshold price band limits.

Valid values:

0 = Kill Order (default)

1 = Reprice

Marker for Short-Marking Exempt order designation. Required if applicable for Short-Marking Exempt.

Valid values:

0 = SME

1 = Buy Cross SME

2 = Sell Cross SME

3 = Both Buy and Sell Cross SME

Type of the trading account.

Valid values:

NC = Non-client (default)

CL = Client

ST = Equities Specialist

IN = Inventory

MP = ME Pro Order

OF = Options Firm Account

OT = Options Market Maker

BU = Bundled order

Source of the action performed on an order.

The time the ABBO provider generated the quote.

Flag to indicate if order is anonymous.

Valid values:

Y = Yes

N = No (default)

The Alternative Trading System where the transaction originated.

The time the quote changed on the ATS.

Identifies the order as part of a basket trade.

An Exchange-assigned three-digit private PO number identifying a Member Firm. Anonymous orders are assigned a public broker number of 001 on the feeds.

Identifies the buyer’s trading account.

The buyer’s type of the trading account.

For valid values see tag 6750 (TSXAccountType)

identifies the Cross Buy side customer account type.

An order is marked as being executed on behalf of another broker.

To indicate if the responsible equities specialist’s participation on the buy side is active.

Valid values:

On

Off

To assign the maximum buy participation volume for a symbol.

Identification marker for UMIR-specific designations to orders and trades.

For valid values see tag 6763 (TSXRegulationID)

To indicate orders are tradable against only visible/disclosed volumes and bypass the undisclosed volume of Iceberg orders, registered trader participation and autofill, and special terms book. Any part of the OrderQty balance not filled immediately is “killed/cancelled”.

Valid values:

Y = Yes

N = No (default)

Identifies the type of an intentional cross. All cross types other than Regular and Derivative-Related are specialty crosses, which are treated differently from regular crosses regarding interference and/or price validation.

Valid values:

B = Basis

C = Contingent

D = Derivative-related

I = Internal

S = Special Trading Session

R = Regular (default)

V = Volume Weighted Average Price

Identifies the customer account type.

The error number for an Error Response message.

An assigned marker to transmit information. The TSXExchangeAdmin tag is a string of 36 AlphaNumeric markers.

The user ID for an exchange staff member (for example, Customer Service Representative).

Indicates that the order was cancelled because of Cancel on Disconnect (COD).

An order is marked as being executed on behalf of another broker.

Identifies the order as a LongLife eligible order.

Valid values:

Y = Yes

N = No (default)

Instructions to the Exchange to identify certain order types.

Valid values:

CO = Closing Offset

Indicates the type of priority used to match the order in a trade.

Valid values:

1 = Indicates match was because of Broker Preferencing

Unique identifier assigned by a Member Firm to a message that is not an order. Unsolicited Market Command Acknowledgement messages sent by the Exchange will have a random string of characters as the TSXMessageID.

A marker to indicate if an order is eligible for minimum guaranteed fill.

Valid values:

Y = Yes

N = No (default)

B = Yes, bypass size checks

The minimum guaranteed volume that the registered trader is willing to fill.

Prevents fills smaller than the minimum interaction size specified until the order’s volume is depleted to the point that the remaining volume is less than the minimum interaction size. Supported on Dark and SDL orders only.

Identifies Normal-Course Issuer Bid (NCIB) orders; the action of a company buying back its own outstanding shares from the markets so it can cancel them.

Valid values:

Y = Yes

N = No (default)

A terms marker indicating that trade participant is not a Canadian resident for income tax purposes.

Valid values:

Y = Yes

N = No (default)

A marker that is supplied by the Member Firm to prevent trading against that same Member Firm’s contra orders based on a matching TSXNoTradeKey.

Valid values:

NM = Cancel Newest

EM = Execute Match

OM = Cancel Oldest

DM = Decrement Larger and Cancel Smaller

A Member Firm produces these keys to prevent trading against that same Member Firm’s contra orders based on a matching TSXNoTradeKey. Note that the marketplace does not produce this key or enforce the uniqueness of this key. TSXNoTradeKey only prevents trades between orders produced by the same BrokerNumber (or if present, by PrivateBrokerNumber).

The contra private order number that would have matched with the order, if not prevented by the no-trade feature.

The price the match would have occurred at, if not prevented by the no-trade feature.

The number of shares that would have matched, if not prevented by the no-trade feature.

Unique key identifying orders in the system.

Used with trade corrections to reference previously reported executions and the side initiating the cancel/correct.

Identifies the type of incoming orders that a registered trader would like to participate with, when the other registered trader is not participating.

Valid values:

1 = Total MGF Size for eligibility and participation (default)

2 = Total MGF Size for eligibility, Individual MGF Size for participation

3 = Individual MGF Size for eligibility and participation

Peg to the protected NBBO. Available on undisplayed orders only.

Valid values:

C = Contra Midpoint Only Plus

D = Contra Midpoint Only Plus, Dark Sweep

M = Midpoint Peg

N = None (default)

P = Market Peg

R = Primary Peg

x = Minimum Price Improvement Peg

A transaction where the member as principal sells securities to or buys securities from its particular customer; that is, a cross between a client and another account type.

Valid values:

Y = Yes

N = No (default)

The original price type of an order when entered into the trading system.

Valid values:

MBF = Must Be Filled

A marker to indicate that the order is part of a specialized basket trade comprised of Index securities to offset an options or futures position.

Y = Yes

N = No

The existing volume of the order that is to be OMRd.

Identification marker for UMIR-specific designations to orders and trades.

Valid values:

IA = Insider Account

NA = Not Applicable

SS = Significant Shareholder

The remaining buy participation volume for a symbol.

The remaining available volume that the equities specialist may increase their MGF volume by.

The remaining sell participation volume for a symbol.

A marker to indicate a system-produced autofill against the responsible equities specialist’s account or an odd lot trader.

Valid values:

A = Odd Lot

C = Closing Allocation

G = Guaranteed Fill

P = Participation

Used on an IOC/FOK order to only match against dark liquidity.

Valid values:

1 = Trade with price improving dark only

2 = Trade with dark up to and including the NBBO

Indicates if the trade is a Self Trade. Self Trades are suppressed on the public feed.

Valid values:

Y = Yes

N = No

The seller’s trading account identification.

The seller’s type of trading account.

For valid values see tag 6750 (TSXAccountType)

Identifies the Cross Sell side customer account type.

An order is marked as being executed on behalf of another broker.

To indicate if the responsible equities specialist’s participation on the sell side is active.

Valid values:

On

Off

To assign the maximum sell participation volume for a symbol.

Identification marker for UMIR-specific designations to orders and trades

For valid values see tag 6763 (TSXRegulationID)

Smart Order Router (SOR) order identifier.

Smart Order Router (SOR) order identifier.

Indicates whether a message was subject to a processing delay before interacting with the order book.

Valid values:

” ” (blank) = Feature is off or is not applicable to this order (default)

Y = Feature on, message goes through Speedbump

N = Feature on, message does not go through Speedbump

A unique price range assigned to a stock for purposes of registered trader spread goal maintenance.

A marker to indicate if the Fill report is a trade correction or a normal fill.

Valid values:

Y = Yes

N = No (default)

Indicates the order is completely undisplayed.

Y = Yes

N = No (default)

The trading system’s user ID for a trader.

A trade that has occurred between proprietary accounts of the same Member Firm.

Valid values:

Y = Yes

N = No (default)