Orchimate 1.4.0 /

FIX User Defined Fields1.0

Orchestra Hub

Reference vol of type char for child order.

0=PrimarySide Size(bid for buy,offer for sell)

1=MarketSide Size(bid for sell,offer for buy)

2=BidSize

3=OfferSize

4=BidSize+OfferSize

5=Effective BidSize

6=Effective OfferSize

7=PrimarySide Book Depth(5 levels) Size

8=MarketSide Book Depth(5 levels) Size

9=Total Book Depth(5 levels) Size

A=Last 1 Minute Total Market Volume

B=Last 5 Minutes Total Market Volume