Orchimate 1.5.0 /

FIX4.2

Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9"). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999").

Examples:

• 723 in field 21 would be mapped int as |21=723|.
• -723 in field 12 would be mapped int as |12=-723|

Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties.

Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m ≠ M).

Raw data with no format or content restrictions. Data fields are always immediately preceded by a length field. The length field should specify the number of bytes of the value of the data field (up to but not including the terminating SOH). Caution: the value of one of these fields may contain the delimiter (SOH) character. Note that the value specified for this field should be followed by the delimiter (SOH) character as all fields are terminated with an "SOH".

Time/date combination in YYYYMMDD-HH:MM:SS format, colons and dash required.

Valid values:

• YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-59.

Date in YYYYMMDD format.

Valid values:

• YYYY = 0000-9999, MM = 01-12, DD = 01-31.

char field representing month of a year in YYYYMM format

Valid values:

• YYYY = 0000-9999, MM = 01-12.

int field representing a particular day of a month.

Valid values:

• 1-31.

float field (see definition of "float" above) capable of storing either a whole number (no decimal places) of "shares" or a decimal value containing decimal places for non-share quantity asset classes.

float field (see definition of "float" above) representing a price. Note the number of decimal places may vary.

float field (see definition of "float" above) representing a price offset, which can be mathematically added to a "Price". Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative.

float field (see definition of "float" above) typically representing a Price times a Qty.

A char field (see definition of "char" above) containing one of two values:

• 'Y' = True/Yes
• 'N' = False/No

Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All char fields are case sensitive (i.e. morstatt ≠ Morstatt).

String field (see definition of "String" above) containing one or more space delimited values.

String field (see definition of "String" above) representing a currency type.

Valid values:

• See Appendix A - Valid Currency Codes

String field (see definition of "String" above) representing a market or exchange.

Valid values:

• See Appendix C - Reuters Exchange Mnemonics

Time/date combination represented in UTC (Universal Time Coordinated, also known as "GMT") in either YYYYMMDD-HH:MM:SS (whole seconds) or YYYYMMDD-HH:MM:SS.sss (milliseconds) format, colons, dash, and period required.

Valid values:

• YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-59 (without milliseconds).
• YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-59, sss=000-999 (indicating milliseconds).

Time-only represented in UTC (Universal Time Coordinated, also known as "GMT") in either HH:MM:SS (whole seconds) or HH:MM:SS.sss (milliseconds) format, colons, and period required.

Valid values:

• HH = 00-23, MM = 00-59, SS = 00-59. (without milliseconds)
• HH = 00-23, MM = 00-59, SS = 00-59. sss=000-999 (indicating milliseconds).

Date of Local Market (vs. UTC) in YYYYMMDD format.

Valid values:

• YYYY = 0000-9999, MM = 01-12, DD = 01-31.

Date represented in UTC (Universal Time Coordinated, also known as "GMT") in YYYYMMDD format.

Valid values:

• YYYY = 0000-9999, MM = 01-12, DD = 01-31.