Orchimate 1.5.0 /

FIX4.2

Y

Must be the first field in the repeating group.

Y

Order number within the list

Indicates number of pre-trade allocation accounts to follow

Can contain multiple instructions, space delimited.

Y

Can be repeated multiple times if message is related to multiple symbols.

Can be repeated multiple times if message is related to multiple symbols.

Can be repeated multiple times if message is related to multiple symbols.

Must be specified if a Future or Option. If a Future: RelatedSym, SecurityType, and MaturityMonthYear are required. If an Option: RelatedSym, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.

For Options or Futures to specify the month and year of maturity.

For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date.

For Options.

For Options.

For Options.

For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

For Fixed Income.

Can be used to identify the security.

Can be repeated multiple times if message is related to multiple symbols.

Must be set if EncodedIssuer field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

Can be repeated multiple times if message is related to multiple symbols.

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

Useful for verifying security identification

Y

Note: to indicate the side of SideValue1 or SideValue2, specify Side=Undisclosed and SideValueInd=either the SideValue1 or SideValue2 indicator.

Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.

Either CashOrderQty or OrderQty is required

Either CashOrderQty or OrderQty is required. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages.

Required for Previously Indicated Orders (OrdType=E)

Required for Previously Quoted Orders (OrdType=D)

Conditionally required if TimeInForce = GTD and ExpireTime is not specified.

Conditionally required if TimeInForce = GTD and ExpireDate is not specified.

Must be set if EncodedText field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

Can be used with OrdType = “Forex - Swap” to specify the “value date” for the future portion of a F/X swap.

Can be used with OrdType = “Forex - Swap” to specify the order quantity for the future portion of a F/X swap.

Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified.

Amount (signed) added to the “related to” price specified via DiscretionInst.