Orchimate 1.5.0 /

FIX4.2

Y

Uniquely identifies the quote as part of a QuoteSet. Must be used if NoQuoteEntries is used

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

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.

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.

If F/X quote, should be the “all-in” rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.

If F/X quote, should be the “all-in” rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.

May be applicable for F/X quotes

May be applicable for F/X quotes

May be applicable for F/X quotes

May be applicable for F/X quotes

Can be used with forex quotes to specify a specific “value date”

Can be used to specify the type of order the quote is for

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.