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SFC-DSOL1.0

The detail description of the account nature and usage

The account ID assigned to an order. This must map to the In-Scope Broker’s Reference Data Dictionary. Not required if the account is not known, or it is an aggregated order.

Name of the person(s) who own this account, if applicable

Type of the account in accountID

Algo parameters as part of order requests as specified by the client. The In-Scope Broker can concatenate all specified parameters into a single string with proper delimiters.

The file name or URI of the document outlining the Algo details

The key value of the referenced Algo strategy, e.g. 'VWAP', 'percentage of volume', etc. as defined by the In-Scope Broker.

For aggregated orders only, an identifier generated by the broker for individual Allocation events.

For aggregated orders only, this is the quantity being allocated to a particular client order.

For aggregated orders only, this is the logicalOrderID of the client order being allocated to.

Indicates whether a client order would participate in ALPs. In case not indicated in the client order or not defined in the client setup, this should default to the opt-in/opt- out value according to the client agreement with the In-Scope Broker.

Indicates whether this child order split is generated automatically by a system. E.g., From an Algo the child order splits are normally generated automatically, hence this value will be set as 'true' for these child order splits. In another case, e.g. if a trader needs to fill the child order manually, this is not an automatic split and this value will be set as 'false'.

The average price of all the executions on the order, it should be the average execution price eventually used to settle with a client.

This free text field indicates the type of business or services required to be provided for effecting an order, e.g. High Touch, Low Touch, Portfolio, etc. This can be freely defined by the In-Scope Broker which best describes its business activities.

Key string used to identify the client defined by the In-Scope Broker. This must map to the In-Scope Broker’s Reference Data Dictionary provided by the broker which may include other client-related identification such as LEI, entity name, or other detailed information about the client or internal desk. Not required if it is an aggregated order.

Indicates the grouping of clients amongst 'Institutional (internal or external)', 'Proprietary/Principal' or 'Retail'.

The indicative name for the type of a collection e.g. 'basket', 'wave', 'tcm'.

An identifier for individual collections which must be unique on each trading day.

Indicates the counterparty for an internally crossed trade, which could be the internal clientID or an exchange 'broker code'.

'true' indicates that a client has requested that the order must be executed at an exchange.

‘true’ indicates that the trade is an internally crossed trade by the In-Scope Broker, either against another agency client or a proprietary desk for facilitated orders.

The currency of the order, if it has been provided by the client.

Date when the details of an account, client, or user were modified.

Date when an account was opened, a client was onboarded or started trading, or a user was enabled.

Indicates whether the client has specified an Execution Venue for execution, e.g. for Low Touch orders, this would normally be 'true', but for High Touch this would normally be 'false'.

The client’s or entity’s identification document number, if applicable

The client’s or entity’s identification document type, if applicable

Full name of the client or entity

The indicator of the event type as defined by the enumeration specifications.

The creation time of the event. In-Scope Brokers should record the most accurate time they can get closest to the actual time.

The date and time that the acknowledgement or response was sent to the upstream system or to the client.

Indicates the type of logical response of the recorded Order or Split event. If the Order or Split event has no actual response, use the 'null' filler (i.e. null).

Text associated with an event response to record any additional details (e.g. the reject reason in the case of a rejection).

This field is used in conjunction with the eventDateTime, if the timestamp in eventDateTime is not granular enough to accurately reconstruct the sequence of events.

Indicates the sum of executed quantity cancelled from a client order in an Execution Correction event.

Specifies the capacity in which the execution was traded, e.g. 'agency', 'principal', 'cross as agency' or 'cross as principal'.

An identifier generated by the In-Scope Broker for individual Execution or Execution Correction events. This field is not necessarily the execution ID provided by an exchange.

The price executed in the market, as a cross, or against an internal book. Use 'zero' in Execution Correction event when cancelling an execution for the client.

In an Execution event, indicates the executed quantity at an Execution Venue. When used in an Execution Correction event, indicates the sum of executed quantity after the correction.

Key string for an internal mnemonic used by the In-Scope Broker for an Execution Venue, which can be industry standards such as ISO MIC code, or non-standard venue name as defined by the In-Scope Broker. In both cases, it should map to the In-Scope Broker’s Reference Data Dictionary. This field is not applicable to allocation fills from aggregated orders.

The full name or description of the execution venue

Used in conjunction with GTD orders to indicate the order expiry date.

Indicates the final order price, after all order modifications in an Order Summary Event. For multi-day orders, the In-Scope Broker only needs to provide the final order price upon the completion of order execution.

Indicates the final order quantity after all order modifications in an Order Summary Event. For multi-day orders, the In-Scope Broker only needs to provide the final order quantity upon the completion of order execution.

Captures any free text fields on an order new or modify message. This usually contains information from client order instructions, or inter-desk instructions other than the data supplied in the orderInst field. For a child order split that does not have its own instructions, copy the value from its parent order if available.

Indicates the initial order price, prior to any order modification in an Order Summary Event. For multi-day orders, the In-Scope Broker only needs to provide the initial order price when the original order is received.

Indicates the initial order quantity prior to any order modification in an Order Summary Event. For multi-day orders, the In-Scope Broker only needs to provide the initial order quantity when the original order is received.

Indicates the initiator of a modify or cancel event, e.g. 'Broker' is shown as the initiator when a partially-filled Algo order is cancelled by the Algo automatically because the market is closed whereas 'Client' is shown when a partially-filled Algo order is cancelled upon a client request.

'true' indicates an Internalised Trade.

Any ISO country code of document issuer, if applicable

An identifier assigned to the top parent order which should be unique throughout its life cycle.

’true’ indicates that orders are cancelled due to mass cancel requests sent by the In- Scope Broker to an exchange in exception scenarios. This is not intended for client- side mass cancel request. Not required if this information is not captured by the In- Scope Broker.

If In-Scope Brokers keep the same original orderQty for multi-day orders, this should be used to indicate the actual quantity for the rolled-over order at a given day.

'true' indicates the execution is for an odd lot or a special lot.

Options only: indicates the expiration date of an option.

Options only: indicates if this is a put or call option.

Options only: indicates the strike price of an option.

In Order and Split events, it indicates the intended trading capacity of an order, i.e 'A - agency' or 'P - principal'. In Order Summary event, it also allows additional value 'AP - agency/principal' to indicate cases when an order is intended to trade partially in an agency capacity and partially in a principal capacity.

A free text field which indicates how an order is received, e.g. voice, electronic, internet, mobile, etc.

The ID of the order generated by a system, this should be unique during a trading day but can be reused over time. In Split events, it is the order ID of the child order split itself. In Execution events, it is the order ID of the corresponding order or child order.

Indicates any In-Scope Broker defined order instruction that is not already captured in the orderType and/or algoAttributes fields. This must map to the In-Scope Broker’s Reference Data Dictionary.

The full name and/or detail description of the order instruction

The price value for limit based order types, for market order types, a 'zero' value should be used.

For day orders, it is the quantity of the order. For multi-day orders, this can be the rolled over quantity from the previous trading day or the original order quantity. In Modify events, this indicates the intended or target order quantity of the modification, regardless of whether the order was partially filled or not.

Indicates the type of order as defined by the enumeration specifications.

Indicates the original order ID on Modify event if the order ID changes after the modification. This field is not necessary if such order ID does not change after modification.

Indicates the original order ID received from a client in an Order Modify event if that received order ID changes after the modification. It is not needed if such order ID does not change after modification.

Indicates the order ID received from a client. For orders not created electronically or if the client side does not provide the order ID, this field is not required.

Indicates the name or identifier of the sales trader processing or monitoring the order. This must map to the In-Scope Broker’s Reference Data Dictionary.

Indicates the security to be traded by the order, e.g. '0001.HK'.

Specifies the type of the ID used in the securityID field, e.g. RIC, SEDOL, ISIN, etc. as defined by the Data Standards enumeration specifications.

Indicates the type of security, e.g. equity, future, option, warrants/CBBCs, or others.

For short sell orders only, this indicates whether the client has already covered the short amount, or needs the In-Scope Broker to locate the stock for borrowing.

Indicates whether the order is a Buy, Sell, Short Sell or Short Sell Exempt, etc. as defined by the Data Standards enumeration specifications.

Indicates if an order, either agency or principal, is a result of IOI generated by the In-Scope Broker. If it is generated from a genuine client order, use 'AIOI', if it is generated by the In-Scope Broker's proprietary desk, use 'PIOI'.

Only required in client-side order executions for executions allocated from an aggregated order to constituent orders. Key string for an internal mnemonic used by the In-Scope Broker to refer to Execution Venue where the order is executed. E.g. if the Execution Venue of an aggregated order is showing executionVenue=XHKG, then the constituent orders should show sourceExecVenue=XHKG.

A free text string name or identifier of the primary system recording the event, e.g. OMS, Algo, etc. as defined by the In-Scope Broker.

Indicates the lifetime of the order, e.g. today only, valid until specified date, valid until it is cancelled or completed, as defined by the Data Standards enumeration specifications.

The total quantity executed on the order, it should be the total quantity eventually used to settle with a client.

Indicates the code of the trading book that the position was booked under. For manually filled order, this field indicates the internal book used by the In-Scope Broker to manually fill the order from its own inventory.

Indicates the name or identifier of the trader processing or monitoring the order. An In- Scope Broker can use a system user name (or a valid filler value) for automated trade processes such as low touch order. This must map to the In-Scope Broker’s Reference Data Dictionary.

Indicates during which corresponding exchange trading session that off-exchange executions are effected by the In-Scope Broker, e.g. manual fills, internal crossing or ALP executions.

Specifies the type of the identifier used in the underlyingSecurityID field, e.g. RIC, SEDOL, ISIN, etc., for derivative security such as futures contracts and options only.

Indicates the underlying security of an order, e.g. '0001.HK'. For derivative security such as futures contracts and options only.

Short or Long name of the department or desk in which the user belongs to, if applicable

Short or Long name of the user, including actual and system users

Short or Long name of the user’s role, if applicable