Orchimate 1.3.1 /

FIX.4.2FIX.4.2

Orchestra Hub

Broker's side of advertised trade

Identifies advertisement message transaction type

Commission type

Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space.

Identifies transaction type

Instructions for order handling on Broker trading floor

Identifies class of alternative SecurityID

Relative quality of indication

Number of shares in numeric or relative size.

Identifies IOI message transaction type

Broker capacity in order execution

Defines message type. ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted)
Note: A "U" as the first character in the MsgType field (i.e. U1, U2, etc) indicates that the message format is privately defined between the sender and receiver.

Identifies current status of order.

Order type.

Indicates possible retransmission of message with this sequence number

Note that the name of this field is changing to "OrderCapacity" as Rule80A is a very US market-specific term. Other world markets need to convey similar information, however, often a subset of the US values. . See the "Rule80A (aka OrderCapacity) Usage by Market" appendix for market-specific usage of this field.

Side of order

Specifies how long the order remains in effect. Absence of this field is interpreted as DAY.

Urgency flag

Indicates order settlement period. Absence of this field is interpreted as Regular. Regular is defined as the default settlement period for the particular security on the exchange of execution.

Identifies allocation transaction type

Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.

Processing code for sub-account. Absence of this field in AllocAccount / AllocPrice/AllocShares / ProcessCode instance indicates regular trade.

Identifies status of allocation.

Identifies reason for rejection.

Email message type.

Indicates that message may contain information that has been sent under another sequence number.

Method of encryption.

Code to identify reason for cancel rejection.

Code to identify reason for order rejection.

Code to qualify IOI use.

Identifies party of trade responsible for exchange reporting.

Indicates whether the broker is to locate the stock in conjunction with a short sell order.

Indicates request for forex accommodation trade to be executed along with security transaction.

Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent.

Reason for execution rejection.

Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity.

Indicates type of miscellaneous fee.

Indicates that the both sides of the FIX session should reset sequence numbers.

Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus will always identify the current order status (i.e. Partially Filled)

Indicates mode used for Settlement Instructions

Settlement Instructions message transaction type

Indicates source of Settlement Instructions

Identifies Settlement Depository or Country Code (ISITC spec)

Indicates type of security (ISITC spec)

Identifies the Standing Instruction database used

Identifies the type of Allocation linkage when AllocLinkID is used.

Indicates whether an Option is for a put or call.

Used for options

Used for options when delivering the order to an execution system/exchange to specify if the order is for a customer or the firm placing the order itself.

Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).

Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details.

Indicates the type of RoutingID specified.

For Fixed Income. Identifies the benchmark (e.g. used in conjunction with the SpreadToBenchmark field).

Subscription Request Type

Specifies the type of Market Data update.

Specifies whether or not book entries should be aggregated.

Type Market Data entry.

Direction of the "tick".

Space-delimited list of conditions describing a quote.

Space-delimited list of conditions describing a trade

Type of Market Data update action.

Reason for the rejection of a Market Data request.

Reason for deletion.

Flag that identifies a price.

Identifies a firm’s financial status.

Identifies the type of Corporate Action.

Identifies the status of the quote acknowledgement.

Identifies the type of quote cancel.

Reason Quote was rejected:

Level of Response requested from receiver of quote messages.

Indicates the type of Quote Request being generated

Type of Security Definition Request.

Type of Security Definition message response.

Indicates whether or not message is being sent as a result of a subscription request or not.

Identifies the trading status applicable to the transaction.

Denotes the reason for the Opening Delay or Trading Halt.

Indicates whether or not the halt was due to Common Stock trading being halted.

Indicates whether or not the halt was due to the Related Security being halted.

Identifies the type of adjustment.

Method of trading

Trading Session Mode

State of the trading session.

Type of message encoding (non-ASCII (non-English) characters) used in a message’s "Encoded" fields.

Reason Quote Entry was rejected:

Code to identify reason for a session-level Reject message.

Identifies the Bid Request message type.

Indicates whether or not the order was solicited.

Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel.

Code to identify reason for a Business Message Reject message.

Specifies the direction of the message.

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

Code to identify the type of liquidity indicator.

Indicates whether or not to exchange for physical.

Code to identify the desired frequency of progress reports.

Code to represent whether value is net (inclusive of tax) or gross.

Code to represent the type of trade.

Code to represent the basis price type.

Code to represent the price type.

Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate.