Orchimate 1.3.1 /

FIX.4.2FIX.4.2

Orchestra Hub

Y

Must be first field in this repeating group.

If MDUpdateAction = Delete(2), can be used to specify a reason for the deletion.

Conditionally required if MDUpdateAction = New(0). Cannot be changed.

If specified, must be unique among currently active entries if MDUpdateAction = New (0), must be the same as a previous MDEntryID if MDUpdateAction = Delete (2), and must be the same as a previous MDEntryID if MDUpdateAction = Change (1) and MDEntryRefID is not specified, or must be unique among currently active entries if MDUpdateAction = Change(1) and MDEntryRefID is specified..

If MDUpdateAction = New(0), for the first Market Data Entry in a message, either this field or a Symbol must be specified. If MDUpdateAction = Change(1), this must refer to a previous MDEntryID.

Either Symbol or MDEntryRefID must be specified if MDUpdateAction = New(0) for the first Market Data Entry in a message. For subsequent Market Data Entries where MDUpdateAction = New(0), the default is the instrument used in the previous Market Data Entry if neither Symbol nor MDEntryRefID are specified, or in the case of options and futures, the previous instrument with changes specified in MaturityMonthYear, MaturityDay, PutOrCall, StrikePrice, OptAttribute, and SecurityExchange. May not be changed.

May not be changed.

May not be changed.

May not be changed.

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. May not be changed.

Specifies the month and year of maturity. Required if MaturityDay is specified. May not be changed.

Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. May not be changed.

For Options. May not be changed.

For Options. May not be changed.

For Options. May not be changed.

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. May not be changed.

May not be changed.

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.

May not be changed.

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.

Conditionally required when MDUpdateAction = New(0).

Can be used to specify the currency of the quoted price.

Conditionally required when MDUpdateAction = New(0) andMDEntryType = Bid(0), Offer(1), or Trade(2).

Market posting quote / trade. Valid values:
See Appendix C

Space-delimited list of conditions describing a quote.

Space-delimited list of conditions describing a trade

Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6).

For optional use when this Bid or Offer represents an order

For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry.

For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry.

For optional use when this Bid or Offer represents an order

Can contain multiple instructions, space delimited.

For optional use when this Bid, Offer, or Trade represents an order

For optional use when this Bid, Offer, or Trade represents a quote

For optional use in reporting Trades

For optional use in reporting Trades

In an Aggregated Book, used to show how many individual orders make up an MDEntry

Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1

Total volume traded in this trading session for this security.

Text to describe the Market Data Entry. Part of repeating group.

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