Orchimate 1.3.2 /

FIX User Defined Fields1.0

Orchestra Hub

Discriminates between a standard Order Status Request (=0), and a non-standard Trade History query (=1)

Quote ID returned from exchange

Bid Volume Multiplier for an Improvement QuoteInteger

Offer Volume Multiplier for an Improvement QuoteInteger

Offer Volume Limit for an Improvement QuoteInteger

Discriminates between a Price Quote Status Request (=0), and an Improvement Quote Status Request (=1).Char

Indicates whether an order is locked (temporarily) on the orderbook.Boolean

Clearing house security ID

Type of Clearing house security ID: =1 (CUSIP)

=2 (SEDOL)

=4 (ISIN)String

Indicates whether the security is suspended from tradingBoolean

Maximum order valuePrice

Minimum order valuePrice

When the deal is created during the day:=2 (trade entered by operations/administration staff)

=101 (normal trading)

=102 (traded out of sequence; used for trades that have been hedged)Integer

Trade type. =1 (Standard. The trade is a normally registered trade).

Other values (2-8) reserved for future use.Char

Tick band low pricePrice

Tick band high pricePrice

Tick band type: =1 (DAY orders)

=2 (quotes and IOC orders)Char

The identity of a market place partition.String

The identity of a group of instruments which share trading session characteristics, e.g. when their state changes from Waiting to TradingString

The settlement date for a trade.UTCDateOnly

Specifies if a block order average price trade is to be reported to OCS (Overnight Comparison System)

Number of tick bands in the following repeating group.Integer

Tick sizePrice

This tag is to support internal sequence checking between front-end FIX session modules and back-office FIX application engines

Used to allow front-end session modules communicate to back-end

application modules that the required acknowledgement for a given message

has already been generated in order to improve asyncronous processing.

Used to allow front-end session modules communicate to back-end application modules whether we are observing daylight saving time.

Symbol name used to identify instrument on a local exchange.

Specifies the desk for a block order average price trade

Specifies the desk number for a block order average price trade

This identifies a block order ID for grouping orders (i.e. orders for a queue and release system)

This field should contain the number of days from today, for which the order should be valid. The value must be less than six as GTD orders can only be valid for five days according to CSE (Colombo Stock Exchange)trading rules. Further this field is required only if TimeInForce is GTD.

Possible values are:

1 = Normal Board

2 = Odd lot Board

3 = Crossings board

4 = All or None board

Default value is Normal Board

Possible values are

0 = NO

1 = YES

Default value is No

Possible values are

0 = No

1 = Yes

Default value is No.

Three character Custodian Code

Must be equal to the currently remaining quantity and not the original order quantity

Must be equal to the original Price

The CMS message text equivalent with or without unprintable characters replaced by spaces

Allows the 2 sides to communicate what format the Client Order ID and Orig Client Order ID will be used to construct the tag(s). NOTE: Valid values must be agreed upon by both sender and target comps.

Indicates the current trading status of stocks listed on the Jiway Exchange.

The trading status of stocks listed on ‘other’ exchanges.

Executed quantity must be a multiple of this quantity.

Handling Instructions. Contains the same information as Tag-21, but possible values are 0, 1, and 2. No FIX message should contain both tags 21 and 5043.

0=Automated execution order, private, no Broker intervention

1=Automated execution order, public, Broker intervention OK

2=Manual order, best execution

This field is a string, consisting of a branch number and an account id.

The password of a dealer or account.

GL-Trade User ID.

Integer, 0-999

Allocation level. Used to match allocation account in the broker’s settlement system to the client’s account, where the client and broker account naming systems differ.

Substatus of an order

This is a trade reference that is common to all Executions / Transaction Reporting Only and Settlement Only Transactions for a particular Order

Indicates if Stamp Liability / No Stampo Liability

Indicates whether or not a trade needs to be instructed for Settlement

Complete maturity date for Fixed Income trades. YYYYMMDD

Describes Trade Types in more details

Values:

1. Stock & Cash DVP(Delivery versus Payment

2. Book to Book Transfer

3 Stock & Cash FOP (Free of Payment)

4. Foreign Exchange Trade

5 Reporting Only Transaction 6 Settlement Only Transaction

Transaction reporting tag to establish the Side of the transaction that we are reporting:

C for Client Side

M for Market Side

Indicates that a trade needs to be transaction reported to the relevant regulatory body like the FSA, SFA, SEC etc etc.

Client Charity ID indicates the Client is exempt from paying stamp duty because of their Charity status – this needs to be reported to the Inland Revenue.

The indicator denotes if / where the average price has been generated. This is an SFA Transaction Reporting Rule.

This is the Stampable Consideration on a trade. It must always be displayed in GBP and will consist of Price multiplied by Quantity for Agency Trades. For Principal Trades, the Stampable Consideration will be equal to Price multiplied by Quantity plus Commissions & fees (but not including the Stamp Amount)

For Fixed Income; Coupon rate of the bond. Will be zero for step-up bonds.

The current price source bid price

The current price source offer price

Indicates where the price has originated; H for House, M for Market

The funding charge applied to the price on extended settlement.

Datatype – Float

The funding consideration on extended settlement

The funding charge applied to the bid price on extended settlement

The bid funding consideration on extended settlement

Provides front-end flexibility to control message level drop copy processing.

The funding charge applied to the offer price on extended settlement

The offer funding consideration on extended settlement

Indicates whether or not settlement is requested.

Boolean ‘Y’ or ‘N’

Number of decimal places in premium price. Integer.

The name of the exchange that

lists this security. String.

Describes the Spread Type. STD=Straddle, STG=Strangle, BUL= Call Vertical, BLT=Call Calendar, BER=Put Vertical, BRT=Put Calendar

Allows the broker to specify the commission option to be used for a fund deal request.

Any commission that the broker wishes to sacrifice. This figure is expressed as a amount to be deducted from the default commission.

Allows client to specify that any income gained from a holding should be re-invested into that holding.

A facility to allow clients to group their fund holdings in a logical and meaningful way.

Future functionality; option to invoke pre-agreed discount per client.

Specifies that the client wishes to sell all holdings relating to the combination of fund, broker, nominee account and customer designation.

Specifies whether a trade is an As/Of Trade. Data type is Boolean.

Specifies the date and time an As/Of Trade took place. Data type is UTCTimestamp.

Indicates whether a price is indicative or executable.

Valid Values:

1 = Indicative pricing

2 = Executable pricing

The time interval for releasing drip qty. DataType is Integer. Specifies drip interval in seconds

Quantity released per drip interval. Data type is integer.

The date on which a fund deal transaction will be valued.

The time at which a fund deal transaction will be valued.

If a fund deal response has been provided by an external RSP then their reference will be provided within this field

The bid delta price – for FX SPOT

The ask delta price – for FX SPOT

The total of all commission and other charges applied against an executed fund deal transaction.

Determines whether an order should be “Public” allocated or “Crowd” Allocated during a parity allocation process. data Type is integer.

Valid Values:1- Crowd, 2 – Public

Identifies specific variant of defined cross type.

Data Type is Integer.

Valid Values 1=Cross, 2=Cross Only, 3=Mid point Cross, 4=IOC Cross, 5=PNP Cross)

Identifies the cross qualifier. Data type in integer.Valid values:1=CNP, 2=None

Indicates the number of shares bought.

Indicates the number of shares sold.

The change in position for a given instrument. Expressed as the number of shares, number of option series contracts etc.

The number of parameters in the repeating group

Parameter identifier/description.

The value of the parameter.