Orchimate 1.3.2 /

FIX User Defined Fields1.0

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Block trade identifier used only by dealers using AEP for execution for matching block trade in Allocation Instruction.

Custom field to support identifying aggressor (taker) in a trade in pre-5.0 versions of FIX. This field maps directly to 5.0’s tag 1057 inclusive of definition and datatype.

For communicating, at the allocation breakdown level, the interest payment at maturity for interest bearing CPs and CDs.

Boolean field allowing the Quote Request (MsgType=R) initiator to indicate to respondent whether the quote request is in competition (i.e. quote request was also sent to other respondents). Default is “N” if field is not specified.

For communicating, at the block level, the interest payment at maturity for interest bearing CPs and CDs

Code identifying the market center/zone where market data entry originated from.

This is used in pre-5.0 to allow the identification of book type. Same definition and usage as FIX 5.0’s MDBookType (1021).

Describes the count type in MDCount in relation to MDStatScope. Values include:

1 = Peak, 2 = Record, 3 = Time interval, 4 = Running count

Indicates whether the market data entry is being published on a delayed basis. Default is “N”. (Boolean field)

This is used in pre-5.0. Same definition and usage as FIX 5.0’s MDPriceLevel (1023).

Describes a time dimension when distributing market data statistics. Values include: 1= current day, 2 = previous day, 3 = 1 minute, 4 = 10 seconds

The margin of error, confidence factor or standard deviation of a rate

rice.

The timestamp (UTC) of when the statistic is calculated. This may be different from the time the statistic is published (as indicated in MDEntryTime and MDEntryDate).

Used in pre-5.0 versions to provide same functionality as 5.0’s SecondaryTradeID (1040)

This custom field is used in pre-5.0 versions of FIX to support the FX tenor expressions as defined in 5.0. Maps directly to 5.0’s SettlType (63) inclusive of definition, all enums and patterns.

The source that published the smooth rate.

For use in pre-5.0 versions to provide same information as TradeID (1003) in 5.0.