Orchimate 1.3.2 /

FIX User Defined Fields1.0

Orchestra Hub

Added this to include Position Effect for each of the Allocations in repeating TradeAllocGroup

CBOE Contingency type of order. 1=none, 2=AON, 3=FOK, 4=IOC, 5=Opening only, 6=Minimum, 7=Not Held, 8=With Discretion, 9=Market if Touched, 10=Stop, 11=Stop Loss, 12=On close, 13=Stop Limit, 14=Response to Auction

Identifier used to participate in an auction and report results from an auction.

Type of auction. Valid values: 1=Paired orders for internalized execution, 2=Strategy (multi-leg)

for Optional Auction data in solicting an Auction

Portion of Open Qty to be Cancelled.

Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. NOTE: This is a FIX 4.3 field for which we are assigning a user defined tag value so it can be used in pre-4.3 versions.

Optional Data sent to clearing house on trades against the order

This field is used to represent customer id for CBOE client identification purpose.

Indicates the number of contracts that are customer in the top of the market message.

Capacity of customer placing the order. FIX 4.3 tag 582 – included as a custom field for FIX 4.2 early adopters.

Specify “Directed Price Improvement” firm

To enable enhanced Cancel Replace behavior for CBOE. Possible values

0 = OFF

1 = ON

Indicator on the Logon message that determines behavior of User Quotes on the CBOE system.

This field will (optionally) be used to specify the Equity Session when defining “Buy Write” or “Covered Call” type strategies.

For using PriceTypes in addition to the current FIX 4.2 Tag 40 validations (e.g. like the FIX 4.4 Tag 423 values)

Order Status Code from the trading system. Used for documentation purposes only – should not be used for maintaining status of the order

The number of shares reported as part of a trade bust

Boolean value that when true indicates that the market data being reported is a legal market (for instance a valid bid-ask spread).

Type of match for internalized order. Valid Values: 1=Guaranteed Price, 2=Limit Price, 3=Auto Match

Indicates the customer quantity for Book feed from CBOE.

Indicates if Snapshot can be ignored by the client, or if it definitely needs to be processed for processing Snapshot and Incremental book feed.

Scope of market data being requested or returned – values are:

1-Local

2-National

3-Global

Price for Individual Legs.

Multivalue field containing the CoveredUncovered constants for the legs of a multileg instrument. Added for FIX 4.2 complex order support. *** OBSOLETE with FIX 4.3 Multileg Order (MsgType=AB) LegCoveredOrUncovered(tag 565) field ***

Number of months to increment the next leg of a multileg instrument from an anchor leg. Used for option strategy definition.

MultipleValueString Array of open close codes for multileg orders **Will be obsoleted by FIX 4.3 Multileg Order Message **

Used to defined the price increment for generation of a multileg instrument. The price increment is used to indicate the increment to the price of the instrument defined in the security block for the next leg of the multileg security. Used for options strategy generation.

The Clearing firm for the stock leg of a multileg option strategy added for complex order support in FIX 4.2. *** REPLACED in FIX 4.3 with the Multileg Order (MsgType=AB) Nested Parties block clearing firm party role.

Open Interest in terms of number of contracts for a derivative security (such as, option)

Custom field for FIX 4.2 users that want to adopt the FIX 4.3 OrderCapacity field

Designates the capacity of the firm placing the order.

Valid values:

A = Agency

G = Proprietary

I = Individual

P = Principal (Note for CMS purposes, Principal includes Proprietary)

R = Riskless Principal

W = Agent for Other Member

(as of FIX 4.3, this field replaced Rule80A (tag 47) –used in conjunction with OrderRestrictions field)

(see Volume 1: “Glossary” for value definitions)

For submission of order originator (String)to specify Exchange:Firm Acronym. Of the form [Exchange:]Acronym

If [Exchange:] is omitted, the Target Exchange is assumed. E.g. CBOE:ABC and ABC are equivalent for firm Acronym ABC at Exchange CBOE for orders sent to Exchange CBOE.

Textual description of the reason and order was rejected.

Custom field for FIX 4.2 users that want to adopt the FIX 4.3 field.

Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.

Valid values:

1 = Program Trade

2 = Index Arbitrage

3 = Non-Index Arbitrage

4 = Competing Market Maker

5 = Acting as Market Maker or Specialist in the security

6 = Acting as Market Maker or Specialist in the underlying security of a derivative security

7 = Foreign Entity (of foreign governmnet or regulatory jurisdiction)

8 = External Market Participant

9 = External Inter-connected Market Linkage

A = Riskless Arbitrage

Original Email Thread ID to which this e-mail message is in reply

Premium Price Tick Size above the PremPriceTickBreakPoint

Premium Price Tick Size Below the PremPriceTickBreakPoint

Price at which the Premium Price Tick changes from the PremPriceTickBelow and the PremPriceTickAbove

Defines the type of price protection the customer requires on their order

Valid values:

0 = None

1 = Local (Exchange, ECN, ATS)

2 = National (Across all national markets)

3 = Global (Across all markets)

Indicates the number of contracts that are professional (non-ICM)in the top of the market message.

Boolean used to indicate to counterparty that the logon initiator would like order status transmitted after successful login

Presence of tag on Quote Status Request indicates that the counterparty wants to subscribe for Quote Requests for the product specified.

Status of Quote – same values as OrdStatus

An Integer ID per quote for a product in the Mass Quote Message.

Reject reason code indicating the reason why the message was rejected.

Used to indicate if a response is requested (or required) from the e-mail recipient

This tag supports CBSX Order Routing Vendor Selection for Stock Linkage.

Secondary Client Order ID – used when counterparties require a secondary client order id. Will be replaced by FIX 4.3 field of the same name.** ADDED TO FIX 4.3 AS TAG: 526 (SecondaryClOrdID) **

Stock Firm name used in Buy writes

Stock firm name key used in Buy writes

Addition of a SubscriptionRequestType for Security Definition Request to enable FIX 4.3 like functionality for FIX 4.2 users

Firm indicator for the types of execution report a firm would not like to receive. Possible values are same as for OrdStatus [Tag 39]. Example – a firm not wishing to receive “Done for Day” type Execution Reports can specify a value of 3 in the logon message. This tag can have multiple comma separated values.

Too late to cancel quantity