Orchimate 1.3.2 /

FIX User Defined Fields1.0

Orchestra Hub

Indicates the change in an instrument price from the previous day’s settlement price

Indicates the direction of change of an instrument price from the instrument’s previous day settlement price

‘+’ = increase

‘-‘ = decrease

‘ ‘ = no change

Quantity of the ask side of cross requests

Quantity of the buy side of cross requests

Indicates the type of an order that is being exposed

1=Normal

2=No NBBO Check

3=No IML

4=Outbound

5=P Inbound

6=PA Inbound

The external code for an instrument. Sometimes referred to as the instrument contract name. Consists of the instrument symbol, expiration month code, and expiration year. For options, a put/call indication and strike price are also included. An example code at BOX for an IBM Put option with a July 2003 expiration and $80 strike price would be IBMS03P80.00. The conventions may be different for other exchanges.

Timestamp of the last cross request received for an instrument

Time of the last quote request received for an instrument

Indicates the maximum order quantity allowed for a particular instrument

Indicates the minimum order quantity allowed for a particular instrument

Indicates Option Sponsor Type

0 = Regular

1 = Societe Generale

The end time for an order exposition

The original quantity of an order

Indicates the duration in seconds of an instrument price improvement phase

Indicates the time when an instrument price improvement phase will expire

Indicates how the exchange should manage a client’s price improvement order. Possible values are:

0 = The client’s price improvement will be managed manually

1 = Management by joining the better price

2 = Management by increasing by + one Improvement tick the better price

Indicates the type of management requested for an order than will initiate a price improvement phase for an instrument. Possible values are:0 = The clients price improvement is managed manually

1 = The clients price improvement is managed by the exchange

Indicates the price to not exceed for a price improvement order that is managed by the exchange

Assigned by an exchange to identify a particular price improvement phase for a particular instrument

This parameter is used to indicate the origin of the quote entry. It must take one of the following values: 6 – Public Customer

7 – Broker

8 – Market Maker

Indicates the quantity of the ask side of quote requests in an instrument’s market

Indicates the quantity of the bid side of quote requests in an instrument’s market

Indicates if any more fills will be occurring. Takes the same value as a partial fill indicator for all cases except FAK orders. In the case of FAK orders, this field indicates that no more fills will be occurring even if the order is not completely filled and explains why the leaves quantity is set to 0.Possible Values

0 = No more fills

1 = More fills

Standard Code For Expressing Option Strike Price