Orchimate 1.3.2 /

FIX User Defined Fields1.0

Orchestra Hub

Reserved for future use.

Reserved for future use.

Reserved for future use.

Reserved for future use.

Reserved for future use.

Reserved for future use.

Reserved for future use.

CAPIS Algorithmic Trading Execution Style (N = Normal, P = Patient, A = Aggressive)

CAPIS Algorithmic Trading Strategy (1=VWAP, 2=TWAP, etc…)

The number of shares displayed to the market. The value should not be less than 100 shares or over the order quantity.

The time by which an order must be completed. EndTime contains a date and time component that must be specified in 24-hour clock format (YYYYMMDDHH:MM:SS) and must use GMT time zone.

StartTime < EndTime.

This parameter tells the engine how aggressively to work. Valid values include:

P = Passive

N = Normal

A = Aggressive

Reflects the trader’s view of how he wants the algorithm to behave when the securities price moves favorable or unfavorable relative to the order. Valid values include:

1=Reversion

2=Symmetrical

3=Breakout

4=Collar

Used with CAT Strategies. Valid Values: 0-99.

The maximum % of volume the algorithm will try to achieve.

Valid values: 0-100.

Min%Volume < Max%Volume.

Used with CAT Strategies. Valid Values: 0-50.

The minimum % of volume the algorithm will try to achieve. Valid values: 0-100.

Min%Volume < Max%Volume.

The minimum percentage of the order that must be completed by EndTime.

Controls the trading style for the order on a scale of 1 (passive) – 10 (aggressive). The higher the number the faster the order will trade. Valid values 1-10.

The target percentage of volume that the algorithm will attempt to achieve at/or around the Benchmark price.

Valid values: 0-100.

The time at which the order becomes active. StartTime contains a date and time component that must be specified in 24-hour clock format (YYYYMMDDHH:MM:SS) and must use GMT time zone.

Specifies the rate at which the order will be filled which affects the duration of the order and, ultimately, the end time of the order.