Orchimate 1.3.2 /

FIX User Defined Fields1.0

Orchestra Hub

The MiFID “average daily turnover” of the instrument

The currency in which the ADT is expressed

The MiFID “average value of turnover” of the instrument.

The currency in which the AVT is expressed

1 = DMA

2 = Cash

3 = Proprietary

4 = Client interaction

Flag set when a trade report has been kept a certain amount of time in the BOAT system, before being published. The time limit applied is system specific.

The tag is used in Market Data Message Incremental Refresh (Message type = “X”)

Indicates if the trade is a Client Trade, i.e. eligible for delay.

The time the trade report was/will be made public

The liquidity level of the instrument.

Indicates whether this instrument is a “liquid share” or not.

Number of quotable currencies for an instrument.

Number of quotable instruments.

The number of shares issued.

Number of trade sequence number series.

Number of warning reasons.

If TRUE (Y), the trade report will be published immediately, if FALSE (N), the system evaluates if the trade should be delayed

Indicates if the trade price and trade quantity have been reviewed.

Indicates if the trade is queried, for example price or qty

Reason for reject.

1 = Duplicate request ID

2 = Insufficient permissions

94 = Not allowed on current state

98 = Service not available

99 = Other

ID of a Quotable Instrument Status request.

The timestamp when quotes where cleared in BOAT.

The timestamp when the trade was received by BOAT.

Indicates if the price differs from the market price

Reason why price differs from market price:

D = Market Condition

N = Negotiated Trade

A = Amended trade

C = Cancelled Trade

The system which has published the report.

The time the trade report will be published.

Contributor’s internal quote reference ID.

Contributor’s internal trade reference ID.

The ICB code for the sector that this share belongs to

Timestamp of Security Change.

The earliest timestamp when the security is valid.

The latest timestamp when the security is valid.

Reason for reject

The request ID in a SI Liquid Shares message.

0 = accepted

1 = rejected

The MiFID “standard market size” of the instrument

Reason for reject

The request ID for suspend quoting.

0 = Request accepted

1 = Request rejected

E = End of day

O = Other

Unique system specific trade indentifier. Returned in Trade Capture Report Ack (Message type = “AR”) when the trade report is accepted.

Unique system specific trade indentifier reference. Required in Trade Capture Report (Message type = “AE”) for cancellations (ExecType=H) or amendments (ExecType=0 and 7556, 572, and 7585 submitted). References a SystemUTI.

Offset to the local time compared to UTC. E.g. -5 is Eastern time.

Reference to the Trade Report System of the previous version of the trade.

The version of the previous trade report.

The trade report system of a trade report.

The version of a trade report

Trade report warning reasons

Trade sequence number