Orchimate 1.3.2 /

FIX User Defined Fields1.0

Orchestra Hub

Same as tag 1687 (int datatype). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.Indicates whether a restriction applies to short selling a security.

Valid values:

0 = No restrictions

1 = Security is not shortable

2 = Security not shortable at or below the best bid

Same as tag 1688 (int datatype). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.

Indicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.).Valid values:

0 = Exemption Reason Unknown

1 = Incoming Short Sale Exempt

2 = Above National Best Bid (Broker Dealer Provision)

3 = Delayed Delivery

4 = Odd-Lot

5 = Domestic Arbitrage

6 = International Arbitrage

7 = Underwriter or Syndicate Distribution

8 = Riskless Principal

9 = VWAP

Same as tag 1689 (int datatype). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.

Use in LegOrdGrp, InstrmtLegExecGrp, TrdInstrmtLegGrp components.Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.)Uses same values as ShortSaleExemptionReason.

Same as tag 1690 (int datatype). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.

Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.)Uses same values as ShortSaleExemptionReason.

String datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.

An opaque identifier used to communicate the custodian’s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading.Used in AllocAckGrp, AllocGrp, PreAllocGrp, PreAllocMlegGrp, TrdAllocGrp

Amt datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.

The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis.Used in AllocAckGrp, AllocGrp, PreAllocGrp, PreAllocMlegGrp, TrdAllocGrp

String datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.

An opaque identifier used to communicate the custodian’s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading.

LocalMktDate datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.

The Versus Purchase Date used to identify the lot in situations where a custodial lot identifier is not available.

Price datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.

The Versus Purchase Price used to identify the lot in situations where a custodial lot identifier is not available.The value should be calculated based on current cost basis / quantity held.

Amt datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.

The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis.

Same as LastLiqudityInd, tag 851, in FIX 4.4 and above. To be used by implementations that cannot support tag 851 in FIX 4.3 and below.

String datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. Time unit associated with the event. If present EventTimePeriod must also appear and EventDate and EventTime may be omitted.Valid Values:

H – Hour

Min – Minute

S – Second

D – Day

Wk – Week

Mo – Month

Yr – Year

Added to the repeating group after EventTime.

Int datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. Time unit multiplier for the event. If present EventTimeUnit must also appear and EventDate and EventTime may be omitted.Added to the repeating group after EventTimeUnit.

String datatype. Same as TrdRegPublicationReason(2670) in the standard TrdRegPublicationGrp component but string datatype to support space delimited integer values defined by the standard field. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. Reasons for pre-trade waiver or post-trade deferral.

String datatype. Same as TrdePriceCondition(1839) in the standard TradePriceConditionGrp component but string datatype to support space delimited integer values defined by the standard field. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. Price conditions in effect at the time of the trade.

String datatype. Same as OrderAttributeType(2594) in the standard OrderAttributeGrp component but string datatype to support space delimited integer values defined by the standard field. OrderAttributeValue(2595) implicitly assumed to be “Y”. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. Types of order attribute.

String datatype. Same as RegulatoryTradeID(1903) in the standard RegulatoryTradeIDGrp component when RegulatoryTradeIDType(1905) = 5 (Trading venue transaction identifier). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups.

String datatype. Same as ValueCheckType(1869) in the standard ValueChecksGrp component but string datatype to support space delimited integer values defined by the standard field. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. Value checks to ignore at the time of order submission or modification, i.e. ValueCheckAction(1870) = 0 (Do not check). Absence of a type represents ValueCheckAction(1870) = 1 (Check). No support for ValueCheckAction(1870) = 2 (Best effort) as it is not a regulatory requirement.

String datatype. A BCAN (Broker-to-Client Assigned Number) is a type of short code to identify the broker’s clients. It may be used when placing orders for instruments listed on Hong Kong Stock Exchange as well as for instruments listed on the Shanghai & Shenzhen Stock Exchange accessed via the HK Northbound Stock Connect regime. The information in the field may have different formats depending on requirements prescribed by the exchange.

Special Segregated Accounts Investor ID that is 6 digitis long without leading zero(s) assigned by CCASS (Hong Kong).HKSCC provides the SPSA services to the market to facilitate investors who maintain China Connect Securities with custodians but want to sell their China Connect Securities without having to pre-deliver the securities from their custodians to their executing brokers. The investor may designate at most 20 EPs as executing brokers which are authorised to use its Investor ID to execute orders in China Connect Securities on its behalf. When the designated EP inputs such investor’s sell order, it shall also input the Investor ID with the sell order.

String datatype. Same as PartyID(448) together with PartyIDSource(447)=S (FDID) and PartyRole(452)=24(Customer account) in the standard Parties component (also together with PartyRoleQualifier(2376)=18(Current) when modifying the FDID). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. The firm designated identifier (FDID) is a unique identifier required by the SEC for each trading account designated by Industry Members for purposes of reporting to CAT (Consolidated Audit Trail).

String datatype. Same as PartyID(448) together with PartyIDSource(447)=S (FDID), PartyRole(452)=24(Customer account) and PartyRoleQualifier(2376)=19(New) in the standard Parties component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. The firm designated identifier (FDID) is a unique identifier required by the SEC for each trading account designated by Industry Members for purposes of reporting to CAT (Consolidated Audit Trail). Can be used when changing the FDID.

String datatype. Same as PartyID(448) together with PartyIDSource(447)=G (MIC) and PartyRole(452)=63 (SI) in the standard Parties component and PartySubID(523) together with PartySubIDType(803)=70 (Jurisdiction) in the associated standard PtysSubGrp component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. The SI jurisdiction is the one applicable to an order associated with an SI in that instrument.

String datatype. Same as PartyID(448) together with PartyIDSource(447)=N (LEI) or P (Short code identifier) and PartyRole(452)=116 (Reporting entity) in the standard Parties component and PartySubID(523) together with PartySubIDType(803)=70 (Jurisdiction) in the associated standard PtysSubGrp component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. The reported jurisdictions are those that the trade has been or will be reported to. Required to also use TradeReportingIndicator(2524)=6 (Trade has been or will be reported).

String datatype. Unique identifier representing the specific order type(s) offered by an execution venue. In the context of US CAT this is used for CAT field atsOrderType. ATSs provide their order types to CAT by submitting data dictionaries.”

String datatype. Same as PartyID(448) together with PartyIDSource(447)=D (Proprietary) and PartyRole(452)=24 (Customer account) in the standard Parties component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups.

String datatype. Same as PartyID(448) together with PartyIDSource(447)=D (Proprietary), PartyRole(452)=122 (Investment Decision Maker), and PartyRoleQualifier(2376)=22 (Algorithm) in the standard Parties component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups.

String datatype. Same as PartyID(448) together with PartyIDSource(447)=N (LEI) and PartyRole(452)=3 (Client ID) in the standard Parties component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups.

String datatype. Same as PartyID(448) together with PartyIDSource(447)=N (LEI) and PartyRole(452)=26 (Correspondent Broker) in the standard Parties component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups.

Master Special Segregated Accounts Investor ID that is 6 digits long without leading zero(s) assigned by CCASS (Hong Kong).HKSCC provides the Master SPSA services to the market to facilitate investors who maintain China Connect Securities with custodians but want to sell their China Connect Securities without having to pre-deliver the securities from their custodians to their executing brokers. The investor may designate at most 20 exchange participants (EPs) as executing brokers who are authorised to use their Investor ID to execute orders in China Connect Securities on his behalf. When the designated EP inputs such investor’s sell order, it shall also input the Investor ID with the sell order.

String datatype. Same as PartyIDSource(447)=V (Korea Short Selling Registration Number). To be used by implementations that cannot accommodate Parties component in earlier FIX versions.