Orchimate 1.3.2 /

FIX User Defined Fields1.0

Orchestra Hub

Indicates the National Depositery of Securities client account.

Allocation ExecID used in Account Repeating Group (to link with Exec repeating Group)

Handling Instructions. Contains the same information as Tag-21, but possible values are 0, 1, and 2. No FIX message should contain both tags 21 and 5043.

0=Automated execution order, private, no Broker intervention

1=Automated execution order, public, Broker intervention OK

2=Manual order, best execution

Rule80A with user-defined values and meanings.

Average Price of the day set by GL SOM (for EDA orders)

Average Revised Price (Used for GL SOM)

Group of PorfolioID. Specific Kuwait Stock Exchange for back office.

Used for XETRA market. ‘P’ if the order has been partially filled, ‘F’ if completely filled.

Extra Trade Identification Number on XETRA.

Contains the GL SLE ID of the child order.

Indicates the National Depositery of Securities clearer account.

GL clearing client code type. Valid values: 1=Client; 5=House.

Indicates the code of the clearer.

GL Clearing destination.

Indicates the reference of the clearing message.

This reference is given by the exchange

GL client account ID (for clearing)

Indicates the client capacity. Valid values: 1=Agent; 2=Principal; 3=Riksless principal; 4=Individual; 5=Member agent.

Free format text string for internal client use.

Max size is 16 char.

Free format text string for internal client use.

Max size is 32 char.

Indicates the UserId set in GLSOM to identify the FIX Client.

Used to indicate a complementary information about the settlement

Creation Date of a forward contra creation, mandatory for offset order.

Reference for a forward contra creation, mandatory for offset order.

GL Covered Indicator. Valid values: 1=Covered; 2=Uncovered.

This field indicates the rate between the currency used for the trade and the currency used by the counterpart

Specifies ClearVision (GL Back Office) Instruction. Valid values: 0=Default value; 1=Send To ClearVision; 2=Save in GL OMS.

Indicates when a broker buys/sells shares because a client did not deliver scrip or pay on time for the original trade.

Index of record into the GL server database.

Describes the instruction assigned from a dealer to a broker

Differed Settlement Service. Valid Values :

0=No

1=Yes

Floor quantity of the day. Used for GL SOM to indicate the executed quantity for client order, at the end of the day.

GL key used to identify the exchange and the market into GL servers.

Free format text string for internal client use.

Max size is 255 char.

This field contains the institutional ID (length is 7 characters).

Specifies institution ID as assigned to the exchange.

Internal reference assigned to an order into the GL server.

Indicates the counterpart of the last trade.

Indicates the price delta relative to current market best price. Specific to XETRA market (best quote)

This field is a string, consisting of a branch number and an account id.

This field indicates the code of the mandator.

Initial deposit value (specific to GL SPAN message)

Executed quantity must be a multiple of this quantity.

This field indicates the Member code counterpart. For a cross order the possible values are: INTRAFIRM or NONMEMBER.

Free format text field sent to the market.

Flag to identify a midpoint order (specific XETRA). Valid values: 1=Yes; 2=No.

Valid values:

1=Gross Price (Best Exec without the cost);

2=Net Price(Best Exec with fees);

3=Ranking (Best Exec depending of the market ranking);

4-5-6=Custom1 to Custom3 (it’s for futur algorythm).

Default value=1(Gross Price).

Defines the client type.

Valid values: 1 Market Maker; 2 Eligible counterparty; 3 Investment Firms; 4 Retail.

Indicates the destination.Valid values:

1=Any exchanges (send on all available exchanges);

2=Selected instrument market (send the order only on the market where the trader choose the stock. In the case where you have multi-listed instruments on the same market (as for VIRTX) the order can be split between the different shares;

3=Selected instrument only (when you have multi-listed instruments on the same market (as for Chi-X). You send the order only on the instrument you choose on this market.

Default value = 1(Any exchanges)

Indicates the TYPE of internalization.

Valid values:

1=FACILITATION (internalization is authorized between client orders only);

2=PROPRIETARY (internalization is authorized against the internal book);

3=ONLY (order will remain in the internal liquidity pool. It will not be released to the market);

4=NO.

Default value=1(Facilitation).

In case the order type is soft-limit, this field indicates the internal limit.

This field contains the negociation code of execution market

Indicates the client order type in case the order is sent to the client matching engine.

Valid values: 1=Mid price (matching engine will maintain the price in real time as mid-price); 2= Soft limit (matching engine will manage an internal limit, and an external or exchange limit).

Equivalent of Overnight. It’s for keeping the orders until the next trading session.

Valid values:

1=YES;

2=NO.

Default value=2(NO).

Autorizes the split functionality.

Valid values:

1=YES;

2=NO.

Default value=2(NO).

Contains the GL GLID of execution market

Indicates the condition used to group the orders.

Valid values: 1=Amalgate same price; 2=Don’t Amalgamate Against; 3=Amalgamate Manual average Price; 4=Amalgamate Automatic Average Price.

Only the orders with the same “Netting” letter will be amalgamated. This field allows differentiating all alphanumerical characters used.

Describes the level of netting assigned to an order.

Repeating Group Index for GL SPAN message

Number of triggers applied on an order.

Indicates the number of market executions.

Contains the GL SLE ID of the order.

Substatus of an order

Original Client ID of the order before amendment of Client ID

Indicates the member’s own account to the end-client.

Indicates the account of the person who initiates the order.

OTC (Off Exchange order) indicator. Used to set GL Class Order.

Valid values: 0=On Exchange Order; 1= Off Exchange Order; 2=OTC Initial Trade Notification.

Indicates the period where the block can be traded.Valid values: 1=No; 1=Trading Hours; 2=After Hours; 3= Trading and After Hours.

Contains the OrderID of the parent order for a child order.

The password of a dealer or account.

Percentage Variation

Percentage of the order quantity in case of a splitted (pre)allocation type message. Used for GL OMS.

Previous price of the order before amendment(used for GL OMS)

Previous quantity of the order before amendment (used for GL OMS)

Used to reject the order if the price is too far away from the market. Valid values: 0=No price control (default value); 1=Price control; 2=Severe; 3=Client not sure.

This field contains the public order code (i.e. the order code for the displayed quantity).

Indicates whether the market exchange has to check the quantity order. Valid values: 0=No check (default value); 1=Check quantity (big size).

Used to recycle a rejected order

Used for Jakarta Stock Exchange (required for Off-exchange)

Remaining payment due on any contract (specific to KMEFIC)

Describes the instruction assigned from a sales to a broker

Assigned by a party which originates the order to the exchange.

Time of execution at the exchange level when TransactTime is already used by the broker order management system.

This field indicates the settlement account type. Valid values: 1=Standing; 2=House; 3=Client.

Currently all London Stock Exchange instruments are applicable to a single settlement venue.

Describes the settlement instruction assigned from a sales to a broker.

GL Share Group ID (for clearing)

GL-Trade User ID.

Integer, 0-999

Identicates the type of order splitting.

When an underwriter who tries to prevent a recent offering from dropping below the offering price by placing buy orders slightly above that price. Valid values: S=Stablisation, T=Takeover

Client sub-account (for clearing)

GL Sub Client Code Type (for clearing). Valid values: 1=Liquidity; 2=Specialist; 3=None; 4=Insider; 5=Shareholder.

Suspension Indicator

Indicates the maximum number contracts affected for an executed (used for XETRA best quote)

Tick denominator used to calculate the price for Liffe market.

Total cost of the day set by GL SOM for EDA orders.

Used for GL SOM. Sum of all (MatchedQty*RevisedPrice)

This field contains the ID of the trader group.

This field indicates the trade/negociation type.Valid values:

A=Incoming message is a Trade Cancel;

4=Incoming message is a Manual Trade notification;

I=Internet trading;

S=Algorithmic trading;

D=DMA trading;

2=Advertisement;

9=Trade Report.

This field is optional and contains the number assigned by the trader. This information is just conveyed in the Trade Leg Creation message.

Date of order activation.

Defines the date and time at which the order must be sent to the exchange. Specific to tactic Unreleased when running with GL Tactics.

Count down to activate the order.

Security source used to trigger the order.

Number of ticks between day low (for buy order) or day high (for sell order) and limit price

Used to identify specific in-house tactics when running with GL Tactics. Valid values:

a:VWAP;

A/B:Linked Trigger Order on last price (A:last superior, B:last superior);

h/i:Linked Trigger Order on underlying (h:underlying superior bid, i:underlying superior ask);

j/k:Linked Trigger Order on underlying (j:underlying inferior bid, k:underlying inferior ask)

C:Trailing Stop;

D:Peg;

E:Linked Peg;

F:With A Tick;

G:Market Phase;

H:Time Trigger(unreleased);

I:Iceberg;

J:Iceberg Random;

K:Iceberg Ghost;

L:Countdown;

M:MIT Last;

N:MIT Ask;

O:MIT Bid;

S:Stop last;

T:Stop Ask;

U:Stop Bid;

V:Stop Max Cap;

W:TWAP(native);

Y:Percentage Volume.

Minimum quantity to be displayed

Minimum quantity to trigger

Price applied for the trigger type

Security ID used to trigger the order

Number of ticks between day low (for buy order) or day high (for sell order) and trigger price

Contains the symbol used to trigger the order

Trading session value used to trigger the order.

Indicates specific trigger conditions applied to the order.

Indicate a local reference ID.

Risk level for the underlying symbol. (specific to GL SPAN message)

Indicates the date for an unreleased order (order sent to exchange but inserted into the book at the indicated date).

Indicates instructions for an unreleased order.

Indicates the date/time for an unreleased order (order sent to exchange but inserted into the book at the indicated date and time).

Update Reason returned by GL SOM (for client EDA orders)

This field is used to filter specific GL messages into GL FIX IN

This field indicates the User Dealer (set in GL OMS)

Indicates the original GL User ID who has submited the order command.

This field indicates the User Sales (set in GL OMS)

Defines the quantity below which the price modification will be triggered. Specific to algos %Volume and WithATick when running with GL Tactics.

Work max update delay : defines the maximum delay for sending the order (usually it should be a few minutes or seconds). Specific to GL Tactics.

Used for GL Tactics. Valid value: 1=Market Limit.

Defines the date and time of the last wave. Specific to algo TWAP(native) when running with GL Tactics.

Used for GL Tactics.

Contains the ID Source used to trigger the order (specific Linked Peg for GL Tactics)

Used to identify specific ALGO when running with GL Tactics. Valid values: a=VWAP; D=Peg; E=Link Peg; F=WithATick; W=TWAP(native); Y=%Volume.

Defines the Work Maximum Limit Price (specific to algos PEG + Linked Peg for GL Tactics)

Indicates the number of waves alreday sent in case of algos %Volume and TWAP. Specific to GL Tactics.

Defines the Work Price (specific to algo Linked Peg for GL Tactics)

Used for GL Tactics and with Fix Tag 7053. Valid values: 1=Percentage; 2=Tick; 3=Absolute.

Used for GL Tactics. Valid values: 1=Ask; 2=Bid; 3=Last; 4=Mid.

Used with GL algo %Volume, this field indicates the volume at the beginning.

Contains the Security ID Source used to trigger the order (specific Linked Peg for GL Tactics)

Indicates the quantity already sent in case of %Volume and TWAP algos. Specific for GL Tactics.