Orchimate 1.3.2 /

FIX User Defined Fields1.0

Orchestra Hub

Y,N

Y=YES

N=NO

Y=YES

N=NO

A = NOW

B = Redistribute

C = Tilt-Dist

int, 1-10

Indicating draft algo status

1 = Online

2 = Offline

A = fill

B = leaves

participation rate for a child order wrt some benchmark reference volume such as inside quote size,etc.

A = SHCOMP

B = SZCNST

C = CSI300

D = SME

E = CHINEXT

S = SMART

P = PORTFOLIO

Reference vol of type char for child order.

0=PrimarySide Size(bid for buy,offer for sell)

1=MarketSide Size(bid for sell,offer for buy)

2=BidSize

3=OfferSize

4=BidSize+OfferSize

5=Effective BidSize

6=Effective OfferSize

7=PrimarySide Book Depth(5 levels) Size

8=MarketSide Book Depth(5 levels) Size

9=Total Book Depth(5 levels) Size

A=Last 1 Minute Total Market Volume

B=Last 5 Minutes Total Market Volume

Reference price for an algo, not binding as limit price

Referred volume of char type.Valid value: A)total market volume;B)market volume with given limitpx;

1 = None

2 = SlowHalf

3 = SlowOneThird

4 = SlowOneFourth

5 = SlowOneFifth

0 = Pause

numeric

A = None

B = speed2x

D = speed4x

E = speed5x

J = speed10x

b = Part10

d = Part20

j = Part50

p = Part80

z = Iwould

numeric

Y = Yes

N = No

Base strategy