Orchimate 1.3.2 /

FIX User Defined Fields1.0

Orchestra Hub

Auto-Aggress with Discretion price differential. Represents the maximum number of ticks an order’s price may be improved to achieve a match with a contra-side resting order.

Specifies the action to be taken on the symbol provided

0 = Add

1 = Change

2 = Remove

Commission Adjusted Consideration

Enable or disable ADOSA qualifier.

States the quantity allocated for orders that are if/when cleared.

Allow hidden size for given symbol

Enables agress-on-locked-market order feature

Auction protection (% from cont last). Values: 0 to 0.7

Quantity available for further execution on bid side.

Binary execution method applies to reported trade.

Indicates the status of the order book

Indicates to which side the BookStatus field is applicable

FX Deal Feed Field

Indicates whether allocated qty was executed in the IF-CLEARED or WHEN-CLEARED queue. Valid values are “I” for IF-CLEARED and “W” for WHEN-CLEARED.

Free form string containing client-specific information associated with an order. Information is provided in New Order Single, and Order Cancel Replace messages. Trading system will return ClientInfo in Execution Report.

Commission – Dollar Value for the trade

Commission Adjusted Price

103 – Dollars per Million

104 – Dollars per Trade

105 – Basis per Million

106 – Cents per Contract

107 – By Basis Point

108 – Fixed Currency Units in Millions

109 – Fixed Basis Units in Millions

Consideration for financial deal

continuous market participation (%). Values 0.01 to 0.7

Dirty price

Specifies the name of the display group

Price formats applicable to security

End Trade Sequence

Indicates that workup has ended.

ETC Market ID

Specifies the executed price

Specifies the executed yield

Enable Fill and Follow qualifier.

Values

1 – cancel balance

2 – IS

3 – inline 10%

4 – inline 15%

5 – inline 20%

6 – inline 25%

7 – inline 30%

8 – VWAP 1 hour

9 – VWAP to close

10 – Target close

Reason for reject of order deactivate request

Values

Blank

1 – None

2 – Close

3 – Open

4 – All

Indicates that an order is tradable in a workup that is currently in progress.

The last trade you’ll ever receive (for your last request anyway).

Support correct ranking of leg instruments within a synthetic.

Indicates if the order is a managed order or a leave order

Market Id where security is traded

= 100 – Cancel all own orders

= 101 – Cancel all firm’s orders

Enumeration allows the client to cancel all own or all firm orders

= 100 – Status of own orders for a symbol

= 101 – Cancel all own orders

Enumeration allows traders to cancel all own orders or all own orders of a symbol

Max of order to BlockCross (%)Percentage. Values: 0 to 100.

Maximum number of decimals to display

= 100 – Total trade volume (for the day)

= 101 – Total trades

= 102 – Price Update (not applicable for market data incremental refresh message)

= 103 – Trade history request (applicable only for the Market Data Request message)

Indicates gateways that provide market data for given display group

Hidden size in market data update and snapshot

Indicates the price update type

= 100 – Other

Minimum number of decimals to display

States the private

ublic phase of the NIM session

Specifies the new rank of the security

Specifies the current sub rank of the security (for display ordering purposes). ... truncated ...

Indicates whether NIM is allowed for this instrument.

Indicates negotiate in the middle is enabled for security

Incremental order quantity of a NIM-enabled security

Minimum order quantity of a NIM-enabled security

Duration of NIM private phase in milliseconds.

Duration of NIM public phase in milliseconds.

Number of seconds remaining in the current phase of the NIM.

Number of book status entries sent in the repeating block

Specifies the number of display groups sent in the repeating block of the logon message

Number of price formats for given security

Specifies the number of TBA instrument groups sent in the repeating block of the logon message

Number of volume rules in repeating group.

Used to associate an odd lot instrument with a given round lot instrument. Field contains symbol of odd lot instrument.

Quantity available for further execution on the offer side.

Allows the client to submit inactive orders and to inactivate/activate live orders.

Original unique identifier assigned to a trade by the matching system.

Specifies the On The Follow quantity for managed orders.

Specifies the owner of the work up private phase

Offside participation %

Values

Blank or 0.01 to 1.0

Reference price.

Values

Blank

1 – open

2 – prev close

3 – arrival

4 – other

100 – Contra Account (Clearing)

101 – Owner

102 – Contra Owner

= 101 – Owner

Identifies the actual investor/owner of the order

= 102 = Contra Owner

Identifies the target owner in the order transfer request message

Post for liquidity in ‘lit’ venues. Values: True, False

Specifies the previous rank of the security

Specifies the previous sub rank of a security. Applicable if the sub rank of the security changes.

Percentage. Values: 0 to 0.25

Values:

1 – none

2 – open

3 – prev close

4 – arrival

Relative to instrument

= 100 – Fractions (in Two-Fifty Sixths)

Used to specify Track Volume. Values: 1 – Primary, 2 – Consolidated

Product grouping for security.

Enable or disable PROSA qualifier

Indicates direction of query relative to QueryToken context. Valid values are either “1” to indicate the next result page or “-1” to indicate the previous result page.

Token used to maintain query context for result paging.

Unique identifier for a quote status report generated by the system

= 100 – Counter

= 101 – Pass (Reject)

Enumeration is used to inform the NIM participant the NIM was countered

= 100 – Hit/Lift

= 101 – Pass (Reject)

Enumeration allows the NIM initiator to accept or reject the counter NIM

Indicates whether the trade has been confirmed by the trader

Used to associate given odd lot instrument with its associated round lot instrument. Field contains symbol of round lot instrument.

= 100 – Display group names

= 101 – TBA group names

= 102 – Display group content

= 103 – TBA group content

Indicates the type of response sent via the Security List message

= 100 – Order entry session for repo cross

= 101 – Position scrubbing session for repo cross

= 102 – Position scrubbing session for repo cross

= 103 – Closing session for repo cross

= 104 – Suspended

Security type specifier

Optional field for source IP address identification and auditing perposes.

Start Trade Sequence

TradeCaptureReport Summary at end of Work-Up or Repo Auction

Symbol for security

Target auction participation (%). Values: 0.01 to 0.7

Target % of days volume in auction. Values: 0.01 to 0.7

Specifies the name of the TBA group.

Indicates if the TBA instrument is back month or front month

Values:

1 – zero

2 – indefinitely

3 – 5 min

4 – 45 min

5 – 1 hour

6 – until auction

7 – other

Rest order in BX before printing for. Values: Null or > 5

Price or yield

Specifies trade error reason

Indicates the trade information history data is included in message

Specifies the Trade information identifier. This identifier can be used by the client request for resends of trade information within the trading day

Client specified unique identifier when requesting for past trade information

110 – Trades within the specified start and end trade sequence

Sequence number of the trade

Allows client to request, accept or reject the order transfer

Specifies the unique identifier assigned by the server to a transfer request

Client can specify the reason for the order transfer

Reason for reject of order transfer request

Indicates if the transfer was initiated or if the transfer time has expired

Result of Trade Capture Report sent to the client

Used to specify the quoted value for discount rate traded instruments

Volume rule type. Valid values are “NORMAL” and “NIM”.

States the executed quantity during a single work up session. Reset to zero on work up termination