Orchimate 1.3.2 /

FIX User Defined Fields1.0

Orchestra Hub

The indicator denotes if / where the average price has been generated. This is an SFA Transaction Reporting Rule.

Amount by which the BidPx has been improved.

Indicate the rounding method when convert a cash base order to a share base order.

Required for Cash base order

U – Up

D – Down

Client Charity ID indicates the Client is exempt from paying stamp duty because of their Charity status – this needs to be reported to the Inland Revenue.

Transaction reporting tag to establish the Side of the transaction that we are reporting:

C for Client Side

M for Market Side

Close auction participation expressed as a percentage (0-100).

For Fixed Income; Coupon rate of the bond. Will be zero for step-up bonds.

To indicate whether or not to apply criteria check to a strategy order

Adoption of 548 for FIX 4.2 & Prior FIX version users

Adoption of tag549 for FIX 4.2 & Prior FIX version users

This is a trade reference that is common to all Executions / Transaction Reporting Only and Settlement Only Transactions for a particular Order

Identify the distribution type of Futures:

1 – Actual

2 – Underlying

For clients prior to FIX4.2 to indicate the effective time.

Requested execution Start date/time – UTC date/time yyyymmddhhmmss

Number of seconds to wait between evaluation

Destination exclusion list.

ML customer name

External Exchange Reference

Indicates whether or not a trade needs to be instructed for Settlement

Last Quantity for the far leg of a swap.

Maxim number of destination/venues an order can be posted to

ML Benchmark Price

When calculating volume profile, ignore any block prints that are greater than the “ML Block Threshold”.

Merrill Lynch Contra Identifier

ML Execution Service

This tag can contain multiple instructions, space delimited

ML Guaranteed Indicator

Y – Guaranteed Price

N – Not Guaranteed

ML Maximum Participation %

Max % market volume to participate in execution of order nnn (0-100)

ML Order Completion Instruction

1 – Trade to Completion

2 – Leave Residual

Indication of pricing strategy

(Values:

0 = Market,

1 = Chase Market,

2 = Bid,

3 = Offer,

4 = Last,

5 = Mid )

ML Planning indication

ML Primary or Composite flag

P – Primary

C -Composite(Default = Primary)

ML Benchmark Rick Factor

Extensions to the FIX Ordertype fields to support various ECN order types.

Target Price for Speed trading

Target Percent for speed trading

RAM s_user

ML Minimum Participation %

Min % market volume to participate in execution of order nnn (0-100)

Transaction fund type

RAM update user

Close auction rate for 1st(am)close for markets with 2 sessions.

Open auction rate for 2nd(pm)open for markets with 2 sessions.

Indicate number of days for order to execute across. Can be used in conjuction with Market, GTC orders

Amount by which the OfferPx has been improved.

Open auction participation expressed as a percentage (0-100).

Peg offset direction. Applying the pegging price if market moves into the applied direction:

1 – Up

2 – Down

3 – Either

Primary BookingID

Controls reporting to various ML reporting systems.

Secondary Booking ID

Risk Factor for the Speed trading

This is the Stampable Consideration on a trade. It must always be displayed in GBP and will consist of Price multiplied by Quantity for Agency Trades. For Principal Trades, the Stampable Consideration will be equal to Price multiplied by Quantity plus Commissions & fees (but not including the Stamp Amount)

Number of ticks to move a posted price

Used for enabling/disabling FX mkt data

Describes Trade Types in more details

Values:

1. Stock & Cash DVP(Delivery versus Payment

2. Book to Book Transfer

3 Stock & Cash FOP (Free of Payment)

4. Foreign Exchange Trade

5 Reporting Only Transaction 6 Settlement Only Transaction

adoption of tag336 in FIX4.2

Indicates that a trade needs to be transaction reported to the relevant regulatory body like the FSA, SFA, SEC etc etc.

Indicates if Stamp Liability / No Stampo Liability