Orchimate 1.3.2 /

FIX User Defined Fields1.0

Orchestra Hub

Contract PricePrice of the leg can be expressed as

(a) Explicit Price (e.g. 7589)

Explicit Price is a positive number without any prefix.

(b) A price code expression (e.g. S + 10 which means settlement price plus ten)

Valid price codes are S, YS, C, V ,M & B (basis)

(c) A differential (e.g. -10 which means ten units lower than the price of the first leg)

A valid differential is a number prefixed with either (+) or( – )

Aggregate conversion quantity of a CAP-DI order.

Determines whether an order should be “Public” allocated or “Crowd” Allocated during a parity allocation process. data Type is integer.

Valid Values:1- Crowd, 2 – Public

First Alternative Phone number

Second Alternative phone number

Indicates the number of shares bought.

Indicates the number of shares sold.

Specifies whether a trade is an As/Of Trade. Data type is Boolean.

Specifies the date and time an As/Of Trade took place. Data type is UTCTimestamp.

Booth ID to which the request should be routed.

Unique Branch office ID

Indicates whether this message contains a single trade half/cross or a carry trade half/cross.Value Meaning

0 Outright

1 Carry

Unique Match ID assigned by the clearing system

A unique reference number assigned by the clearing system

Unique Slip ID assigned by the Clearing System

Indicate the clearing status of the trade as communicated by the clearing house.

Internal data specific to CMS.

Contact FAX number

This Alphanumeric field will contain the Order ID of the contra order that matched against with the order in focus.

Indicates the type of the contra order. Possible values.1 – Firm Order

2 – BARS Order

3 – Specialist Quote

4 – Market Maker Quote

5 – Away Market Inbound

6 – Away Market Outbound

Used for CAP DI orders. Valid Values:1 – Destabilising (Convert only on Destabilising tick)

2 – Stabilising (Convert only on Stabilising tick)

Indicates a single trade half or a cross.

Value Meaning

0 Single Trade Half

1 Cross

Identifies the cross qualifier. Data type in integer.Valid values:1=CNP, 2=None

Identifies specific variant of defined cross type.

Data Type is Integer.

Valid Values 1=Cross, 2=Cross Only, 3=Mid point Cross, 4=IOC Cross, 5=PNP Cross)

The change in position for a given instrument. Expressed as the number of shares, number of option series contracts etc.

Unique ID assigned to a data download request.

The time interval for releasing drip qty. DataType is Integer. Specifies drip interval in seconds

Quantity released per drip interval. Data type is integer.

Executing system

erson ID for order executions. Information generally used by back-office billing.

Displays the explicit date that is derived from a prompt date code

Indicates the presence of a four way agreement between clients

Flag denoting whether to Internalize the order (Y) or not (N). Tag not being present is assumed to be Internalize = N.

Indicate whether the execution report is generated for a multi-leg order or an individual leg of a multi-leg order

Unique Slip ID assigned by the matching system

A unique reference number assigned by the matching system

Mailing address of the member

Descriptive name of the member firm

Volume traded by a particular member

Indicates whether a trade notification is generated as a result of a MGU order execution.Valid values:

1 – MGU Execution

0 – Other

Indicates whether the market data recipient is required to process the message and refresh the order book. The data type is Boolean.

Number of Branches

The number of parameters in the repeating group

Number of Valid Prompt Dates (Futures) or expiry dates (options)

Number of messages resulting from a download request.

Original Reference ID of a correction/Cancellation Print sent to tape associated with a cancel/correct trade report

Indicates whether the contra party is an omnibus name or not.

Indicates the origina of the order. Possible values. 1 – Firm Order 2 – BARS Order 3 – Specialist Quote 4 – Market Maker Quote 5 – Away Market Inbound 6 – Away Market Outbound

Parameter identifier/description.

The value of the parameter.

Indicates whether the entering trader is responsible to allocate the execution and report allocations to the exchange in order to complete the transaction.Valid Values : Y – YES, N- NO

Trading Post ID for the security.

Specifies the side to be price improved in a cross order.Valid Values:

1 – Buy only

2 – Sell only

3 – Buy and Sell

Free form text up to 80 characters.

Expiry(options) / Delivery(Futures) date of the contractFor Futures this is either entered as an explicit date in DDMMYY or as an abbreviated date code (e.g. T – Tomorrow, c – Two days, 3 – 3 months, MMMYY – Monthly).

For Options contracts, this field will be populated by the expiry month code in MMMYY

Free form text up to 80 characters

Tape print regional reference ID associated with a Trade report

To specify reject reason in user-defined FIX message types

Processing Status of a download request

Indicate the Type of request being responded to

Download Request ID

Download Request Type

A defined set of codes used to represent specific Prompt Dates (Futures) or Expiry Dates (options)

Single conversion quantity of a CAP-DI order

Unique Identifier Assigned to the trade notification open for allocation.

Time at which the trade was negotiated between the parties.

date, time at which the trade was matched. format DDMMYYYY-HHMMSS