Orchimate 1.3.2 /

FIX User Defined Fields1.0

Orchestra Hub

Adjusted Base Price

An indication of whether or not the trade is to be subsequently advertised.

Indicates wether a Firm wants to remain anonymous during order negotiations. Values are ‘Y’- Yes, ‘N’- No

When order is direct to NYSE/ADOT, perform an Cancel/Replace before 5 minutes is reached.

To be used for filtering unwanted messages when requesting to recover lost broadcast messages. Values Y/N

Sequence number for broadcast messages.

Used in Supermontage Inter Market. This flag indicates if the order is a block order. A block order is characterized by 10000 shares or more or $200000 or more.Values : Y/N.

This is not a mandatory field.

A = Allow

I = Inhibit

For trade reporting.

Time of receipt of action input or expiration of review period.

Entry time of the blockbuster or sizable trade.

Block Sequence Number.

Branch/Sequence Number associated with a particular order or trade.

B = only buyer has broken, S = only seller has broken, X = both buyer and seller have broken, L = broken through market center

Used for Nordic Trade Reporting, this tag will carry the trade control number for the buy side of the trade.

For none directed orders, try accessing the CheapECN first.

The Clearing Brokers are those firms who will clear the trade. Valid values:

A = Active

S = Suspended

Clearing broker ID.

Price inclusive of commissions.

string

Type of Closing Price. Values:

1- Last executed price of morning session. 2- Last executed price of morining session’s closing auction. 3- No trades during morning session (base price for reference). 4- Last execution price for day. 5- Last execution price of afternoon closing auction. 6- No trades during day (Price is used for reference).

Commintment Indentifier. This field is populated with a 1-5 Alpha Numeric value on a Supermontage Intermarket execution report when an execution is effected with an ITS participant.

91 = block trade through

92 = locked market

93 = lock/ship

94 = pre open report

95 = quote error

96 = quote change

97 = resend comm.

98 = trade through

99 = why cancel

This is a Supermontage Intermarket flag. This is used to indicate the complaint ID (1-5 Alpha) to indicate the complaint you are responding to. This ID is obtained from NASDAQ market watch.

8 chars. Required by OATS for trade reporting party QSR and AGU trades only. Does not apply to non-QSR or non-AGU entries.

The number of the clearing firm associated with the order entry firm. If you do not enter a number, then NASDAQ uses the default clearing number in the contra firm profile.

Contra Trade PA. Valid values: A = agency, F = firm, P = principal, R = riskless

Used in Trade Report Entry to detail the length of time a trade report should be held before dissemination.

Contains desk/trader ID.

Number of shares to be displayed

Time of trade dissemination, for trades which dissemination is delayed.

The Executing Brokers are those firms on either side who “own” the trade. Valid values:

A = Active

S = Suspended

Further defines the type of execution report. Values: Q- Quote, O- Order, N- Negotiated, X- Exchange Reported, A- All

Adjusted base price market value.

Index identifier.

State of the Index. Values: O – Open, N – Normal, C – Closed

Value of the Index.

Industry classification

Valid values:

B = Buy side clearing firm inhibited the trade

S = Sell side clearing firm inhibited the trade

blank = Neither clearing firm has inhibited the trade

A = One or both clearing firms have allowed the trade, as required.

Used to designate whether a trade being reported was executed on the exchange it is being reported to (Internal) or another exchange (External).

The Introducing Broker is the firm who gives-up another firm during the execution of the trade. Valid values:

A = Active

S = Suspended

Flag is used to specify a Summary/Liquidity provider only order.

A = if locked-in by acceptance, else sell control number; S = if locked-in by acceptance with short sale indication (sent to OE responsible party accepting the trade only); X = if locked-in by acceptance with short sale exempt indication (sent to OE responsible party accepting the trade only); L = to denote an auto locked in trade against the contra side; Z = to denote a split locked in trade against the contra side

Contains the current status of the locked in trade. Valid values:A = The trade is still locked in (by trade acceptance) because both trading parties’ Break Trade transaction have not been received.M = The trade is still locked in (by trade matching) because both trading parties’ Break Trade transactions have not been received.B = The locked in trade is effectively broken because both trading parties’ Break Trade transactions have been received.

Signifies that the CBID in the message is the MMID’s major clearing firm. A self-clearing firm will always be denoted as major. Valid values:

M = Major

N = not a major arrangement

Values: 0 – None, 1 – Buy, 2 – Sell, 3 – Both(buy and sell)

Identifier for a group of securities. Values: A – Group A, B – Group B, C- Group C, D – Group D.

Identifies section of market.

Indicates type of mass cancel. Values: 1 – All orders for Firm, 2 – All orders for a Symbol, 3 – All orders for a ClientID, 4 – All orders for a Side, 5 – All orders for a Symbol and ClientID, 6 – All orders for a Symbol, ClientID and Side, 7 – All orders for a ClientID and Side, 8 – All orders for a Symbol and Side.

NASDAQ-assigned 10-char control number used to identify each one of the minor trades used for a M2 trade match with the major trade.

Type of Market Movement statistics. Values: 1 – Most advanced, 2 – Most declined, 3 – Most active by volume, 4 – Most active by value, 5 – Most active by number of trades, 6 – cumulative volume

Change of Index with reference to previous index value.

Indicates the direction of the NetChg. Values: 0 – Plus tick, 1 – Zero Plus Tick, 2 – Minus Tick, 3 – Zero Minus Tick, 4 – No change.

Percentage value of the net change.

Contains “M” when the dollar amount of this trade contributes to the MM’s Net Amount Traded (NAT) so as to exceed the MM’s Net Trade Limit (NTL), or “O” when the dollar amount of this trade contributes to the OE’s NAT so as to exceed the OE’s NTL.

NASDAQ-assigned control number that will be used to identify the new split trade created from the M2 trade match that resulted from splitting either the major trade or one of the minor trades. If there was no new trade created, this field will contain 0 (zero).

Count of market quote entries to follow.

Count of Market Movement entries to follow.

MPID of give up on the non-trade reporting party side.

To be used for additional information.

DirectPlus eligible order. Route to DirectPlus if enabled and Requirements for DirectPlus are satisfied.

Used to further describe OrdType. Values: 0 – Partial Fill, 1 – Immediate of Cancel

Defines the search criteria. Values: 0 – ClOrdID, 1 – By Symbol and Side, 2 – By Symbol, 3 – All.

The original buy side quantity of the quote as known to a Firm when sending a modification request.

The original quantity of the order as known to the user when sending a modification request.

The original price of the order as known to the firm when sending a modification request.

The original price of the order as known to the firm when sending a modification request.

Valid values:Y = Override N = No override

Ping All ECN before sending the order to NYSE/ADOT.

Id of previous trading session.

Values: P – Privious price, N – None.

Describes the quote action to be taken. Values: A – Add, M- Modify, D – Delete.

Quote Identifier assigned by the exchange.

Defines search criteria for quotes. Values: 0 – QuoteID and Side, 1- Symbol and Side, 2 – Side, 3 – All.

Indicates the quantity to which display size will be replenished from reserve size. Must be is shares, in a round lot multiple.

Reserved for future use by Nasdaq.

Willl contain the quantity that was rejected

NASD plans to amend Rule 6130 to require members to identify on transaction reports

submitted to the TRF relating to clearing-only and other non-media entries, such as stepouts,

reversals and riskless principal transactions, the market where the underlying

transaction was reported, as applicable.

Life of GTT order rather than an expire time.

Total count of messages making up reply.

MPID of give up on the trade reporting party side.

Unique Id for the request assigned by requesting party.

Indicates the quantity of the reserve size. Reserve size must be in shares either in round lot multiples or in mixed lots.

The firm which takes responsibility for trade reporting functions.

Valid values:

Y = Yes

N = No

Request for Quote reference number

Designates that the clearing relationship in this message is functionally Active. It also assigns responsibility to the correspondent or the clearing firm for the entry of all T+2 to T+N entries. Valid values for self-clearing firms are A, M, and D.

Valid values:

A = Active & correspondent cannot enter As of T+2 to T+N trades (except self-clearing)

M = Active with Super-Cap Marker & correspondent cannot enter As of T+2 to T+N trades (except self-clearing)

Y = Active & correspondent can enter As of T+2 to T+N trades (except self-clearing)

N = Active with Super-Cap Marker, correspondent (non-self clearing) can enter As-of T+2 to T+N trades

D = Deleted

Used for Nordic Trade Reporting, this tag will carry the trade control number for the sell side of the trade.

For Supermontage orders, this value is used to specify whether internalization is allowed on the order. Keep in mind that AIQ means anti-internalization.Valid Values:

N – Internalize First.

I – Do not internalize first but allow this order to match orders with the same MPID.

Y – Never allow internalization.

For Supermontage orders, Indecates whether the order should be anonymous or not. If the tag is not present or if it is ‘N’ the order will be attributable. If the tag is ‘Y’ Supermontage will view the order as anonymous.

For Supermontage orders, 1 character keyword used to indicate bunched orders. The value if present should be ‘B’. This is passed back on execution reports.

For Supermontage orders, a 1 character flag (Y/N) to indicate that price improvement is in effect. This field is passed back on execution reports.

Submarket code

Values: Y – Yes, N – No.

Minimum permitted price change.

Total number of trades.

Total turnover.

Executed trade quantity.

States denoting the extent of a firm’s participation in Trade Reporting. Valid values:

N = Not ready

A = Available

E = Effective Tomorrow

U = Unavailable for technical reasons

The trade Through flag indicates if an execution in Supermontage Intermarket was traded through another market.Values : Y/N

Modifier flag. Values: V – VWAP, N – None.

Trade Value.

Version Identification in Block Header.