Orchimate 1.3.2 /

FIX User Defined Fields1.0

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valid limit price for dark block posting

Same as ExecInst (tag 18). Added as a user-defined field in case ExecInst cannot be used.

The percentage change in long position minus the percentage change in short position has to be less than this value.

Minimum anytime fill quantity on an order, for subsequent fills. Works alongside tag 110 as MinQty (which effectively acts as minimum initial quantity).

The percentage change in long position minus the percentage change in short position

Minimum order quantity to be left on an order. Potential fills which take LeavesQty (tag 151) below this value will not be executed.

for portfolio strategies, this field would indicate the max delta in dollar terms for the remaining portfolio

for portfolio strategies, this field would indicate the min delta in dollar terms for the remaining portfolio

No. of days for which a trade is scheduled to trade

The target volume specification to be used in reference to primary market volume profile, or primary plus alternate market volume profiles

for portfolio strategies, this field would indicate the max delta in dollar terms for the overall portfolio

for portfolio strategies, this field would indicate the min delta in dollar terms for the overall portfolio

Strategy trigger quantity specified as a percentage of ADV.

Strategy trigger quantity specified as a notional value in local currency.