Orchimate 1.3.2 /

FIX User Defined Fields1.0

Orchestra Hub

Allocation level. Used to match allocation account in the broker’s settlement system to the client’s account, where the client and broker account naming systems differ.

Percentage of total quantity to be traded in the AM session.

percentage value

Price at which a strategy should become aggressive enough to complete

Value between 0 and 1 to 2 dp

To apply discretion to the placement of large orders in open and closing auction strategies.

Indicates the source of Locate,whether the Security is located from another broker or pre-borrowed or loacte details are not required.

The maximum number of orders that can be placed at any one price level

Maximum number of price levels

Maximum contracts per slice

Maximum delay in seconds

Percentage of total quantity to be sent on AM Open.

Percentage of total quantity to be sent on PM Open.

valid values: 1=Defensive, 2=Moderate, 3=Aggressive

Text field. Allows entry of multiple % volume Targets.

Indicates the type of portfolio to be traded

A randomization percentage

Arrival price for a strategy.

Reference for a relative price limit

Offset for a relative limit price

Session type (Open or Close) defined in the Trading Session ID

Slice Method

Reference for Spot used in a delta calculation

Base strategy identifier

Depth under the NBBO

Underlying tactic to be applied

percentage value

Base strategy identifier

The lower range of the underlying price

The upper range of the underlying price