Orchimate 1.3.2 /

FIX User Defined Fields1.0

Orchestra Hub

Used to indicate whether an existing template identified by Tag 70 should be used for pre-allocation or the allocation details are defined in the fix message body. Valid values are:

0 = No Pre allocation.

1 = Details provided in the message.

2 = Use a pre existing template identified by Tag 70.

Indicates whether are willing to use a market order during the closing auction.

The quantity of the other side in FX trade.

Percent of inbound OrdQty that this conditional order will interact with

Used with MaxFloor for reserve orders. Randomises the quantity to replenish to to within ‘DisplayRange’ of the MaxFloor. (For example, a MaxFloor of 2000 shares and a DisplayRange value of 200 will replenish to anything from 1800 to 2200 shares.)

Indicates the quantity to be displayed on an algorithmic order

End time for an algorithmic order

The name of the exchange that

lists this security. String.

1 – ExecutionReport Log

2 – ExecutionReport Trade

3 – Others

Indicates whether or not an algorithmic order should participate in closing crosses

Indicates whether or not an algorithmic order should participate in opening crosses

The quantity of the other side in FX swap trade.

Indicates the maximum participation rate for an algorithmic order

Market Identifier Code – Used to identify market maker used in quote and execution reports.

Indicates the minimum participation rate for an algorithmic order

Generic field to describe number of nested child messages within a parent.

Number of following pairs of UserDataName(5977) and UserDataValue(5978).

Number of slices for an algorithmic order

Used specify the number of waves an order should be executed in.

Represents the office code

Old Risk Class for allocation

Citi-FX. Permits order originators to tie together groups of trades in which trades resulting from orders are associated for a specific purpose.

Used to specify PositionId for APEX trading system

Used to specify the quantity issued per wave.

reserved

Risk class for a trade

Start time for an algorithmic order

Citi-FX custom ExecType to support orders for FX ECommerce.

Citi-FX. Fixing Name.

Citi-FX custom OrderType to support orders for FX ECommerce.

Instructions for strategies. Integer value.

Supplemental flags to implement specific algorithm features.

Pricing algorithm to be employed when sweeping an order.

Type of sweep algorithm to be employed prior to routing the order to a broker or exchange.

Indicates the target price for an algorithmic order

testo

Indicates the target participation rate for an algorithmic order

Number of decimal places in premium price. Integer.

Integer. This integer will indicate time in seconds. Trade X number of calls

uts at defined N secs timeinterval between start and endtimes.

Trading System Id used for identifying the trading system.

Urgency or aggressiveness for an algorithmic order

User data name part.

User data value part.

Indicates whether or not settlement is requested.

Boolean ‘Y’ or ‘N’