Orchimate 1.3.2 /

LSEG Group Ticker Plant20.8

Orchestra Hub

Length of message including this field.

0x50=Trade

Time the message was generated.

Execution timestamp as reported by the supported market.

If a trade is cancelled or amended, this field will contain the transaction time of the original trade.

Venue from which market data is received for the instrument.

Please refer to the Additional Field Values section for valid values.

Total executed quantity.

GTP Instrument identifier.

Executed price. Will be set to 1 if the price is pending. Implied price if instrument is traded in yield.

Yield at which the trade was done, if the instrument trades in yield. Blank if not.

Unique identifier of the trade.

The value in this field is only relevant when Trade Type is 1:

For London Stock Exchange, during continuous trading and CPX session, Turquoise Lit™ Order Book 1[2] will be sent for execution of visible[hidden] quantities.

For Turquoise Plato™ Order Book, it will be always set to 2 (Hidden).

For London Stock Exchange Auction Trades, Turquoise Lit Auctions™ Order Book, Turquoise NYLON™ Cash Order Book, 0 will be sent indicating ‘Not Applicable’ (N/A).