Orchimate 1.3.2 /

Nasdaq OUCH5.0

Orchestra Hub

AIQ strategy used on the cancelled order.

The length of the remaining Optional Appendage field.

0 = 0-0.2%

1 = 0.2%-1%

2 = 1%-2%

3 = greater than 2%

space = unspecified (default)

S = Sets the QBBO while joining the NBBO

N = Improves the NBBO upon entry

Reason a trade was broken.

The capacity specified on the order.

Customer order identifier. ClOrdID will not be checked for day-uniqueness for each OUCH account.

The cross type as entered.

R = Retail Designated Order

N = Not Retail Designated (default)

The number of shares just decremented from the order. This number is incremental, not cumulative.

Offset amount for the pegged value of the Discretionary Price.

Discretion price for Discretionary Order.

L = limit (default)

P = market peg

M = midpoint peg

R = primary peg

The accepted display type for the order.

Used in the Order Restated Message only. Represents an update of an order’s displayed price.

Used in the Order Restated Message only. Represents an update of an order’s displayed quantity (i.e. an order with reserves).

Indicates if the exchange is open and ready to accept orders.

Price at which the trade occurred.

Seconds to live. Must be less than 86400 (number of seconds in a day).

This field should contain all caps. Firm identifier for the order entry firm. One logical OUCH account can potentially enter orders for multiple firms in a Service Bureau configuration. If this field is blank-filled, the default firm for the OUCH account will be used.

Customer Group ID – identifies specific entity within customer firm.

I = imbalance only (CrossType O and C)

O = retail order type 1 (CrossType R)

T = retail order type 2 (CrossType R)

Q = retail price improvement (CrossType R)

B = Extended Life + Continuous (CrossType E)

D = Direct Listing Capital Raise (CrossType H)

R = Retail Price Improvement, Hidden Price Improvement Indicator (CrossType R)

Liquidity flag the order would have received.

Broker code from which the locate has been acquired for short sale orders.

Assigned by the exchange to identify the trade. Both the buy and the sell executions participating in the trade will share the same match number.

Represents the portion of your order that you wish to have displayed.

MinQty must be a round lot.

The next available UserRefNum

The available options supported.

Reason the order was canceled.

The day-unique Order Reference Number assigned by NASDAQ to this order.

Reason the order was rejected.

Reason the order was reduced.

Used to denote that an order entry or replace was accepted and then automatically canceled and that no further messages will be received for that order.

This must be filled out with the Order UserRefNum sent on the Enter Order Message or last Replace Order Message.

Offset amount for the pegged value.

P = Post Only (Mid-point Post Only not available on BX)

N = No (default)

The price of the order.

L = limit (default)

P = market peg

M = midpoint peg

R = primary peg

Q = market maker peg

m = midpoint

Total number of shares. Must be greater than zero and less than 1,000,000.

Shares that would have executed if the trade would have occurred.

Shares to do random reserve with.

An alternative order reference number used when publishing the order on the Nasdaq market data feeds (identifying, for example, the displayed portion of a reserve order).

Shares located for short sale order.

Y = yes

N = no (default)

B = buy

S = sell

T = sell short

E = sell short exempt

Stock Symbol.

Corresponds to TimeInForce (59) in Nasdaq FIX.

Expressed as nanoseconds since midnight.

Y = yes

N = no (default)

Identifies the message type.

User Reference Index - identifies the channel within the given port.

UserRefNum must be day-unique and strictly increasing for each OUCH account.