Orchimate 1.3.2 /

Nasdaq OUCH5.0

Orchestra Hub

Canceled Order Message.

Expressed as nanoseconds since midnight.

The UserRefNum of the order being reduced.

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

Reason the order was reduced or canceled. For an AIQ Cancel message, this value will always be “Q”.

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

Depending on AIQ type and the sizes of orders in question the value for this field could either be the same or different than the Decrement Shares field.

For “Decrement both” they are always the same. For “Cancel oldest” they will be different if the incoming order is smaller than the resting order.

Price at which the trade would have occurred.

Liquidity flag the order would have received.

AIQ strategy used on the cancelled order.

The length of the remaining Optional Appendage field.