Orchimate 1.1

Orchestra Hub

Sent to indicate the start and end of the day. For TRADEcho, recoverable to provide the trading session.

Used to disseminate a common and limited set of data for all configured instrument types (except strategy instruments) on the real-time channels.

Used to disseminate reference data information of equity instruments.

Used to disseminate reference data information of derivative instruments.

Used to disseminate reference data information of Fixed Income instruments.

Used to disseminate reference data information of strategy (combination) instruments.

Used to communicate scheduled and unscheduled session changes. When sent in the recovery channel, used to indicate the current trading status of an instrument.

Indicates the first order of a given side of an MBO snapshot.

Used to indicate individual orders of an MBO snapshot.

Indicates the first price point of a given side of an MBP snapshot.

Used to indicate individual price points of an MBP snapshot.

Sent to instruct recipients to add a new displayable order to the retrospective order book.

Sent to instruct recipients to delete an order from the retrospective order book.

Sent to instruct recipients to update an order’s price and/or size on the retrospective order book.

Used to update the level 1 service following any change to the consolidated Best Bid and Offer.

Sent to instruct recipients to remove all orders from the order book for the specified instrument.

Sent to indicate trades executed on supported markets.

Sent to indicate a cross trade execution.

Contains a set of statistics that are updated frequently, usually as a result of executions.

Contains a set of statistics that are not updated frequently.

A snapshot of an instrument’s statistics that is used for recovery.

Used to redistribute index values for a set of FTSE Russell indices.

Used to disseminate announcements.

Indicates the simple average of the bid and ask of a Request for Quote (RFQ) session.

Sent to represent different types of MiFID compliant trades published by markets.

Sent to report the MiFID compliant details of a privately negotiated trade.

Sent to indicate a MiFID compliant cross trade.

Publishing Systematic Internaliser (SI) Quotes

Publishing Trade Summaries for both Multi- and Single-Fill Trades

Analytics Message is used to disseminate additional statistics including order book activity statistics.