Orchimate 1.1

Orchestra Hub

Account information that will be echoed back.

Average traded price.

ISO 4217 currency code for the trade. Only used outbound, ignored inbound.

Unique identifier of execution message, or "0" for ExecType='I' (Order Status).

Instructions for order handling (separated with spaces).

Identifies the class of SecurityID. Only Marketplace-assigned identifier is allowed in this context.

Market of execution for last fill. ISO 10383 (MIC). Only used outbound, ignored inbound

Trade price of this (last) fill.

Trade quantity of this (last) fill.

Message sequence number.

Next sequence number.

Required for limit orders.

MsgSeqNum of the rejected message.

Security identifier of type specified in SecurityIDSource.

Identifies sender firm (and trader group).

Time of message transmission.

Identifies target firm (and trader group).

Where possible, message to explain reason for rejection

Absence means '0'.

When this order request was created, updated or cancelled.

Method of encryption.

Code to identify reason for order rejection.

Heartbeat interval (seconds).

Identifies sending firm, used when sending messages via a third party.

Quote identifier assigned by the exchange.

Identifies target firm, used when sending messages via a third party.

Bid price. Either BidPx, OfferPx or both must be specified.

Offer price. Either BidPx, OfferPx or both must be specified.

Specifies the open bid size. Specifies the available bid size.

Specifies the available ask size.

Indicates both sides of a FIX session should reset sequence numbers. Absence means 'N'.

Amount of accrued interest the buyer compensates the seller. Applicable for bonds and fixed income.

Unique identifier for Market Data Request.

Requested entry types. Empty list means all entry types.

Entry price.

Entry quantity.

Trade conditions set by exchange. Field added.

Reference to the MDEntryID of this order in the market data.

Marketplace assigned member code. Reveals the buyer when MDEntryType is Bid or Trade and counterparties are not hidden in the security.

Marketplace assigned member code. Reveals the seller when MDEntryType is Offer or Trade and counterparties are not hidden in the security.

Display position of a bid or offer within a price level, numbered from most competitive to least competitive, per market side, beginning with 1. This value is only set when MDUpdateAction is New or Change and only if the value has changed.

All values are mutually exclusive except 'Under observation' and 'Order protection mode' which can appear together with any of the others.

The status of the Quote Status Report.

Identifies the type of quote cancel.

Reason quote was rejected.

Denotes the reason for the Opening Delay or Trading Halt.

Unique request id.

State of the trading session.

The FIX field being referenced.

The MsgType (35) of the FIX message being referenced.

Reason for an Execution Report message sent when communicating an unsolicited cancel.

The value of the business-level "ID" field on the message being referenced.

Code to identify reason for a Business Message Reject message.

Defines the default Price Type used for trading.

Identifies type of message this reject is in response to.

Alternative security identifier of type specified in SecurityAltIDSource.

Identifies the class of SecurityID.

When this trade was booked, if other than TransactTime. Used for manual trade reports and for trade cancellations. Field added.

Transaction type.

In the case of quotes mapped to QuoteID of a single Quote.

Designates the capacity of the firm placing the order. Absence means 'R'.

Restrictions associated with an order.

Identifies the type of quote. Absence means restricted tradeable.

Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, the value "ZZ" to specify physical ownership of the security (e.g. stock certificate), or a value beginning with “DLT-” to identify a distributed ledger network.

Minimum trading volume that can be submitted

Request ID if this message is in response to a Trade Capture Report Request.

Assigned by the submitter of the message and used as a pure message identifier.

The TradeReportID that is being referenced for some action, such as correction or cancellation.

The status of this trade with respect to matching or comparison.

Range of dates. Since (NoDates=1) or Between (NoDates=2) dates, inclusive.

Value assigned by issuer of Mass Status Request to uniquely identify the request.

Indicates if the order is currently being worked. Applicable for OrdStatus = "New" and OrdStatus = "Partially filled". Absence means 'Y'.

Result of Trade Request.

Status of Trade Request.

Message sequence number gap detection.

Used to indicate the counter party trader ID in TradeCaptureReport when TradeHandlingInstr='3'. Also used to further identify entering firm.

Absence means '0'. Applies only to manual trades. MiFID II regulatory field.

Indicates whether this is the last fragment in a sequence of message fragments.

Indicates that this is the last Execution Report which will be returned as a result of the request.

Assigned by the marketplace.

Used to identify whether the order initiator is an aggressor or not in the trade. Boolean.

Instructs when to refresh DisplayQty.

Defines what value to use in DisplayQty. If not specified the default DisplayMethod is '1'.

Defines the lot type assigned to the order.

Applies only to manual trades. MiFID II regulatory field.

Valid value: "FIXLatest".

Displayed quantity on iceberg/reserve order.

The type of algorithm used to match orders in this market segment.

Specific time of event. To be used in combination with EventDate.

Unique client-assigned identifier for the (replacement) quote.

Type of statistics.

XML data describing the security.

This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded.

Starting price range for specified tick increment.

Ending price range for specified tick increment.

Tick increment for stated price range.

Identifies the market segment.

Identifies the market. ISO 10383 Market Identifier Code (MIC).

A security is strictly member of one market segment.

Reference to a parent market segment.

Unique request id.

Unique identifier for each MarketDefinitionUpdateReport message.

Description or name of market segment.

Encoded (non-ASCII) description or name of market segment.

Session status at time of logout.

Identifies the origin of the order. Absence means non DEA.

The MDEntryID of the bid side in the market data.

The MDEntryID of the offer side in the market data.

Specifies the total bid size.

Specifies the total ask size.

Conditionally required for auction orders.

Applies only to manual trades. MiFID II regulatory field.

The value associated with the attribute type specified in OrderAttributeType. + Must be "Y".

MiFID II regulatory field. Absence means '0'.

Applies only to manual trades. MiFID II regulatory field.

Indicates which side is aggressor of the trade. If there is no value present, then there is no aggressor. Custom field.

The type of corporate action. Custom field.

Unique identifier for this corporate action event. Custom field.

The adjustment factor of a corporate action is the numerator divided by the denominator and is used when adjusting historical values for the corporate action. Prices should be multiplied with the factor while quantities should be divided by the factor. Custom field.

Dividend, 3 decimal precision. Custom field.

Textual description of the corporate action. Custom field.

Unique request identifier. Custom field.

Custom field.

The update action of an incremental update. Absent in a snapshot response. Custom field.

Result returned to a Corporate Action Request message. Custom field.

Defines the scope of the statistics in periods of time. Custom field.

When this corporate action takes effect. Custom field.

Reference to previous QuoteMsgID in case of modification. Custom field.

The adjustment factor of a corporate action is the numerator divided by the denominator and is used when adjusting historical values for the corporate action. Prices should be multiplied with the factor while quantities should be divided by the factor. Custom field.

Absence means No

Indicates the priority of the order in the orderbook in comparison to other orders on the same level. Higher value means lower priority. Custom field.

Indicates the priority of the bid in the orderbook in comparison to other orders and quotes on the same level. Higher value means lower priority. Custom field.

Indicates the priority of the offer in the orderbook in comparison to other orders and quotes on the same level. Higher value means lower priority. Custom field.

Indicates that this MDEntry originates from a Market Maker quote. Only applicable if MDEntryType = '0', '1' or '5'. ASCII char enumeration (boolean). Custom field. Absence means 'N'.

Financial status type.

Financial status update result.

Financial status operation.

Minimum reserve order value, applicable for both new orders and order modifications. If the field is absent or set to 0 it means that there are no minimum value. Custom field.

Indicates whether reserve orders are allowed on this instrument. ASCII char enumeration (boolean). Custom field.

Max duration in seconds of ExpireTime in GTC orders. Custom field.

Max time difference in seconds between TransactTime and TransBkdTime of trades, i.e. how far back in time a manual trade can be reported. Custom field.

The rules that applies for market order. Custom field.

Lower bound in milliseconds of duration of the order protection auction. Custom field.

Upper bound in milliseconds of duration of the order protection auction. Custom field.

Currency for MinReserveOrderValue. ISO 4217 currency code. Custom field.

Market data visibility rules. Custom field.

Party information rules that applies. Custom field.

Rules for manual trade reports. Custom field.

Lower bound in milliseconds of duration of the missing reference price auction. Custom field.

Upper bound in milliseconds of duration of the missing reference price auction. Custom field.

Liquidity status classification of this security. Absence means unknown or N/A. Custom field.

The IANA Time Zone identifier which is used for local time and date conversions. Custom field.

A business center whose calendar is used for date adjustment, e.g. "GBLO".