| Venue | Message | PartyID | Comments |
|---|
| autobahnfx_rapid | ExecutionReport | OrderOriginartionFirm |
|
|---|
| autobahnfx_rapid | NewOrderMultileg | OrderOriginartionFirm |
|
|---|
| autobahnfx_rapid | NewOrderMultileg | OrderOriginartionTrader |
|
|---|
| baml | ExecutionReport | ExecutionVenue | - |
|---|
| baml | ExecutionReport | OrderOriginationFirm | - |
|---|
| baml | ExecutionReport | ReportingEntity | - |
|---|
| baml | NewOrderMultileg | ExecutionVenue | - |
|---|
| baml | NewOrderMultileg | OrderOriginationTrader | - |
|---|
| baml | NewOrderMultileg | ReportingEntity | - |
|---|
| barx | ExecutionReport | ExecutingFirmLEI | Legal entity identifier for BARX (as an Executing Firm) |
|---|
| barx | ExecutionReport | OrderOriginationTrader | Echo back of the NewOrderMultileg.OrderOriginationTrader |
|---|
| barx | NewOrderMultileg | OrderOriginationTrader | Optional field to provide the Trader responsible for submission of Order |
|---|
bgc_midfx
| ExecutionReport | ExecutingFirm |
|
|---|
bgc_midfx
| ExecutionReport | OrderOriginationTrader |
|
|---|
bgc_midfx
| NewOrderMultileg | OrderOriginationTrader |
|
|---|
| bloomberg_fxgo_maker | ExecutionReport | ExecutingFirm | Requirement for MTF,SEF, MAS and XOFF from Bloomberg Version5.0 onwards. Requirement for MTF on Bloomberg Version4 |
|---|
| bloomberg_fxgo_maker | ExecutionReport | ExecutingFirmLEI | Requirement for MTF,SEF, MAS from Bloomberg Version5.0 onwards. Requirement for MTF on Bloomberg Version4 |
|---|
| bloomberg_fxgo_maker | ExecutionReport | ExecutingTrader | Optional field that will represent the bank/dealer that a trade was done with. |
|---|
| bloomberg_fxgo_maker | ExecutionReport | ExecutingUnitLocation | Requirement for MTF in Bloomberg Version5.0 Requirement for MTF in Bloomberg Version4. |
|---|
| bloomberg_fxgo_maker | ExecutionReport | ReportingEntity | Requirement for SEF |
|---|
| bloomberg_fxgo_maker | NewOrderMultileg | ExecutingFirm |
|
|---|
| bloomberg_fxgo_maker | NewOrderMultileg | ExecutingFirmLEI |
|
|---|
| bloomberg_fxgo_maker | NewOrderMultileg | ExecutionVenue |
|
|---|
| bloomberg_fxgo_maker | NewOrderMultileg | OrderOriginationFirm |
|
|---|
| bloomberg_fxgo_maker | NewOrderMultileg | OrderOriginationFirmLEI |
|
|---|
| bloomberg_fxgo_maker | NewOrderMultileg | ReportingEntity |
|
|---|
| bloomberg_fxgo_maker | Quote | ExecutingFirm | Requirement for MTF,SEF and MAS from Bloomberg Version5.0 onwards. |
|---|
| bloomberg_fxgo_maker | Quote | ExecutingFirmLEI | Requirement for MTF,SEF and MAS from Bloomberg Version5.0 onwards. |
|---|
| bloomberg_fxgo_maker | QuoteRequest | ExecutingFirm | RFS |
|---|
| bloomberg_fxgo_maker | QuoteRequest | ExecutingFirmLEI | RFS |
|---|
| bloomberg_fxgo_maker | QuoteRequest | ExecutionVenue | RFS |
|---|
| bloomberg_fxgo_maker | QuoteRequest | OrderOriginationFirm | RFS |
|---|
| bloomberg_fxgo_maker | QuoteRequest | OrderOriginationFirmLEI | RFS |
|---|
| bloomberg_fxgo_maker | QuoteRequest | ReportingEntity | RFS |
|---|
| bnpparibas_efx_streaming | QuoteRequest | ContraFirm | Optional field to provide OnBehalfOfUser custom field value to specify pricing scheme. Value agreed between BNP and client. |
|---|
| broadridge_orders | ExecutionReport | ExecutionVenue |
|
|---|
| broadridge_orders | ExecutionReport | OrderOriginationFirm |
|
|---|
| broadridge_orders | ExecutionReport | OrderOriginationFirmLEI |
|
|---|
| broadridge_orders | ExecutionReport | OrderOriginationTrader |
|
|---|
| broadridge_orders | MultilegOrderCancelReplace | ExecutionVenue | Mandatory Field |
|---|
| broadridge_orders | MultilegOrderCancelReplace | OrderOriginationFirm | Mandatory Field |
|---|
| broadridge_orders | MultilegOrderCancelReplace | OrderOriginationFirmLEI |
|
|---|
| broadridge_orders | MultilegOrderCancelReplace | OrderOriginationTrader | Mandatory Field |
|---|
| broadridge_orders | NewOrderMultileg | ExecutionVenue | Mandatory Field |
|---|
| broadridge_orders | NewOrderMultileg | OrderOriginationFirm | Mandatory Field |
|---|
| broadridge_orders | NewOrderMultileg | OrderOriginationFirmLEI |
|
|---|
| broadridge_orders | NewOrderMultileg | OrderOriginationTrader | Mandatory Field |
|---|
| cboefx_fixproxy : CboeCentral Taker | ExecutionReport | ExecutingFirm | For both SPT and NDF |
|---|
| cboefx_fixproxy : CboeCentral Taker | ExecutionReport | PrimeBroker | For both SPT and NDF |
|---|
| cboefx_fixproxy : CboeCentral Taker | ExecutionReport | ReportingEntity | Only specified for NDF's |
|---|
| cboefx_fixproxy : CboeCentral Taker | NewOrderMultileg | OrderOriginationTrader | Required to populate with OEOID for NDFs. |
|---|
| cboefx_fixproxy : CboeCentral Taker | MultilegOrderReplaceRequest | OrderOriginationTrader | Required to populate with OEOID for NDFs. |
|---|
| cboefx_fixproxy : CboeCentral Taker | OrderCancelRequest | OrderOriginationTrader | Required to populate with OEOID for NDFs. |
|---|
| cboefx_fixproxy : FullAmount Maker | MassQuote | OrderOriginationTrader | Required to populate with OEOID for NDFs. |
|---|
| cboefx_fixproxy : FullAmount Maker | ExecutionAck | ReportingEntity | Only specified for NDF's |
|---|
| cboefx_fixproxy : FullAmount Maker | NewOrderMultileg | ExecutingFirm | For both SPT and NDF |
|---|
| cboefx_fixproxy : FullAmount Maker | NewOrderMultileg | OrderOriginationFirm | For both SPT and NDF | | For both SPT and NDF |
|---|
| cboefx_fixproxy : FullAmount Maker | NewOrderMultileg | PrimeBroker | For both SPT and NDF |
|---|
| cboefx_fixproxy : FullAmount Maker | NewOrderMultileg | ReportingEntity | Only specified for NDF's |
|---|
| cboefx_fixproxy : FullAmount Taker | NewOrderMultileg | OrderOriginationTrader | Required to populate with OEOID for NDFs. |
|---|
| cboefx_fixproxy : FullAmount MakerTaker | NewOrderMultilegMultilegOrderReplaceRequest | PrimeBroker | OrderOriginationTrader | Required to populate with OEOID for NDFs.For both SPT and NDF |
|---|
| cboefx_fixproxy : FullAmount MakerTaker | NewOrderMultilegOrderCancelRequest | ReportingEntity | OrderOriginationTrader | Required to populate with OEOID for NDFs.Only specified for NDF's |
|---|
| cboefx_fixproxy : FullAmount Taker | ExecutionReport | ExecutingFirm | For both SPT and NDF |
|---|
| cboefx_fixproxy : FullAmount Taker | ExecutionReport | PrimeBroker | For both SPT and NDF's |
|---|
| cboefx_fixproxy : FullAmount Taker | ExecutionReport | ReportingEntity | | ReportingEntity | Only specified for NDF's |
|---|
| cboefx_fixproxy : Maker | MassQuote | OrderOriginationTrader | Required to populate with OEOID for NDFs.Only specified for NDF's |
|---|
| cboefx_fixproxy : Maker | ExecutionAck | ExecutingFirm | For both SPT and NDF |
|---|
| cboefx_fixproxy : Maker | ExecutionAck | PrimeBroker | For both SPT and NDF |
|---|
| cboefx_fixproxy : Maker | ExecutionAck | ReportingEntity | Only specified for NDF's |
|---|
| cboefx_fixproxy : Maker | ExecutionReport | ExecutingFirm | For both SPT and NDF |
|---|
| cboefx_fixproxy : Maker | ExecutionReport | PrimeBroker | For both SPT and NDF |
|---|
| cboefx_fixproxy : Maker | ExecutionReport | ReportingEntity | Only specified for NDF's |
|---|
| cboefx_fixproxy : Maker | NewOrderMultileg | OrderOriginationFirm | For both SPT and NDF |
|---|
| cboefx_fixproxy : Maker | NewOrderMultileg | PrimeBroker | For both SPT and NDF |
|---|
| cboefx_fixproxy : Maker | NewOrderMultileg | ReportingEntity | Only specified for NDF's |
|---|
| cboefx_fixproxy : Taker | ExecutionReport | ExecutingFirm | For both SPT and NDF. NOTE: Executing Firm is formally deprecated by CboeFX, but we suspect legacy use cases remain and are rretaining it for nowwe suspect legacy use cases remain and are rretaining it for now. |
|---|
| cboefx_fixproxy : Taker | ExecutionReport | PrimeBroker | For both SPT and NDF |
|---|
| cboefx_fixproxy : Taker | ExecutionReport | ReportingEntity | Only specified for NDF's |
|---|
| cboefx_fixproxy : Taker | NewOrderMultileg | OrderOriginationTrader | Required to populate with OEOID for NDFs. |
|---|
| cboefx_fixproxy : Taker | ExecutionReportMultilegOrderReplaceRequest | PrimeBroker | OrderOriginationTrader | Required to populate with OEOID for NDFs.For both SPT and NDF |
|---|
| cboefx_fixproxy : Taker | ExecutionReportOrderCancelRequest | ReportingEntity | OrderOriginationTrader | Required to populate with OEOID for NDFs.Only specified for NDF's |
|---|
| citi_colo | ExecutionReport | OrderOriginationTrader | Venue echos back OrderOriginationTrader value in TargetSubID in ExecutionReport. Gateway to publish this as PartyRole = OrderOriginationTrader in client ExecutionReport. |
|---|
| citi_colo | NewOrderMultileg | OrderOriginationTrader | Will be published as SenderSubID in header. Identifies specific message originator
(desk, trader, etc.). For inbound
messages only
Example: TraderA
Value will be flipped into TargetSubID
for Outgoing. |
|---|
| cme_ilink2 | ExecutionReport | ExecutionVenue | Optional Echo back from request. |
|---|
| cme_ilink2 | ExecutionReport | OrderOriginationTrader | Optional |
|---|
| cme_ilink2 | MultilegOrderReplaceRequest | ExecutionVenue | Optional Allowed Values: "XKLS" = [BMD ] Bursa Malaysia
"XCBT" = [CBOT ] Chicago Board of Trade
"XCME" = [CME ] Chicago Mercantile Exchange
"XFXS" = [FXLINK] CME FX Link spread
"XCEC" = [COMEX ] Commodities Exchange Center
"DUMX" = [DME ] Dubai Mercantile Exchange
"XMGE" = [MGEX ] Minneapolis Grain Exchange
"XNYM" = [NYMEX ] New York Mercantile Exchange |
|---|
| cme_ilink2 | MultilegOrderReplaceRequest | OrderOriginationTrader | Optional |
|---|
| cme_ilink2 | NewOrderMultileg | ExecutionVenue | Optional Allowed Values: "XKLS" = [BMD ] Bursa Malaysia
"XCBT" = [CBOT ] Chicago Board of Trade
"XCME" = [CME ] Chicago Mercantile Exchange
"XFXS" = [FXLINK] CME FX Link spread
"XCEC" = [COMEX ] Commodities Exchange Center
"DUMX" = [DME ] Dubai Mercantile Exchange
"XMGE" = [MGEX ] Minneapolis Grain Exchange
"XNYM" = [NYMEX ] New York Mercantile Exchange |
|---|
| cme_ilink2 | NewOrderMultileg | OrderOriginationTrader | Optional |
|---|
| cme_ilink2 | OrderCancelRequest | ExecutionVenue | Optional Allowed Values: "XKLS" = [BMD ] Bursa Malaysia
"XCBT" = [CBOT ] Chicago Board of Trade
"XCME" = [CME ] Chicago Mercantile Exchange
"XFXS" = [FXLINK] CME FX Link spread
"XCEC" = [COMEX ] Commodities Exchange Center
"DUMX" = [DME ] Dubai Mercantile Exchange
"XMGE" = [MGEX ] Minneapolis Grain Exchange
"XNYM" = [NYMEX ] New York Mercantile Exchange |
|---|
| creditsuisse_ser | NewOrderMultileg | OrderOriginationTrader | Optional. Mapped to ClientID/ Tag109 in venue NewOrderSingle. |
|---|
| curex_orders | ExecutionReport | ExecutingFirm | Optional |
|---|
| curex_orders | ExecutionReport | OrderOriginationFirm | Optional |
|---|
| curex_orders | NewOrderMultileg | OrderOriginationFirm | Optional |
|---|
currenex_ouch | ExecutionReport | ExecutingFirm | Populated for Disclosed Trading with end maker counterparty code. Not Populated for Anonymous Trading where this information is not revealed by venue. |
|---|
currenex_rfs_maker | ExecutionReport | ExecutingFirm |
|
|---|
currenex_rfs_maker | ExecutionReport | ExecutingTrader |
|
|---|
currenex_rfs_maker | ExecutionReport | ExecutingUnit |
|
|---|
currenex_rfs_maker | ExecutionReport | ExecutionVenue |
|
|---|
currenex_rfs_maker | NewOrderMultileg | ExecutingFirm |
|
|---|
currenex_rfs_maker | NewOrderMultileg | ExecutingUnit |
|
|---|
currenex_rfs_maker | NewOrderMultileg | ExecutionVenue |
|
|---|
currenex_rfs_maker | NewOrderMultileg | OrderOriginationFirm |
|
|---|
currenex_rfs_maker | NewOrderMultileg | OrderOriginationFirmLEI |
|
|---|
currenex_rfs_maker | NewOrderMultileg | OrderOriginationTrader |
|
|---|
currenex_rfs_maker | Quote | ExecutingTrader |
|
|---|
currenex_rfs_maker | Quote | ExecutingUnit |
|
|---|
currenex_rfs_maker | Quote | ExecutionVenue |
|
|---|
currenex_rfs_maker | QuoteRequest | ExecutingFirm |
|
|---|
currenex_rfs_maker | QuoteRequest | ExecutingUnit |
|
|---|
currenex_rfs_maker | QuoteRequest | ExecutionVenue |
|
|---|
currenex_rfs_maker | QuoteRequest | OrderOriginationFirm |
|
|---|
currenex_rfs_maker | QuoteRequest | OrderOriginationFirmLEI |
|
|---|
currenex_rfs_maker | QuoteRequest | OrderOriginationTrader |
|
|---|
| ebs_cpt | ExecutionReport | ExecutingFirm |
|
|---|
| ebs_cpt | ExecutionReport | ExecutingFirmLEI |
|
|---|
| ebs_cpt | ExecutionReport | ExecutingTrader |
|
|---|
| ebs_cpt | ExecutionReport | ExecutingVenue |
|
|---|
| ebs_cpt | ExecutionReport | OrderOriginationFirm |
|
|---|
| ebs_cpt | ExecutionReport | OrderOriginationTrader |
|
|---|
| ebs_cpt | ExecutionReport | PrimeBroker |
|
|---|
| ebs_market_ilink3_sbe | ExecutionReport | ExecutingFirm | Optional field: on trades |
|---|
| ebs_market_ilink3_sbe | ExecutionReport | ExecutionVenue |
|
|---|
| ebs_market_ilink3_sbe | ExecutionReport | OrderOriginationFirm |
|
|---|
| ebs_market_ilink3_sbe | ExecutionReport | OrderOriginationTrader |
|
|---|
| ebs_market_ilink3_sbe | MultilegOrderReplaceRequest | OrderOriginationFirmLocation | Optional Field: Physical location of the individual or team head trader as per CME location codes. |
|---|
| ebs_market_ilink3_sbe | MultilegOrderReplaceRequest | OrderOriginationTrader | Mandatory Field: Registered GUS on CME |
|---|
| ebs_market_ilink3_sbe | NewOrderMultileg | OrderOriginationFirmLocation | Optional Field: Physical location of the individual or team head trader as per CME location codes. |
|---|
ebs_market_ilink3_sbe | NewOrderMultileg | OrderOriginationTrader | Mandatory Field: Registered GUS on CME |
|---|
| ebs_market_ilink3_sbe | OrderCancelRequest | OrderOriginationFirmLocation | Optional Field: Physical location of the individual or team head trader as per CME location codes. |
|---|
| ebs_market_ilink3_sbe | OrderCancelRequest | OrderOriginationTrader | Mandatory Field: Registered GUS on CME |
|---|
| edgewater_markets | NewOrderMultileg | OrderOriginationTrader | OnBehalfOfCompID in Edgewater: "Third-party identifier". |
|---|
| exchange24 | ExecutionReport | ExecutingFirmLEI | 24 Exchange LEI. |
|---|
| exchange24 | ExecutionReport | ExecutionFirm |
|
|---|
| fastmatch_autoex | ExecutionReport | ExecutionFirm | ContraID -Numeric value of customer id on the other side of execution |
|---|
| fastmatch_autoex | ExecutionReport | OrderOriginationFirm |
|
|---|
| fastmatch_autoex | ExecutionReport | OrderOriginationTrader |
|
|---|
| fastmatch_autoex | ExecutionReport | PrimeBroker | ContraBroker |
|---|
| fastmatch_autoex | MultilegOrderCancelReplaceRequest | ContraFirm | Third-party identifier to
indicate intended for the this
third party - If present on NewOrderMultileg |
|---|
| fastmatch_autoex | NewOrderMultileg | ContraFirm | Third-party identifier to
indicate intended for the this
third party |
|---|
| fastmatch_autoex | NewOrderMultileg | OrderOriginationFirm | Required if RMO enabled flow. |
|---|
| fastmatch_autoex | NewOrderMultileg | OrderOriginationTrader | Required if RMO enabled flow. |
|---|
| fastmatch_autoex | OrderCancelRequest | ContraFirm | Third-party identifier to
indicate intended for the this
third party - If present on NewOrderMultileg |
|---|
| fastmatch_stream_maker | ExecutionAck | ExecutingFirm | RMOID for NDFs. |
|---|
| fastmatch_stream_maker | ExecutionAck | OrderOriginationTrader | ClientID of the actual taker [in case of dealing with undisclosed clients] published in ContraID in ExecutionAck. |
|---|
| fastmatch_stream_maker | ExecutionReport | ContraFirm | Third party identifier of the taker client received in NewOrderMultiLeg. |
|---|
| fastmatch_stream_maker | ExecutionReport | ExecutingFirm | RMOID for NDFs. Optional. |
|---|
| fastmatch_stream_maker | ExecutionReport | ExecutingTrader | Required for NDFs. Code identifier for the human trader,
required for RMO by MAS. |
|---|
| fastmatch_stream_maker | ExecutionReport | OrderOriginationTrader | ClientID of the disclosed/ undisclosed taker received in NewOrderMultiLeg. |
|---|
| fastmatch_stream_maker | MassQuote | ExecutingTrader | Required for NDFs. Code identifier for the human trader,
required for RMO by MAS. |
|---|
| fastmatch_stream_maker | MassQuote | OrderOriginationFirm | To publish RMOID for NDFs. Optional. |
|---|
| fastmatch_stream_maker | NewOrderMultiLeg | ContraFirm | Third party identifier of the taker client. |
|---|
| fastmatch_stream_maker | NewOrderMultiLeg | OrderOriginationTrader | Will publish ClientID of the disclosed/ undisclosed taker to maker. ClientID is set to 1000 for undisclosed taker clients. |
|---|
| fidessa_orders | ExecutionReport | ContraFirm |
|
|---|
| fidessa_orders | ExecutionReport | ExecutionVenue |
|
|---|
| fidessa_orders | ExecutionReport | OrderOriginationFirm |
|
|---|
| fidessa_orders | ExecutionReport | OrderOriginationFirmLEI |
|
|---|
| fidessa_orders | ExecutionReport | OrderOriginationTrader |
|
|---|
| fidessa_orders | MultilegOrderCancelReplaceRequest | ContraFirm |
|
|---|
| fidessa_orders | MultilegOrderCancelReplaceRequest | ExecutionVenue |
|
|---|
| fidessa_orders | MultilegOrderCancelReplaceRequest | OrderOriginationFirm |
|
|---|
| fidessa_orders | MultilegOrderCancelReplaceRequest | OrderOriginationFirmLEI |
|
|---|
| fidessa_orders | MultilegOrderCancelReplaceRequest | OrderOriginationTrader |
|
|---|
| fidessa_orders | NewOrderMultileg | ContraFirm |
|
|---|
| fidessa_orders | NewOrderMultileg | ExecutionVenue |
|
|---|
| fidessa_orders | NewOrderMultileg | OrderOriginationFirm |
|
|---|
| fidessa_orders | NewOrderMultileg | OrderOriginationFirmLEI |
|
|---|
| fidessa_orders | NewOrderMultileg | OrderOriginationTrader |
|
|---|
| fidessa_orders | OrderCancelRequest | OrderOriginationTrader |
|
|---|
| fxall_activetrading_maker | NewOrderMultilegExecutionAcknowledgement | ExecutingFirm |
|
|---|
| fxall_activetrading_maker | NewOrderMultilegExecutionAcknowledgement | OrderOriginationTrader |
|
|---|
| fxall_activetrading_maker | NewOrderMultilegExecutionAcknowledgement | PrimeBroker |
|
|---|
| fxall_activetrading_maker | ExecutionReport | ExecutingFirm |
|
|---|
| fxall_activetrading_maker | ExecutionReport | OrderOriginationTrader |
|
|---|
| fxall_activetrading_maker | ExecutionReport | PrimeBroker |
|
|---|
| fxall_activetrading_maker | ExecutionAcknowledgementNewOrderMultileg | ExecutingFirm |
|
|---|
| fxall_activetrading_maker | ExecutionAcknowledgementNewOrderMultileg | OrderOriginationTrader |
|
|---|
| fxall_activetrading_maker | ExecutionAcknowledgementNewOrderMultileg | PrimeBroker |
|
|---|
| fxall_quicktrade_maker | ExecutionAcknowledgement | ExecutingFirm |
|
|---|
| fxall_quicktrade_maker | ExecutionAcknowledgement | ExecutingTrader |
|
|---|
| fxall_quicktrade_maker | ExecutionAcknowledgement | ExecutionVenue |
|
|---|
| fxall_quicktrade_maker | ExecutionAcknowledgement | OrderOriginationFirm |
|
|---|
| fxall_quicktrade_maker | ExecutionAcknowledgement | OrderOriginationFirmLEI |
|
|---|
| fxall_quicktrade_maker | ExecutionAcknowledgement | OrderOriginationTrader |
|
|---|
| fxall_quicktrade_maker | NewOrderMultileg | ExecutingFirm |
|
|---|
| fxall_quicktrade_maker | NewOrderMultileg | ExecutingTrader |
|
|---|
| fxall_quicktrade_maker | NewOrderMultileg | ExecutionVenue |
|
|---|
| fxall_quicktrade_maker | NewOrderMultileg | OrderOriginationFirm |
|
|---|
| fxall_quicktrade_maker | NewOrderMultileg | OrderOriginationFirmLEI |
|
|---|
| fxall_quicktrade_maker | NewOrderMultileg | OrderOriginationTrader |
|
|---|
| fxall_quicktrade_maker | NewOrderMultileg | PrimeBroker |
|
|---|
| fxall_quicktrade_maker | Quote | ExecutingFirm |
|
|---|
| fxall_quicktrade_maker | Quote | ExecutingTrader |
|
|---|
| fxall_quicktrade_maker | QuoteRequest | ExecutionVenue |
|
|---|
| fxall_quicktrade_maker | QuoteRequest | OrderOriginationFirm |
|
|---|
| fxall_quicktrade_maker | QuoteRequest | OrderOriginationFirmLEI |
|
|---|
| fxall_quicktrade_maker | QuoteRequest | OrderOriginationTrader |
|
|---|
| fxspotstream | ExecutionReport RFS+ESP | ExecutingFirm |
|
|---|
| fxspotstream | ExecutionReport RFS+ESP | ExecutingFirmLEI |
|
|---|
| fxspotstream | ExecutionReport RFS+ESP | ExecutingUnitLocation |
|
|---|
| fxspotstream | ExecutionReport RFS+ESP | ExecutionVenue |
|
|---|
| fxspotstream | ExecutionReport RFS+ESP | OrderOriginationFirmLEI |
|
|---|
| fxspotstream | ExecutionReport RFS+ESP | OrderOriginationFirmLocation |
|
|---|
| fxspotstream | ExecutionReport RFS+ESP | OrderOriginationTrader |
|
|---|
| fxspotstream | NewOrderMultiLeg ESP | ExecutingFirm | MIC |
|---|
| fxspotstream | NewOrderMultiLeg ESP | ExecutingFirmLEI |
|
|---|
| fxspotstream | NewOrderMultiLeg ESP | ExecutionVenue |
|
|---|
| fxspotstream | NewOrderMultiLeg RFS+ESP | OrderOriginationFirmLEI |
|
|---|
| fxspotstream | NewOrderMultiLeg RFS+ESP | OrderOriginationTrader |
|
|---|
| fxspotstream | Quote RFS | ExecutionVenue |
|
|---|
| fxspotstream | QuoteRequest RFS | ExecutingFirm | MIC |
|---|
| fxspotstream | QuoteRequest RFS | ExecutingFirmLEI |
|
|---|
| fxspotstream | QuoteRequest RFS | OrderOriginationTrader |
|
|---|
| fxspotstream | QuoteRequest RFS+ESP
| ExecutionVenue |
|
|---|
| fxspotstream_algo | MultilegOrderCancelReplaceRequest | ExecutionVenue |
|
|---|
| fxspotstream_algo | MultilegOrderCancelReplaceRequest | OrderOriginationTrader |
|
|---|
| fxspotstream_algo | NewOrderMultileg | ExecutionVenue |
|
|---|
| fxspotstream_algo | NewOrderMultileg | OrderOriginationTrader |
|
|---|
| fxspotstream_midmatch | ExecutionReport | ExecutingFirm | Numeric Matching Participant ID. |
|---|
| fxspotstream_midmatch | ExecutionReport | OrderOriginationFirm | Numeric Matching Participant ID. |
|---|
| fxspotstream_midmatch | ExecutionReport | OrderOriginationTrader | Echo of value provided by client in NewOrderMultileg. |
|---|
| fxspotstream_midmatch | NewOrderMultiLeg | OrderOriginationTrader | Free-format string solely determined by client. |
|---|
| gsfx | ExecutionReport | ExecutingFirmLEI |
|
|---|
| gsfx | ExecutionReport | ExecutingUnitLocation |
|
|---|
| gsfx | MassQuote | ExecutingFirmLEI |
|
|---|
| gsfx | MassQuote | ExecutingUnitLocation |
|
|---|
| gsfx | NewOrderMultileg | ExecutionVenue |
|
|---|
| gsfx | NewOrderMultileg | OrderOriginationFirmLEI |
|
|---|
| gsfx | NewOrderMultileg | OrderOriginationTrader |
|
|---|
| gsfx | NewOrderMultileg | ReportingEntity |
|
|---|
| gsfx | QuoteRequest | ExecutionVenue |
|
|---|
| hsbc_fx_mds | ExecutionReport | ExecutingFirmLEI |
|
|---|
| hsbc_fx_mds | ExecutionReport | ExecutingUnitLocation |
|
|---|
| hsbc_fx_mds | ExecutionReport | OrderOriginationTrader |
|
|---|
| hsbc_fx_mds | NewOrderMultileg | OrderOriginationTrader |
|
|---|
| hsbc_fx_mds | NewOrderMultileg | ReportingEntity | Valid values are: "ExecutingFirm" and "OrderOriginationFirm" |
|---|
| integral_esp_maker | MassQuote | ExecutingFirm |
|
|---|
| integral_esp_maker | NewOrderMultileg | OrderOriginationFirm |
|
|---|
| jpmorgan_fx | NewOrderMultileg | OrderOriginationTrader | Optional field to provide the Trader responsible for submission of Order or the Sub-account identifier. Only alphanumeric characters, "-", and "_" are supported
|
|---|
| lmax | ExecutionReport | ExecutingFirm |
|
|---|
| lmax | ExecutionReport | ExecutingTrader |
|
|---|
| lmax | ExecutionReport | PrimeBroker |
|
|---|
| lucera_lumefx | NewOrderMultileg | OrderOriginationTrader | Optional |
|---|
| morganstanleyfx_esp | NewOrderMultileg | OrderOriginationTrader | Optional field to provide the Trader responsible for submission of Order |
|---|
| natwest_markets | ExecutionReport | PrimeBroker |
|
|---|
| natwest_markets | NewOrderMultileg | OrderOriginationTrader |
|
|---|
| parfx_orders | ExecutionReport | ContraTrader |
|
|---|
| parfx_orders | ExecutionReport | ExecutingFirm |
|
|---|
| parfx_orders | ExecutionReport | ExecutingTrader |
|
|---|
| parfx_orders | ExecutionReport | OrderOriginationFirm |
|
|---|
| parfx_orders | ExecutionReport | OrderOriginationFirmLocation |
|
|---|
| parfx_orders | ExecutionReport | OrderOriginationTrader |
|
|---|
| parfx_orders | ExecutionReport | PrimeBroker |
|
|---|
| parfx_orders | NewOrderMultileg | ExecutingFirm |
|
|---|
| parfx_orders | NewOrderMultileg | ExecutingTrader |
|
|---|
| parfx_orders | NewOrderMultileg | OrderOriginationFirm |
|
|---|
| parfx_orders | NewOrderMultileg | OrderOriginationFirmLocation |
|
|---|
| parfx_orders | NewOrderMultileg | OrderOriginationFirmLocation |
|
|---|
| parfx_orders | NewOrderMultileg | OrderOriginationTrader |
|
|---|
| precision_algo | ExecutionReport | ExecutingFirm | Always "ICAN". |
|---|
| precision_algo | ExecutionReport | ExecutionVenue | Provided for full/partial fills only. Known values:
- TRM - Refinitiv Spot Matching
- EBS - EBS Market
- HS - CboeFX (Hotspot)
- FM - EuronextFX (FastMatch)
- CNX - Currenex
- FNFX - FenicsFX
|
|---|
| precision_algo | ExecutionReport | OrderOriginationFirm | As defined on the original order. |
|---|
| precision_algo | MultilegOrderCancelReplaceRequest | OrderOriginationFirm | Firm identifier, up to 10 chars.
As defined on the original order. |
|---|
| precision_algo | NewOrderMultileg | OrderOriginationFirm | Firm identifier, up to 10 chars. |
|---|
| rbc_trading | NewOrderMultileg | ExecutingFirm |
|
|---|
| rbc_trading | NewOrderMultileg | OrderOriginationTrader |
|
|---|
| refinitv_mapi | ExecutionReport | ContraFirm |
|
|---|
| refinitv_mapi | ExecutionReport | OrderOriginationFirm |
|
|---|
| refinitv_mapi | ExecutionReport | OrderOriginationFirmLocation |
|
|---|
| refinitv_mapi | ExecutionReport | OrderOriginationTrader |
|
|---|
| refinitv_mapi | ExecutionReport | PrimeBroker |
|
|---|
| saxo_direct | ExecutionReport | ExecutionVenue | Optional |
|---|
| saxo_direct | ExecutionReport | OrderOriginationFirm | Optional |
|---|
| saxo_direct | NewOrderMultileg | OrderOriginationFirm | Mandatory |
|---|
| standardchartered_s2bx | ExecutionReport | OrderOriginationTrader |
|
|---|
| standardchartered_s2bx | MassQuote | OrderOriginationTrader |
|
|---|
| standardchartered_s2bx | NewOrderMultileg | OrderOriginationTrader |
|
|---|
| standardchartered_s2bx | QuoteRequest | OrderOriginationTrader |
|
|---|
| statestreet_efx | NewOrderMultileg | OrderOriginationTrader | Optional. Mapped to ClientID/ Tag109 in venue NewOrderSingle. |
|---|
| t360_gtx | ExecutionReport | ExecutingFirm |
|
|---|
| t360_gtx | ExecutionReport | ExecutingTrader |
|
|---|
| t360_gtx | ExecutionReport | OrderOriginationTrader |
|
|---|
| t360_gtx | ExecutionReport | PrimeBroker |
|
|---|
| t360_supersonic_maker | ExecutionAck | OrderOriginationTrader | Echo back from ExecutionReport |
|---|
| t360_supersonic_maker | ExecutionReport | OrderOriginationTrader | Must be identical to the value of the Username field in the
NewOrderSingle message it refers to. |
|---|
| t360_supersonic_maker | NewOrderMultileg | OrderOriginationTrader | Defines the 360T username of the user that initiated the order. |
|---|
| t360_tex_maker | ExecutionAck | ReportingEntity |
|
|---|
| t360_tex_maker | ExecutionReport | ContraTrader |
|
|---|
| t360_tex_maker | ExecutionReport | ExecutionVenue |
|
|---|
| t360_tex_maker | NewOrderMultileg | ContraFirm |
|
|---|
| t360_tex_maker | NewOrderMultileg | ContraFirmLEI |
|
|---|
| t360_tex_maker | NewOrderMultileg | ContraTrader |
|
|---|
| t360_tex_maker | NewOrderMultileg | ExecutingFirm |
|
|---|
| t360_tex_maker | NewOrderMultileg | ExecutingFirmLEI |
|
|---|
| t360_tex_maker | NewOrderMultileg | ExecutionVenue |
|
|---|
| t360_tex_maker | NewOrderMultileg | OrderOriginationFirm |
|
|---|
| t360_tex_maker | NewOrderMultileg | OrderOriginationFirmLEI |
|
|---|
| t360_tex_maker | NewOrderMultileg | OrderOriginationTrader |
|
|---|
| t360_tex_maker | NewOrderMultileg | ReportingEntity |
|
|---|
| t360_tex_maker | Quote | ContraTrader |
|
|---|
| t360_tex_maker | QuoteRequest | ContraFirm |
|
|---|
| t360_tex_maker | QuoteRequest | ContraFirmLEI |
|
|---|
| t360_tex_maker | QuoteRequest | ContraTrader |
|
|---|
| t360_tex_maker | QuoteRequest | ExecutingFirm |
|
|---|
| t360_tex_maker | QuoteRequest | ExecutingFirmLEI |
|
|---|
| t360_tex_maker | QuoteRequest | ExecutionVenue |
|
|---|
| t360_tex_maker | QuoteRequest | OrderOriginationFirm |
|
|---|
| t360_tex_maker | QuoteRequest | OrderOriginationFirmLEI |
|
|---|
| t360_tex_maker | QuoteRequest | OrderOriginationTrader |
|
|---|
| t360_tex_maker | QuoteRequest | ReportingEntity |
|
|---|
| ubs_fx2b | ExecutionReport | ExecutionVenue | Optional LastMkt on trades |
|---|
| ubs_fx2b | NewOrderMultileg | ExecutionVenue | Optional |
|---|
| ubs_fx2b | NewOrderMultileg | OrderOriginationFirm | Mandatory |
|---|
| ubs_fx2b | NewOrderMultileg | OrderOriginationTrader | Optional |
|---|
| ubs_fx2b | QuoteRequest | OrderOriginationFirm | Optional |
|---|
| xenfin_liquiditypool | NewOrderMultileg | OrderOriginationFirm |
|
|---|
| xtx_euthenia | ExecutionReport | ClearingFirm | Populated if provided on NewOrderMultileg |
|---|
| xtx_euthenia | NewOrderMultileg | ClearingFirm | Optional field to provide ClearingFirm to venue |
|---|