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MarketFactory allows clients to reference or populate these regulatory fields for appropriate messages via the use of dedicated repeating groups containing key/value pairs, at the appropriate level within the message structure:
The message body contains the RegulatoryBodies this field, which provides an explicit indication whether or not SEF, EMIR or MiFID fields are populated elsewhere in the message structure.
NoBodyRegulatoryFields, NoLegRegulatoryFields an NoAllocRegulatoryFieldsand NoAllocRegulatoryFields groups contain sequences of key/value pairs, with keys of type BodyRegulatoryKey, LegRegulatoryKey and AllocRegulatoryKey, respectively.
| Message | Parent Group | Name |
|---|---|---|
| QuoteRequest | - | NoBodyRegulatoryFields |
| NoLegs | NoLegRegulatoryFields | |
| NoLegAllocs | NoAllocRegulatoryFields | |
| Quote | - | NoBodyRegulatoryFields |
| MassQuote | - | NoBodyRegulatoryFields |
| NewOrderMultileg | - | NoBodyRegulatoryFields |
| NoLegs | NoLegRegulatoryFields | |
| NoLegAllocs | NoAllocRegulatoryFields | |
| ExecutionReport | - | NoBodyRegulatoryFields |
| NoLegs | NoLegRegulatoryFields | |
| NoLegAllocs | NoAllocRegulatoryFields | |
| ExecutionAcknowledgement | - | NoBodyRegulatoryFields |
| NoLegs | NoLegRegulatoryFields |
For more detail reference the SBE Schema.
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