The Lab

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  • RegulatoryBodies - This field in the main message body provides an explicit indication whether or not SEF, EMIR or MiFID fields are populated elsewhere in the message structure.
  • NoBodyRegulatoryFields, NoLegRegulatoryFields and NoAllocRegulatoryFields groups contain sequences of key/value pairs, with keys of type BodyRegulatoryKey, LegRegulatoryKey and AllocRegulatoryKey, respectively.

ISINs

For swaps, ISINs are maintained at the Leg level in the API.

Product-level ISINs are sometimes still supported, but most of the venues have completely moved away from that now, due to the regulatory clarifications provided back in 2017.

A Body-Level PackageID should (but usually isn't) be provided to link the two legs together.

Should we receive a single top-level ISIN only for a swap, we will populate this in both Legs for consistency of reference. Should we receive three ISINs (both legs and a single top-level one), the per-leg ones will be used and the top-level one delivered as a passthru-field, just in case.


MessageParent GroupName
QuoteRequest-NoBodyRegulatoryFields
NoLegsNoLegRegulatoryFields
NoLegAllocsNoAllocRegulatoryFields
Quote-NoBodyRegulatoryFields
MassQuote-NoBodyRegulatoryFields
NewOrderMultileg-NoBodyRegulatoryFields
NoLegsNoLegRegulatoryFields
NoLegAllocsNoAllocRegulatoryFields
ExecutionReport


-NoBodyRegulatoryFields
NoLegsNoLegRegulatoryFields
NoLegAllocsNoAllocRegulatoryFields
ExecutionAcknowledgement-NoBodyRegulatoryFields
NoLegsNoLegRegulatoryFields

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