Overview

In order to ensure that MarketFactory does not impede the exchange of regulatory information between trading counterparties and intermediaries (ECNs), we ensure that all regulatory fields that are specified in a Venue API are supported in the Whisperer Enterprise API, and mapped.

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• If a regulatory field on an inbound Venue message is not populated, then it is because the Venue does not provide it.
• If a regulatory field is populated on an outbound SBE message from the Client , but the Venue does not support it, then it will be ignored.
• Reporting obligations bilaterally agreed between Customer and Venue may vary between Maker and Taker roles. The Whisperer API is agnostic to this.

Message Structure

Regulatory timestamps are populated in the message TransactTime, when available.

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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.

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For more detail reference the SBE Schema.

Venue-Specific Details

The table below sets out what Regulatory keys are supported by Venue and Message

Additional Material

Further detail is provided in the following page(s):

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