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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.

Rather than provide a loose, generic (i.e. obfuscated) mechanism to convey these fields, Whisperer Enterprise makes explicit provision for SEF, EMIR, MIFID and SFTR requirements as different categories, each with explicit provision for every field, across the trading lifecycle and through the deal/leg/allocation trade structure, as detailed in Message Structure below.

It needs to be understood that there is significant variation in the interpretation and implementation of all regulatory requirements across the market. By ensuring that all variants are accommodated, it follows that the Whisperer API offers a clear view of market best practice, and the potential impact to Customers intending to integrate with a wide range of Venues.

Another very important implication is that just because a regulatory field is specified in the Whisperer API for a particular message and product type does not mean that it will be populated or supported by every Venue. Similarly, it may well be that our Customers have differing views of their regulatory obligations, such that they do not all need to publish particular fields to a given Venue, or use the regulatory details provided by the Venue, internally.

In order to accommodate this variation, Whisperer Enterprise behaves as follows:

  • 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.1

Message Structure

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

Clients may reference or populate all other regulatory fields for appropriate messages via the use of dedicated repeating groups containing key/value pairs, at the appropriate level within the message structure:

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 and provides the message reader - either Whisperer or the Client with an explicit means of deciding whether or not this request/trade requires further regulatory processing.

If the Client believes that they are submitting a trade on MTF (an NDF for example), then they should set the flag for MiFID.

Flags are ordered SEF EMIR MiFID SFTR. If connecting via FIX Protocol, this would be represented as : "N N Y N"

Regulatory Fields

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 regulatory clarifications provided, as per MiFID II and FX Swaps June2017.pdf.

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

For more detail reference the SBE Schema.


Venue-Specific Details

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


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VenueMessageParent Group

Regulatory Key

Comments
bamlExecutionReportAllocRegulatoryFieldsAllocEMIRUTIPrefix

Mapped to AllocGUTIPrefix [field added part of CFTC Rule Re-write change]. 

BAML generated AllocGUTIPrefix, value will be different to what a client published in NewOrder as BAML is responsible for regulatory reporting NonSEF trades.


baml

ExecutionReport

AllocRegulatoryFields

AllocSEFUSI 

USIValue in venue ExecReport


baml

ExecutionReport

AllocRegulatoryFields

AllocSEFUSIPrefix 

USIPrefix in venue ExecReport


baml

ExecutionReport

BodyRegulatoryFields

SEFClearer 

ClearingVenue in venue ExecReport


baml

ExecutionReport

BodyRegulatoryFields

SEFClearingExempted

IndicationOfClearingException in venue ExecReport. 


baml

ExecutionReport

BodyRegulatoryFields

SEFDataRepository

TransactionRepository in venue ExecReport. 


bamlExecutionReportLegRegulatoryFieldsLegEMIRUTIUTI/ USI value for nonSEF trades mapped to USIValue from venue ExecReport.
bamlExecutionReportLegRegulatoryFieldsLegEMIRUTIPrefix

Mapped to GUTIPrefix [field added part of CFTC Rule Re-write change]. 

BAML generated GUTIPrefix, value will be different to what a client published in NewOrder as BAML is responsible for regulatory reporting NonSEF trades.


baml

ExecutionReport

LegRegulatoryFields

LegSEFUSI

USIValue in venue ExecReport .


baml

ExecutionReport

LegRegulatoryFields

LegSEFUSIPrefix

USIPrefix in venue ExecReport.


bamlNewOrderMultilegAllocRegulatoryFieldsAllocEMIRUTIPrefix

Mapped to AllocGUTIPrefix [field added part of CFTC Rule Re-write change]. 

AllocGUTIPrefix should be a 20 characters alphanumeric value to publish LEI of the LP when the trading on SEF. For NonSEF trades the prefix should be a 10 digit value.


baml

NewOrderMultileg

AllocRegulatoryFields

AllocSEFUSI 

Field mapped to USIValue in venue NewOrder message. This field is used when publishing USIPrefix as part of allocation.

Unique identifier for the trade that was created by the client (max 32 chars)


bamlNewOrderMultileg

AllocRegulatoryFields

AllocSEFUSIPrefix

Field mapped to USIPrefix in venue NewOrder message. This field is used when publishing USIPrefix as part of allocation.

ID assigned to the entity the counterparty is associated with. If assigned by Instinct : all BANA entity clients (1030282338) and MLIB clients (1030444690) (max 10 chars)


baml

NewOrderMultileg

BodyRegulatoryFields

SEFClearer

Field mapped to ClearingVenue/ Tag21016 in venue NewOrder message to publish LEI of ckearing house if applicable (max 42 chars)


baml

NewOrderMultileg

BodyRegulatoryFields

SEFClearingExempted

Field mapped to IndicationOfClearingException/ Tag21023 in venue NewOrder message to indicate if a trade will not be cleared. Valid values – Y or N


baml

NewOrderMultileg

BodyRegulatoryFields

SEFDataRepository

Field mapped to TransactionRepository/ Tag21014 in venue NewOrder message to publish LEI or name of trade repository where trade has been reported.

Required in order for trading counterparties to fulfill the reporting obligation on continuation & valuation data and life cycle events. (max 42 chars)


bamlNewOrderMultilegLegRegulatoryFieldsLegEMIRUTIUTI/ USI value for nonSEF trades mapped to USIValue in venue NewOrder.
bamlNewOrderMultilegLegRegulatoryFieldsLegEMIRUTIPrefix

Mapped to GUTIPrefix [field added part of CFTC Rule Re-write change]. 

GUTIPrefix should be a 20 characters alphanumeric value to publish LEI of the LP when the trading on SEF. For NonSEF trades the prefix should be a 10 digit value.


baml

NewOrderMultileg

LegRegulatoryFields

LegSEFUSI

Field mapped to USIValue/ Tag21005 in venue NewOrder message. This field is used when publishing USIPrefix for trades that do not have pre-trade allocation.

Unique identifier for the trade that was created by the client (max 32 chars)


baml

NewOrderMultileg

LegRegulatoryFields

LegSEFUSIPrefix

Field mapped to USIPrefix/ Tag21004 in venue NewOrder message. This field is used when publishing USIPrefix for trades that do not have pre-trade allocation.

ID assigned to the entity the counterparty is associated with. If assigned by Instinct : all BANA entity clients (1030282338) and MLIB clients (1030444690) (max 10 chars)


barxExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithmShortcode representing the 'Executing Decision Maker' Algorithm of the message sender.
barxExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPersonShortcode representing the 'Executing Decision Maker' Natural Person of the message sender.
barxExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithmShortcode representing the 'Investment Decision Maker' Algorithm of the message sender.
barxExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPersonShortcode representing the 'Investment Decision Maker' Natural Person of the message sender.
barxExecutionReportNoBodyRegulatoryFieldsMiFIDSystematicInternaliser

Segment MIC code (as per ISO 10383) of the message sender, indicating it is a Systematic Internaliser.

Valid values are: BBSI, BBIS


barxExecutionReportNoBodyRegulatoryFieldsMiFIDTradingCapacity

Trading capacity. Valid value is

DEAL: Firm Deals on own account


barxMassQuoteNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithmShortcode representing the 'Executing Decision Maker' Algorithm of the message sender.
barxMassQuoteNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPersonShortcode representing the 'Executing Decision Maker' Natural Person of the message sender.
barxMassQuoteNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithmShortcode representing the 'Investment Decision Maker' Algorithm of the message sender.
barxMassQuoteNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPersonShortcode representing the 'Investment Decision Maker' Natural Person of the message sender.
bgc_midfxExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm

bgc_midfxExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm

bgc_midfxExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson

bgc_midfxExecutionReportNoBodyRegulatoryFieldsMiFIDLiquidityProvisionFlag

bgc_midfxExecutionReportNoBodyRegulatoryFieldsMiFIDProductISIN

bgc_midfxNewOrderMultilegNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithmMiFIDExecutingDecisionMakerAsAlgorithm is required for NDF orders.
bgc_midfxNewOrderMultilegNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm

bgc_midfxNewOrderMultilegNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson

bgc_midfxNewOrderMultilegNoBodyRegulatoryFieldsMiFIDLiquidityProvisionFlag

bloomberg_fxgo_makerExecutionAckNoBodyRegulatoryFieldsMiFIDIlliquidInstrumentDeferral

RFS and Batch

Requirement for MTF

TrdRegPublicationType = PostTradeDeferral

TrdRegPublicationReason = DeferralDueToIlliquid


bloomberg_fxgo_makerExecutionAckNoBodyRegulatoryFieldsMiFIDIlliquidInstrumentWaiver

RFS and Batch

Requirement for MTF

TrdRegPublicationType = PreTradeTransparencyWaiver

TrdRegPublicationReason = DeferralDueToIlliquid


bloomberg_fxgo_makerExecutionAckNoBodyRegulatoryFields

MiFIDLargeInScaleDeferral

RFS and Batch

Requirement for MTF

TrdRegPublicationType = PostTradeDeferral

TrdRegPublicationReason = DeferralDueToLargeInScale


bloomberg_fxgo_makerExecutionAckNoBodyRegulatoryFields

MiFIDLargeInScaleWaiver

RFS and Batch

Requirement for MTF

TrdRegPublicationType = PreTradeTransparencyWaiver

TrdRegPublicationReason = DeferralDueToLargeInScale


bloomberg_fxgo_makerExecutionAckNoBodyRegulatoryFieldsMiFIDSizeSpecificDeferral

RFS and Batch

Requirement for MTF

TrdRegPublicationType = PostTradeDeferral

TrdRegPublicationReason = DeferralDueToSizeSpecific


bloomberg_fxgo_makerExecutionAckNoBodyRegulatoryFieldsMiFIDSizeSpecificWaiver

RFS and Batch

Requirement for MTF

TrdRegPublicationType = PreTradeTransparencyWaiver

TrdRegPublicationReason = DeferralDueToSizeSpecific


bloomberg_fxgo_makerExecutionAckNoLegRegulatoryFieldsLegEMIRRTN

BloombergField in Batch - LegUPICode

BloombergField in RFS - UPICode/NearFxUPICode/FarFxUPICOde


bloomberg_fxgo_makerExecutionAckNoLegRegulatoryFieldsLegEMIRUTI

BloombergField in Batch - LegRegulatoryTradeID

BloombergField in RFS -RegulatoryTradeID

Requirement for MTF and MAS and optional for XOFF


bloomberg_fxgo_makerExecutionAckNoLegRegulatoryFieldsLegEMIRUTIPrefix

BloombergField in Batch - LegRegulatoryTradeIDSource

BloombergField in RFS - RegulatoryTradeIDSource

Off venue (XOFF) LEI [position 7-16] for UTI Namespace [1KJTIIGC8Y]
BMTF Namespace [ROEJDDAXM6]
BTFE Namespace [QBKK4WBSO3]
BTBS Namespace [HSS82AHMTP]
* This Tag is optional if Tag 1300=XOFF

Requirement for MTF and MAS and optional for XOFF


bloomberg_fxgo_makerExecutionAckNoLegRegulatoryFieldsLegMiFIDISIN

Bloomberg field in Batch - LegSecurityID

Requirement for MTF

This Tag will be sent for BMTF or BTFE if ISIN is available at time of order
submission


bloomberg_fxgo_makerExecutionAckNoLegRegulatoryFieldsLegSEFUSI

BloombergField in Batch - LegRegulatoryTradeID

BloombergField in RFS -RegulatoryTradeID

Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes.

Requirement for SEF


bloomberg_fxgo_makerExecutionAckNoLegRegulatoryFieldsLegSEFUSIPrefix

BloombergField in Batch - LegRegulatoryTradeIDSource

BloombergField in RFS - RegulatoryTradeIDSource

BSEF CFTC Namespace for SEF Transactions [1010000268]

Requirement for SEF


bloomberg_fxgo_makerExecutionAckNoLegRegulatoryFieldsLegUPI

BloombergField in Batch - LegRTN

BloombergField in RFS - RegulatoryTradeID


bloomberg_fxgo_makerExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm

RFS and BATCH

Algo ID /AutoPricer name agreed between client and BBG.

Requirement for MTF, SEF and MAS from Bloomberg Version5.0 onwards.

Algo ID - MTF

Auto-Pricer - SEF and MAS (MARKET ALGO in TEST env)


bloomberg_fxgo_makerExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson

RFS and BATCH

Requirement for MTF,SEF and MAS from Bloomberg Version5.0 onwards.

Trader Short Code - MTF - agreed between client and BBG

UUID - SEF and MAS - Echo from NewOrder BodyRegulatoryKey -Taker UUID


bloomberg_fxgo_makerExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm

RFS and BATCH

Requirement for MTF in Bloomberg Version5.0

Algo ID - MTF - agreed between client and BBG.


bloomberg_fxgo_makerExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson

RFS and BATCH

Requirement for MTF in Bloomberg Version5.0

Trader Short Code - MTF - agreed between client and BBG


bloomberg_fxgo_makerExecutionReportNoBodyRegulatoryFieldsSEFDataRepository

BloombergField in RFS and Batch - SwapReportingAgency

Reporting Agency (SDR) where the trade will be reported, e.g.
BSDR, DTCC (Requirement for SEF) - Echo from NewOrder BodyRegulatoryKey - SEFDataRepository


bloomberg_fxgo_makerExecutionReportNoBodyRegulatoryFieldsSEFTakerIsUSPerson

BloombergField in RFS and Batch - LiquidityMakerUSPerson

Requirement for SEF - Echo from NewOrder BodyRegulatoryKey - SEFTakerIsUSPerson


bloomberg_fxgo_makerExecutionReportNoLegRegulatoryFieldsLegEMIRUTI

BloombergField in Batch - LegRegulatoryTradeID

Unique Trade Identifier (UTI) - Echo from NewOrder LegRegulatoryKey - LegEMIRUTI

Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes

Requirement for MTF and MAS in Bloomberg Version5.0 for Batch

Requirement for MTF in Bloomberg Version4.0 for RFS and Batch


bloomberg_fxgo_makerExecutionReportNoLegRegulatoryFieldsLegEMIRUTIPrefix

BloombergField in Batch - LegRegulatoryTradeIDSource

ID of reporting entity / Namespace - Echo from NewOrder LegRegulatoryKey - LegEMIRUTIPrefix

Off Venue (XOFF) [position 7-16] for UTI Namespace [1KJTIIGC8Y]
BMTF Namespace [ROEJDDAXM6]
BTFE Namespace [QBKK4WBSO3]
BTBS Namespace [HSS82AHMTP]

Requirement for SEF in Bloomberg Version5.0 for Batch


bloomberg_fxgo_makerExecutionReportNoLegRegulatoryFieldsLegSEFUSI

BloombergField in Batch - LegRegulatoryTradeID

Universal Swap Identifier (USI) - Echo from NewOrder LegRegulatoryKey - LegSEFUSI

Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes

Requirement for SEF in Bloomberg Version5.0 for Batch


bloomberg_fxgo_makerExecutionReportNoLegRegulatoryFieldsLegSEFUSIPrefix

BloombergField in Batch - LegRegulatoryTradeIDSource

ID of reporting entity / Namespace:
Bloomberg SEF CFTC Namespace for SEF Transactions - [1010000268] - Echo from NewOrder LegRegulatoryKey - LegSEFUSIPrefix

Requirement for SEF in Bloomberg Version5.0 for Batch


bloomberg_fxgo_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocEMIRUTI

BloombergField in RFS - AllocRegulatoryTradeID

BloombergField in Batch - LegAllocRegulatoryTradeID

Requirement for MTF and MAS


bloomberg_fxgo_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocEMIRUTIPrefix

BloombergField in RFS - AllocRegulatoryTradeIDSource

BloombergField in Batch - LegAllocRegulatoryTradeIDSource

Requirement for MTF and MAS


bloomberg_fxgo_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocMiFIDLEI

BloombergField in Batch - Nested2PartyID

Requirement for MTF


bloomberg_fxgo_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocSEFUSI

BloombergField in RFS - AllocRegulatoryTradeID

BloombergField in Batch - LegAllocRegulatoryTradeID

Requirement for SEF


bloomberg_fxgo_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocSEFUSIPrefix

BloombergField in RFS - AllocRegulatoryTradeIDSource

BloombergField in Batch - LegAllocRegulatoryTradeIDSource

Requirement for SEF


bloomberg_fxgo_makerNewOrderMultilegNoBodyRegulatoryFieldsMiFIDIlliquidInstrumentDeferral

Requirement for MTF

TrdRegPublicationType = PostTradeDeferral

TrdRegPublicationReason = DeferralDueToIlliquid


bloomberg_fxgo_makerNewOrderMultilegNoBodyRegulatoryFieldsMiFIDIlliquidInstrumentWaiver

Requirement for MTF

TrdRegPublicationType = PreTradeTransparencyWaiver

TrdRegPublicationReason = DeferralDueToIlliquid


bloomberg_fxgo_makerNewOrderMultilegNoBodyRegulatoryFields

MiFIDLargeInScaleDeferral

Requirement for MTF

TrdRegPublicationType = PostTradeDeferral

TrdRegPublicationReason = DeferralDueToLargeInScale


bloomberg_fxgo_makerNewOrderMultilegNoBodyRegulatoryFields

MiFIDLargeInScaleWaiver

Requirement for MTF

TrdRegPublicationType = PreTradeTransparencyWaiver

TrdRegPublicationReason = DeferralDueToLargeInScale


bloomberg_fxgo_makerNewOrderMultilegNoBodyRegulatoryFieldsMiFIDPackageIDBloombergField in RFS and Batch-

PackageID

Requirement for MTF,SEF and MAS from Bloomberg Version5.0 onwards.

Indication that instrument is treated as a package by the MTF
Example for FX SWAP.


bloomberg_fxgo_makerNewOrderMultilegNoBodyRegulatoryFieldsMiFIDSizeSpecificDeferral

Requirement for MTF

TrdRegPublicationType = PostTradeDeferral

TrdRegPublicationReason = DeferralDueToSizeSpecific


bloomberg_fxgo_makerNewOrderMultilegNoBodyRegulatoryFieldsMiFIDSizeSpecificWaiver

Requirement for MTF

TrdRegPublicationType = PreTradeTransparencyWaiver

TrdRegPublicationReason = DeferralDueToSizeSpecific


bloomberg_fxgo_makerNewOrderMultilegNoBodyRegulatoryFieldsSEFDataRepositoryBloombergField in RFS and Batch-

SwapReportingAgency

Reporting Agency (SDR) where the trade will be reported, e.g. BSDR, DTCC
(Requirement for SEF)


bloomberg_fxgo_makerNewOrderMultilegNoBodyRegulatoryFieldsSEFTakerIsUSPerson

BloombergField in RFS and Batch-LiquidityTakerIsUSPerson

Liquidity Taker is US Person:
1 = Yes
2 = No
(Requirement for SEF)


bloomberg_fxgo_makerNewOrderMultilegNoLegRegulatoryFieldsLegEMIRUTI

BloombergField in Batch - LegRegulatoryTradeID

BloombergField in RFS -RegulatoryTradeID

Requirement for MTF and MAS and optional for XOFF


bloomberg_fxgo_makerNewOrderMultilegNoLegRegulatoryFieldsLegEMIRUTIPrefix

BloombergField in Batch - LegRegulatoryTradeIDSource

BloombergField in RFS - RegulatoryTradeIDSource

Off venue (XOFF) LEI [position 7-16] for UTI Namespace [1KJTIIGC8Y]
BMTF Namespace [ROEJDDAXM6]
BTFE Namespace [QBKK4WBSO3]
BTBS Namespace [HSS82AHMTP]
* This Tag is optional if Tag 1300=XOFF

Requirement for MTF and MAS and optional for XOFF


bloomberg_fxgo_makerNewOrderMultilegNoLegRegulatoryFieldsLegMiFIDISIN

BloombergField in RFS - NearFxISIN/FarFxISIN/SecurityID

BloombergField in Batch -LegSecurityID

ISIN Code for the FX Instrument in the case of a FX SWAP.
This Tag will be sent if ISIN is available at time of order submission for the FX
SWAP NEAR leg for BMTF or BTFE only.

Requirement for MTF


bloomberg_fxgo_makerNewOrderMultilegNoLegRegulatoryFieldsLegSEFUSI

BloombergField in Batch - LegRegulatoryTradeID

BloombergField in RFS -RegulatoryTradeID

Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes.

Requirement for SEF


bloomberg_fxgo_makerNewOrderMultilegNoLegRegulatoryFieldsLegSEFUSIPrefix

BloombergField in Batch - LegRegulatoryTradeIDSource

BloombergField in RFS - RegulatoryTradeIDSource

BSEF CFTC Namespace for SEF Transactions [1010000268]

Requirement for SEF


bloomberg_fxgo_makerNewOrderMultilegNoLegRegulatoryFieldsLegUPI

BloombergField in Batch and RFS - 

UPICode/NearFxUPICode/FarFxUPICode/LegUPICode


bloomberg_fxgo_makerQuoteNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm

RFS and Batch

Requirement for MTF,SEF and MAS from Bloomberg Version5.0 onwards.

Algo ID - MTF

Auto-Pricer - SEF and MAS (MARKET ALGO in TEST env)


bloomberg_fxgo_makerQuoteNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson

RFS and Batch

Requirement for MTF,SEF and MAS from Bloomberg Version5.0 onwards.

Trader Short Code - MTF

UUID - SEF and MAS


bloomberg_fxgo_makerQuoteNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm

RFS and Batch

Requirement for MTF in Bloomberg Version5.0

Algo ID

RFS


bloomberg_fxgo_makerQuoteNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson

RFS and Batch

Requirement for MTF in Bloomberg Version5.0

 Trader Short Code


bloomberg_fxgo_makerQuoteRequestNoAllocRegulatoryFieldsAllocMiFIDLEI

BloombergField in Batch - NoNested2PartyIDs

Required for BMTF and BTFE
*This Tag is optional for XOFF, BSEF and BTBS


bloomberg_fxgo_makerQuoteRequestNoBodyRegulatoryFieldsSEFDataRepositoryBloombergField in RFS and Batch-

SwapReportingAgency

Reporting Agency (SDR) where the trade will be reported, e.g. BSDR, DTCC
(Requirement for SEF)


bloomberg_fxgo_makerQuoteRequestNoBodyRegulatoryFieldsSEFTakerIsUSPerson

BloombergField in RFS and Batch-LiquidityTakerIsUSPerson

Liquidity Taker is US Person:
1 = Yes
2 = No
(Requirement for SEF)


bloomberg_fxgo_makerQuoteRequestNoLegRegulatoryFieldsLegMiFIDISIN

BloombergField in RFS - NearFxISIN/FarFxISIN/SecurityID

BloombergField in Batch -LegSecurityID

ISIN Code for the FX Instrument in the case of a FX SWAP.
This Tag will be sent if ISIN is available at time of order submission for the FX
SWAP NEAR leg for BMTF or BTFE only.


bloomberg_fxgo_makerQuoteRequestNoLegRegulatoryFieldsLegUPI

BloombergField in RFS and Batch-

LegUPICode


broadridge_ordersExecutionReportNoLegRegulatoryFields

LegMiFIDTVTIC

Trading Venue Transaction Identifier


broadridge_ordersMultilegOrderCancelReplaceNoLegRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm

broadridge_ordersMultilegOrderCancelReplaceNoLegRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson

broadridge_ordersMultilegOrderCancelReplaceNoLegRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm

broadridge_ordersMultilegOrderCancelReplaceNoLegRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson

broadridge_ordersMultilegOrderCancelReplaceNoLegRegulatoryFieldsMiFIDLiquidityProvisionFlag

broadridge_ordersMultilegOrderCancelReplaceNoLegRegulatoryFieldsMiFIDRiskReductionOrderFlag

broadridge_ordersMultilegOrderCancelReplaceNoLegRegulatoryFieldsMiFIDSystematicInternaliser

broadridge_ordersMultilegOrderCancelReplaceNoLegRegulatoryFieldsMiFIDTradingCapacity

broadridge_ordersNewOrderMultilegNoLegRegulatoryFields

MiFIDExecutingDecisionMakerAsAlgorithm



broadridge_ordersNewOrderMultilegNoLegRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson

broadridge_ordersNewOrderMultilegNoLegRegulatoryFields

MiFIDInvestmentDecisionMakerAsAlgorithm



broadridge_ordersNewOrderMultilegNoLegRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson

broadridge_ordersNewOrderMultilegNoLegRegulatoryFields

MiFIDLiquidityProvisionFlag



broadridge_ordersNewOrderMultilegNoLegRegulatoryFields

MiFIDRiskReductionOrderFlag



broadridge_ordersNewOrderMultilegNoLegRegulatoryFields

MiFIDSystematicInternaliser



broadridge_ordersNewOrderMultilegNoLegRegulatoryFields

MiFIDTradingCapacity



cboefx_fixproxy : CboeCentral TakerExecutionReportNoLegRegulatoryFields

LegSEFUSI

Required only for NDF's
cboefx_fixproxy : FullAmount MakerExecutionAckNoLegRegulatoryFields

LegEMIRRTN

Required only for NDF's
cboefx_fixproxy : FullAmount MakerExecutionAckNoLegRegulatoryFields

LegSEFUSI

Required only for NDF's
cboefx_fixproxy : FullAmount MakerExecutionAckNoLegRegulatoryFields

LegUPI

Required only for NDF's
cboefx_fixproxy : FullAmount MakerNewOrderMultilegNoLegRegulatoryFields

LegEMIRRTN

Required only for NDF's
cboefx_fixproxy : FullAmount MakerNewOrderMultilegNoLegRegulatoryFields

LegSEFUSI

Required only for NDF's
cboefx_fixproxy : FullAmount MakerNewOrderMultilegNoLegRegulatoryFields

LegUPI

Required only for NDF's
cboefx_fixproxy : FullAmount TakerExecutionReportNoLegRegulatoryFields

LegEMIRRTN

Required only for NDF's
cboefx_fixproxy : FullAmount TakerExecutionReportNoLegRegulatoryFields

LegSEFUSI

Required only for NDF's
cboefx_fixproxy : MakerExecutionAckNoLegRegulatoryFields

LegEMIRRTN

Required only for NDF's
cboefx_fixproxy : MakerExecutionAckNoLegRegulatoryFields

LegSEFUSI

Required only for NDF's
cboefx_fixproxy : MakerExecutionAckNoLegRegulatoryFields

LegUPI

Required only for NDF's
cboefx_fixproxy : MakerExecutionReportNoLegRegulatoryFields

LegSEFUSI

Required only for NDF's
cboefx_fixproxy : MakerNewOrderMultilegNoLegRegulatoryFields

LegEMIRRTN

Required only for NDF's
cboefx_fixproxy : MakerNewOrderMultilegNoLegRegulatoryFields

LegSEFUSI

Required only for NDF's
cboefx_fixproxy : MakerNewOrderMultilegNoLegRegulatoryFields

LegUPICode

Required only for NDF's
cboefx_fixproxy : MakerQuoteRequestNoLegRegulatoryFieldsLegUPI



cboefx_fixproxy : TakerExecutionReportNoLegRegulatoryFields

LegEMIRRTN

Required only for NDF's
cboefx_fixproxy : TakerExecutionReportNoLegRegulatoryFields

LegSEFUSI

Required only for NDF's
currenex_rfs_makerExecutionAckNoBodyRegulatoryFieldsMiFIDIlliquidInstrumentWaiver

currenex_rfs_makerExecutionAckNoLegRegulatoryFieldsLegMiFIDISIN

currenex_rfs_makerExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm

currenex_rfs_makerExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson

currenex_rfs_makerExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm

currenex_rfs_makerExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson

currenex_rfs_makerExecutionReportNoBodyRegulatoryFieldsSEFClearer

currenex_rfs_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocEMIRUTI

currenex_rfs_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocEMIRUTIPrefix

currenex_rfs_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocMiFIDLEI

currenex_rfs_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocMiFIDTVTIC

currenex_rfs_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocSEFUSI

currenex_rfs_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocSEFUSIPrefix

currenex_rfs_makerNewOrderMultilegNoBodyRegulatoryFieldsMiFIDPackageID

currenex_rfs_makerNewOrderMultilegNoBodyRegulatoryFieldsMiFIDPackageTradeFlag

currenex_rfs_makerNewOrderMultilegNoBodyRegulatoryFieldsSEFClearer

currenex_rfs_makerNewOrderMultilegNoBodyRegulatoryFieldsSEFDataRepository

currenex_rfs_makerNewOrderMultilegNoBodyRegulatoryFieldsSEFIsBlock

currenex_rfs_makerNewOrderMultilegNoLegRegulatoryFieldsLegEMIRUTI

currenex_rfs_makerNewOrderMultilegNoLegRegulatoryFieldsLegEMIRUTIPrefix

currenex_rfs_makerNewOrderMultilegNoLegRegulatoryFieldsLegMiFIDTVTIC

currenex_rfs_makerNewOrderMultilegNoLegRegulatoryFieldsLegSEFUSI

currenex_rfs_makerNewOrderMultilegNoLegRegulatoryFieldsLegSEFUSIPrefix

currenex_rfs_makerQuoteNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm

currenex_rfs_makerQuoteNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson

currenex_rfs_makerQuoteNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm

currenex_rfs_makerQuoteNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson

currenex_rfs_makerQuoteNoBodyRegulatoryFieldsSEFClearer

currenex_rfs_makerQuote RequestNoAllocRegulatoryFieldsAllocMiFIDLEI

currenex_rfs_makerQuote RequestNoBodyRegulatoryFieldsSEFClearer

currenex_rfs_makerQuote RequestNoLegRegulatoryFieldsLegMiFIDConversionFlag

ebs_cptExecutionReport

NoBodyRegulatoryFields

MiFIDIlliquidInstrumentDeferral

Published for OnSEFOnMTF and OffSEFOnMTF NDFs.
ebs_cptExecutionReport

NoBodyRegulatoryFields

MiFIDIlliquidInstrumentWaiver

Published for OnSEFOnMTF and OffSEFOnMTF NDFs.
ebs_cptExecutionReport

NoBodyRegulatoryFields

SEFDataRepository

Published for OnSEFOnMTF NDFs.
ebs_cptExecutionReport

NoLegRegulatoryFields

LegEMIRUTI

Published when RegulatoryTradeID is provided by venue for non-NDF security type.
ebs_cptExecutionReport

NoLegRegulatoryFields

LegEMIRUTIPrefix

Published when RegulatoryTradeID is provided by venue for non-NDF security type.
ebs_cptExecutionReport

NoLegRegulatoryFields

LegMiFIDISIN

Published for OnSEFOnMTF and OffSEFOnMTF NDFs.
ebs_cptExecutionReport

NoLegRegulatoryFields

LegMiFIDTVTIC

Published for OffSEFOnMTF NDFs.
ebs_cptExecutionReport

NoLegRegulatoryFields

LegSEFUSI

Published for OnSEFOnMTF NDFs.
ebs_cptExecutionReport

NoLegRegulatoryFields

LegSEFUSIPrefix

Published for OnSEFOnMTF NDFs.
ebs_market_ilink3_sbeExecutionReport

NoLegRegulatoryFields

LegMiFIDISIN

MTF eligible NDF instruments 
ebs_market_ilink3_sbe

MultilegOrderCancelReplaceRequest

NoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithmNDF only - Either MiFIDExecutingDecisionMakerAsNaturalPerson or MiFIDExecutingDecisionMakerAsAlgorithm to be populated if Mifid eligible
ebs_market_ilink3_sbeMultilegOrderCancelReplaceRequestNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPersonNDF only - Either MiFIDExecutingDecisionMakerAsNaturalPerson or MiFIDExecutingDecisionMakerAsAlgorithm to be populated if Mifid eligible
ebs_market_ilink3_sbeMultilegOrderCancelReplaceRequestNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithmNDF only - Either MiFIDInvestmentDecisionMakerAsNaturalPerson or MiFIDInvestmentDecisionMakerAsAlgorithm to be populated if Mifid eligible
ebs_market_ilink3_sbeMultilegOrderCancelReplaceRequestNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPersonNDF only - Either MiFIDInvestmentDecisionMakerAsNaturalPerson or MiFIDInvestmentDecisionMakerAsAlgorithm to be populated if Mifid eligible
ebs_market_ilink3_sbeMultilegOrderCancelReplaceRequestNoBodyRegulatoryFieldsMiFIDLiquidityProvisionFlagNDF only - If Applicable
ebs_market_ilink3_sbeNewOrderMultilegNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithmNDF only - Either MiFIDExecutingDecisionMakerAsNaturalPerson or MiFIDExecutingDecisionMakerAsAlgorithm to be populated if Mifid eligible
ebs_market_ilink3_sbeNewOrderMultilegNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPersonNDF only - Either MiFIDExecutingDecisionMakerAsNaturalPerson or MiFIDExecutingDecisionMakerAsAlgorithm to be populated if Mifid eligible
ebs_market_ilink3_sbeNewOrderMultilegNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithmNDF only - Either MiFIDInvestmentDecisionMakerAsNaturalPerson or MiFIDInvestmentDecisionMakerAsAlgorithm to be populated if Mifid eligible
ebs_market_ilink3_sbeNewOrderMultilegNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPersonNDF only - Either MiFIDInvestmentDecisionMakerAsNaturalPerson or MiFIDInvestmentDecisionMakerAsAlgorithm to be populated if Mifid eligible
ebs_market_ilink3_sbeNewOrderMultilegNoBodyRegulatoryFieldsMiFIDLiquidityProvisionFlagNDF only - If Applicable  
fidessa_ordersExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm

fidessa_ordersExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson

fidessa_ordersExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm

fidessa_ordersExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson

fidessa_ordersExecutionReportNoBodyRegulatoryFieldsMiFIDLiquidityProvisionFlag

fidessa_ordersExecutionReportNoBodyRegulatoryFieldsMiFIDRiskReductionOrderFlag

fidessa_ordersExecutionReportNoBodyRegulatoryFieldsMiFIDSystematicInternaliser

fidessa_ordersExecutionReportNoBodyRegulatoryFieldsMiFIDTradingCapacity

fidessa_ordersExecutionReport

NoLegRegulatoryFields

LegMiFIDTVTIC



fidessa_ordersMultilegOrderCancelReplaceRequestNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm

fidessa_ordersMultilegOrderCancelReplaceRequestNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson

fidessa_ordersMultilegOrderCancelReplaceRequestNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm

fidessa_ordersMultilegOrderCancelReplaceRequestNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson

fidessa_ordersMultilegOrderCancelReplaceRequestNoBodyRegulatoryFieldsMiFIDLiquidityProvisionFlag

fidessa_ordersMultilegOrderCancelReplaceRequestNoBodyRegulatoryFieldsMiFIDRiskReductionOrderFlag

fidessa_ordersMultilegOrderCancelReplaceRequestNoBodyRegulatoryFieldsMiFIDSystematicInternaliser

fidessa_ordersMultilegOrderCancelReplaceRequestNoBodyRegulatoryFieldsMiFIDTradingCapacity

fidessa_ordersNewOrderMultiLegNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm

fidessa_ordersNewOrderMultiLegNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson

fidessa_ordersNewOrderMultiLegNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm

fidessa_ordersNewOrderMultiLegNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson

fidessa_ordersNewOrderMultiLegNoBodyRegulatoryFieldsMiFIDLiquidityProvisionFlag

fidessa_ordersNewOrderMultiLegNoBodyRegulatoryFieldsMiFIDRiskReductionOrderFlag

fidessa_ordersNewOrderMultiLegNoBodyRegulatoryFieldsMiFIDSystematicInternaliser

fidessa_ordersNewOrderMultiLegNoBodyRegulatoryFieldsMiFIDTradingCapacity

fxall_quicktrade_makerExecutionAckNoBodyRegulatoryFields

MiFIDNonPriceFormingTrade



fxall_quicktrade_makerExecutionAckNoBodyRegulatoryFields

MiFIDTradingCapacity



fxall_quicktrade_makerExecutionAckNoBodyRegulatoryFields

SEFCustomerTypeIndicator



fxall_quicktrade_makerExecutionAckNoBodyRegulatoryFields

SEFDataRepository



fxall_quicktrade_makerExecutionAckNoBodyRegulatoryFields

SEFFinancialEntityDefinition



fxall_quicktrade_makerExecutionAckNoBodyRegulatoryFieldsSEFIsBlock

fxall_quicktrade_makerExecutionAckNoLegRegulatoryFieldsLegEMIRUTI

fxall_quicktrade_makerExecutionAckNoLegRegulatoryFieldsLegSEFUSI

fxall_quicktrade_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocEMIRUTIUTI for OffSEF deals which already includes AllocEMIRUTIPrefix.
fxall_quicktrade_makerNewOrderMultilegNoAllocRegulatoryFields

AllocMiFIDConversionFlag



fxall_quicktrade_makerNewOrderMultilegNoAllocRegulatoryFields

AllocMiFIDLEI

OrderOriginationFirm account LEI at allocation level.
fxall_quicktrade_makerNewOrderMultilegNoAllocRegulatoryFields

AllocMiFIDNonPriceFormingTrade



fxall_quicktrade_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocSEFUSIUSI for SEF deals which already includes AllocSEFUSIPrefix.
fxall_quicktrade_makerNewOrderMultilegNoBodyRegulatoryFields

MiFIDNonPriceFormingTrade



fxall_quicktrade_makerNewOrderMultilegNoBodyRegulatoryFields

MiFIDTradingCapacity



fxall_quicktrade_makerNewOrderMultilegNoBodyRegulatoryFields

SEFCustomerTypeIndicator



fxall_quicktrade_makerNewOrderMultilegNoBodyRegulatoryFields

SEFDataRepository



fxall_quicktrade_makerNewOrderMultilegNoBodyRegulatoryFields

SEFFinancialEntityDefinition



fxall_quicktrade_makerNewOrderMultilegNoBodyRegulatoryFieldsSEFIsBlock

fxall_quicktrade_makerNewOrderMultilegNoLegRegulatoryFieldsLegEMIRUTI

fxall_quicktrade_makerNewOrderMultilegNoLegRegulatoryFieldsLegSEFUSI

fxall_quicktrade_makerQuoteRequestNoAllocRegulatoryFieldsAllocEMIRUTIUTI for OffSEF deals which already includes AllocEMIRUTIPrefix.
fxall_quicktrade_makerQuoteRequestNoAllocRegulatoryFields

AllocMiFIDConversionFlag



fxall_quicktrade_makerQuoteRequestNoAllocRegulatoryFields

AllocMiFIDLEI

OrderOriginationFirm account LEI at allocation level.
fxall_quicktrade_makerQuoteRequestNoAllocRegulatoryFields

AllocMiFIDNonPriceFormingTrade



fxall_quicktrade_makerQuoteRequestNoAllocRegulatoryFieldsAllocSEFUSIUSI for SEF deals which already includes AllocSEFUSIPrefix.
fxall_quicktrade_makerQuoteRequestNoBodyRegulatoryFields

MiFIDNonPriceFormingTrade



fxall_quicktrade_makerQuoteRequestNoBodyRegulatoryFields

MiFIDTradingCapacity



fxall_quicktrade_makerQuoteRequestNoBodyRegulatoryFields

SEFCustomerTypeIndicator



fxall_quicktrade_makerQuoteRequestNoBodyRegulatoryFields

SEFDataRepository



fxall_quicktrade_makerQuoteRequestNoBodyRegulatoryFields

SEFFinancialEntityDefinition



fxall_quicktrade_makerQuoteRequestNoBodyRegulatoryFieldsSEFIsBlock

fxall_quicktrade_makerQuoteRequestNoLegRegulatoryFieldsLegEMIRUTI

fxall_quicktrade_makerQuoteRequestNoLegRegulatoryFieldsLegSEFUSI

fxspotstreamExecutionReportNoAllocRegulatoryFieldsAllocEMIRUTI

fxspotstreamExecutionReportNoAllocRegulatoryFieldsAllocEMIRUTIPrefix

fxspotstreamExecutionReportNoAllocRegulatoryFieldsAllocSEFUSI

fxspotstreamExecutionReportNoAllocRegulatoryFieldsAllocSEFUSIPrefix

fxspotstreamExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithmUsed by UBS. Please see here
fxspotstreamExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPersonUsed by UBS. Please see here
fxspotstreamExecutionReportNoBodyRegulatoryFieldsMiFIDIlliquidInstrumentDeferralUsed for MIFID with provider HSBC, JP Morgan and State Street. Please see here
fxspotstreamExecutionReportNoBodyRegulatoryFieldsMiFIDIlliquidInstrumentWaiverUsed for MIFID with provider HSBC, JP Morgan and State Street. Please see here
fxspotstreamExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithmUsed by UBS. Please see here
fxspotstreamExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPersonUsed by UBS. Please see here
fxspotstreamExecutionReportNoBodyRegulatoryFieldsMiFIDLargeInScaleDeferralUsed for MIFID with provider HSBC, JP Morgan and State Street. Please see here
fxspotstreamExecutionReportNoBodyRegulatoryFieldsMiFIDLargeInScaleWaiverUsed for MIFID with provider HSBC, JP Morgan and State Street. Please see here
fxspotstreamExecutionReportNoBodyRegulatoryFieldsMiFIDSizeSpecificDeferralUsed for MIFID with provider HSBC, JP Morgan and State Street. Please see here
fxspotstreamExecutionReportNoBodyRegulatoryFieldsMiFIDSizeSpecificDeferralUsed for MIFID with provider HSBC, JP Morgan and State Street. Please see here
fxspotstreamExecutionReportNoBodyRegulatoryFieldsMiFIDSizeSpecificWaiverUsed for MIFID with provider HSBC, JP Morgan and State Street. Please see here
fxspotstreamExecutionReportNoBodyRegulatoryFieldsMiFIDSystematicInternaliserOn MIFID covered trades the MIC code of the provider will be populated in the BodyRegulatoryValue if trade was done with either Standard Chartered, HSBC, UBS, or State Street Please see here
fxspotstreamExecutionReportNoBodyRegulatoryFieldsMiFIDTradingCapacity

Used for MIFID with JP Morgan.

Can be the following values:

'DEAL' Principle
'MTCH' Riskless
'AOTC' Agency

Please see here


fxspotstreamExecutionReportNoLegRegulatoryFieldsLegEMIRUTICan be used by any LP. Please see here
fxspotstreamExecutionReportNoLegRegulatoryFieldsLegEMIRUTIPrefixCan be used by any LP. Please see here
fxspotstreamExecutionReportNoLegRegulatoryFieldsLegMiFIDISINUsed for MIFID with provider HSBC, JP Morgan and State Street, may not be populated if the value is not available. Please see here
fxspotstreamNewOrderMultilegNoBodyRegulatoryFieldsMiFIDIlliquidInstrumentDeferralESP. Used for MIFID with provider HSBC, JP Morgan and State Street, may not be populated if the value is not available. Please see here
fxspotstreamNewOrderMultilegNoBodyRegulatoryFieldsMiFIDIlliquidInstrumentWaiverESP. Used for MIFID with provider HSBC, JP Morgan and State Street, may not be populated if the value is not available. Please see here
fxspotstreamNewOrderMultilegNoBodyRegulatoryFieldsMiFIDLargeInScaleDeferralESP. Used for MIFID with provider HSBC, JP Morgan and State Street, may not be populated if the value is not available. Please see here
fxspotstreamNewOrderMultilegNoBodyRegulatoryFieldsMiFIDLargeInScaleWaiverESP. Used for MIFID with provider HSBC, JP Morgan and State Street, may not be populated if the value is not available. Please see here
fxspotstreamNewOrderMultilegNoBodyRegulatoryFieldsMiFIDSizeSpecificDeferralESP. Used for MIFID with provider HSBC, JP Morgan and State Street, may not be populated if the value is not available. Please see here
fxspotstreamNewOrderMultilegNoBodyRegulatoryFieldsMiFIDSizeSpecificWaiverESP. Used for MIFID with provider HSBC, JP Morgan and State Street, may not be populated if the value is not available. Please see here
fxspotstreamNewOrderMultilegNoBodyRegulatoryFieldsMiFIDSystematicInternaliserESP + RFS. Client to specify if they are acting as a Systematic Internaliser, trading with UBS. Please see here
fxspotstreamNewOrderMultilegNoLegRegulatoryFieldsLegEMIRUTIRFS. Trade identifier required by government regulatory organizations for regulatory reporting purposes. Please see here
fxspotstreamNewOrderMultilegNoLegRegulatoryFieldsLegEMIRUTIPrefixRFS. Trade identifier required by government regulatory organizations for regulatory reporting purposes. Please see here
fxspotstreamNewOrderMultilegNoLegRegulatoryFieldsLegMiFIDISINESP + RFS. Please provide if required. Can be used for any LP. Please see here
fxspotstreamQuoteRequestNoLegRegulatoryFieldsLegMiFIDISINRFS. Required for regulatory trading (MIFID) for Statestreet ISIN (UPI – Unique Product Identifier). Please see here
fxspotstream_algoExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm

fxspotstream_algoExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson

fxspotstream_algoExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm

fxspotstream_algoExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson

fxspotstream_algoExecutionReportNoBodyRegulatoryFieldsMiFIDSystematicInternaliser

gsfxExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm

gsfxExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson

gsfxExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm

gsfxExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson

gsfxExecutionReportNoBodyRegulatoryFieldsMiFIDTradingCapacity

gsfxMassQuoteNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm

gsfxMassQuoteNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson

gsfxMassQuoteNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm

gsfxMassQuoteNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson

gsfxMassQuoteNoBodyRegulatoryFieldsMiFIDTradingCapacity

gsfxNewOrderMultilegNoBodyRegulatoryFieldsSEFDataRepository

gsfxNewOrderMultilegNoLegRegulatoryFieldsLegMiFIDISIN

gsfxNewOrderMultilegNoLegRegulatoryFieldsLegSEFUSI

gsfxNewOrderMultilegNoLegRegulatoryFieldsLegSEFUSIPrefix

gsfxNewOrderMultilegNoLegRegulatoryFieldsLegSFTRSecuritiesFinancingTransactionFlag

hsbc_fx_mdsExecutionReport NoBodyRegulatoryFields

MiFIDExecutingDecisionMakerAsAlgorithm



hsbc_fx_mdsExecutionReport NoBodyRegulatoryFields

MiFIDExecutingDecisionMakerAsNaturalPerson



hsbc_fx_mdsExecutionReport NoBodyRegulatoryFields

MiFIDInvestmentDecisionMakerAsAlgorithm



hsbc_fx_mdsExecutionReport NoBodyRegulatoryFields

MiFIDInvestmentDecisionMakerAsNaturalPerson



hsbc_fx_mdsExecutionReport NoBodyRegulatoryFieldsMiFIDLiquidityProvisionFlag

Indication as to whether an order is submitted to a trading venue as part of a market making strategy pursuant to Articles 17 and 48 of Directive 2014/65/EU or other activity carried
out on the basis of terms which have been predetermined by the issuer of the instrument which is the subject of the order or by the trading venue to which the order is submitted.

Always equals to "Y"- as HSBC is always
liquidity maker 


hsbc_fx_mdsExecutionReportNoBodyRegulatoryFieldsMiFIDTradingCapacity

Trading Capacity - Indication of whether the order submission result from the member or participant or client of the trading venue carrying out matched principal trading under
Article 4(38) of Directive 2014/65/EU or dealing on own account under Article 4(6) of Directive 2014/65/EU.

Will always be assigned the value of 4= DEAL(Principal )


hsbc_fx_mdsExecutionReport NoLegRegulatoryFieldsLegMiFIDISIN

hsbc_fx_mdsExecutionReport NoLegRegulatoryFieldsLegSEFUSI

hsbc_fx_mdsExecutionReport NoLegRegulatoryFieldsLegSEFUSIPrefix

hsbc_fx_mdsMarketDataSnapshotFullRefresh NoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm

hsbc_fx_mdsMarketDataSnapshotFullRefresh NoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson

hsbc_fx_mdsMarketDataSnapshotFullRefresh NoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm

hsbc_fx_mdsMarketDataSnapshotFullRefresh NoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson

hsbc_fx_mdsNewOrderMultileg NoAllocRegulatoryFields

AllocMiFIDLEI



hsbc_fx_mdsNewOrderMultileg NoLegRegulatoryFieldsLegMiFIDISIN

hsbc_fx_mdsNewOrderMultileg NoLegRegulatoryFieldsLegSEFUSI

hsbc_fx_mdsNewOrderMultileg NoLegRegulatoryFieldsLegSEFUSIPrefix

lmaxMassQuote

NoBodyRegulatoryFields

MiFIDExecutingDecisionMakerAsNaturalPerson

lmaxMassQuote

NoBodyRegulatoryFields

MiFIDInvestmentDecisionMakerAsNaturalPerson

lmaxMassQuote

NoBodyRegulatoryFields

MiFIDTradingCapacity

lmaxNewOrderMultilegNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm

lmaxNewOrderMultilegNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson

lmaxNewOrderMultilegNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm

lmaxNewOrderMultilegNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson

lmaxNewOrderMultilegNoBodyRegulatoryFieldsMiFIDTradingCapacity

t360_texExecutionReportNoAllocRegulatoryFieldsLegEMIRUTI

t360_texExecutionReportNoAllocRegulatoryFieldsLegMiFIDISIN

t360_tex_makerExecutionReportNoAllocRegulatoryFieldsAllocMiFIDTVTIC

t360_tex_makerExecutionReportNoAllocRegulatoryFieldsAllocSEFUSI

t360_tex_makerExecutionReportNoAllocRegulatoryFieldsAllocSEFUSIPrefix

t360_tex_makerExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson

t360_tex_makerExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm

t360_tex_makerExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson

t360_tex_makerExecutionReportNoBodyRegulatoryFieldsMiFIDPackageTradeFlag

t360_tex_makerExecutionReportNoBodyRegulatoryFieldsMiFIDSystematicInternaliser

t360_tex_makerExecutionReportNoBodyRegulatoryFieldsMiFIDTradingCapacity

t360_tex_makerExecutionReportNoLegRegulatoryFieldsLegEMIRUTI

t360_tex_makerExecutionReportNoLegRegulatoryFieldsLegMiFIDTVTIC

t360_tex_makerExecutionReportNoLegRegulatoryFieldsLegSEFUSI

t360_tex_makerExecutionReportNoLegRegulatoryFieldsLegSEFUSIPrefix

t360_tex_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocEMIRUTI

t360_tex_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocMiFIDLEI

t360_tex_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocMiFIDTVTIC

t360_tex_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocSEFUSI

t360_tex_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocSEFUSIPrefix

t360_tex_makerNewOrderMultilegNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm

t360_tex_makerNewOrderMultilegNoBodyRegulatoryFieldsMiFIDILargeInScaleDeferral

t360_tex_makerNewOrderMultilegNoBodyRegulatoryFieldsMiFIDILargeInScaleWaiver

t360_tex_makerNewOrderMultilegNoBodyRegulatoryFieldsMiFIDIlliquidInstrumentDeferral

t360_tex_makerNewOrderMultilegNoBodyRegulatoryFieldsMiFIDIlliquidInstrumentWaiver

t360_tex_makerNewOrderMultilegNoBodyRegulatoryFieldsMiFIDPackageTradeFlag

t360_tex_makerNewOrderMultilegNoBodyRegulatoryFieldsMiFIDProductISIN

t360_tex_makerNewOrderMultilegNoBodyRegulatoryFieldsMiFIDRiskReductionOrderFlag

t360_tex_makerNewOrderMultilegNoBodyRegulatoryFieldsMiFIDSizeSpecificDeferral

t360_tex_makerNewOrderMultilegNoBodyRegulatoryFieldsMiFIDSizeSpecificWaiver

t360_tex_makerNewOrderMultilegNoBodyRegulatoryFieldsMiFIDSystematicInternaliser

t360_tex_makerNewOrderMultilegNoBodyRegulatoryFieldsSEFClearer

t360_tex_makerNewOrderMultilegNoBodyRegulatoryFieldsSEFClearingExempted

t360_tex_makerNewOrderMultilegNoBodyRegulatoryFieldsSEFDataRepository

t360_tex_makerNewOrderMultilegNoBodyRegulatoryFieldsSEFIsLargeTrade

t360_tex_makerNewOrderMultilegNoBodyRegulatoryFieldsSEFRequiredTransaction

t360_tex_makerNewOrderMultilegNoBodyRegulatoryFieldsSEFTakerIsUSPerson

t360_tex_makerNewOrderMultilegNoLegRegulatoryFieldsLegEMIRUTI

t360_tex_makerNewOrderMultilegNoLegRegulatoryFieldsLegMiFIDISIN

t360_tex_makerNewOrderMultilegNoLegRegulatoryFieldsLegMiFIDTVTIC

t360_tex_makerNewOrderMultilegNoLegRegulatoryFieldsLegSEFUSI

t360_tex_makerNewOrderMultilegNoLegRegulatoryFieldsLegSEFUSIPrefix

t360_tex_makerQuoteNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm

t360_tex_makerQuoteNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson

t360_tex_makerQuoteNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm

t360_tex_makerQuoteNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson

t360_tex_makerQuoteNoBodyRegulatoryFieldsMiFIDTradingCapacity

t360_tex_makerQuoteRequestNoAllocRegulatoryFieldsAllocMiFIDLEI

t360_tex_makerQuoteRequestNoBodyRegulatoryFieldsMiFIDPackageTradeFlag

t360_tex_makerQuoteRequestNoBodyRegulatoryFieldsMiFIDProductISIN

t360_tex_makerQuoteRequestNoBodyRegulatoryFieldsSEFClearer

t360_tex_makerQuoteRequestNoBodyRegulatoryFieldsSEFClearingExempted

t360_tex_makerQuoteRequestNoBodyRegulatoryFieldsSEFDataRepository

t360_tex_makerQuoteRequestNoBodyRegulatoryFieldsSEFIsLargeTrade

t360_tex_makerQuoteRequestNoBodyRegulatoryFieldsSEFRequiredTransaction

t360_tex_makerQuoteRequestNoBodyRegulatoryFieldsSEFTakerIsUSPerson

t360_tex_makerQuoteRequestNoLegRegulatoryFieldsLegMiFIDISIN

ubs_fx2bExecutionReportNoLegRegulatoryFieldsLegSEFUSIOptional, Trade Id the second part of USI.
ubs_fx2bExecutionReportNoLegRegulatoryFieldsLegSEFUSIPrefixOptional, Issuer, the first part of USI.


Additional Material

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





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