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Overview

Whisperer Enterprise provides the key PartyID fields in a single group. For more detail reference the SBE Schema.

Venue-Specific Details

The table below sets out what PartyIDs are supported by Venue and Message.

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VenueMessage

PartyID

Comments
autobahnfx_algoExecutionReportExecutingTraderWill publish ExecutingTrader to client.
autobahnfx_algoExecutionReportExecutionVenueWill publish ExecutionVenue to client.
autobahnfx_algoNewOrderMultilegExecutionVenueTo publish the MIC for MTF or SEF trades.
autobahnfx_algoNewOrderMultilegOrderOriginationFirmLEITo publish ClientID LEI.
autobahnfx_algoNewOrderMultilegOrderOriginationTraderTo publish message originator.
autobahnfx_rapidExecutionReportExecutingFirmWill publish ExecutingFirm to client.
autobahnfx_rapidExecutionReportExecutionVenueWill publish ExecutionVenue to client.
autobahnfx_rapidExecutionReportOrderOriginartionFirm
autobahnfx_rapidExecutionReportOrderOriginartionTraderWill publish OrderOriginartionTrader to client.
autobahnfx_rapidNewOrderMultilegExecutionVenueTo publish the MIC for MTF or SEF trades.
autobahnfx_rapidNewOrderMultilegOrderOriginartionFirm
autobahnfx_rapidNewOrderMultilegOrderOriginartionFirmLEITo publish ClientID LEI.
autobahnfx_rapidNewOrderMultilegOrderOriginartionTrader
bamlExecutionReportOrderOriginationFirm-
bamlExecutionReportReportingEntity-
bamlNewOrderMultilegOrderOriginationFirm 
bamlNewOrderMultilegOrderOriginationTrader-
bamlNewOrderMultilegReportingEntity-
bamlQuoteRequestOrderOriginartionFirm
bamlQuoteRequest

OrderOriginationFirmLocation

RFS Workflow only
barxExecutionReport ExecutingFirmLEILegal entity identifier for BARX (as an Executing Firm)
barxExecutionReport OrderOriginationTraderEcho back of the NewOrderMultileg.OrderOriginationTrader
barxNewOrderMultilegOrderOriginationTraderOptional field to provide the Trader responsible for submission of Order
barx_tcrExecutionReportExecutingFirmLEI
barx_tcrExecutionReportExecutingTrader
barx_tcrExecutionReportOrderOriginationTrader
bgc_midfxExecutionReportExecutingFirm
bgc_midfxExecutionReportOrderOriginationFirm
bgc_midfxExecutionReportOrderOriginationTrader
bgc_midfxExecutionReportPrimeBroker
bgc_midfxNewOrderMultilegOrderOriginationTrader
bloomberg_fxgo_makerExecutionReportExecutingFirm

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

Requirement for MTF on Bloomberg Version4

bloomberg_fxgo_makerExecutionReportExecutingFirmLEI

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

Requirement for MTF on Bloomberg Version4

bloomberg_fxgo_makerExecutionReportExecutingTrader

Optional field that will represent the bank/dealer that a trade was done with.

bloomberg_fxgo_makerExecutionReportExecutingUnitLocation

Requirement for MTF in  Bloomberg Version5.0

Requirement for MTF in  Bloomberg Version4.

bloomberg_fxgo_makerExecutionReportReportingEntityRequirement for SEF
bloomberg_fxgo_makerNewOrderMultilegExecutingFirm
bloomberg_fxgo_makerNewOrderMultilegExecutingFirmLEI
bloomberg_fxgo_makerNewOrderMultilegExecutionVenue
bloomberg_fxgo_makerNewOrderMultilegOrderOriginationFirm
bloomberg_fxgo_makerNewOrderMultilegOrderOriginationFirmLEI
bloomberg_fxgo_makerNewOrderMultilegReportingEntity
bloomberg_fxgo_makerQuote

ExecutingFirm

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

bloomberg_fxgo_makerQuoteExecutingFirmLEI

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

bloomberg_fxgo_makerQuoteRequestExecutingFirmRFS
bloomberg_fxgo_makerQuoteRequestExecutingFirmLEIRFS
bloomberg_fxgo_makerQuoteRequestExecutionVenueRFS
bloomberg_fxgo_makerQuoteRequestOrderOriginationFirmRFS
bloomberg_fxgo_makerQuoteRequestOrderOriginationFirmLEIRFS
bloomberg_fxgo_makerQuoteRequestReportingEntityRFS
bnpparibas_efx_streamingQuoteRequestContraFirm

Optional field to provide OnBehalfOfUser custom field value to specify pricing scheme.

Value agreed between BNP and client.

broadridge_ordersExecutionReport

ExecutionVenue


broadridge_ordersExecutionReport

OrderOriginationFirm


broadridge_ordersExecutionReportOrderOriginationFirmLEI
broadridge_ordersExecutionReport

OrderOriginationTrader


broadridge_ordersMultilegOrderCancelReplaceExecutionVenueMandatory Field
broadridge_ordersMultilegOrderCancelReplaceOrderOriginationFirmMandatory Field
broadridge_ordersMultilegOrderCancelReplaceOrderOriginationFirmLEI
broadridge_ordersMultilegOrderCancelReplaceOrderOriginationTraderMandatory Field
broadridge_ordersNewOrderMultileg

ExecutionVenue

Mandatory Field
broadridge_ordersNewOrderMultileg

OrderOriginationFirm

Mandatory Field
broadridge_ordersNewOrderMultileg

OrderOriginationFirmLEI


broadridge_ordersNewOrderMultileg

OrderOriginationTrader

Mandatory Field
cboefx_fixproxy : CboeCentral TakerExecutionReport

ExecutingFirm

For both SPT and NDF
cboefx_fixproxy : CboeCentral TakerExecutionReport

PrimeBroker

For both SPT and NDF
cboefx_fixproxy : CboeCentral TakerExecutionReport

ReportingEntity

Only specified for NDF's
cboefx_fixproxy : CboeCentral TakerMultilegOrderReplaceRequest

OrderOriginationTrader

Required to populate with OEOID for NDFs.
cboefx_fixproxy : CboeCentral TakerNewOrderMultileg

OrderOriginationTrader

Required to populate with OEOID for NDFs.
cboefx_fixproxy : CboeCentral TakerOrderCancelRequest

OrderOriginationTrader

Required to populate with OEOID for NDFs.
cboefx_fixproxy : FullAmount MakerExecutionAck

ReportingEntity

Only specified for NDF's
cboefx_fixproxy : FullAmount MakerMassQuote

OrderOriginationTrader

Required to populate with OEOID for NDFs.
cboefx_fixproxy : FullAmount MakerNewOrderMultileg

ExecutingFirm

For both SPT and NDF
cboefx_fixproxy : FullAmount MakerNewOrderMultileg

OrderOriginationFirm

For both SPT and NDF
cboefx_fixproxy : FullAmount MakerNewOrderMultileg

PrimeBroker

For both SPT and NDF
cboefx_fixproxy : FullAmount MakerNewOrderMultileg

ReportingEntity

Only specified for NDF's
cboefx_fixproxy : FullAmount TakerExecutionReport

ExecutingFirm

For both SPT and NDF
cboefx_fixproxy : FullAmount TakerExecutionReport

PrimeBroker

For both SPT and NDF's
cboefx_fixproxy : FullAmount TakerExecutionReport

ReportingEntity

Only specified for NDF's
cboefx_fixproxy : FullAmount TakerMultilegOrderReplaceRequest

OrderOriginationTrader

Required to populate with OEOID for NDFs.
cboefx_fixproxy : FullAmount TakerNewOrderMultileg

OrderOriginationTrader

Required to populate with OEOID for NDFs.
cboefx_fixproxy : FullAmount TakerOrderCancelRequest

OrderOriginationTrader

Required to populate with OEOID for NDFs.
cboefx_fixproxy : MakerExecutionAck

ExecutingFirm

For both SPT and NDF
cboefx_fixproxy : Maker

ExecutionAck

PrimeBroker

For both SPT and NDF
cboefx_fixproxy : MakerExecutionAck

ReportingEntity

Only specified for NDF's
cboefx_fixproxy : MakerExecutionReport

ExecutingFirm

For both SPT and NDF
cboefx_fixproxy : MakerExecutionReport

PrimeBroker

For both SPT and NDF
cboefx_fixproxy : MakerExecutionReport

ReportingEntity

Only specified for NDF's
cboefx_fixproxy : MakerMassQuote

OrderOriginationTrader

Required to populate with OEOID for NDFs.
cboefx_fixproxy : MakerNewOrderMultileg

OrderOriginationFirm

For both SPT and NDF
cboefx_fixproxy : MakerNewOrderMultileg

PrimeBroker

For both SPT and NDF
cboefx_fixproxy : MakerNewOrderMultileg

ReportingEntity

Only specified for NDF's
cboefx_fixproxy : TakerExecutionReport

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 now.

cboefx_fixproxy : TakerExecutionReport

PrimeBroker

For both SPT and NDF
cboefx_fixproxy : TakerExecutionReport

ReportingEntity

Only specified for NDF's
cboefx_fixproxy : TakerMultilegOrderReplaceRequest

OrderOriginationTrader

Required to populate with OEOID for NDFs.
cboefx_fixproxy : TakerNewOrderMultileg

OrderOriginationTrader

Required to populate with OEOID for NDFs.
cboefx_fixproxy : TakerOrderCancelRequest

OrderOriginationTrader

Required to populate with OEOID for NDFs.
citi_coloExecutionReportExecutingFirmLEI
citi_coloExecutionReportExecutingUnitLocation
citi_coloExecutionReportOrderOriginationTraderVenue echos back OrderOriginationTrader value in TargetSubID in ExecutionReport. Gateway to publish this as PartyRole = OrderOriginationTrader in client ExecutionReport. 
citi_coloNewOrderMultilegOrderOriginationTraderWill 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_ilink2ExecutionReportExecutionVenue

Optional

Echo back from request.

cme_ilink2ExecutionReportOrderOriginationTraderOptional
cme_ilink2MultilegOrderReplaceRequestExecutionVenue

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_ilink2MultilegOrderReplaceRequestOrderOriginationTraderOptional
cme_ilink2NewOrderMultilegExecutionVenue

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_ilink2NewOrderMultilegOrderOriginationTraderOptional
cme_ilink2OrderCancelRequestExecutionVenue

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_ilink3_sbeExecutionReportExecutionVenue

Optional Field : Echo back from request.

cme_ilink3_sbeExecutionReportOrderOriginationFirmLocation

Optional Field : Echo back from request. 

cme_ilink3_sbeExecutionReportOrderOriginationTrader

Optional Field : Echo back from request.

cme_ilink3_sbeMultilegOrderReplaceRequestExecutionVenue

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_ilink3_sbeMultilegOrderReplaceRequestOrderOriginationFirmLocation

Required Field: Physical location of the individual or team head trader as per CME location codes.

cme_ilink3_sbeMultilegOrderReplaceRequestOrderOriginationTrader

Required Field

cme_ilink3_sbeNewOrderMultilegExecutionVenue

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_ilink3_sbeNewOrderMultilegOrderOriginationFirmLocation

Required Field: Physical location of the individual or team head trader as per CME location codes.

cme_ilink3_sbeNewOrderMultilegOrderOriginationTrader

Required Field

cme_ilink3_sbeOrderCancelRequestExecutionVenue

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_stpExecutionReportContraFirm

PrimeBroker from the venue. The GFID of the Prime Broker firm.

cme_stpExecutionReportExecutingFirm

ContraFirm from the venue. The GFID of the executing counterparty (the party that did the trade). 

cme_stpExecutionReportExecutingFirmLEI

SettlementFirm with LegalEntityIdentifier PartySubID from the venue. 20 characters LegalEntityIdentifier of theExecutingFirm. 

cme_stpExecutionReportExecutingTrader

ContraTrader from the venue. The GUS of the executing counterparty.

cme_stpExecutionReportExecutionVenue

The MIC code of the venue.

XEBS for NDF

EBSC for SPT

cme_stpExecutionReportOrderOriginationFirm

The GFID of the party that did the trade.

cme_stpExecutionReportOrderOriginationFirmLEI

20 characters LegalEntityIdentifier of the OrderOriginationFirm. 

cme_stpExecutionReportOrderOriginationTrader

OrderEntryOperatorID from the venue. The GUS of the trader / operator of the Executing Party

cme_stpExecutionReportPrimeBroker

SettlementFirm with PrimeBrokerIndicator PartySubID from the venue. The GFID of the Settlement PrimeBroker.

creditsuisse_serNewOrderMultileg OrderOriginationTraderOptional. Mapped to ClientID/ Tag109 in venue NewOrderSingle.
curex_ordersExecutionReport ExecutingFirmOptional
curex_ordersExecutionReport OrderOriginationFirmOptional
curex_ordersNewOrderMultileg OrderOriginationFirmOptional

currenex_esp_maker

ExecutionReport

ClearingFirm

Optional. Used to identify the clearing house. E.g., LCH, CME

currenex_esp_maker

MassQuote

ClearingFirm

Optional. Used to identify the clearing house. E.g., LCH, CME

currenex_esp_maker

NewOrderMultileg 

ClearingFirm

Optional. Used to identify the clearing house. E.g., LCH, CME

currenex_esp_maker

NewOrderMultileg 

OrderOriginationFirm

Executing Firm: Currenex defined entity under which the trade will be booked

currenex_esp_maker

NewOrderMultileg 

OrderOriginationTrader

Client ID: Currenex defined id for the user submitting the order)

currenex_esp_maker

QuoteRequest

ClearingFirm

Optional. Used to identify the clearing house. E.g., LCH, CME

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

ExecutionReportExecutingTrader

currenex_rfs_maker

ExecutionReportExecutingUnit

currenex_rfs_maker

ExecutionReportExecutionVenue

currenex_rfs_maker

NewOrderMultilegExecutingFirm

currenex_rfs_maker

NewOrderMultilegExecutingUnit

currenex_rfs_maker

NewOrderMultilegExecutionVenue

currenex_rfs_maker

NewOrderMultilegOrderOriginationFirm

currenex_rfs_maker

NewOrderMultilegOrderOriginationFirmLEI

currenex_rfs_maker

NewOrderMultilegOrderOriginationTrader

currenex_rfs_maker

QuoteExecutingTrader

currenex_rfs_maker

QuoteExecutingUnit

currenex_rfs_maker

QuoteExecutionVenue

currenex_rfs_maker

QuoteRequestExecutingFirm

currenex_rfs_maker

QuoteRequestExecutingUnit

currenex_rfs_maker

QuoteRequestExecutionVenue

currenex_rfs_maker

QuoteRequestOrderOriginationFirm

currenex_rfs_maker

QuoteRequestOrderOriginationFirmLEI

currenex_rfs_maker

QuoteRequestOrderOriginationTrader
ebs_cptExecutionReport

ExecutingFirm


ebs_cptExecutionReport

ExecutingFirmLEI


ebs_cptExecutionReport

ExecutingTrader


ebs_cptExecutionReport

ExecutingVenue


ebs_cptExecutionReport

OrderOriginationFirm


ebs_cptExecutionReport

OrderOriginationTrader


ebs_cptExecutionReport

PrimeBroker


ebs_market_ilink3_sbeExecutionReport

ExecutingFirm

Optional field: on trades
ebs_market_ilink3_sbeExecutionReportExecutionVenue

EBSC => Spot,

EBSC => NDF OffSEF OffMTF

NEXS => NDF OnSEF OnMTF

XEBS => NDF OffSEF OnMTF

ebs_market_ilink3_sbeExecutionReportOrderOriginationFirm
ebs_market_ilink3_sbeExecutionReportOrderOriginationTrader
ebs_market_ilink3_sbeMultilegOrderReplaceRequestOrderOriginationFirmLocationOptional Field: Physical location of the individual or team head trader as per CME location codes.
ebs_market_ilink3_sbeMultilegOrderReplaceRequestOrderOriginationTraderMandatory Field: Registered GUS on CME
ebs_market_ilink3_sbeNewOrderMultilegOrderOriginationFirmLocationOptional Field: Physical location of the individual or team head trader as per CME location codes.

ebs_market_ilink3_sbe

NewOrderMultileg

OrderOriginationTraderMandatory Field: Registered GUS on CME
ebs_market_ilink3_sbeOrderCancelRequestOrderOriginationFirmLocationOptional Field: Physical location of the individual or team head trader as per CME location codes.
ebs_market_ilink3_sbeOrderCancelRequestOrderOriginationTraderMandatory Field: Registered GUS on CME
edgewater_marketsNewOrderMultilegOrderOriginationTraderOnBehalfOfCompID in Edgewater: "Third-party identifier".
exchange24ExecutionReportExecutionFirm
fastmatch_autoexExecutionReportExecutionFirmContraID -Numeric value of customer id on the other side of execution
fastmatch_autoexExecutionReportOrderOriginationFirm
fastmatch_autoexExecutionReportOrderOriginationTrader
fastmatch_autoexExecutionReportPrimeBrokerContraBroker 
fastmatch_autoexMultilegOrderCancelReplaceRequestContraFirmThird-party identifier to
indicate intended for the this
third party - If present on NewOrderMultileg
fastmatch_autoexNewOrderMultilegContraFirmThird-party identifier to
indicate intended for the this
third party
fastmatch_autoexNewOrderMultilegOrderOriginationFirmRequired if RMO enabled flow.
fastmatch_autoexNewOrderMultilegOrderOriginationTraderRequired if RMO enabled flow.
fastmatch_autoexOrderCancelRequestContraFirmThird-party identifier to
indicate intended for the this
third party - If present on NewOrderMultileg
fastmatch_stream_makerExecutionAckExecutingFirmRMOID for NDFs.
fastmatch_stream_makerExecutionAckOrderOriginationTraderClientID of the actual taker [in case of dealing with undisclosed clients] published in ContraID in ExecutionAck.
fastmatch_stream_makerExecutionReportContraFirmThird party identifier of the taker client received in NewOrderMultiLeg.
fastmatch_stream_makerExecutionReportExecutingFirmRMOID for NDFs. Optional.
fastmatch_stream_makerExecutionReportExecutingTraderRequired for NDFs. Code identifier for the human trader,
required for RMO by MAS.
fastmatch_stream_makerExecutionReportOrderOriginationTraderClientID of the disclosed/ undisclosed taker received in NewOrderMultiLeg.
fastmatch_stream_makerMassQuoteExecutingTraderRequired for NDFs. Code identifier for the human trader,
required for RMO by MAS.
fastmatch_stream_makerMassQuoteOrderOriginationFirmTo publish RMOID for NDFs. Optional.
fastmatch_stream_makerNewOrderMultiLegContraFirmThird party identifier of the taker client. 
fastmatch_stream_makerNewOrderMultiLegOrderOriginationTrader

Will publish ClientID of the disclosed/ undisclosed taker to maker.

ClientID is set to 1000 for undisclosed taker clients.

fidessa_ordersExecutionReportContraFirm
fidessa_ordersExecutionReportExecutionVenue
fidessa_ordersExecutionReportOrderOriginationFirm
fidessa_ordersExecutionReportOrderOriginationFirmLEI
fidessa_ordersExecutionReportOrderOriginationTrader
fidessa_ordersMultilegOrderCancelReplaceRequestContraFirm
fidessa_ordersMultilegOrderCancelReplaceRequestExecutionVenue
fidessa_ordersMultilegOrderCancelReplaceRequestOrderOriginationFirm
fidessa_ordersMultilegOrderCancelReplaceRequestOrderOriginationFirmLEI
fidessa_ordersMultilegOrderCancelReplaceRequestOrderOriginationTrader
fidessa_ordersNewOrderMultilegContraFirm
fidessa_ordersNewOrderMultilegExecutionVenue
fidessa_ordersNewOrderMultilegOrderOriginationFirm
fidessa_ordersNewOrderMultilegOrderOriginationFirmLEI
fidessa_ordersNewOrderMultilegOrderOriginationTrader
fidessa_ordersOrderCancelRequestOrderOriginationTrader
fxall_activetrading_makerExecutionAcknowledgementExecutingFirm
fxall_activetrading_makerExecutionAcknowledgementOrderOriginationTrader
fxall_activetrading_makerExecutionAcknowledgementPrimeBroker
fxall_activetrading_makerExecutionReportExecutingFirm
fxall_activetrading_makerExecutionReportOrderOriginationTrader
fxall_activetrading_makerExecutionReportPrimeBroker
fxall_activetrading_makerNewOrderMultilegExecutingFirm
fxall_activetrading_makerNewOrderMultilegOrderOriginationTrader
fxall_activetrading_makerNewOrderMultilegPrimeBroker
fxall_quicktrade_makerExecutionAcknowledgementExecutingFirm
fxall_quicktrade_makerExecutionAcknowledgementExecutingTrader
fxall_quicktrade_makerExecutionAcknowledgementExecutionVenue
fxall_quicktrade_makerExecutionAcknowledgementOrderOriginationFirm
fxall_quicktrade_makerExecutionAcknowledgementOrderOriginationFirmLEI
fxall_quicktrade_makerExecutionAcknowledgementOrderOriginationTrader
fxall_quicktrade_makerNewOrderMultilegExecutingFirm
fxall_quicktrade_makerNewOrderMultilegExecutingTrader
fxall_quicktrade_makerNewOrderMultilegExecutionVenue
fxall_quicktrade_makerNewOrderMultilegOrderOriginationFirm
fxall_quicktrade_makerNewOrderMultilegOrderOriginationFirmLEI
fxall_quicktrade_makerNewOrderMultilegOrderOriginationTrader
fxall_quicktrade_makerNewOrderMultilegPrimeBroker
fxall_quicktrade_makerQuoteExecutingFirm
fxall_quicktrade_makerQuoteExecutingTrader
fxall_quicktrade_makerQuoteRequestExecutionVenue
fxall_quicktrade_makerQuoteRequestOrderOriginationFirm
fxall_quicktrade_makerQuoteRequestOrderOriginationFirmLEI
fxall_quicktrade_makerQuoteRequestOrderOriginationTrader
fxspotstreamExecutionReport RFS+ESPExecutingFirm
fxspotstreamExecutionReport RFS+ESPExecutingFirmLEI
fxspotstreamExecutionReport RFS+ESPExecutingUnitLocation
fxspotstreamExecutionReport RFS+ESPExecutionVenue
fxspotstreamExecutionReport RFS+ESPOrderOriginationFirmLEI
fxspotstreamExecutionReport RFS+ESPOrderOriginationFirmLocation
fxspotstreamExecutionReport RFS+ESPOrderOriginationTrader
fxspotstreamNewOrderMultiLeg ESPExecutingFirmMIC
fxspotstreamNewOrderMultiLeg ESPExecutingFirmLEI
fxspotstreamNewOrderMultiLeg ESPExecutionVenue
fxspotstreamNewOrderMultiLeg RFS+ESPOrderOriginationFirmLEI
fxspotstreamNewOrderMultiLeg RFS+ESPOrderOriginationTrader
fxspotstreamQuote RFSExecutionVenue
fxspotstreamQuoteRequest RFSExecutingFirmMIC
fxspotstreamQuoteRequest RFSExecutingFirmLEI
fxspotstreamQuoteRequest RFSOrderOriginationTrader
fxspotstreamQuoteRequest RFS+ESP
ExecutionVenue
fxspotstream_algoMultilegOrderCancelReplaceRequestExecutionVenue
fxspotstream_algoMultilegOrderCancelReplaceRequestOrderOriginationTrader
fxspotstream_algoNewOrderMultilegExecutionVenue
fxspotstream_algoNewOrderMultilegOrderOriginationTrader
fxspotstream_midmatchExecutionReportExecutingFirmNumeric Matching Participant ID.
fxspotstream_midmatchExecutionReportOrderOriginationFirmNumeric Matching Participant ID.
fxspotstream_midmatchExecutionReportOrderOriginationTraderEcho of value provided by client in NewOrderMultileg.
fxspotstream_midmatchNewOrderMultiLegOrderOriginationTraderFree-format string solely determined by client.
gsfxExecutionReportExecutingFirmLEI
gsfxExecutionReportExecutingUnitLocation
gsfxMassQuoteExecutingFirmLEI
gsfxMassQuoteExecutingUnitLocation
gsfxNewOrderMultilegExecutionVenue
gsfxNewOrderMultilegOrderOriginationFirmLEI
gsfxNewOrderMultilegOrderOriginationTrader
gsfxNewOrderMultilegReportingEntity
gsfxQuoteRequest

ExecutionVenue


hsbc_fx_mdsExecutionReport ExecutingFirmLEI
hsbc_fx_mdsExecutionReport ExecutingUnitLocation
hsbc_fx_mdsExecutionReport OrderOriginationTrader
hsbc_fx_mdsNewOrderMultilegOrderOriginationTrader
hsbc_fx_mdsNewOrderMultilegReportingEntityValid values are: "ExecutingFirm" and  "OrderOriginationFirm"
integral_esp_makerMassQuoteExecutingFirm
integral_esp_makerNewOrderMultileg

OrderOriginationFirm


integral_stpExecutionReport

ExecutingFirm


integral_stpExecutionReport

ExecutingFirmLEI

LegalEntityIdentifier
integral_stpExecutionReport

ExecutingTrader


integral_stpExecutionReport

ExecutingUnit


integral_stpExecutionReport

ExecutionVenue


integral_stpExecutionReport

OrderOriginationFirm


integral_stpExecutionReport

OrderOriginationFirmLEI

LegalEntityIdentifier
integral_stpExecutionReport

OrderOriginationFirmLocation


integral_stpExecutionReport

OrderOriginationTrader


jpmorgan_fxExecutionReportContraFirm

 

jpmorgan_fxExecutionReportExecutingFirm

 

jpmorgan_fxExecutionReportExecutionVenue

 

jpmorgan_fxExecutionReportOrderOriginationFirm

 

jpmorgan_fxNewOrderMultilegOrderOriginationTrader

Optional field to provide the Trader responsible for submission of Order or the Sub-account identifier.

Only alphanumeric characters, "-", and "_" are supported


jpmorgan_fxNewOrderMultilegMiFIDSystematicInternaliser

 

lmaxExecutionReport ExecutingFirm
lmaxExecutionReport ExecutingTrader
lmaxExecutionReport PrimeBroker
lmaxNewOrderMultilegOrderOriginationFirm

Added as part of the Curex-LMAX integration.

Where a buy-side client has agreed to be identified to LMAX/Curex, MF's client will include a value for the buy-side client in the OrderOriginationFirm PartyRole. 

Supported only in NewOrderSingle and will not be echoed in the ExecutionReport.

lseg_ftgExecutionReportClearingFirmClearingOrganization
lseg_ftgExecutionReportExecutingFirmAcceptableCounterparty
lseg_ftgExecutionReportOrderOriginationFirmExecutingUnit
lseg_ftgExecutionReportOrderOriginationTraderTrading Mnemonic
lseg_ftgExecutionReportPrimeBrokerPrime Broker Trade Code
lseg_ftgNewOrderMultilegClearingFirmClearing Member Trade Code
lseg_ftgNewOrderMultilegOrderOriginationTraderTrading Mnemonic
lseg_ftgNewOrderMultilegPrimeBrokerPrime Broker Trade Code
lseg_ptgExecutionReportClearingFirmThis will only be populated for trades under the cleared trading model.
lseg_ptgExecutionReportExecutingFirmAcceptableCounterparty
lseg_ptgExecutionReportExecutingFirmLEILegalEntityIdentifier
lseg_ptgExecutionReportExecutingUnitLocationISOCountryCode
lseg_ptgExecutionReportExecutionVenueExecutionVenue
lseg_ptgExecutionReportOrderOriginationFirmExecutingUnit
lseg_ptgExecutionReportOrderOriginationFirmLEILegalEntityIdentifier
lseg_ptgExecutionReportOrderOriginationFirmLocationISOCountryCode
lseg_ptgExecutionReportOrderOriginationTraderTraderMnemonic
lseg_ptgExecutionReportReportingEntityReportingIntermediary
lucera_lumefxNewOrderMultilegOrderOriginationTraderOptional
morganstanleyfx_espNewOrderMultilegOrderOriginationTraderOptional field to provide the Trader responsible for submission of Order
natwest_marketsExecutionReportPrimeBroker
natwest_marketsNewOrderMultilegOrderOriginationTrader
parfx_ordersExecutionReportContraTrader
parfx_ordersExecutionReportExecutingFirm
parfx_ordersExecutionReportExecutingTrader
parfx_ordersExecutionReportOrderOriginationFirm
parfx_ordersExecutionReportOrderOriginationFirmLocation
parfx_ordersExecutionReportOrderOriginationTrader
parfx_ordersExecutionReportPrimeBroker
parfx_ordersNewOrderMultilegExecutingFirm
parfx_ordersNewOrderMultilegExecutingTrader
parfx_ordersNewOrderMultilegOrderOriginationFirm
parfx_ordersNewOrderMultilegOrderOriginationFirmLocation
parfx_ordersNewOrderMultilegOrderOriginationFirmLocation
parfx_ordersNewOrderMultilegOrderOriginationTrader
precision_algoExecutionReportExecutingFirmAlways "ICAN".
precision_algoExecutionReportExecutionVenueProvided 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_algoExecutionReportOrderOriginationFirmAs defined on the original order.
precision_algoMultilegOrderCancelReplaceRequestOrderOriginationFirmFirm identifier, up to 10 chars.
As defined on the original order.
precision_algoMultilegOrderCancelReplaceRequestOrderOriginationTraderBilaterally agreed with Precision Algo team.
precision_algoNewOrderMultilegOrderOriginationFirmFirm identifier, up to 10 chars.
precision_algoNewOrderMultilegOrderOriginationTraderBilaterally agreed with Precision Algo team.
rbc_tradingNewOrderMultilegOrderOriginationFirm
rbc_tradingNewOrderMultilegOrderOriginationTrader
rbc_tradingQuoteRequestOrderOriginationFirm
rbc_tradingQuoteRequestOrderOriginationTrader
refinitv_mapiExecutionReportContraFirm
refinitv_mapiExecutionReportOrderOriginationFirm
refinitv_mapiExecutionReportOrderOriginationFirmLocation
refinitv_mapiExecutionReportOrderOriginationTrader
refinitv_mapiExecutionReportPrimeBroker
saxo_directExecutionReport ExecutionVenueOptional
saxo_directExecutionReport OrderOriginationFirmOptional
saxo_directNewOrderMultilegOrderOriginationFirmMandatory
socgenExecutionReportExecutingFirmLEI
socgenExecutionReportExecutionVenue
socgenNewOrderMultilegClearingFirmOptional. Mapped to ClearingHouse/ Tag20073 in venue NewOrderSingle. Mapped when OrderReceivedFromWithinFirm
socgenNewOrderMultilegContraFirmLEIOptional. LEI of the Non-Executing Broker.
socgenNewOrderMultilegContraTraderOptional. Mapped when OrderReceivedFromAnotherBrokerDealer
socgenNewOrderMultilegExecutionVenueOptional. Execution Venue MIC Code
socgenNewOrderMultilegOrderOriginationFirmOptional. Mapped when OrderReceivedFromWithinFirm
socgenNewOrderMultilegOrderOriginationFirmLEIOptional. LEI of the Liquidity Taker
socgenNewOrderMultilegOrderOriginationTraderOptional. Mapped when OrderReceivedFromCustomer
statestreet_efxNewOrderMultileg OrderOriginationTraderOptional. Mapped to ClientID/ Tag109 in venue NewOrderSingle.
t360_gtxExecutionReport

ExecutingFirm


t360_gtxExecutionReportExecutingTrader
t360_gtxExecutionReportOrderOriginationTrader
t360_gtxExecutionReportPrimeBroker
t360_supersonic_makerExecutionAckOrderOriginationTraderEcho back from ExecutionReport
t360_supersonic_makerExecutionReportOrderOriginationTraderMust be identical to the value of the Username field in the
NewOrderSingle message it refers to.
t360_supersonic_makerNewOrderMultilegOrderOriginationTraderDefines the 360T username of the user that initiated the order.
t360_texExecutionReportExecutingFirm
t360_texExecutionReportExecutingFirmLEI
t360_texExecutionReportExecutionVenue
t360_texExecutionReportOrderOriginationFirmLEI
t360_texNewOrderMultileg ExecutionVenueOptional - Issuer of the original quote that is supposed to be executed.
t360_texQuoteExecutionVenueSpecifies the TEX name of the bank that sent this
quote.
t360_texQuoteRequestExecutionVenue

To be populated with the name of a provider that is in the bank basket and from whom quotes are requested.

t360_tex_makerExecutionAckReportingEntity
t360_tex_makerExecutionReportContraTrader
t360_tex_makerExecutionReportExecutionVenue
t360_tex_makerNewOrderMultilegContraFirm
t360_tex_makerNewOrderMultilegContraFirmLEI
t360_tex_makerNewOrderMultilegContraTrader
t360_tex_makerNewOrderMultilegExecutingFirm
t360_tex_makerNewOrderMultilegExecutingFirmLEI
t360_tex_makerNewOrderMultilegExecutionVenue
t360_tex_makerNewOrderMultilegOrderOriginationFirm
t360_tex_makerNewOrderMultilegOrderOriginationFirmLEI
t360_tex_makerNewOrderMultilegOrderOriginationTrader
t360_tex_makerNewOrderMultilegReportingEntity
t360_tex_makerQuoteContraTrader
t360_tex_makerQuoteRequestContraFirm
t360_tex_makerQuoteRequestContraFirmLEI
t360_tex_makerQuoteRequestContraTrader
t360_tex_makerQuoteRequestExecutingFirm
t360_tex_makerQuoteRequestExecutingFirmLEI
t360_tex_makerQuoteRequestExecutionVenue
t360_tex_makerQuoteRequestOrderOriginationFirm
t360_tex_makerQuoteRequestOrderOriginationFirmLEI
t360_tex_makerQuoteRequestOrderOriginationTrader
t360_tex_makerQuoteRequestReportingEntity
ubs_algoExecutionReportExecutionVenue

Optional

LastMkt on trades

ubs_algoMultilegOrderCancelReplaceRequestOrderOriginationFirm

Required

ubs_algoMultilegOrderCancelReplaceRequestOrderOriginationTrader

Required

ubs_algoNewOrderMultilegOrderOriginationFirm

Required

ubs_algoNewOrderMultilegOrderOriginationTrader

Required

ubs_fx2bExecutionReportExecutionVenue

Optional

LastMkt on trades

ubs_fx2bNewOrderMultilegExecutionVenueOptional
ubs_fx2bNewOrderMultilegOrderOriginationFirm

Optional.

Support for  OrderOriginationFirm PartyRole to be deprecated.

Account to be populated in LegAllocAccount instead. 

ubs_fx2bNewOrderMultilegOrderOriginationTraderOptional
ubs_fx2bQuoteRequestOrderOriginationFirmOptional
xenfin_liquiditypoolNewOrderMultilegOrderOriginationFirm
xtx_eutheniaExecutionReportClearingFirmPopulated if provided on NewOrderMultileg
xtx_eutheniaNewOrderMultilegClearingFirmOptional field to provide ClearingFirm to venue





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