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FXSpotStream is a connectivity provider with access to multiple liquidity providers (LPs), supporting RFS (spot, forward, swap, NDF, NDS) and ESP (spot, forward, NDF). Multi-allocations and blocks are not supported.

LP selection

The client is required to specify which LPs to receive quotes from by populating the NoPartyIDs repeating group in the MF QuoteRequest – use PartyRole (452) = ExecutionVenue (73). Multiple LPs are supported for ESP requests but only a single LP is supported for RFS requests.

The supported LPs are:

LPMF PartyID (MIC)FSS ID
Bank of AmericaBAMLBAML
BarclaysBARXBARX
BNP ParibasBNPSBNP
MUFG BankMUTIBTMU
CitiCGMICITI
CommerzBankCBKACOBA
Credit SuisseCSAGCS
Goldman SachsGSCOGS
HSBCHSBCHSBC
JPMorgan ChaseJPSIJPMC
Morgan StanleyMSAXMS
Standard CharteredSTANSCB
Societe GeneraleXSGASGSP
State StreetSSBISTS
UBSUBSGUBS


Example: 

8=FIXT.1.1|9=423|35=R|1129=5 18444 1179469389 189|34=603|49=CL_dev-fxspotstream-pricing|56=MF_dev-fxspotstream-pricing|52=20200723-17:30:50.905000000|20003=N N|20004=N|60=20200723-18:30:50.905000000|131=qr_2/ftY4_1595525350490|2115=101|55=EUR/USD|167=1|20021=N N N N|453=2|452=11|448=testTrader|452=73|448=CGMI|555=1|609=1|624=1|556=EUR|685=1000000|587=28|670=1|671=testAccount|672=1|673=1000000|58=testText|10=000|


Note not all LPs are supported in the FSS simulator environment.

Regulatory fields


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VenueMessageParent Group

Regulatory Key

Comments
autobahnfx_algoExecutionReportBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm


autobahnfx_algoExecutionReportBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson


autobahnfx_algoExecutionReportBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm


autobahnfx_algoExecutionReportBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson


autobahnfx_algoExecutionReportBodyRegulatoryFieldsMiFIDTradingCapacity


autobahnfx_algoNewOrderMultilegBodyRegulatoryFieldsMiFIDIlliquidInstrumentDeferral


autobahnfx_algoNewOrderMultilegBodyRegulatoryFieldsMiFIDLargeInScaleDeferral


autobahnfx_algoNewOrderMultilegBodyRegulatoryFieldsMiFIDSizeSpecificDeferral


autobahnfx_rapidExecutionReportBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm

Shortcode representing the 'Executing Decision Maker' Algorithm of the message sender.

autobahnfx_rapidExecutionReportBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson

Shortcode representing the 'Executing Decision Maker' NaturalPerson of the message sender.

autobahnfx_rapidExecutionReportBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm

Shortcode representing the 'Investment Decision Maker' Algorithm of the message sender.

autobahnfx_rapidExecutionReportBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson

Shortcode representing the 'Investment Decision Maker' NaturalPerson of the message sender.

autobahnfx_rapidExecutionReportBodyRegulatoryFieldsMiFIDSystematicInternaliser

MIC Code of the ExecutingSystem.

autobahnfx_rapidExecutionReportBodyRegulatoryFieldsMiFIDTradingCapacity

Trading capacity. Valid value is

DEAL: Firm Deals on own account.

autobahnfx_rapidMassQuoteBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm

Shortcode representing the 'Executing Decision Maker' Algorithm of the message sender.

autobahnfx_rapidMassQuoteBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson

Shortcode representing the 'Executing Decision Maker' NaturalPerson of the message sender.

autobahnfx_rapidMassQuoteBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm

Shortcode representing the 'Investment Decision Maker' Algorithm of the message sender.

autobahnfx_rapidMassQuoteBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson

Shortcode representing the 'Investment Decision Maker' NaturalPerson of the message sender.

autobahnfx_rapidNewOrderMultilegBodyRegulatoryFieldsMiFIDSystematicInternaliser

To publish MTF MIC in PartyRole.

autobahnfx_rapidQuoteRequestBodyRegulatoryFieldsMiFIDSystematicInternaliser

To publish MTF MIC in PartyRole.

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

MiFIDSystematicInternaliser

To handle MIC as ExecutingSystem in PartyRole that venue echo back in ExecutionReport.

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

MiFIDSystematicInternaliser

To publish MIC as ExecutingSystem in PartyRole.

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)

baml

QuoteRequest

BodyRegulatoryFields

MiFIDSystematicInternaliser

To publish MIC as ExecutingSystem in PartyRole.

barxExecutionReportLegRegulatoryFieldsLegEMIRUTIUnique Trade ID.
barxExecutionReportLegRegulatoryFieldsLegEMIRUTIPrefixFull LEI of Barclays Bank PLC.
barxExecutionReportLegRegulatoryFieldsLegMiFIDISIN
barxExecutionReportLegRegulatoryFieldsLegSEFUSIUnique Trade ID.
barxExecutionReportLegRegulatoryFieldsLegSEFUSIPrefixFull LEI of Barclays Bank PLC.
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.
barx_tcrExecutionReportLegRegulatoryFieldsLegEMIRUTI


barx_tcrExecutionReportLegRegulatoryFieldsLegEMIRUTIPrefix


barx_tcrExecutionReportLegRegulatoryFieldsLegMiFIDISIN


barx_tcrExecutionReportLegRegulatoryFieldsLegSEFUSI


barx_tcrExecutionReportLegRegulatoryFieldsLegSEFUSIPrefix


barx_tcrExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithmShortcode representing the 'Executing Decision Maker' Algorithm of the message sender.
barx_tcrExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPersonShortcode representing the 'Executing Decision Maker' Natural Person of the message sender.
barx_tcrExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithmShortcode representing the 'Investment Decision Maker' Algorithm of the message sender.
barx_tcrExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPersonShortcode representing the 'Investment Decision Maker' Natural Person of the message sender.
barx_tcrExecutionReportNoBodyRegulatoryFieldsMiFIDPackageID


barx_tcrExecutionReportNoBodyRegulatoryFieldsMiFIDSystematicInternaliser

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

Valid values are: BBSI, BBIS

barx_tcrExecutionReportNoBodyRegulatoryFieldsMiFIDTradingCapacity

Trading capacity. Valid value is

DEAL: Firm Deals on own account

bgc_midfxExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm
bgc_midfxExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm
bgc_midfxExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson
bgc_midfxExecutionReportNoBodyRegulatoryFieldsMiFIDLiquidityProvisionFlag
bgc_midfxExecutionReportNoBodyRegulatoryFieldsMiFIDProductISIN
bgc_midfxExecutionReportNoLegRegulatoryFieldsLegEMIRRTN
bgc_midfxExecutionReportNoLegRegulatoryFieldsLegEMIRUTI
bgc_midfxExecutionReportNoLegRegulatoryFieldsLegEMIRUTIPrefix
bgc_midfxExecutionReportNoLegRegulatoryFieldsLegMiFIDTVTIC
bgc_midfxExecutionReportNoLegRegulatoryFieldsLegUPI
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_ordersMultilegOrderCancelReplaceNoLegRegulatoryFieldsMiFIDRiskReductionOrderFlagApplicable for commodity derivatives only. Setting it on others (ex Equity Index Futures, etc) may cause rejections on venues like Euronext Paris.
broadridge_ordersMultilegOrderCancelReplaceNoLegRegulatoryFieldsMiFIDSystematicInternaliser
broadridge_ordersMultilegOrderCancelReplaceNoLegRegulatoryFieldsMiFIDTradingCapacity
broadridge_ordersNewOrderMultilegNoLegRegulatoryFields

MiFIDExecutingDecisionMakerAsAlgorithm


broadridge_ordersNewOrderMultilegNoLegRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson
broadridge_ordersNewOrderMultilegNoLegRegulatoryFields

MiFIDInvestmentDecisionMakerAsAlgorithm


broadridge_ordersNewOrderMultilegNoLegRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson
broadridge_ordersNewOrderMultilegNoLegRegulatoryFields

MiFIDLiquidityProvisionFlag


broadridge_ordersNewOrderMultilegNoLegRegulatoryFields

MiFIDRiskReductionOrderFlag

Applicable for commodity derivatives only. Setting it on others (ex Equity Index Futures, etc) may cause rejections on venues like Euronext Paris.
broadridge_ordersNewOrderMultilegNoLegRegulatoryFields

MiFIDSystematicInternaliser


broadridge_ordersNewOrderMultilegNoLegRegulatoryFields

MiFIDTradingCapacity


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

LegEMIRUTI

Unique Trade ID. CBOE currently, does not differentiate between USI and UTI values.
cboefx_fixproxy : TakerExecutionReportNoLegRegulatoryFields

LegEMIRUTIPrefix

Full LEI of CBOE SEF, LLC. CBOE currently, does not differentiate between USI and UTI values.
cboefx_fixproxy : TakerExecutionReportNoLegRegulatoryFields

LegSEFUSI

Unique Trade ID. CBOE currently, does not differentiate between USI and UTI values.
cboefx_fixproxy : TakerExecutionReportNoLegRegulatoryFields

LegSEFUSIPrefix

Full LEI of CBOE SEF, LLC. CBOE currently, does not differentiate between USI and UTI values.
citi_coloExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm


citi_coloExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm


citi_coloExecutionReportNoBodyRegulatoryFieldsMiFIDSystematicInternaliser

MIC Code of the ExecutingSystem.

citi_coloExecutionReportNoBodyRegulatoryFieldsMiFIDTradingCapacity


citi_coloExecutionReportNoLegRegulatoryFieldsLegMiFIDISINISIN Number
citi_coloMassQuoteNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm


citi_coloMassQuoteNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm


cme_stpExecutionReportNoBodyRegulatoryFieldsMiFIDIlliquidInstrumentDeferralWill be Y if published for MiFID trades.
cme_stpExecutionReportNoBodyRegulatoryFieldsMiFIDIlliquidInstrumentWaiverWill be Y if published for MiFID trades.
cme_stpExecutionReportNoBodyRegulatoryFields

MiFIDLiquidityProvisionFlag

Will be Y if published for MiFID trades.
cme_stpExecutionReportNoLegRegulatoryFieldsLegEMIRRTNReport Tracking Number from the venue published for NDFs.
cme_stpExecutionReportNoLegRegulatoryFieldsLegEMIRUTIUnique TradeID from the venue disseminated for NDFs drop copy.
cme_stpExecutionReportNoLegRegulatoryFieldsLegEMIRUTIPrefix20 characters LEI of the the ExecutionVenue (BEL UK MTF - BrokerTec Europe Ltd) disseminated for NDFs drop copy.
cme_stpExecutionReportNoLegRegulatoryFieldsLegMiFIDISINISINNumber disseminated for NDFs drop copy.
cme_stpExecutionReportNoLegRegulatoryFieldsLegUPIUnique Product Identifier disseminated for NDFs drop copy.
currenex_rfs_makerExecutionAckNoBodyRegulatoryFieldsMiFIDIlliquidInstrumentWaiverWill be Y if published for MiFID trades.
currenex_rfs_makerExecutionAckNoLegRegulatoryFieldsLegMiFIDISIN
currenex_rfs_makerExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm
currenex_rfs_makerExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson
currenex_rfs_makerExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm
currenex_rfs_makerExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson
currenex_rfs_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocEMIRUTI
currenex_rfs_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocEMIRUTIPrefix
currenex_rfs_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocMiFIDLEI
currenex_rfs_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocMiFIDTVTIC
currenex_rfs_makerNewOrderMultilegNoBodyRegulatoryFieldsMiFIDPackageID
currenex_rfs_makerNewOrderMultilegNoBodyRegulatoryFieldsMiFIDPackageTradeFlag
currenex_rfs_makerNewOrderMultilegNoLegRegulatoryFieldsLegEMIRUTI
currenex_rfs_makerNewOrderMultilegNoLegRegulatoryFieldsLegEMIRUTIPrefix
currenex_rfs_makerNewOrderMultilegNoLegRegulatoryFieldsLegMiFIDTVTIC
currenex_rfs_makerQuoteNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm
currenex_rfs_makerQuoteNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson
currenex_rfs_makerQuoteNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm
currenex_rfs_makerQuoteNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson
currenex_rfs_makerQuote RequestNoAllocRegulatoryFieldsAllocMiFIDLEI
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

LegEMIRRTN

Published in all ExecutionReport if use_upi_rtn = Y in client config.
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_cptExecutionReport

NoLegRegulatoryFields

LegUPI

Published if use_upi_rtn = Y in client config and when UPICode is received from the venue.
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_sbeNewOrderMultilegNoBodyRegulatoryFieldsMiFIDExemptedDueToESCBPolicyTransaction
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  
fastmatch_autoexExecutionReportNoLegRegulatoryFieldsLegEMIRUTIUnique Trade ID.
fastmatch_autoexExecutionReportNoLegRegulatoryFieldsLegEMIRUTIPrefixFull LEI of Euronext Markets Singapore Pte. Ltd.
fastmatch_autoexExecutionReportNoLegRegulatoryFieldsLegUPI
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_activetrading_makerExecutionAckNoLegRegulatoryFields

LegEMIRRTN


fxall_activetrading_makerNewOrderMultiLegNoLegRegulatoryFields

LegEMIRRTN


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_makerExecutionAckNoLegRegulatoryFieldsLegEMIRRTN
fxall_quicktrade_makerExecutionAckNoLegRegulatoryFieldsLegEMIRUTI
fxall_quicktrade_makerExecutionAckNoLegRegulatoryFieldsLegEMIRUTIPrefix
fxall_quicktrade_makerExecutionAckNoLegRegulatoryFieldsLegSEFUSI
fxall_quicktrade_makerExecutionAckNoLegRegulatoryFieldsLegSEFUSIPrefix
fxall_quicktrade_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocEMIRUTIUTI for OffSEF deals which already includes AllocEMIRUTIPrefix.
fxall_quicktrade_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocEMIRUTIPrefix
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_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocSEFUSIPrefix
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_makerNewOrderMultilegNoLegRegulatoryFieldsLegEMIRRTN
fxall_quicktrade_makerNewOrderMultilegNoLegRegulatoryFieldsLegEMIRUTI
fxall_quicktrade_makerNewOrderMultilegNoLegRegulatoryFieldsLegEMIRUTIPrefix
fxall_quicktrade_makerNewOrderMultilegNoLegRegulatoryFieldsLegSEFUSI
fxall_quicktrade_makerNewOrderMultilegNoLegRegulatoryFieldsLegSEFUSIPrefix
fxall_quicktrade_makerQuoteRequestNoAllocRegulatoryFieldsAllocEMIRUTIUTI for OffSEF deals which already includes AllocEMIRUTIPrefix.
fxall_quicktrade_makerQuoteRequestNoAllocRegulatoryFieldsAllocEMIRUTIPrefix
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_makerQuoteRequestNoAllocRegulatoryFieldsAllocSEFUSIPrefix
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_makerQuoteRequestNoLegRegulatoryFieldsLegEMIRUTIPrefix
fxall_quicktrade_makerQuoteRequestNoLegRegulatoryFieldsLegSEFUSI
fxall_quicktrade_makerQuoteRequestNoLegRegulatoryFieldsLegSEFUSIPrefix
fxspotstreamExecutionReportNoAllocRegulatoryFieldsAllocEMIRUTI
fxspotstreamExecutionReportNoAllocRegulatoryFieldsAllocEMIRUTIPrefix
fxspotstreamExecutionReportNoAllocRegulatoryFieldsAllocSEFUSI
fxspotstreamExecutionReportNoAllocRegulatoryFieldsAllocSEFUSIPrefix
fxspotstreamExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithmUsed by UBS. Please see here
fxspotstreamExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPersonUsed by UBS. Please see here
fxspotstreamExecutionReportNoBodyRegulatoryFieldsMiFIDExemptedDueToESCBPolicyTransaction
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
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. Applicable to ESP and RFS workflow. Please see here
fxspotstreamExecutionReportNoLegRegulatoryFieldsLegEMIRUTIPrefixCan be used by any LP. Applicable to ESP and RFS workflow. 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
fxspotstreamNewOrderMultilegNoLegRegulatoryFieldsLegEMIRUTIESP + RFS. Trade identifier required by government regulatory organizations for regulatory reporting purposes. Please see here
fxspotstreamNewOrderMultilegNoLegRegulatoryFieldsLegEMIRUTIPrefixESP + RFS. LEI 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_mdsExecutionReportNoBodyRegulatoryFieldsMiFIDExemptedDueToESCBPolicyTransaction
hsbc_fx_mdsExecutionReportNoBodyRegulatoryFieldsMiFIDIlliquidInstrumentDeferral
hsbc_fx_mdsExecutionReportNoBodyRegulatoryFieldsMiFIDIlliquidInstrumentWaiver
hsbc_fx_mdsExecutionReport NoBodyRegulatoryFields

MiFIDInvestmentDecisionMakerAsAlgorithm


hsbc_fx_mdsExecutionReport NoBodyRegulatoryFields

MiFIDInvestmentDecisionMakerAsNaturalPerson


hsbc_fx_mdsExecutionReportNoBodyRegulatoryFieldsMiFIDLargeInScaleDeferral
hsbc_fx_mdsExecutionReportNoBodyRegulatoryFieldsMiFIDLargeInScaleWaiver
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_mdsExecutionReportNoBodyRegulatoryFieldsMiFIDSizeSpecificDeferral
hsbc_fx_mdsExecutionReportNoBodyRegulatoryFieldsMiFIDSizeSpecificWaiver
hsbc_fx_mdsExecutionReportNoBodyRegulatoryFieldsMiFIDSystematicInternaliser
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_mdsExecutionReportNoLegRegulatoryFieldsLegEMIRUTIUnique Trade ID.
hsbc_fx_mdsExecutionReportNoLegRegulatoryFieldsLegEMIRUTIPrefixFull LEI of HSBC trading entity.
hsbc_fx_mdsExecutionReport NoLegRegulatoryFieldsLegMiFIDISIN
hsbc_fx_mdsExecutionReportNoLegRegulatoryFieldsLegMiFIDTVTICTrading Venue Transaction Identification Code for MIFID regulatory jurisdiction.
hsbc_fx_mdsExecutionReport NoLegRegulatoryFieldsLegSEFUSIUnique Trade ID.
hsbc_fx_mdsExecutionReport NoLegRegulatoryFieldsLegSEFUSIPrefixFull LEI of HSBC BANK USA, NATIONAL ASSOCIATION when RegIDJurisdiction is CFTC.
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
integral_rfs_makerExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm
integral_rfs_makerExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson
integral_rfs_makerExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm
integral_rfs_makerExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson
integral_rfs_makerExecutionReportNoLegRegulatoryFieldsLegMiFIDISIN
integral_rfs_makerintegral_rfs_makerNoBodyRegulatoryFieldsMiFIDTradingCapacity
integral_rfs_makerNewOrderMultilegNoBodyRegulatoryFieldsMiFIDIlliquidInstrumentDeferral
integral_rfs_makerNewOrderMultilegNoBodyRegulatoryFieldsMiFIDIlliquidInstrumentWaiver
integral_rfs_makerNewOrderMultilegNoBodyRegulatoryFieldsMiFIDNonPriceFormingTrade
integral_rfs_makerNewOrderMultilegNoLegRegulatoryFieldsLegMiFIDISIN
integral_rfs_makerNewOrderMultilegNoLegRegulatoryFieldsLegSFTRSecuritiesFinancingTransactionFlag
integral_rfs_makerQuoteNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm
integral_rfs_makerQuoteNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson
integral_rfs_makerQuoteNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm
integral_rfs_makerQuoteNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson
integral_rfs_makerQuoteRequestNoLegRegulatoryFieldsLegMiFIDISIN
integral_stpExecutionReport NoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm
integral_stpExecutionReport NoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson
integral_stpExecutionReport NoBodyRegulatoryFieldsMiFIDIlliquidInstrumentDeferral
integral_stpExecutionReport NoBodyRegulatoryFieldsMiFIDIlliquidInstrumentWaiver
integral_stpExecutionReport NoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm
integral_stpExecutionReport NoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson
integral_stpExecutionReport NoBodyRegulatoryFieldsMiFIDNonPriceFormingTrade
integral_stpExecutionReport NoBodyRegulatoryFieldsMiFIDSystematicInternaliser
integral_stpExecutionReport NoBodyRegulatoryFieldsMiFIDTradingCapacity
integral_stpExecutionReport NoLegRegulatoryFieldsLegEMIRRTN
integral_stpExecutionReport NoLegRegulatoryFieldsLegEMIRUTI
integral_stpExecutionReport NoLegRegulatoryFieldsLegEMIRUTIPrefix
integral_stpExecutionReport NoLegRegulatoryFieldsLegMiFIDISIN
integral_stpExecutionReport NoLegRegulatoryFieldsLegSEFUSI
integral_stpExecutionReport NoLegRegulatoryFieldsLegSEFUSIPrefix
integral_stpExecutionReport NoLegRegulatoryFieldsLegUPI
jpmorgan_fxExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm
jpmorgan_fxExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson
jpmorgan_fxExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm
jpmorgan_fxExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson
jpmorgan_fxExecutionReportNoBodyRegulatoryFieldsMiFIDLargeInScaleDeferral
jpmorgan_fxExecutionReportNoBodyRegulatoryFieldsMiFIDLargeInScaleWaiver
jpmorgan_fxExecutionReportNoBodyRegulatoryFieldsMiFIDTradingCapacity
jpmorgan_fxExecutionReportNoLegRegulatoryFieldsLegMiFIDISIN
jpmorgan_fxExecutionReportNpBodyRegulatoryFieldsMiFIDExemptedDueToESCBPolicyTransaction
jpmorgan_fxExecutionReportNpBodyRegulatoryFieldsMiFIDIlliquidInstrumentDeferral
jpmorgan_fxExecutionReportNpBodyRegulatoryFieldsMiFIDIlliquidInstrumentWaiver
jpmorgan_fxExecutionReportNpBodyRegulatoryFieldsMiFIDSizeSpecificDeferral
jpmorgan_fxExecutionReportNpBodyRegulatoryFieldsMiFIDSizeSpecificWaiver
jpmorgan_fxNewOrderMultilegNoBodyRegulatoryFieldsMiFIDSystematicInternaliser
lmaxMassQuote

NoBodyRegulatoryFields

MiFIDExecutingDecisionMakerAsNaturalPerson
lmaxMassQuote

NoBodyRegulatoryFields

MiFIDInvestmentDecisionMakerAsNaturalPerson
lmaxMassQuote

NoBodyRegulatoryFields

MiFIDTradingCapacity
lmaxNewOrderMultilegNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm
lmaxNewOrderMultilegNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson
lmaxNewOrderMultilegNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm
lmaxNewOrderMultilegNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson
lmaxNewOrderMultilegNoBodyRegulatoryFieldsMiFIDTradingCapacity
lseg_ftgExecutionReportNoBodyRegulatoryFields

MiFIDTradingCapacity

-

lseg_ftgNewOrderMultilegNoBodyRegulatoryFields

MiFIDTradingCapacity

If not provided, the server will apply the capacity based on the regulatory regime. As such, MTF and SEF capacity will be defaulted to P (Deal/Principle). A Capacity will not be applied regulatory regimes if not provided.

A (Agency) applicable for instruments traded in Non-MTF regulatory regime.

Value Meaning

  • A Agency
  • P Principal /DEAL
lseg_fxall_makerExecutionReportNoAllocRegulatoryFields

AllocEMIRUTI

LegAllocUSIValue
lseg_fxall_makerExecutionReportNoAllocRegulatoryFields

AllocEMIRUTIPrefix

LegAllocUSIValue
lseg_fxall_makerExecutionReportNoAllocRegulatoryFields

AllocMiFIDConversionFlag

AllocSecurityConversion
lseg_fxall_makerExecutionReportNoAllocRegulatoryFields

AllocMiFIDLEI

LegAllocAccountLEI
lseg_fxall_makerExecutionReportNoAllocRegulatoryFields

AllocMiFIDNonPriceFormingTrade

LegAllocNpft
lseg_fxall_makerExecutionReportNoAllocRegulatoryFields

AllocSEFUSI

LegAllocUSIValue
lseg_fxall_makerExecutionReportNoAllocRegulatoryFields

AllocSEFUSIPrefix

LegAllocUSIValue
lseg_fxall_makerExecutionReportNoBodyRegulatoryFields

MiFIDNonPriceFormingTrade

NPFT
lseg_fxall_makerExecutionReportNoBodyRegulatoryFields

MiFIDTradingCapacity

TradeCapacity
lseg_fxall_makerExecutionReportNoBodyRegulatoryFields

SEFDataRepository

SDRName
lseg_fxall_makerExecutionReportNoBodyRegulatoryFields

SEFFinancialEntityDefinition

FinancialEntityDefinition
lseg_fxall_makerExecutionReportNoBodyRegulatoryFields

SEFIsBlock

BlockTrade
lseg_fxall_makerExecutionReportNoLegRegulatoryFields

LegEMIRUTI

LegAcctUSI
lseg_fxall_makerExecutionReportNoLegRegulatoryFields

LegEMIRUTIPrefix

LegAcctUSI
lseg_fxall_makerExecutionReportNoLegRegulatoryFields

LegSEFUSI

LegAcctUSI
lseg_fxall_makerExecutionReportNoLegRegulatoryFields

LegSEFUSIPrefix

LegAcctUSI
lseg_fxall_makerExecutionReportNoLegRegulatoryFields

LegSFTRSecuritiesFinancingTransactionFlag

LegAllocSecFin
lseg_fxall_makerExecutionReportNoLegRegulatoryFields

LegUPI

UPIValue
lseg_fxall_makerNewOrderMultilegNoAllocRegulatoryFields

AllocEMIRUTI

LegAllocUSIValue
lseg_fxall_makerNewOrderMultilegNoAllocRegulatoryFields

AllocEMIRUTIPrefix

LegAllocUSIValue
lseg_fxall_makerNewOrderMultilegNoAllocRegulatoryFields

AllocMiFIDConversionFlag

AllocSecurityConversion
lseg_fxall_makerNewOrderMultilegNoAllocRegulatoryFields

AllocMiFIDLEI

LegAllocAccountLEI
lseg_fxall_makerNewOrderMultilegNoAllocRegulatoryFields

AllocMiFIDNonPriceFormingTrade

LegAllocNpft
lseg_fxall_makerNewOrderMultilegNoAllocRegulatoryFields

AllocSEFUSI

LegAllocUSIValue
lseg_fxall_makerNewOrderMultilegNoAllocRegulatoryFields

AllocSEFUSIPrefix

LegAllocUSIValue
lseg_fxall_makerNewOrderMultilegNoBodyRegulatoryFields

MiFIDNonPriceFormingTrade

NPFT
lseg_fxall_makerNewOrderMultilegNoBodyRegulatoryFields

MiFIDTradingCapacity

TradeCapacity
lseg_fxall_makerNewOrderMultilegNoBodyRegulatoryFields

SEFDataRepository

SDRName
lseg_fxall_makerNewOrderMultilegNoBodyRegulatoryFields

SEFFinancialEntityDefinition

FinancialEntityDefinition
lseg_fxall_makerNewOrderMultilegNoBodyRegulatoryFields

SEFIsBlock

BlockTrade
lseg_fxall_makerNewOrderMultilegNoLegRegulatoryFields

LegEMIRUTI

LegAcctUSI
lseg_fxall_makerNewOrderMultilegNoLegRegulatoryFields

LegEMIRUTIPrefix

LegAcctUSI
lseg_fxall_makerNewOrderMultilegNoLegRegulatoryFields

LegSEFUSI

LegAcctUSI
lseg_fxall_makerNewOrderMultilegNoLegRegulatoryFields

LegSEFUSIPrefix

LegAcctUSI
lseg_fxall_makerNewOrderMultilegNoLegRegulatoryFields

LegSFTRSecuritiesFinancingTransactionFlag

LegAllocSecFin
lseg_fxall_makerNewOrderMultilegNoLegRegulatoryFields

LegUPI

UPIValue
lseg_fxall_makerQuoteRequestNoAllocRegulatoryFields

AllocEMIRUTI

LegAllocUSIValue
lseg_fxall_makerQuoteRequestNoAllocRegulatoryFields

AllocEMIRUTIPrefix

LegAllocUSIValue
lseg_fxall_makerQuoteRequestNoAllocRegulatoryFields

AllocMiFIDConversionFlag

AllocSecurityConversion
lseg_fxall_makerQuoteRequestNoAllocRegulatoryFields

AllocMiFIDLEI

LegAllocAccountLEI
lseg_fxall_makerQuoteRequestNoAllocRegulatoryFields

AllocMiFIDNonPriceFormingTrade

LegAllocNpft
lseg_fxall_makerQuoteRequestNoAllocRegulatoryFields

AllocSEFUSI

LegAllocUSIValue
lseg_fxall_makerQuoteRequestNoAllocRegulatoryFields

AllocSEFUSIPrefix

LegAllocUSIValue
lseg_fxall_makerQuoteRequestNoBodyRegulatoryFields

MiFIDNonPriceFormingTrade

NPFT
lseg_fxall_makerQuoteRequestNoBodyRegulatoryFields

MiFIDTradingCapacity

TradeCapacity
lseg_fxall_makerQuoteRequestNoBodyRegulatoryFields

SEFDataRepository

SDRName
lseg_fxall_makerQuoteRequestNoBodyRegulatoryFields

SEFFinancialEntityDefinition

FinancialEntityDefinition
lseg_fxall_makerQuoteRequestNoBodyRegulatoryFields

SEFIsBlock

BlockTrade
lseg_fxall_makerQuoteRequestNoLegRegulatoryFields

LegEMIRUTI

LegAcctUSI
lseg_fxall_makerQuoteRequestNoLegRegulatoryFields

LegEMIRUTIPrefix

LegAcctUSI
lseg_fxall_makerQuoteRequestNoLegRegulatoryFields

LegSEFUSI

LegAcctUSI
lseg_fxall_makerQuoteRequestNoLegRegulatoryFields

LegSEFUSIPrefix

LegAcctUSI
lseg_fxall_makerQuoteRequestNoLegRegulatoryFields

LegSFTRSecuritiesFinancingTransactionFlag

LegAllocSecFin
lseg_fxall_makerQuoteRequestNoLegRegulatoryFields

LegUPI

UPIValue
lseg_ptgExecutionReportNoBodyRegulatoryFields

MiFIDIlliquidInstrumentWaiver

NoPublicPriceDueToIlliquid
lseg_ptgExecutionReportNoBodyRegulatoryFields

MiFIDTradingCapacity

OrderCapacity
lseg_ptgExecutionReportNoLegRegulatoryFields

LegEMIRUTI

UTI
lseg_ptgExecutionReportNoLegRegulatoryFields

LegEMIRUTIPrefix

LEI
lseg_ptgExecutionReportNoLegRegulatoryFieldsLegMiFIDISINSecurityAltID - Identification number of the instrument.
Applicable only for NDF instruments traded under MTF regulatory regime.
lseg_ptgExecutionReportNoLegRegulatoryFields

LegUPI

UPICode - Uniquely identifies the product of a security using ISO 4914 standard, Unique Product Identifier (UPI).
Applicable only for NDF instruments traded under SEF regulatory regime.
rbc_tradingExecutionReportNoBodyRegulatoryFieldsMiFIDIlliquidInstrumentDeferralWill have a value of 'Y' if populated.
rbc_tradingExecutionReportNoBodyRegulatoryFieldsMiFIDSystematicInternaliser
rbc_tradingExecutionReportNoBodyRegulatoryFieldsMiFIDTradingCapacityWill have a value of "DEAL" is populated.
socgenExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm
socgenExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson
socgenExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm
socgenExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson
socgenExecutionReportNoBodyRegulatoryFieldsMiFIDSystematicInternaliser
socgenNewOrderMultilegNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm
socgenNewOrderMultilegNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson
socgenNewOrderMultilegNoBodyRegulatoryFieldsMiFIDExemptedDueToESCBPolicyTransaction
socgenNewOrderMultilegNoBodyRegulatoryFieldsMiFIDIlliquidInstrumentDeferral
socgenNewOrderMultilegNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm
socgenNewOrderMultilegNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson
socgenNewOrderMultilegNoBodyRegulatoryFieldsMiFIDLargeInScaleDeferral
socgenNewOrderMultilegNoBodyRegulatoryFieldsMiFIDLiquidityProvisionFlag
socgenNewOrderMultilegNoBodyRegulatoryFieldsMiFIDSizeSpecificDeferral
standardchartered_s2bxExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithmIndicates the short code for Executing Decision Maker Algorithm.
standardchartered_s2bxExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPersonIndicates the short code for Executing Decision Maker Natural Person.
standardchartered_s2bxExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithmIndicates the short code for Investment Decision Maker Algorithm.
standardchartered_s2bxExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPersonIndicates the short code for Investment Decision Maker Natural Person.
standardchartered_s2bxExecutionReportNoBodyRegulatoryFieldsMiFIDSystematicInternaliser
standardchartered_s2bxExecutionReportNoBodyRegulatoryFieldsMiFIDTradingCapacityAlways set to Principal/DEAL.
standardchartered_s2bxMassQuoteNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithmIndicates the short code for Executing Decision Maker Algorithm.
standardchartered_s2bxMassQuoteNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPersonIndicates the short code for Executing Decision Maker Natural Person.
standardchartered_s2bxMassQuoteNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithmIndicates the short code for Investment Decision Maker Algorithm.
standardchartered_s2bxMassQuoteNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPersonIndicates the short code for Investment Decision Maker Natural Person.
t360_texExecutionReportAllocRegulatoryFieldsAllocMiFIDLEI
t360_texExecutionReportLegRegulatoryFieldsLegEMIRRTN
t360_texExecutionReportLegRegulatoryFieldsLegEMIRUTIUnique Trade ID.
t360_texExecutionReportLegRegulatoryFieldsLegEMIRUTIPrefixFull LEI of 360 Treasury Systems AG.
t360_texExecutionReportLegRegulatoryFieldsLegMiFIDISIN
t360_texExecutionReportLegRegulatoryFieldsLegUPIUnique Product Identifier of the traded instrument. In case of swaps, there will be 2 UPI values - one for near leg and another for far.
t360_texExecutionReportNoAllocRegulatoryFieldsAllocEMIRUTIUnique Trade ID. This field will be effective once the venue starts supporting MultiAllocations.
t360_texExecutionReportNoAllocRegulatoryFieldsAllocEMIRUTIPrefixFull LEI of 360 Treasury Systems AG. This field will be effective once the venue starts supporting MultiAllocations.
t360_texExecutionReportNoAllocRegulatoryFieldsLegMiFIDTVTIC
t360_texExecutionReportNoBodyRegulatoryFieldsMiFIDIlliquidInstrumentWaiver
t360_texExecutionReportNoBodyRegulatoryFieldsMiFIDLargeInScaleWaiver
t360_texExecutionReportNoBodyRegulatoryFieldsMiFIDPackageTradeFlag
t360_texExecutionReportNoBodyRegulatoryFieldsMiFIDSizeSpecificWaiver
t360_texExecutionReportNoBodyRegulatoryFieldsMiFIDSystematicInternaliserMIC of the systematic internaliser/requester.
t360_texQuoteRequestNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsAlgorithm
t360_texQuoteRequestNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson
t360_texQuoteRequestNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm
t360_texQuoteRequestNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson
t360_texQuoteRequestNoBodyRegulatoryFieldsMiFIDRiskReductionOrderFlag
t360_texQuoteRequestNoBodyRegulatoryFieldsMiFIDSystematicInternaliser
t360_texQuoteRequestNoBodyRegulatoryFieldsMiFIDTradingCapacity
t360_tex_makerExecutionReportNoAllocRegulatoryFieldsAllocEMIRUTIVenue uses UTI for SEF trades aswell.
t360_tex_makerExecutionReportNoAllocRegulatoryFieldsAllocEMIRUTIPrefixVenue uses UTI for SEF trades aswell.
t360_tex_makerExecutionReportNoAllocRegulatoryFieldsAllocMiFIDTVTIC
t360_tex_makerExecutionReportNoBodyRegulatoryFieldsMiFIDExecutingDecisionMakerAsNaturalPerson
t360_tex_makerExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsAlgorithm
t360_tex_makerExecutionReportNoBodyRegulatoryFieldsMiFIDInvestmentDecisionMakerAsNaturalPerson
t360_tex_makerExecutionReportNoBodyRegulatoryFieldsMiFIDPackageTradeFlag
t360_tex_makerExecutionReportNoBodyRegulatoryFieldsMiFIDSystematicInternaliser
t360_tex_makerExecutionReportNoBodyRegulatoryFieldsMiFIDTradingCapacity
t360_tex_makerExecutionReportNoLegRegulatoryFieldsLegEMIRUTIVenue uses UTI for SEF trades aswell.
t360_tex_makerExecutionReportNoLegRegulatoryFieldsLegEMIRUTIPrefixVenue uses UTI for SEF trades aswell.
t360_tex_makerExecutionReportNoLegRegulatoryFieldsLegMiFIDTVTIC
t360_tex_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocEMIRUTIVenue uses UTI for SEF trades aswell.
t360_tex_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocEMIRUTIPrefixVenue uses UTI for SEF trades aswell.
t360_tex_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocMiFIDLEI
t360_tex_makerNewOrderMultilegNoAllocRegulatoryFieldsAllocMiFIDTVTIC
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_makerNewOrderMultilegNoLegRegulatoryFieldsLegEMIRRTN
t360_tex_makerNewOrderMultilegNoLegRegulatoryFieldsLegEMIRUTIVenue uses UTI for SEF trades aswell.
t360_tex_makerNewOrderMultilegNoLegRegulatoryFieldsLegEMIRUTIPrefixVenue uses UTI for SEF trades aswell.
t360_tex_makerNewOrderMultilegNoLegRegulatoryFieldsLegMiFIDISIN
t360_tex_makerNewOrderMultilegNoLegRegulatoryFieldsLegMiFIDTVTIC
t360_tex_makerNewOrderMultilegNoLegRegulatoryFields

LegSFTRSecuritiesFinancingTransactionFlag


t360_tex_makerNewOrderMultilegNoLegRegulatoryFieldsLegUPI
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
t360_tex_makerQuoteRequestNoLegRegulatoryFields

LegSFTRSecuritiesFinancingTransactionFlag


t360_tex_makerQuoteRequestNoLegRegulatoryFieldsLegUPI
ubs_fx2bExecutionReportNoLegRegulatoryFieldsLegSEFUSIOptional, Trade Id the second part of USI.
ubs_fx2bExecutionReportNoLegRegulatoryFieldsLegSEFUSIPrefixOptional, Issuer, the first part of USI.

   

Please refer to or Regulatory Fields for the full Enterprise table across all venues.

PartyIDs



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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_rapidExecutionReportExecutionVenue

MIC of the LP that filled/ rejected the order.

PartyID value: DBAG

autobahnfx_rapidExecutionReportOrderOriginartionFirm
autobahnfx_rapidExecutionReportOrderOriginartionTraderWill publish OrderOriginartionTrader to client.
autobahnfx_rapidNewOrderMultilegExecutionVenueMIC for MTF or SEF trades.
autobahnfx_rapidNewOrderMultilegOrderOriginartionFirm
autobahnfx_rapidNewOrderMultilegOrderOriginartionFirmLEITo publish ClientID LEI.
autobahnfx_rapidNewOrderMultilegOrderOriginartionTrader
autobahnfx_singlelegExecutionReportExecutionVenue

MIC of the LP that filled/ rejected the order.

PartyID value: DBAG

bamlExecutionReportExecutionVenue

MIC of the LP that filled/ rejected the order.

PartyID value: BAML

bamlExecutionReportOrderOriginationFirm-
bamlExecutionReportReportingEntity-
bamlNewOrderMultilegOrderOriginationFirm 
bamlNewOrderMultilegOrderOriginationTrader-
bamlNewOrderMultilegReportingEntity-
bamlQuoteRequestOrderOriginartionFirm
bamlQuoteRequest

OrderOriginationFirmLocation

RFS Workflow only
barxExecutionReport ExecutingFirmOperating MIC
barxExecutionReport ExecutingFirmLEILegal entity identifier for BARX (as an Executing Firm)
barxExecutionReportExecutionVenue

MIC of the LP that filled/ rejected the order.

PartyID value: BARX

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_algoExecutionReportExecutionVenue

LastMkt of the Fill

bnpparibas_efx_algoMultilegOrderCancelReplaceOrderOriginationTrader

Mandatory

bnpparibas_efx_algoNewOrderMultilegOrderOriginationTrader

Mandatory

bnpparibas_efx_streamingExecutionReportExecutionVenue

MIC of the LP that filled/ rejected the order.

PartyID value: BNPS

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 : 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.
celertechExecutionReport

ExecutionVenue

MIC of the LP that filled/ rejected the order.

PartyID value: XXXX

No ISO MIC for Celertech. Using the ISO MIC for undefined markets (XXXX).

citi_coloExecutionReportExecutingFirmLEI
citi_coloExecutionReportExecutingUnitLocation
citi_coloExecutionReportExecutionVenue

MIC of the LP that filled/ rejected the order.

PartyID value: CGMI

citi_coloExecutionReportOrderOriginationTraderVenue echos back OrderOriginationTrader value in TargetSubID in ExecutionReport. Gateway to publish this as PartyRole = OrderOriginationTrader in client ExecutionReport. 
citi_coloNewOrderMultilegOrderOriginationTrader

Will be published as SenderSubID in header. Identifies specific message originator
(desk, trader, etc.) for outbound messages.
Value will be flipped into TargetSubID for Incoming messages.

Example: TraderA

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

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
exchange24ExecutionReportExecutionVenue

MIC of the LP that filled/ rejected the order.

PartyID value: 24EX

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_activetradingExecutionReportPrimeBroker
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
gsfxExecutionReportExecutionVenue

MIC of the LP that filled/ rejected the order.

PartyID value: GSCO

gsfxMassQuoteExecutingFirmLEI
gsfxMassQuoteExecutingUnitLocation
gsfxNewOrderMultilegExecutionVenue
gsfxNewOrderMultilegOrderOriginationFirmLEI
gsfxNewOrderMultilegOrderOriginationTrader
gsfxNewOrderMultilegReportingEntity
gsfxQuoteRequest

ExecutionVenue


hsbc_fx_mdsExecutionReport ExecutingFirmLEI
hsbc_fx_mdsExecutionReport ExecutingUnitLocation
hsbc_fx_mdsExecutionReportExecutionVenue
hsbc_fx_mdsExecutionReportExecutionVenue

MIC of the LP that filled/ rejected the order.

PartyID value: HSBC

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

OrderOriginationFirm


integral_rfs_makerExecutionReport

ExecutingFirm


integral_rfs_makerExecutionReport

ExecutingFirmLEI


integral_rfs_makerExecutionReport

ExecutingUnitLocation


integral_rfs_makerExecutionReport

ExecutionVenue


integral_rfs_makerNewOrderMultileg

ExecutionVenue


integral_rfs_makerNewOrderMultileg

OrderOriginationFirm


integral_rfs_makerNewOrderMultileg

OrderOriginationFirmLEI


integral_rfs_makerNewOrderMultileg

OrderOriginationTrader


integral_rfs_makerQuote

ExecutingFirm


integral_rfs_makerQuoteRequest

ExecutionVenue


integral_rfs_makerQuoteRequest

OrderOriginationFirm


integral_rfs_makerQuoteRequest

OrderOriginationFirmLEI


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

MIC of the LP that filled/ rejected the order.

PartyID value: JPSI

jpmorgan_fxExecutionReportOrderOriginationFirm

 

jpmorgan_fxNewOrderMultilegMiFIDSystematicInternaliser

 

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_fx_algoExecutionReportExecutionVenue


jpmorgan_fx_algoMultilegOrderCancelReplaceRequestContraFirm


jpmorgan_fx_algoMultilegOrderCancelReplaceRequestOrderOriginationFirm


jpmorgan_fx_algoMultilegOrderCancelReplaceRequestOrderOriginationTraderRequired field to provide the Trader responsible for submission of Order.


jpmorgan_fx_algoNewOrderMultilegContraFirm


jpmorgan_fx_algoNewOrderMultilegOrderOriginationFirm


jpmorgan_fx_algoNewOrderMultilegOrderOriginationTrader

Required field to provide the Trader responsible for submission of Order.


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_fxall_makerExecutionReportExecutionVenueMIC
lseg_fxall_makerExecutionReportOrderOriginationFirmLEICustomerLEI
lseg_fxall_makerExecutionReportOrderOriginationTraderClientID
lseg_fxall_makerNewOrderMultilegExecutionVenueMIC
lseg_fxall_makerNewOrderMultilegOrderOriginationFirmLEICustomerLEI
lseg_fxall_makerNewOrderMultilegOrderOriginationTraderClientID
lseg_fxall_makerQuoteOrderOriginationFirmLEILEI for the account
lseg_fxall_makerQuoteRequestExecutionVenueMIC
lseg_fxall_makerQuoteRequestOrderOriginationFirmLEICustomerLEI
lseg_fxall_makerQuoteRequestOrderOriginationTraderClientID
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_lumefxExecutionReportExecutingFirm
lucera_lumefxExecutionReportExecutionVenue

MIC of the LP that filled/ rejected the order.

PartyID values: BKLN, BGCF, WELX, and XXXX (for undefined markets)

lucera_lumefxNewOrderMultilegOrderOriginationTraderOptional
morganstanleyfx_espExecutionReportExecutionVenue

MIC of the LP that filled/ rejected the order.

PartyID value: MSAX

morganstanleyfx_espNewOrderMultilegOrderOriginationTraderOptional field to provide the Trader responsible for submission of Order
natwest_marketsExecutionReportExecutionVenue

MIC of the LP that filled/ rejected the order.

PartyID value: NWMS

natwest_marketsExecutionReportPrimeBroker
natwest_marketsNewOrderMultilegOrderOriginationTrader
nomura_espExecutionReportExecutionVenue

MIC of the LP that filled/ rejected the order.

PartyID value: NMRA

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_tradingExecutionReportExecutionVenue

MIC of the LP that filled/ rejected the order.

PartyID value: RBCS

rbc_tradingNewOrderMultilegOrderOriginationFirm
rbc_tradingNewOrderMultilegOrderOriginationTrader
rbc_tradingQuoteRequestOrderOriginationFirm
rbc_tradingQuoteRequestOrderOriginationTrader
refinitv_mapiExecutionReportContraFirm
refinitv_mapiExecutionReportOrderOriginationFirm
refinitv_mapiExecutionReportOrderOriginationFirmLocation
refinitv_mapiExecutionReportOrderOriginationTrader
refinitv_mapiExecutionReportPrimeBroker
saxo_directExecutionReport ExecutionVenueOptional
saxo_directExecutionReportExecutionVenue

MIC of the LP that filled/ rejected the order.

PartyID value: SXSI

saxo_directExecutionReport OrderOriginationFirmOptional
saxo_directNewOrderMultilegOrderOriginationFirmMandatory
socgenExecutionReportExecutingFirmLEI
socgenExecutionReportExecutionVenue

MIC of the LP that filled/ rejected the order.

PartyID value: XSGA

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
standardchartered_s2bxExecutionReportExecutionVenue

MIC of the LP that filled/ rejected the order.

PartyID value: STAN

statestreet_efxExecutionReportExecutionVenue

MIC of the LP that filled/ rejected the order.

PartyID value: SSBI

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_texExecutionReportClearingFirmSpecifies the Ccearing house (DCO) this trade will be cleared
at.
t360_texExecutionReportExecutingFirm
t360_texExecutionReportExecutingFirmLEI
t360_texExecutionReportExecutionVenue

MIC of the LP that filled/ rejected the order.

PartyID value: based on the list of LPs configured for a client.

t360_texExecutionReportOrderOriginationFirmLEI
t360_texExecutionReportReportingEntityCompany of the reporting party.
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

MIC of the LP that filled/ rejected the order.

PartyID value: UBSG

ubs_fx2bNewOrderMultilegExecutionVenueOptional
ubs_fx2bNewOrderMultilegOrderOriginationFirm

Optional.

Support for  OrderOriginationFirm PartyRole to be deprecated.

Account to be populated in LegAllocAccount instead. 

ubs_fx2bNewOrderMultilegOrderOriginationTraderOptional
ubs_fx2bQuoteRequestOrderOriginationFirmOptional
xenfin_liquiditypoolExecutionReportExecutionVenue

MIC of the LP that filled/ rejected the order.

PartyID value: XXXX

No ISO MIC for Xenfin. Using the ISO MIC for undefined markets (XXXX).

xenfin_liquiditypoolNewOrderMultilegOrderOriginationFirm
xtx_eutheniaExecutionReportClearingFirmPopulated if provided on NewOrderMultileg
xtx_eutheniaExecutionReportExecutionVenue

MIC of the LP that filled/ rejected the order.

PartyID value: XTXM

xtx_eutheniaNewOrderMultilegClearingFirmOptional field to provide ClearingFirm to venue

Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.

LP specific regulatory fields / PartyIDs

Required by HSBC for MIFID trading clients when trading MIFID covered products

NewOrderMultiLeg.NoPartyIDs.PartyRole = OrderOriginationFirmLEI

ExecutionReport.NoPartyIDs.PartyRole = ExecutingFirmLEI

NewOrderMultileg.NoLegs.NoLegRegulatoryFields.LegRegulatoryKey = LegMiFIDISIN


Required by UBS for MIFID trading clients when trading MIFID covered products

ExecutionReport.NoPartyIDs.PartyRole = ExecutingFirmLEI



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