| Venue | Message | PartyID | Comments |
|---|
| autobahnfx_algo | ExecutionReport | ExecutingTrader | Will publish ExecutingTrader to client. |
|---|
| autobahnfx_algo | ExecutionReport | ExecutionVenue | Will publish ExecutionVenue to client. |
|---|
| autobahnfx_algo | NewOrderMultileg | ExecutionVenue | To publish the MIC for MTF or SEF trades. |
|---|
| autobahnfx_algo | NewOrderMultileg | OrderOriginationFirmLEI | To publish ClientID LEI. |
|---|
| autobahnfx_algo | NewOrderMultileg | OrderOriginationTrader | To publish message originator. |
|---|
| autobahnfx_rapid | ExecutionReport | ExecutingFirm | Will publish ExecutingFirm to client. |
|---|
| autobahnfx_rapid | ExecutionReport | ExecutionVenue | MIC of the LP that filled/ rejected the order. PartyID value: DBAG |
|---|
| autobahnfx_rapid | ExecutionReport | OrderOriginartionFirm |
|
|---|
| autobahnfx_rapid | ExecutionReport | OrderOriginartionTrader | Will publish OrderOriginartionTrader to client. |
|---|
| autobahnfx_rapid | NewOrderMultileg | ExecutionVenue | MIC for MTF or SEF trades. |
|---|
| autobahnfx_rapid | NewOrderMultileg | OrderOriginartionFirm |
|
|---|
| autobahnfx_rapid | NewOrderMultileg | OrderOriginartionFirmLEI | To publish ClientID LEI. |
|---|
| autobahnfx_rapid | NewOrderMultileg | OrderOriginartionTrader |
|
|---|
| autobahnfx_singleleg | ExecutionReport | ExecutionVenue | MIC of the LP that filled/ rejected the order. PartyID value: DBAG |
|---|
| baml | ExecutionReport | ExecutionVenue | MIC of the LP that filled/ rejected the order. PartyID value: BAML |
|---|
| baml | ExecutionReport | OrderOriginationFirm | - |
|---|
| baml | ExecutionReport | ReportingEntity | - |
|---|
| baml | NewOrderMultileg | OrderOriginationFirm | |
|---|
| baml | NewOrderMultileg | OrderOriginationTrader | - |
|---|
| baml | NewOrderMultileg | ReportingEntity | - |
|---|
| baml | QuoteRequest | OrderOriginartionFirm |
|
|---|
| baml | QuoteRequest | OrderOriginationFirmLocation | RFS Workflow only |
|---|
| barx | ExecutionReport | ExecutingFirm | Operating MIC |
|---|
| barx | ExecutionReport | ExecutingFirmLEI | Legal entity identifier for BARX (as an Executing Firm) |
|---|
| barx | ExecutionReport | ExecutionVenue | MIC of the LP that filled/ rejected the order. PartyID value: BARX |
|---|
| barx | ExecutionReport | OrderOriginationTrader | Echo back of the NewOrderMultileg.OrderOriginationTrader |
|---|
| barx | NewOrderMultileg | OrderOriginationTrader | Optional field to provide the Trader responsible for submission of Order |
|---|
| barx_tcr | ExecutionReport | ExecutingFirmLEI |
|
|---|
| barx_tcr | ExecutionReport | ExecutingTrader |
|
|---|
| barx_tcr | ExecutionReport | OrderOriginationTrader |
|
|---|
| bgc_midfx | ExecutionReport | ExecutingFirm |
|
|---|
| bgc_midfx | ExecutionReport | OrderOriginationFirm |
|
|---|
| bgc_midfx | ExecutionReport | OrderOriginationTrader |
|
|---|
| bgc_midfx | ExecutionReport | PrimeBroker |
|
|---|
| bgc_midfx | NewOrderMultileg | OrderOriginationTrader |
|
|---|
| bloomberg_fxgo_maker | ExecutionReport | ExecutingFirm | Requirement for MTF,SEF, MAS and XOFF from Bloomberg Version5.0 onwards. Requirement for MTF on Bloomberg Version4 |
|---|
| bloomberg_fxgo_maker | ExecutionReport | ExecutingFirmLEI | Requirement for MTF,SEF, MAS from Bloomberg Version5.0 onwards. Requirement for MTF on Bloomberg Version4 |
|---|
| bloomberg_fxgo_maker | ExecutionReport | ExecutingTrader | Optional field that will represent the bank/dealer that a trade was done with. |
|---|
| bloomberg_fxgo_maker | ExecutionReport | ExecutingUnitLocation | Requirement for MTF in Bloomberg Version5.0 Requirement for MTF in Bloomberg Version4. |
|---|
| bloomberg_fxgo_maker | ExecutionReport | ReportingEntity | Requirement for SEF |
|---|
| bloomberg_fxgo_maker | NewOrderMultileg | ExecutingFirm |
|
|---|
| bloomberg_fxgo_maker | NewOrderMultileg | ExecutingFirmLEI |
|
|---|
| bloomberg_fxgo_maker | NewOrderMultileg | ExecutionVenue |
|
|---|
| bloomberg_fxgo_maker | NewOrderMultileg | OrderOriginationFirm |
|
|---|
| bloomberg_fxgo_maker | NewOrderMultileg | OrderOriginationFirmLEI |
|
|---|
| bloomberg_fxgo_maker | NewOrderMultileg | ReportingEntity |
|
|---|
| bloomberg_fxgo_maker | Quote | ExecutingFirm | Requirement for MTF,SEF and MAS from Bloomberg Version5.0 onwards. |
|---|
| bloomberg_fxgo_maker | Quote | ExecutingFirmLEI | Requirement for MTF,SEF and MAS from Bloomberg Version5.0 onwards. |
|---|
| bloomberg_fxgo_maker | QuoteRequest | ExecutingFirm | RFS |
|---|
| bloomberg_fxgo_maker | QuoteRequest | ExecutingFirmLEI | RFS |
|---|
| bloomberg_fxgo_maker | QuoteRequest | ExecutionVenue | RFS |
|---|
| bloomberg_fxgo_maker | QuoteRequest | OrderOriginationFirm | RFS |
|---|
| bloomberg_fxgo_maker | QuoteRequest | OrderOriginationFirmLEI | RFS |
|---|
| bloomberg_fxgo_maker | QuoteRequest | ReportingEntity | RFS |
|---|
| bnpparibas_efx_algo | ExecutionReport | ExecutionVenue | LastMkt of the Fill |
|---|
| bnpparibas_efx_algo | MultilegOrderCancelReplace | OrderOriginationTrader | Mandatory |
|---|
| bnpparibas_efx_algo | NewOrderMultileg | OrderOriginationTrader | Mandatory |
|---|
| bnpparibas_efx_streaming | ExecutionReport | ExecutionVenue | MIC of the LP that filled/ rejected the order. PartyID value: BNPS |
|---|
| bnpparibas_efx_streaming | QuoteRequest | ContraFirm | Optional field to provide OnBehalfOfUser custom field value to specify pricing scheme. Value agreed between BNP and client. |
|---|
| broadridge_orders | ExecutionReport | ExecutionVenue |
|
|---|
| broadridge_orders | ExecutionReport | OrderOriginationFirm |
|
|---|
| broadridge_orders | ExecutionReport | OrderOriginationFirmLEI |
|
|---|
| broadridge_orders | ExecutionReport | OrderOriginationTrader |
|
|---|
| broadridge_orders | MultilegOrderCancelReplace | ExecutionVenue | Mandatory Field |
|---|
| broadridge_orders | MultilegOrderCancelReplace | OrderOriginationFirm | Mandatory Field |
|---|
| broadridge_orders | MultilegOrderCancelReplace | OrderOriginationFirmLEI |
|
|---|
| broadridge_orders | MultilegOrderCancelReplace | OrderOriginationTrader | Mandatory Field |
|---|
| broadridge_orders | NewOrderMultileg | ExecutionVenue | Mandatory Field |
|---|
| broadridge_orders | NewOrderMultileg | OrderOriginationFirm | Mandatory Field |
|---|
| broadridge_orders | NewOrderMultileg | OrderOriginationFirmLEI |
|
|---|
| broadridge_orders | NewOrderMultileg | OrderOriginationTrader | Mandatory Field |
|---|
| cboefx_fixproxy : FullAmount Maker | ExecutionAck | ReportingEntity | Only specified for NDF's |
|---|
| cboefx_fixproxy : FullAmount Maker | MassQuote | OrderOriginationTrader | Required to populate with OEOID for NDFs. |
|---|
| cboefx_fixproxy : FullAmount Maker | NewOrderMultileg | ExecutingFirm | For both SPT and NDF |
|---|
| cboefx_fixproxy : FullAmount Maker | NewOrderMultileg | OrderOriginationFirm | For both SPT and NDF |
|---|
| cboefx_fixproxy : FullAmount Maker | NewOrderMultileg | PrimeBroker | For both SPT and NDF |
|---|
| cboefx_fixproxy : FullAmount Maker | NewOrderMultileg | ReportingEntity | Only specified for NDF's |
|---|
| cboefx_fixproxy : FullAmount Taker | ExecutionReport | ExecutingFirm | For both SPT and NDF |
|---|
| cboefx_fixproxy : FullAmount Taker | ExecutionReport | PrimeBroker | For both SPT and NDF's |
|---|
| cboefx_fixproxy : FullAmount Taker | ExecutionReport | ReportingEntity | Only specified for NDF's |
|---|
| cboefx_fixproxy : FullAmount Taker | MultilegOrderReplaceRequest | OrderOriginationTrader | Required to populate with OEOID for NDFs. |
|---|
| cboefx_fixproxy : FullAmount Taker | NewOrderMultileg | OrderOriginationTrader | Required to populate with OEOID for NDFs. |
|---|
| cboefx_fixproxy : FullAmount Taker | OrderCancelRequest | OrderOriginationTrader | Required to populate with OEOID for NDFs. |
|---|
| cboefx_fixproxy : Maker | ExecutionAck | ExecutingFirm | For both SPT and NDF |
|---|
| cboefx_fixproxy : Maker | ExecutionAck | PrimeBroker | For both SPT and NDF |
|---|
| cboefx_fixproxy : Maker | ExecutionAck | ReportingEntity | Only specified for NDF's |
|---|
| cboefx_fixproxy : Maker | ExecutionReport | ExecutingFirm | For both SPT and NDF |
|---|
| cboefx_fixproxy : Maker | ExecutionReport | PrimeBroker | For both SPT and NDF |
|---|
| cboefx_fixproxy : Maker | ExecutionReport | ReportingEntity | Only specified for NDF's |
|---|
| cboefx_fixproxy : Maker | MassQuote | OrderOriginationTrader | Required to populate with OEOID for NDFs. |
|---|
| cboefx_fixproxy : Maker | NewOrderMultileg | OrderOriginationFirm | For both SPT and NDF |
|---|
| cboefx_fixproxy : Maker | NewOrderMultileg | PrimeBroker | For both SPT and NDF |
|---|
| cboefx_fixproxy : Maker | NewOrderMultileg | ReportingEntity | Only specified for NDF's |
|---|
| cboefx_fixproxy : Taker | ExecutionReport | 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 : Taker | ExecutionReport | PrimeBroker | For both SPT and NDF |
|---|
| cboefx_fixproxy : Taker | ExecutionReport | ReportingEntity | Only specified for NDF's |
|---|
| cboefx_fixproxy : Taker | MultilegOrderReplaceRequest | OrderOriginationTrader | Required to populate with OEOID for NDFs. |
|---|
| cboefx_fixproxy : Taker | NewOrderMultileg | OrderOriginationTrader | Required to populate with OEOID for NDFs. |
|---|
| cboefx_fixproxy : Taker | OrderCancelRequest | OrderOriginationTrader | Required to populate with OEOID for NDFs. |
|---|
| celertech | ExecutionReport | 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_colo | ExecutionReport | ExecutingFirmLEI |
|
|---|
| citi_colo | ExecutionReport | ExecutingUnitLocation |
|
|---|
| citi_colo | ExecutionReport | ExecutionVenue | MIC of the LP that filled/ rejected the order. PartyID value: CGMI |
|---|
| citi_colo | ExecutionReport | OrderOriginationTrader | Venue echos back OrderOriginationTrader value in TargetSubID in ExecutionReport. Gateway to publish this as PartyRole = OrderOriginationTrader in client ExecutionReport. |
|---|
| citi_colo | NewOrderMultileg | OrderOriginationTrader | 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_ilink2 | ExecutionReport | ExecutionVenue | Optional Echo back from request. |
|---|
| cme_ilink2 | ExecutionReport | OrderOriginationTrader | Optional |
|---|
| cme_ilink2 | MultilegOrderReplaceRequest | ExecutionVenue | 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_ilink2 | MultilegOrderReplaceRequest | OrderOriginationTrader | Optional |
|---|
| cme_ilink2 | NewOrderMultileg | ExecutionVenue | 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_ilink2 | NewOrderMultileg | OrderOriginationTrader | Optional |
|---|
| cme_ilink2 | OrderCancelRequest | ExecutionVenue | 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_sbe | ExecutionReport | ExecutionVenue | Optional Field : Echo back from request. |
|---|
| cme_ilink3_sbe | ExecutionReport | OrderOriginationFirmLocation | Optional Field : Echo back from request. |
|---|
| cme_ilink3_sbe | ExecutionReport | OrderOriginationTrader | Optional Field : Echo back from request. |
|---|
| cme_ilink3_sbe | MultilegOrderReplaceRequest | ExecutionVenue | 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_sbe | MultilegOrderReplaceRequest | OrderOriginationFirmLocation | Required Field: Physical location of the individual or team head trader as per CME location codes. |
|---|
| cme_ilink3_sbe | MultilegOrderReplaceRequest | OrderOriginationTrader | Required Field |
|---|
| cme_ilink3_sbe | NewOrderMultileg | ExecutionVenue | 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_sbe | NewOrderMultileg | OrderOriginationFirmLocation | Required Field: Physical location of the individual or team head trader as per CME location codes. |
|---|
| cme_ilink3_sbe | NewOrderMultileg | OrderOriginationTrader | Required Field |
|---|
| cme_ilink3_sbe | OrderCancelRequest | ExecutionVenue | 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_stp | ExecutionReport | ContraFirm | PrimeBroker from the venue. The GFID of the Prime Broker firm. |
|---|
| cme_stp | ExecutionReport | ExecutingFirm | ContraFirm from the venue. The GFID of the executing counterparty (the party that did the trade). |
|---|
| cme_stp | ExecutionReport | ExecutingFirmLEI | SettlementFirm with LegalEntityIdentifier PartySubID from the venue. 20 characters LegalEntityIdentifier of theExecutingFirm. |
|---|
| cme_stp | ExecutionReport | ExecutingTrader | ContraTrader from the venue. The GUS of the executing counterparty. |
|---|
| cme_stp | ExecutionReport | ExecutionVenue | The MIC code of the venue. XEBS for NDF EBSC for SPT |
|---|
| cme_stp | ExecutionReport | OrderOriginationFirm | The GFID of the party that did the trade. |
|---|
| cme_stp | ExecutionReport | OrderOriginationFirmLEI | 20 characters LegalEntityIdentifier of the OrderOriginationFirm. |
|---|
| cme_stp | ExecutionReport | OrderOriginationTrader | OrderEntryOperatorID from the venue. The GUS of the trader / operator of the Executing Party |
|---|
| cme_stp | ExecutionReport | PrimeBroker | SettlementFirm with PrimeBrokerIndicator PartySubID from the venue. The GFID of the Settlement PrimeBroker. |
|---|
| creditsuisse_ser | NewOrderMultileg | OrderOriginationTrader | Optional. Mapped to ClientID/ Tag109 in venue NewOrderSingle. |
|---|
| curex_orders | ExecutionReport | ExecutingFirm | Optional |
|---|
| curex_orders | ExecutionReport | OrderOriginationFirm | Optional |
|---|
| curex_orders | NewOrderMultileg | OrderOriginationFirm | Optional |
|---|
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 | ExecutionReport | ExecutingTrader |
|
|---|
currenex_rfs_maker | ExecutionReport | ExecutingUnit |
|
|---|
currenex_rfs_maker | ExecutionReport | ExecutionVenue |
|
|---|
currenex_rfs_maker | NewOrderMultileg | ExecutingFirm |
|
|---|
currenex_rfs_maker | NewOrderMultileg | ExecutingUnit |
|
|---|
currenex_rfs_maker | NewOrderMultileg | OrderOriginationFirm |
|
|---|
currenex_rfs_maker | NewOrderMultileg | OrderOriginationFirmLEI |
|
|---|
currenex_rfs_maker | NewOrderMultileg | OrderOriginationTrader |
|
|---|
currenex_rfs_maker | Quote | ExecutingTrader |
|
|---|
currenex_rfs_maker | Quote | ExecutingUnit |
|
|---|
currenex_rfs_maker | Quote | ExecutionVenue |
|
|---|
currenex_rfs_maker | QuoteRequest | ExecutingFirm |
|
|---|
currenex_rfs_maker | QuoteRequest | ExecutingUnit |
|
|---|
currenex_rfs_maker | QuoteRequest | ExecutionVenue |
|
|---|
currenex_rfs_maker | QuoteRequest | OrderOriginationFirm |
|
|---|
currenex_rfs_maker | QuoteRequest | OrderOriginationFirmLEI |
|
|---|
currenex_rfs_maker | QuoteRequest | OrderOriginationTrader |
|
|---|
| ebs_cpt | ExecutionReport | ExecutingFirm |
|
|---|
| ebs_cpt | ExecutionReport | ExecutingFirmLEI |
|
|---|
| ebs_cpt | ExecutionReport | ExecutingTrader |
|
|---|
| ebs_cpt | ExecutionReport | ExecutingVenue |
|
|---|
| ebs_cpt | ExecutionReport | OrderOriginationFirm |
|
|---|
| ebs_cpt | ExecutionReport | OrderOriginationTrader |
|
|---|
| ebs_cpt | ExecutionReport | PrimeBroker |
|
|---|
| ebs_market_ilink3_sbe | ExecutionReport | ExecutingFirm | Optional field: on trades |
|---|
| ebs_market_ilink3_sbe | ExecutionReport | ExecutionVenue | EBSC => Spot, EBSC => NDF OffSEF OffMTF NEXS => NDF OnSEF OnMTF XEBS => NDF OffSEF OnMTF |
|---|
| ebs_market_ilink3_sbe | ExecutionReport | OrderOriginationFirm |
|
|---|
| ebs_market_ilink3_sbe | ExecutionReport | OrderOriginationTrader |
|
|---|
| ebs_market_ilink3_sbe | MultilegOrderReplaceRequest | OrderOriginationFirmLocation | Optional Field: Physical location of the individual or team head trader as per CME location codes. |
|---|
| ebs_market_ilink3_sbe | MultilegOrderReplaceRequest | OrderOriginationTrader | Mandatory Field: Registered GUS on CME |
|---|
| ebs_market_ilink3_sbe | NewOrderMultileg | OrderOriginationFirmLocation | Optional Field: Physical location of the individual or team head trader as per CME location codes. |
|---|
ebs_market_ilink3_sbe | NewOrderMultileg | OrderOriginationTrader | Mandatory Field: Registered GUS on CME |
|---|
| ebs_market_ilink3_sbe | OrderCancelRequest | OrderOriginationFirmLocation | Optional Field: Physical location of the individual or team head trader as per CME location codes. |
|---|
| ebs_market_ilink3_sbe | OrderCancelRequest | OrderOriginationTrader | Mandatory Field: Registered GUS on CME |
|---|
| edgewater_markets | NewOrderMultileg | OrderOriginationTrader | OnBehalfOfCompID in Edgewater: "Third-party identifier". |
|---|
| exchange24 | ExecutionReport | ExecutionFirm |
|
|---|
| exchange24 | ExecutionReport | ExecutionVenue | MIC of the LP that filled/ rejected the order. PartyID value: 24EX |
|---|
| fastmatch_autoex | ExecutionReport | ExecutionFirm | ContraID -Numeric value of customer id on the other side of execution |
|---|
| fastmatch_autoex | ExecutionReport | OrderOriginationFirm |
|
|---|
| fastmatch_autoex | ExecutionReport | OrderOriginationTrader |
|
|---|
| fastmatch_autoex | ExecutionReport | PrimeBroker | ContraBroker |
|---|
| fastmatch_autoex | MultilegOrderCancelReplaceRequest | ContraFirm | Third-party identifier to
indicate intended for the this
third party - If present on NewOrderMultileg |
|---|
| fastmatch_autoex | NewOrderMultileg | ContraFirm | Third-party identifier to
indicate intended for the this
third party |
|---|
| fastmatch_autoex | NewOrderMultileg | OrderOriginationFirm | Required if RMO enabled flow. |
|---|
| fastmatch_autoex | NewOrderMultileg | OrderOriginationTrader | Required if RMO enabled flow. |
|---|
| fastmatch_autoex | OrderCancelRequest | ContraFirm | Third-party identifier to
indicate intended for the this
third party - If present on NewOrderMultileg |
|---|
| fastmatch_stream_maker | ExecutionAck | ExecutingFirm | RMOID for NDFs. |
|---|
| fastmatch_stream_maker | ExecutionAck | OrderOriginationTrader | ClientID of the actual taker [in case of dealing with undisclosed clients] published in ContraID in ExecutionAck. |
|---|
| fastmatch_stream_maker | ExecutionReport | ContraFirm | Third party identifier of the taker client received in NewOrderMultiLeg. |
|---|
| fastmatch_stream_maker | ExecutionReport | ExecutingFirm | RMOID for NDFs. Optional. |
|---|
| fastmatch_stream_maker | ExecutionReport | ExecutingTrader | Required for NDFs. Code identifier for the human trader,
required for RMO by MAS. |
|---|
| fastmatch_stream_maker | ExecutionReport | OrderOriginationTrader | ClientID of the disclosed/ undisclosed taker received in NewOrderMultiLeg. |
|---|
| fastmatch_stream_maker | MassQuote | ExecutingTrader | Required for NDFs. Code identifier for the human trader,
required for RMO by MAS. |
|---|
| fastmatch_stream_maker | MassQuote | OrderOriginationFirm | To publish RMOID for NDFs. Optional. |
|---|
| fastmatch_stream_maker | NewOrderMultiLeg | ContraFirm | Third party identifier of the taker client. |
|---|
| fastmatch_stream_maker | NewOrderMultiLeg | OrderOriginationTrader | Will publish ClientID of the disclosed/ undisclosed taker to maker. ClientID is set to 1000 for undisclosed taker clients. |
|---|
| fidessa_orders | ExecutionReport | ContraFirm |
|
|---|
| fidessa_orders | ExecutionReport | ExecutionVenue |
|
|---|
| fidessa_orders | ExecutionReport | OrderOriginationFirm |
|
|---|
| fidessa_orders | ExecutionReport | OrderOriginationFirmLEI |
|
|---|
| fidessa_orders | ExecutionReport | OrderOriginationTrader |
|
|---|
| fidessa_orders | MultilegOrderCancelReplaceRequest | ContraFirm |
|
|---|
| fidessa_orders | MultilegOrderCancelReplaceRequest | ExecutionVenue |
|
|---|
| fidessa_orders | MultilegOrderCancelReplaceRequest | OrderOriginationFirm |
|
|---|
| fidessa_orders | MultilegOrderCancelReplaceRequest | OrderOriginationFirmLEI |
|
|---|
| fidessa_orders | MultilegOrderCancelReplaceRequest | OrderOriginationTrader |
|
|---|
| fidessa_orders | NewOrderMultileg | ContraFirm |
|
|---|
| fidessa_orders | NewOrderMultileg | ExecutionVenue |
|
|---|
| fidessa_orders | NewOrderMultileg | OrderOriginationFirm |
|
|---|
| fidessa_orders | NewOrderMultileg | OrderOriginationFirmLEI |
|
|---|
| fidessa_orders | NewOrderMultileg | OrderOriginationTrader |
|
|---|
| fidessa_orders | OrderCancelRequest | OrderOriginationTrader |
|
|---|
| fxall_activetrading | ExecutionReport | PrimeBroker |
|
|---|
| fxall_activetrading_maker | ExecutionAcknowledgement | ExecutingFirm |
|
|---|
| fxall_activetrading_maker | ExecutionAcknowledgement | OrderOriginationTrader |
|
|---|
| fxall_activetrading_maker | ExecutionAcknowledgement | PrimeBroker |
|
|---|
| fxall_activetrading_maker | ExecutionReport | ExecutingFirm |
|
|---|
| fxall_activetrading_maker | ExecutionReport | OrderOriginationTrader |
|
|---|
| fxall_activetrading_maker | ExecutionReport | PrimeBroker |
|
|---|
| fxall_activetrading_maker | NewOrderMultileg | ExecutingFirm |
|
|---|
| fxall_activetrading_maker | NewOrderMultileg | OrderOriginationTrader |
|
|---|
| fxall_activetrading_maker | NewOrderMultileg | PrimeBroker |
|
|---|
| fxall_quicktrade_maker | ExecutionAcknowledgement | ExecutingFirm |
|
|---|
| fxall_quicktrade_maker | ExecutionAcknowledgement | ExecutingTrader |
|
|---|
| fxall_quicktrade_maker | ExecutionAcknowledgement | ExecutionVenue |
|
|---|
| fxall_quicktrade_maker | ExecutionAcknowledgement | OrderOriginationFirm |
|
|---|
| fxall_quicktrade_maker | ExecutionAcknowledgement | OrderOriginationFirmLEI |
|
|---|
| fxall_quicktrade_maker | ExecutionAcknowledgement | OrderOriginationTrader |
|
|---|
| fxall_quicktrade_maker | NewOrderMultileg | ExecutingFirm |
|
|---|
| fxall_quicktrade_maker | NewOrderMultileg | ExecutingTrader |
|
|---|
| fxall_quicktrade_maker | NewOrderMultileg | ExecutionVenue |
|
|---|
| fxall_quicktrade_maker | NewOrderMultileg | OrderOriginationFirm |
|
|---|
| fxall_quicktrade_maker | NewOrderMultileg | OrderOriginationFirmLEI |
|
|---|
| fxall_quicktrade_maker | NewOrderMultileg | OrderOriginationTrader |
|
|---|
| fxall_quicktrade_maker | NewOrderMultileg | PrimeBroker |
|
|---|
| fxall_quicktrade_maker | Quote | ExecutingFirm |
|
|---|
| fxall_quicktrade_maker | Quote | ExecutingTrader |
|
|---|
| fxall_quicktrade_maker | QuoteRequest | ExecutionVenue |
|
|---|
| fxall_quicktrade_maker | QuoteRequest | OrderOriginationFirm |
|
|---|
| fxall_quicktrade_maker | QuoteRequest | OrderOriginationFirmLEI |
|
|---|
| fxall_quicktrade_maker | QuoteRequest | OrderOriginationTrader |
|
|---|
| fxspotstream | ExecutionReport RFS+ESP | ExecutingFirm |
|
|---|
| fxspotstream | ExecutionReport RFS+ESP | ExecutingFirmLEI |
|
|---|
| fxspotstream | ExecutionReport RFS+ESP | ExecutingUnitLocation |
|
|---|
| fxspotstream | ExecutionReport RFS+ESP | ExecutionVenue |
|
|---|
| fxspotstream | ExecutionReport RFS+ESP | OrderOriginationFirmLEI |
|
|---|
| fxspotstream | ExecutionReport RFS+ESP | OrderOriginationFirmLocation |
|
|---|
| fxspotstream | ExecutionReport RFS+ESP | OrderOriginationTrader |
|
|---|
| fxspotstream | NewOrderMultiLeg ESP | ExecutingFirm | MIC |
|---|
| fxspotstream | NewOrderMultiLeg ESP | ExecutingFirmLEI |
|
|---|
| fxspotstream | NewOrderMultiLeg ESP | ExecutionVenue |
|
|---|
| fxspotstream | NewOrderMultiLeg RFS+ESP | OrderOriginationFirmLEI |
|
|---|
| fxspotstream | NewOrderMultiLeg RFS+ESP | OrderOriginationTrader |
|
|---|
| fxspotstream | Quote RFS | ExecutionVenue |
|
|---|
| fxspotstream | QuoteRequest RFS | ExecutingFirm | MIC |
|---|
| fxspotstream | QuoteRequest RFS | ExecutingFirmLEI |
|
|---|
| fxspotstream | QuoteRequest RFS | OrderOriginationTrader |
|
|---|
| fxspotstream | QuoteRequest RFS+ESP
| ExecutionVenue |
|
|---|
| fxspotstream_algo | MultilegOrderCancelReplaceRequest | ExecutionVenue |
|
|---|
| fxspotstream_algo | MultilegOrderCancelReplaceRequest | OrderOriginationTrader |
|
|---|
| fxspotstream_algo | NewOrderMultileg | ExecutionVenue |
|
|---|
| fxspotstream_algo | NewOrderMultileg | OrderOriginationTrader |
|
|---|
| fxspotstream_midmatch | ExecutionReport | ExecutingFirm | Numeric Matching Participant ID. |
|---|
| fxspotstream_midmatch | ExecutionReport | OrderOriginationFirm | Numeric Matching Participant ID. |
|---|
| fxspotstream_midmatch | ExecutionReport | OrderOriginationTrader | Echo of value provided by client in NewOrderMultileg. |
|---|
| fxspotstream_midmatch | NewOrderMultiLeg | OrderOriginationTrader | Free-format string solely determined by client. |
|---|
| gsfx | ExecutionReport | ExecutingFirmLEI |
|
|---|
| gsfx | ExecutionReport | ExecutingUnitLocation |
|
|---|
| gsfx | ExecutionReport | ExecutionVenue | MIC of the LP that filled/ rejected the order. PartyID value: GSCO |
|---|
| gsfx | MassQuote | ExecutingFirmLEI |
|
|---|
| gsfx | MassQuote | ExecutingUnitLocation |
|
|---|
| gsfx | NewOrderMultileg | ExecutionVenue |
|
|---|
| gsfx | NewOrderMultileg | OrderOriginationFirmLEI |
|
|---|
| gsfx | NewOrderMultileg | OrderOriginationTrader |
|
|---|
| gsfx | NewOrderMultileg | ReportingEntity |
|
|---|
| gsfx | QuoteRequest | ExecutionVenue |
|
|---|
| hsbc_fx_mds | ExecutionReport | ExecutingFirmLEI |
|
|---|
| hsbc_fx_mds | ExecutionReport | ExecutingUnitLocation |
|
|---|
| hsbc_fx_mds | ExecutionReport | ExecutionVenue |
|
|---|
| hsbc_fx_mds | ExecutionReport | ExecutionVenue | MIC of the LP that filled/ rejected the order. PartyID value: HSBC |
|---|
| hsbc_fx_mds | ExecutionReport | OrderOriginationTrader |
|
|---|
| hsbc_fx_mds | NewOrderMultileg | OrderOriginationTrader |
|
|---|
| hsbc_fx_mds | NewOrderMultileg | ReportingEntity | Valid values are: "ExecutingFirm" and "OrderOriginationFirm" |
|---|
| integral_esp_maker | MassQuote | ExecutingFirm |
|
|---|
| integral_esp_maker | NewOrderMultileg | OrderOriginationFirm |
|
|---|
| integral_rfs_maker | ExecutionReport | ExecutingFirm |
|
|---|
| integral_rfs_maker | ExecutionReport | ExecutingFirmLEI |
|
|---|
| integral_rfs_maker | ExecutionReport | ExecutingUnitLocation |
|
|---|
| integral_rfs_maker | ExecutionReport | ExecutionVenue |
|
|---|
| integral_rfs_maker | NewOrderMultileg | ExecutionVenue |
|
|---|
| integral_rfs_maker | NewOrderMultileg | OrderOriginationFirm |
|
|---|
| integral_rfs_maker | NewOrderMultileg | OrderOriginationFirmLEI |
|
|---|
| integral_rfs_maker | NewOrderMultileg | OrderOriginationTrader |
|
|---|
| integral_rfs_maker | Quote | ExecutingFirm |
|
|---|
| integral_rfs_maker | QuoteRequest | ExecutionVenue |
|
|---|
| integral_rfs_maker | QuoteRequest | OrderOriginationFirm |
|
|---|
| integral_rfs_maker | QuoteRequest | OrderOriginationFirmLEI |
|
|---|
| integral_stp | ExecutionReport | ExecutingFirm |
|
|---|
| integral_stp | ExecutionReport | ExecutingFirmLEI | LegalEntityIdentifier |
|---|
| integral_stp | ExecutionReport | ExecutingTrader |
|
|---|
| integral_stp | ExecutionReport | ExecutingUnit |
|
|---|
| integral_stp | ExecutionReport | ExecutionVenue |
|
|---|
| integral_stp | ExecutionReport | OrderOriginationFirm |
|
|---|
| integral_stp | ExecutionReport | OrderOriginationFirmLEI | LegalEntityIdentifier |
|---|
| integral_stp | ExecutionReport | OrderOriginationFirmLocation |
|
|---|
| integral_stp | ExecutionReport | OrderOriginationTrader |
|
|---|
| jpmorgan_fx | ExecutionReport | ContraFirm | |
|---|
| jpmorgan_fx | ExecutionReport | ExecutingFirm | |
|---|
| jpmorgan_fx | ExecutionReport | ExecutionVenue | MIC of the LP that filled/ rejected the order. PartyID value: JPSI |
|---|
| jpmorgan_fx | ExecutionReport | OrderOriginationFirm | |
|---|
| jpmorgan_fx | NewOrderMultileg | MiFIDSystematicInternaliser | |
|---|
| jpmorgan_fx | NewOrderMultileg | OrderOriginationTrader | Optional field to provide the Trader responsible for submission of Order or the Sub-account identifier. Only alphanumeric characters, "-", and "_" are supported |
|---|
| jpmorgan_fx_algo | ExecutionReport | ExecutionVenue |
|
|---|
| jpmorgan_fx_algo | MultilegOrderCancelReplaceRequest | ContraFirm |
|
|---|
| jpmorgan_fx_algo | MultilegOrderCancelReplaceRequest | OrderOriginationFirm |
|
|---|
| jpmorgan_fx_algo | MultilegOrderCancelReplaceRequest | OrderOriginationTrader | Required field to provide the Trader responsible for submission of Order.
|
|---|
| jpmorgan_fx_algo | NewOrderMultileg | ContraFirm |
|
|---|
| jpmorgan_fx_algo | NewOrderMultileg | OrderOriginationFirm |
|
|---|
| jpmorgan_fx_algo | NewOrderMultileg | OrderOriginationTrader | Required field to provide the Trader responsible for submission of Order.
|
|---|
| lmax | ExecutionReport | ExecutingFirm |
|
|---|
| lmax | ExecutionReport | ExecutingTrader |
|
|---|
| lmax | ExecutionReport | PrimeBroker |
|
|---|
| lmax | NewOrderMultileg | OrderOriginationFirm | 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_ftg | ExecutionReport | ClearingFirm | ClearingOrganization |
|---|
| lseg_ftg | ExecutionReport | ExecutingFirm | AcceptableCounterparty |
|---|
| lseg_ftg | ExecutionReport | OrderOriginationFirm | ExecutingUnit |
|---|
| lseg_ftg | ExecutionReport | OrderOriginationTrader | Trading Mnemonic |
|---|
| lseg_ftg | ExecutionReport | PrimeBroker | Prime Broker Trade Code |
|---|
| lseg_ftg | NewOrderMultileg | ClearingFirm | Clearing Member Trade Code |
|---|
| lseg_ftg | NewOrderMultileg | OrderOriginationTrader | Trading Mnemonic |
|---|
| lseg_ftg | NewOrderMultileg | PrimeBroker | Prime Broker Trade Code |
|---|
| lseg_fxall_maker | ExecutionReport | ExecutionVenue | MIC |
|---|
| lseg_fxall_maker | ExecutionReport | OrderOriginationFirmLEI | CustomerLEI |
|---|
| lseg_fxall_maker | ExecutionReport | OrderOriginationTrader | ClientID |
|---|
| lseg_fxall_maker | NewOrderMultileg | ExecutionVenue | MIC |
|---|
| lseg_fxall_maker | NewOrderMultileg | OrderOriginationFirmLEI | CustomerLEI |
|---|
| lseg_fxall_maker | NewOrderMultileg | OrderOriginationTrader | ClientID |
|---|
| lseg_fxall_maker | Quote | OrderOriginationFirmLEI | LEI for the account |
|---|
| lseg_fxall_maker | QuoteRequest | ExecutionVenue | MIC |
|---|
| lseg_fxall_maker | QuoteRequest | OrderOriginationFirmLEI | CustomerLEI |
|---|
| lseg_fxall_maker | QuoteRequest | OrderOriginationTrader | ClientID |
|---|
| lseg_ptg | ExecutionReport | ClearingFirm | This will only be populated for trades under the cleared trading model. |
|---|
| lseg_ptg | ExecutionReport | ExecutingFirm | AcceptableCounterparty |
|---|
| lseg_ptg | ExecutionReport | ExecutingFirmLEI | LegalEntityIdentifier |
|---|
| lseg_ptg | ExecutionReport | ExecutingUnitLocation | ISOCountryCode |
|---|
| lseg_ptg | ExecutionReport | ExecutionVenue | ExecutionVenue |
|---|
| lseg_ptg | ExecutionReport | OrderOriginationFirm | ExecutingUnit |
|---|
| lseg_ptg | ExecutionReport | OrderOriginationFirmLEI | LegalEntityIdentifier |
|---|
| lseg_ptg | ExecutionReport | OrderOriginationFirmLocation | ISOCountryCode |
|---|
| lseg_ptg | ExecutionReport | OrderOriginationTrader | TraderMnemonic |
|---|
| lseg_ptg | ExecutionReport | ReportingEntity | ReportingIntermediary |
|---|
| lucera_lumefx | ExecutionReport | ExecutingFirm |
|
|---|
| lucera_lumefx | ExecutionReport | ExecutionVenue | MIC of the LP that filled/ rejected the order. PartyID values: BKLN, BGCF, WELX, and XXXX (for undefined markets) |
|---|
| lucera_lumefx | NewOrderMultileg | OrderOriginationTrader | Optional |
|---|
| morganstanleyfx_esp | ExecutionReport | ExecutionVenue | MIC of the LP that filled/ rejected the order. PartyID value: MSAX |
|---|
| morganstanleyfx_esp | NewOrderMultileg | OrderOriginationTrader | Optional field to provide the Trader responsible for submission of Order |
|---|
| natwest_markets | ExecutionReport | ExecutionVenue | MIC of the LP that filled/ rejected the order. PartyID value: NWMS |
|---|
| natwest_markets | ExecutionReport | PrimeBroker |
|
|---|
| natwest_markets | NewOrderMultileg | OrderOriginationTrader |
|
|---|
| nomura_esp | ExecutionReport | ExecutionVenue | MIC of the LP that filled/ rejected the order. PartyID value: NMRA |
|---|
| parfx_orders | ExecutionReport | ContraTrader |
|
|---|
| parfx_orders | ExecutionReport | ExecutingFirm |
|
|---|
| parfx_orders | ExecutionReport | ExecutingTrader |
|
|---|
| parfx_orders | ExecutionReport | OrderOriginationFirm |
|
|---|
| parfx_orders | ExecutionReport | OrderOriginationFirmLocation |
|
|---|
| parfx_orders | ExecutionReport | OrderOriginationTrader |
|
|---|
| parfx_orders | ExecutionReport | PrimeBroker |
|
|---|
| parfx_orders | NewOrderMultileg | ExecutingFirm |
|
|---|
| parfx_orders | NewOrderMultileg | ExecutingTrader |
|
|---|
| parfx_orders | NewOrderMultileg | OrderOriginationFirm |
|
|---|
| parfx_orders | NewOrderMultileg | OrderOriginationFirmLocation |
|
|---|
| parfx_orders | NewOrderMultileg | OrderOriginationFirmLocation |
|
|---|
| parfx_orders | NewOrderMultileg | OrderOriginationTrader |
|
|---|
| precision_algo | ExecutionReport | ExecutingFirm | Always "ICAN". |
|---|
| precision_algo | ExecutionReport | ExecutionVenue | Provided 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_algo | ExecutionReport | OrderOriginationFirm | As defined on the original order. |
|---|
| precision_algo | MultilegOrderCancelReplaceRequest | OrderOriginationFirm | Firm identifier, up to 10 chars.
As defined on the original order. |
|---|
| precision_algo | MultilegOrderCancelReplaceRequest | OrderOriginationTrader | Bilaterally agreed with Precision Algo team. |
|---|
| precision_algo | NewOrderMultileg | OrderOriginationFirm | Firm identifier, up to 10 chars. |
|---|
| precision_algo | NewOrderMultileg | OrderOriginationTrader | Bilaterally agreed with Precision Algo team. |
|---|
| rbc_trading | ExecutionReport | ExecutionVenue | MIC of the LP that filled/ rejected the order. PartyID value: RBCS |
|---|
| rbc_trading | NewOrderMultileg | OrderOriginationFirm |
|
|---|
| rbc_trading | NewOrderMultileg | OrderOriginationTrader |
|
|---|
| rbc_trading | QuoteRequest | OrderOriginationFirm |
|
|---|
| rbc_trading | QuoteRequest | OrderOriginationTrader |
|
|---|
| refinitv_mapi | ExecutionReport | ContraFirm |
|
|---|
| refinitv_mapi | ExecutionReport | OrderOriginationFirm |
|
|---|
| refinitv_mapi | ExecutionReport | OrderOriginationFirmLocation |
|
|---|
| refinitv_mapi | ExecutionReport | OrderOriginationTrader |
|
|---|
| refinitv_mapi | ExecutionReport | PrimeBroker |
|
|---|
| saxo_direct | ExecutionReport | ExecutionVenue | Optional |
|---|
| saxo_direct | ExecutionReport | ExecutionVenue | MIC of the LP that filled/ rejected the order. PartyID value: SXSI |
|---|
| saxo_direct | ExecutionReport | OrderOriginationFirm | Optional |
|---|
| saxo_direct | NewOrderMultileg | OrderOriginationFirm | Mandatory |
|---|
| socgen | ExecutionReport | ExecutingFirmLEI |
|
|---|
| socgen | ExecutionReport | ExecutionVenue | MIC of the LP that filled/ rejected the order. PartyID value: XSGA |
|---|
| socgen | NewOrderMultileg | ClearingFirm | Optional. Mapped to ClearingHouse/ Tag20073 in venue NewOrderSingle. Mapped when OrderReceivedFromWithinFirm |
|---|
| socgen | NewOrderMultileg | ContraFirmLEI | Optional. LEI of the Non-Executing Broker. |
|---|
| socgen | NewOrderMultileg | ContraTrader | Optional. Mapped when OrderReceivedFromAnotherBrokerDealer |
|---|
| socgen | NewOrderMultileg | ExecutionVenue | Optional. Execution Venue MIC Code |
|---|
| socgen | NewOrderMultileg | OrderOriginationFirm | Optional. Mapped when OrderReceivedFromWithinFirm |
|---|
| socgen | NewOrderMultileg | OrderOriginationFirmLEI | Optional. LEI of the Liquidity Taker |
|---|
| socgen | NewOrderMultileg | OrderOriginationTrader | Optional. Mapped when OrderReceivedFromCustomer |
|---|
| standardchartered_s2bx | ExecutionReport | ExecutionVenue | MIC of the LP that filled/ rejected the order. PartyID value: STAN |
|---|
| statestreet_efx | ExecutionReport | ExecutionVenue | MIC of the LP that filled/ rejected the order. PartyID value: SSBI |
|---|
| statestreet_efx | NewOrderMultileg | OrderOriginationTrader | Optional. Mapped to ClientID/ Tag109 in venue NewOrderSingle. |
|---|
| t360_gtx | ExecutionReport | ExecutingFirm |
|
|---|
| t360_gtx | ExecutionReport | ExecutingTrader |
|
|---|
| t360_gtx | ExecutionReport | OrderOriginationTrader |
|
|---|
| t360_gtx | ExecutionReport | PrimeBroker |
|
|---|
| t360_supersonic_maker | ExecutionAck | OrderOriginationTrader | Echo back from ExecutionReport |
|---|
| t360_supersonic_maker | ExecutionReport | OrderOriginationTrader | Must be identical to the value of the Username field in the
NewOrderSingle message it refers to. |
|---|
| t360_supersonic_maker | NewOrderMultileg | OrderOriginationTrader | Defines the 360T username of the user that initiated the order. |
|---|
| t360_tex | ExecutionReport | ClearingFirm | Specifies the Ccearing house (DCO) this trade will be cleared
at. |
|---|
| t360_tex | ExecutionReport | ExecutingFirm |
|
|---|
| t360_tex | ExecutionReport | ExecutingFirmLEI |
|
|---|
| t360_tex | ExecutionReport | ExecutionVenue | MIC of the LP that filled/ rejected the order. PartyID value: based on the list of LPs configured for a client. |
|---|
| t360_tex | ExecutionReport | OrderOriginationFirmLEI |
|
|---|
| t360_tex | ExecutionReport | ReportingEntity | Company of the reporting party. |
|---|
| t360_tex | NewOrderMultileg | ExecutionVenue | Optional - Issuer of the original quote that is supposed to be executed. |
|---|
| t360_tex | Quote | ExecutionVenue | Specifies the TEX name of the bank that sent this
quote. |
|---|
| t360_tex | QuoteRequest | ExecutionVenue | To be populated with the name of a provider that is in the bank basket and from whom quotes are requested. |
|---|
| t360_tex_maker | ExecutionAck | ReportingEntity |
|
|---|
| t360_tex_maker | ExecutionReport | ContraTrader |
|
|---|
| t360_tex_maker | ExecutionReport | ExecutionVenue |
|
|---|
| t360_tex_maker | NewOrderMultileg | ContraFirm |
|
|---|
| t360_tex_maker | NewOrderMultileg | ContraFirmLEI |
|
|---|
| t360_tex_maker | NewOrderMultileg | ContraTrader |
|
|---|
| t360_tex_maker | NewOrderMultileg | ExecutingFirm |
|
|---|
| t360_tex_maker | NewOrderMultileg | ExecutingFirmLEI |
|
|---|
| t360_tex_maker | NewOrderMultileg | ExecutionVenue |
|
|---|
| t360_tex_maker | NewOrderMultileg | OrderOriginationFirm |
|
|---|
| t360_tex_maker | NewOrderMultileg | OrderOriginationFirmLEI |
|
|---|
| t360_tex_maker | NewOrderMultileg | OrderOriginationTrader |
|
|---|
| t360_tex_maker | NewOrderMultileg | ReportingEntity |
|
|---|
| t360_tex_maker | Quote | ContraTrader |
|
|---|
| t360_tex_maker | QuoteRequest | ContraFirm |
|
|---|
| t360_tex_maker | QuoteRequest | ContraFirmLEI |
|
|---|
| t360_tex_maker | QuoteRequest | ContraTrader |
|
|---|
| t360_tex_maker | QuoteRequest | ExecutingFirm |
|
|---|
| t360_tex_maker | QuoteRequest | ExecutingFirmLEI |
|
|---|
| t360_tex_maker | QuoteRequest | ExecutionVenue |
|
|---|
| t360_tex_maker | QuoteRequest | OrderOriginationFirm |
|
|---|
| t360_tex_maker | QuoteRequest | OrderOriginationFirmLEI |
|
|---|
| t360_tex_maker | QuoteRequest | OrderOriginationTrader |
|
|---|
| t360_tex_maker | QuoteRequest | ReportingEntity |
|
|---|
| ubs_algo | ExecutionReport | ExecutionVenue | Optional LastMkt on trades |
|---|
| ubs_algo | MultilegOrderCancelReplaceRequest | OrderOriginationFirm | Required |
|---|
| ubs_algo | MultilegOrderCancelReplaceRequest | OrderOriginationTrader | Required |
|---|
| ubs_algo | NewOrderMultileg | OrderOriginationFirm | Required |
|---|
| ubs_algo | NewOrderMultileg | OrderOriginationTrader | Required |
|---|
| ubs_fx2b | ExecutionReport | ExecutionVenue | MIC of the LP that filled/ rejected the order. PartyID value: UBSG |
|---|
| ubs_fx2b | NewOrderMultileg | ExecutionVenue | Optional |
|---|
| ubs_fx2b | NewOrderMultileg | OrderOriginationFirm | Optional. Support for OrderOriginationFirm PartyRole to be deprecated. Account to be populated in LegAllocAccount instead. |
|---|
| ubs_fx2b | NewOrderMultileg | OrderOriginationTrader | Optional |
|---|
| ubs_fx2b | QuoteRequest | OrderOriginationFirm | Optional |
|---|
| xenfin_liquiditypool | ExecutionReport | ExecutionVenue | 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_liquiditypool | NewOrderMultileg | OrderOriginationFirm |
|
|---|
| xtx_euthenia | ExecutionReport | ClearingFirm | Populated if provided on NewOrderMultileg |
|---|
| xtx_euthenia | ExecutionReport | ExecutionVenue | MIC of the LP that filled/ rejected the order. PartyID value: XTXM |
|---|
| xtx_euthenia | NewOrderMultileg | ClearingFirm | Optional field to provide ClearingFirm to venue |
|---|