TTAPI and X_TRADER API Properties for MiFID II

To support MiFiD II, TTAPI and X_TRADER API have been updated to include the new fields needed for compliance. The following table lists the MiFID II fields and shows the updates for the classes and properties of both APIs.

MiFID II Field Description XTAPI Classes TTAPI Classes
* Inherited from TTAPI.OrderProfileBase class
** Inherited from TTAPI.Order class
Client Identification of the customer (LEI/Short Code).

XTAPI Data type: string
TTAPI Data type: string
ITTCustomerProfile.Client property
TTFillObj.Get("Client")
TTOrderObj.Get("Client")
TTOrderProfile.Get("Client")
TTOrderProfile.Set("Client", "
value")
TTAPI.Fill.Client property (get only)
TTAPI.Order.Client property (get only)
TTAPI.OrderProfile.Client property (get only)*
TTAPI.OrderProfileBase.Client property (get/set)
TTAPI.SyntheticOrder.Client property (get only)**
TTAPI.SyntheticOrderProfile.Client property (get/set)*
TTAPI.Autospreader.LegOrder.Client property (get only)**
TTAPI.Autospreader.SyntheticOrder.Client property (get only)**
TTAPI.Autospreader.SyntheticOrderProfile.Client property (get/set)*
TTAPI.CustomerDefaults.CustomerDefaultEntry.Client property (get/set)
Commodity Derivative Indicator Indication of whether the order is for hedging purposes to reduce risk.

XTAPI Data type: string ("N", "T", "F") TTAPI Data type: MiFIDBooleanEnum (None, True, False)
ITTCustomerProfile.CommodityDerivIndicator property TTFillObj.Get("CommodityDerivIndicator")
TTOrderObj.Get("CommodityDerivIndicator")
TTOrderProfile.Get("CommodityDerivIndicator")
TTOrderProfile.Set("CommodityDerivIndicator", "
value")
TTAPI.Fill.CommodityDerivIndicator property (get only)
TTAPI.Order.CommodityDerivIndicator property (get only)
TTAPI.OrderProfile.CommodityDerivIndicator property (get only)*
TTAPI.OrderProfileBase.CommodityDerivIndicator property (get/set)
TTAPI.SyntheticOrder.CommodityDerivIndicator property (get only)**
TTAPI.SyntheticOrderProfile.CommodityDerivIndicator property (get/set)*
TTAPI.Autospreader.LegOrder.CommodityDerivIndicator property (get only)**
TTAPI.Autospreader.SyntheticOrder.CommodityDerivIndicator property (get only)**
TTAPI.Autospreader.SyntheticOrderProfile.CommodityDerivIndicator property (get/set)*
TTAPI.CustomerDefaults.CustomerDefaultEntry.CommodityDerivIndicator property (get/set)
Direct Electronic Access Indication of whether the order is sent from direct/sponsored access, or from another source.

XTAPI Data type: string ("N", "T", "F")
TTAPI Data type: MiFIDBooleanEnum (None, True, False)
ITTCustomerProfile.DirectEAccess property
TTFillObj.Get("DirectEAccess")
TTOrderObj.Get("DirectEAccess")
TTOrderProfile.Get("DirectEAccess")
TTOrderProfile.Set("DirectEAccess", "
value")
TTAPI.Fill.DirectEAccess property (get only)
TTAPI.Order.DirectEAccess property (get only)
TTAPI.OrderProfile.DirectEAccess property (get only)*
TTAPI.OrderProfileBase.DirectEAccess property (get/set)
TTAPI.SyntheticOrder.DirectEAccess property (get only)**
TTAPI.SyntheticOrderProfile.DirectEAccess property (get/set)*
TTAPI.Autospreader.LegOrder.DirectEAccess property (get only)**
TTAPI.Autospreader.SyntheticOrder.DirectEAccess property (get only)**
TTAPI.Autospreader.SyntheticOrderProfile.DirectEAccess property (get/set)*
TTAPI.CustomerDefaults.CustomerDefaultEntry.DirectEAccess property (get/set)
Execution Decision Registered ID/Short Code of who or what algo submitted the order.

XTAPI Data type: string
TTAPI Data type: string
ITTCustomerProfile.ExecutionDecision property
TTFillObj.Get("ExecutionDecision")
TTOrderObj.Get("ExecutionDecision")
TTOrderProfile.Get("ExecutionDecision")
TTOrderProfile.Set("ExecutionDecision", "
value")
TTAPI.Fill.ExecutionDecision property (get only)
TTAPI.Order.ExecutionDecision property (get only)
TTAPI.OrderProfile.ExecutionDecision property (get only)*
TTAPI.OrderProfileBase.ExecutionDecision property (get/set)
TTAPI.SyntheticOrder.ExecutionDecision property (get only)**
TTAPI.SyntheticOrderProfile.ExecutionDecision property (get/set)*
TTAPI.Autospreader.LegOrder.ExecutionDecision property (get only)**
TTAPI.Autospreader.SyntheticOrder.ExecutionDecision property (get only)**
TTAPI.Autospreader.SyntheticOrderProfile.ExecutionDecision property (get/set)*
TTAPI.CustomerDefaults.CustomerDefaultEntry.ExecutionDecision property (get/set)
FFT4, FFT5, FFT6 Free-form text or non-standard exchange fields; e.g., Tag 9707-MIFIDID on ICE.

XTAPI Data type: string
TTAPI Data type: string
ITTCustomerProfile.FFT4 property
TTFillObj.Get("FFT4")
TTOrderObj.Get("FFT4")
TTOrderProfile.Get("FFT4")
TTOrderProfile.Set("FFT4", "
value")
TTAPI.Fill.FFT4 property (get only)
TTAPI.Order.FFT4 property (get only)
TTAPI.OrderProfile.FFT4 property (get only)*
TTAPI.OrderProfileBase.FFT4 property (get/set)
TTAPI.SyntheticOrder.FFT4 property (get only)**
TTAPI.SyntheticOrderProfile.FFT4 property (get/set)*
TTAPI.Autospreader.LegOrder.FFT4 property (get only)**
TTAPI.Autospreader.SyntheticOrder.FFT4 property (get only)**
TTAPI.Autospreader.SyntheticOrderProfile.FFT4 property (get/set)*
TTAPI.CustomerDefaults.CustomerDefaultEntry.FFT4 property (get/set)
Investment Decision Registered ID/Short Code of who made the trading decision.

XTAPI Data type: string
TTAPI Data type: string
ITTCustomerProfile.InvestmentDecision property
TTFillObj.Get("InvestmentDecision")
TTOrderObj.Get("InvestmentDecision")
TTOrderProfile.Get("InvestmentDecision")
TTOrderProfile.Set("InvestmentDecision", "
value")
TTAPI.Fill.InvestmentDecision property (get only)
TTAPI.Order.InvestmentDecision property (get only)
TTAPI.OrderProfile.InvestmentDecision property (get only)*
TTAPI.OrderProfileBase.InvestmentDecision property (get/set)
TTAPI.SyntheticOrder.InvestmentDecision property (get only)**
TTAPI.SyntheticOrderProfile.InvestmentDecision property (get/set)*
TTAPI.Autospreader.LegOrder.InvestmentDecision property (get only)**
TTAPI.Autospreader.SyntheticOrder.InvestmentDecision property (get only)**
TTAPI.Autospreader.SyntheticOrderProfile.InvestmentDecision property (get/set)*
TTAPI.CustomerDefaults.CustomerDefaultEntry.InvestmentDecision property (get/set)
Liquidity Provision Indication of market making.

XTAPI Data type: string ("N", "T", "F")
TTAPI Data type: MiFIDBooleanEnum (None, True, False)
ITTCustomerProfile.LIquidityProvision property
TTFillObj.Get("LIquidityProvision")
TTOrderObj.Get("LIquidityProvision")
TTOrderProfile.Get("LIquidityProvision")
TTOrderProfile.Set("LIquidityProvision", "
value")
TTAPI.Fill.LiquidityProvision property (get only)
TTAPI.Order.LiquidityProvision property (get only)
TTAPI.OrderProfile.LiquidityProvision property (get only)*
TTAPI.OrderProfileBase.LiquidityProvision property (get/set)
TTAPI.SyntheticOrder.LiquidityProvision property (get only)**
TTAPI.SyntheticOrderProfile.LiquidityProvision property (get/set)*
TTAPI.Autospreader.LegOrder.LiquidityProvision property (get only)**
TTAPI.Autospreader.SyntheticOrder.LiquidityProvision property (get only)**
TTAPI.Autospreader.SyntheticOrderProfile.LiquidityProvision property (get/set)*
TTAPI.CustomerDefaults.CustomerDefaultEntry.LiquidityProvision property (get/set)
Trading Capacity Indication of a user dealing on own account, trading in a matched principal trading capacity, or trading in any other trading capacity.

XTAPI Data type: string ("A", "P", "R", "N")
TTAPI Data type: TradingCapacityEnum (eAOTC, eDEAL, eMATCH, eNone)
ITTCustomerProfile.TradingCapacity property
TTFillObj.Get("TradingCapacity")
TTOrderObj.Get("TradingCapacity")
TTOrderProfile.Get("TradingCapacity")
TTOrderProfile.Set("TradingCapacity", "
value")
TTAPI.Fill.TradingCapacity property (get only)
TTAPI.Order.TradingCapacity property (get only)
TTAPI.OrderProfile.TradingCapacity property (get only)*
TTAPI.OrderProfileBase.TradingCapacity property (get/set)
TTAPI.SyntheticOrder.TradingCapacity property (get only)**
TTAPI.SyntheticOrderProfile.TradingCapacity property (get/set)*
TTAPI.Autospreader.LegOrder.TradingCapacity property (get only)**
TTAPI.Autospreader.SyntheticOrder.TradingCapacity property (get only)**
TTAPI.Autospreader.SyntheticOrderProfile.TradingCapacity property (get/set)*
TTAPI.CustomerDefaults.CustomerDefaultEntry.TradingCapacity property (get/set)