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TT Gateway Audit File MiFID II


The following fields support compliance with MiFID II are added to columns in the TT Gateway 7.18.25 audit file. Values in these columns vary by exchange.

Column Description


Sets whether or not the order is sent from direct/sponsored access, or from another source. Required for order routing on the following EMEA exchanges: ICE (Europe), Euronext, NASDAQ. Valid values:

  • 1: True
  • 0: False

Indication of a user dealing on own account (DEAL), trading in a matched principal trading capacity (MTCH), or trading in any other trading capacity (AOTC). Valid values: 

  • P: DEAL
  • R: MTCH
  • A: AOTC
  • N: Blank (not set)


Indication of market making. Valid values: 

  • None
  • 1: True
  • 0: False

CommodityDerivative Indicator

Indication of whether the order is for hedging purposes. Valid values: 

  • None
  • 1: True
  • 0: False

Indication of who made the trading decision. Contains the 8-byte Integer Short code from Short Code App. Free text (up to 15 characters).


Indication of who (or what algo, if applicable) submitted the order. Free Text (up to 15 characters).


Identification of the customer (LEI/Short Code). Free Text (up to 15 characters).


Free Text (up to 15 characters).