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TT Gateway Audit File MiFID II

Overview

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

DirectElectronicAccess

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
TradingCapacity

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)

LiquidityProvision

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
 
InvestmentDecision

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

ExecutionDecision

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

ClientIDCode

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

MIFIDID

Free Text (up to 15 characters).