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ICE Gateway API Mapping MiFID II

Exchange API Mapping for MiFiD II

To support MiFiD II, ICE Gateway 7.18.25 and higher supports the exchange API fields described in the following table. The valid values are entered in the client trading application for each of the following fields and sent to the exchange by the TT Gateway.

X_TRADER®/TT User Setup Field

Sent to Exchange in ICE FIX Tag...

Description

Mandatory for Order Routing?

Direct Electronic Access 9700-DirectElectronicAccess

Indication of whether or not the order is sent from direct/sponsored access, or from another source. Valid values: 

  • 1 (True)
  • 2 (False)

Yes

Trading Capacity

9701-TradingCapacity

Indication of a dealing on own account, matched principal and any other trading capacity. Valid values: 

  • 0 (DEAL)
  • 1 (MATCH)
  • 2 (AOTC)

Yes

Liquidity Provision (MM or Not) 9702-LiquidityProvision

Indication of market making. Valid values: 

  • 1 (True)
  • 2 (False)

Yes

Commodity Derivative Indicator (risk-reduction flag - hedging or not)

9703-CommodityDerivIndicator

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

  • None
  • True
  • False
 

Yes

Investment Decision

9704-InvestmentDecision

Indication of who made the trading decision. Free Text (up to 15 characters).

Yes

Execution Decision

9705-ExecutionDecision

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

Yes

Client

9706-ClientIDCode

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

Yes

FFT4

9707-MIFIDID

Free Text (up to 15 characters).

No

FFT5

Not sent to the exchange.

Free Text (up to 15 characters)

No

FFT6

Not sent to the exchange

Free Text (up to 15 characters)

No