Eurex/EEX Exchange API Mapping MiFID II

N DEVELOPMENT: This functionality will be available in an upcoming version.

Exchange API Mapping for MiFiD II

To support MiFiD II, Eurex Gateway 7.18.25 and higher supports the Eurex and EEX 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 as...

Description

Mandatory for Order Routing?

Direct Electronic Access N/A

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

  • 1: True
  • 0: False
If provided by clients, this value is logged in the TT Gateway audit file.

No

Trading Capacity

Tag 1815

Indication of whether the trader is acting in the capacity of agent, trading for its own account, or acting as a market maker. Populated based on Account Type or Trading Capacity values received from X_TRADER. Valid values:

  • 1: Customer (Agency) or AOTC
  • 5: Principal (Proprietary) or DEAL
  • 6: Market Maker or MATCH

Yes

Liquidity Provision Tag 23002

Indication of market making. Valid values: 

  • 1: True
  • 0: False

Yes

Commodity Derivative Indicator

 Tag 23003

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

  • 1: True
  • 0: False

No

Investment Decision

Tag 20122

Indication of who made the trading decision. Contains the short code sent to the exchange.

No

InvestmentDecisionIsAlgo Tag 21222 Indication of whether an algo made the trading decision. Valid values:
  • 22= Algorithm
  • 23 = Firm
  • 24 = Natural Person
No

Execution Decision

Tag 25123

Indication of who or what algo submitted the order. Contains the short code sent to the exchange.

No

ExecutionDecisionIsAlgo Tag 21222

Indication of whether an algo submitted the order. Valid values: 

  • 22= Algorithm
  • 23 = Firm
  • 24 = Natural Person
 No

Client ID

Tag 20003

Identification of the customer (LEI/Short Code). 

Yes*

FFT4

N/A

Optional.  If received from the client, this value will be logged in the TT Gateway audit file.

No

FFT5

N/A

Optional. If received from the client, this value will be logged in the TT Gateway audit file.

No

FFT6

N/A

Not supported

No

Notes:

*The ClientID is  required when trading using the A-Account Type/Trading Capacity Agent.