Euronext API Mapping MiFID II

Exchange API Mapping for MiFiD II

To support MiFiD II, NYSE_LIFFE Gateway 7.18.25 and higher supports the Euronext 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 Euronext Tag...

Description

Mandatory for Order Routing?

Direct Electronic Access 21017-DEAIndicator

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

  • 1: True
  • 0: False

Yes, if Account Code is "Client" or "House".

Trading Capacity

21051-TradingCapacity

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

  • P: DEAL
  • R: MATCH
  • A: AOTC

Yes

Liquidity Provision  Account Code

Indication of market making based on the Account Code. If Account Code is "M" (Market Maker), then Liquidity Provision is set to "1" (True). Valid values: 

  • 1: True
  • 0: False

No

Commodity Derivative Indicator

20126-CommodityDerivIndicator

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

  • 1: True
  • 2: False

Yes, if the instrument is a commodity derivative or warrant with a commodity underlying.

Investment Decision

20053-InvestmentDecisionWFirmShortCode

Indication of who or what algo made the trading decision. Eight-byte integer short-code up to 15 characters is sent to the exchange.

Required if the instrument is a commodity derivative or warrants with a commodity underlying.

Yes, if Account Code is "Liquidity Provider", "Related Party", or "House".

Execution Decision

20128-ExecutionWithinFirmShortCode

Indication of who or what algo submitted the order. Eight-byte integer short-code up to 15 characters is sent to the exchange.

Yes

Client

20051-ClientIdentificationShortCode

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

Yes, if Account Code is "Customer" or DEA is "True".

FFT4

Not sent to the exchange. If received from the client, this value is logged in the TT Gateway audit file.

No

FFT5

N/A

Not supported

No

FFT6

N/A

Not supported

No