ICE Exchange API Mapping MiFID II

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

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
  • 0: False

Yes*

Trading Capacity

9701-TradingCapacity

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

  • P: DEAL
  • R: MTCH
  • A: AOTC

Yes*

Liquidity Provision 9702-LiquidityProvision

Indication of market making. Valid values: 

  • 1: True
  • 0: False

Yes*

Commodity Derivative Indicator

9703-CommodityDerivIndicator

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

  • 1: True
  • 2: False

No (Optional)

Investment Decision

9704-InvestmentDecision

Indication of who made the trading decision. Free text up to 15 integers. Only numeric values are supported.

Yes*

Execution Decision

9705-ExecutionDecision

Indication of who or what algo if applicable submitted the order. Free text up to 15 integers. Only numeric values are supported.

Yes*

Client

9706-ClientIDCode

Identification of the customer (LEI/Short Code). Free Text up to 15 integers. Only numeric values are supported.

Yes*

FFT4

9707-MIFIDID

MiFID II profile ID. This is a free text field that supports up to 15 integers. Numeric values only. Required for firms who register and use a single code instead of all MiFID order tags 9700-9706.

Yes, if 9700-9706 are blank. Otherwise, 9707 is optional.

FFT5

N/A

Not supported

No

FFT6

N/A

Not supported

No

Notes:

*Fields 9700-9706 are not required if 9707-MIFIDID is sent to the exchange instead.