MiFID II trading
MiFID II requires the following attributes for each MTF Forward orders:
Trading Capacity (Fix Tag 31344)
Non Price Forming Transaction flag (NPFT) (Fix Tag 31345)
These attributes are forwarded in the Forward orders and received in the following response messages:
OrderUpdates
Trade Capture Reports
Example for order
com.apama.oms.NewOrder("1","eur2w",11.95,"SELL",
"LIMIT",10000000,"MAPI-FIX","","","MAPI_TRADING","",
"",{"167":"FXSWAP","59":"0","Header:50":"234","854":"1",
"231":"1000000.0","15":"eur","1":"RBCL","31344":"1","31345":"N"})
Example for OrderUpdate
com.apama.oms.OrderUpdate("1","eur2w",11.95,"SELL",
"LIMIT",10000000,false,false,false,true,false,true,false,
"NONE",0,10000000,0,0,0,"Rejected:",{"103":"1","15":"EUR",
"167":"FXSWAP","231":"1000000","31344":"1","31345":"N",
"35":"8","52":"20181113-05:47:33.683","59":"0",
"60":"20181113-05:47:33.683","854":"1","Account":"RBCL",
"ExecID":"9ac63aef-59b5-44f3-8a56-b370d0220ac9","ExecType":"8",
"Header:57":"234","Market":"MAPI_TRADING","OrdStatus":"8",
"SERVICE_NAME":"MAPI-FIX","__APAMA_ORDER_STATE":"final"})
Example for Trade Capture reports
com.apama.fix.mapi.TradeCaptureReport("1","MAPI_TRADING",
"136793964","0","0","2","54","142568747","eur/usd",6,6,1.2986,
"20121129","20121129-10:30:48.912","2","RBCL",false,"88331","1:0:0",
[com.apama.fix.mapi.RootPartyIds("BANK GENEVA LN","C",13,
[com.apama.fix.mapi.RootPartySubIds("NNLO",25,{}),
com.apama.fix.mapi.RootPartySubIds("USRF",2,{})],{}),
com.apama.fix.mapi.RootPartyIds("BANK GENEVA AB","C",56,
[com.apama.fix.mapi.RootPartySubIds("NNAB",25,{})],{})],
[com.apama.fix.mapi.TradeCapture_LimitAmt(0,0,-1,"USD",{})],
[com.apama.fix.mapi.TradeCaptureReport_SettlDetails("5",[],{}),
com.apama.fix.mapi.TradeCaptureReport_SettlDetails("4",[],{})],
{"1056":"7791600","120":"USD","15":"EUR","150":"F","167":"FXSPOT",
"17":"09388ccc-246d-0000-0005-002481817554","231":"1000000",
"31344":"1","31345":"N","325":"Y","35":"AE","423":"20",
"52":"20121129-10:30:48.919","64":"20121204","854":"1","Header:57":"234"})