| 2594 | 0 | AggregatedOrder | | 0 | Aggregated order | In the context of ESMA RTS 24 Article 2(3), when OrderAttributeValue(2595)=Y, it signifies that the order consists of several orders aggregated together. This maps to ESMA RTS value "AGGR". |
| 2594 | 1 | PendingAllocation | | 1 | Pending allocation | In the context of ESMA RTS 24 Article 2(2), when OrderAttributeValue(2595)=Y, it signifies that the order submitter "is authorized under the legislation of a Member State to allocate an order to its client following submission of the order to the trading venue and has not yet allocated the order to its client at the time of the submission of the order". This maps to ESMA RTS value "PNAL". |
| 2594 | 2 | LiquidityProvisionActivityOrder | | 2 | Liquidity provision activity order | In the context of ESMA RTS 24 Article 3, when OrderAttributeValue(2595)=Y, it signifies that the order was submitted "as part of a market making strategy pursuant to Articles 17 and 18 of Directive 2014/65/EU, or is submitted as part of another activity in accordance with Article 3" (of RTS 24). |
| 2594 | 3 | RiskReductionOrder | | 3 | Risk reduction order | In the context of ESMA RTS 22 Article 4(2)(i), when OrderAttributeValue(2595)=Y, it signifies that the commodity derivative order is a transaction "to reduce risk in an objectively measurable way in accordance with Article 57 of Directive 2014/65/EU". |
| 2594 | 4 | AlgorithmicOrder | | 4 | Algorithmic order | When OrderAttributeValue(2595)=Y, it signifies the order submitted to the dealer/investment firm resulted from an algorithm. |
| 2594 | 5 | SystemicInternaliserOrder | | 5 | Systemic internaliser order | When OrderAttributeValue(2595)=Y, it signifies the order is submitted by a systematic internaliser. |
| 2524 | 0 | NotReported | | 0 | Trade has not (yet) been reported | |
| 2524 | 1 | OnBook | | 1 | Trade has been reported by a trading venue as an "on-book" trade | |
| 2524 | 2 | SISeller | | 2 | Trade has been reported as a "systematic internaliser" seller trade | |
| 2524 | 3 | SIBuyer | | 3 | Trade has been reported as a "systematic internaliser" buyer trade | |
| 2524 | 4 | NonSISeller | | 4 | Trade has been reported as a "non-systematic internaliser" seller trade | |
| 2524 | 5 | SubDelegationByFirm | | 5 | Trade has been reported under a sub-delegation arrangement by an investment firm to a reporting facility (e.g. APA) on behalf of another investment firm | |
| 29 | 5 | RisklessPrincipal | | 5 | Riskless principal | |
| 54 | H | SellUndisclosed | | 17 | Sell undisclosed | In the context of ESMA RTS 22, this allows for reporting of transactions where the investment firm (broker) is not able to determine whether the sell is a short sale transaction. Corresponds to RTS 22 "short selling indicator" value of 'UNDI'. |
| 447 | P | ShortCodeIdentifier | For all PartyRoles | 13 | Short code identifier | A generic means for trading venues, brokers, investment managers to convey a bilaterally agreed upon "short hand" code for an identifier that is a reference to a mapping between the parties. |
| 447 | Q | NationalIDNaturalPerson | For all PartyRoles | 14 | National ID of natural person | An identification number generally assigned by a government authority or agency to a natural person which is unique to the person it is assigned to. Examples include, but not limited to, "social security number", "pension number". |
| 452 | 122 | InvestmentDecisionMaker | | 122 | Investment decision maker | In the context of ESMA RTS reporting, this is used to specify party responsible for the investment decision. See RTS 24, Annex, Table 2, Field 4. |
| 1724 | 5 | OrderReceivedFromDirectAccessCustomer | | 5 | Order received from a direct access or sponsored access customer | |
| 1906 | 5 | TradingVenueTransactionIdentifier | | 5 | Trading venue transaction identifier | Assigned by the trading venue to a transaction. In the context of ESMA RTS 22 and RTS 24, this is an unique transaction identification "number generated by trading venues and disseminated to both the buying and selling parties in accordance with Article 12 of [RTS 24 on the maintenance of relevant data relating to orders in financial instruments under Article 25 of Regulation 600/2014 EU]." (quoted text from RTS 22). "Uniqueness" may be defined per relevant regulations. |
| 1674 | 22 | Algorithm | For party role 12 (Executing trader) or 122 (Investment decision maker) | 22 | Algorithm | |
| 1674 | 23 | FirmOrLegalEntity | For all firm / broker type party roles | 23 | Firm or legal entity | |
| 1674 | 24 | NaturalPerson | For all trader / customer type party roles | 24 | Natural person | |