| 803 | 76 | SystematicInternaliser | | 76 | Systematic Internaliser (SI) | In the context of ESMA reporting, this is used to indicate whether the specified party is a Systematic Internaliser or not for the security defined in the Instrument component (Y/N). |
| 2704 | 0 | NoRestriction | | 0 | No restriction | May be used for MiFID II to indicate no restriction on where the order is executed. |
| 2704 | 1 | TradedOnlyOnTradingVenue | | 1 | Can be traded only on a trading venue | May be used for MiFID II to indicate the order can only be executed on a trading venue. |
| 2704 | 2 | TradedOnlyOnSI | | 2 | Can be traded only on a Systematic Internaliser (SI) | May be used for MiFID II to indicate the order can only be executed on a Systematic Internaliser. |
| 2704 | 3 | TradedOnTradingVenueOrSI | | 3 | Can be traded on a trading venue or Systematic internaliser (SI) | May be used for MiFID II to indicate the order can be executed on either a trading venue or a Systematic Internaliser. |
| 1024 | 7 | VoiceNegotiation | | 7 | Voice negotiation | A trading system where transactions between members are arranged through voice negotiation. |
| 1024 | 8 | HybridMarket | | 8 | Hybrid market | A hybrid system falling into two or more types of trading systems. Can also be used for ESMA RTS 1 "other type of trading system". |
| 1430 | V | VoiceNegotiation | | 11 | Voice neotiation | A trading system where transactions between members are arranged through voice negotiation. |
| 1430 | H | HybridMarket | | 12 | Hybrid market | A hybrid system falling into two or more types of trading systems. Can also be used for ESMA RTS 1 "other type of trading system". |
| 1839 | 17 | PricePending | | 17 | Price is pending | In the context of ESMA RTS 2, Annex II, Table 1, Price, this is ESMA's "PNDG" value. Used to indicate the transaction is pending a price at the time it was reported. |
| 1839 | 18 | PriceNotApplicable | | 18 | Price is not applicable | In the context of ESMA RTS 2, Annex II, Table 1, Price and RTS 22, Annex I, Table 2, Field 33, this is to flag that the price is "not applicable" for the transaction at the time it was reported. This is ESMA's "NOAP" value in RTS 22. |
| 2594 | 6 | AllExecutionsSubmittedToAPA | | 6 | All executions for the order are to be submitted to an APA | All executions from this order that may need to be trade reported by the order submitter under MiFID II rules will be submitted by the order receiver on the submitter's behalf to the Approved Publication Arrangement (APA) facility specified in OrderAttributeValue(2595). ESMA RTS 1. |
| 2594 | 7 | OrderExecutionInstructedByClient | | 7 | Order execution instructed by client | In the context of ESMA RTS 22, Annex I, Table 2, Field 59, when OrderAttributeValue(2595)=Y, it signifies that the execution (e.g. the details of the trade including the venue of execution) was instructed by a client or by another person from outside the Investment Firm but within the same group (Field 59 'CLIENT' in ESMA 2016-1452 Guidelines). |
| 2594 | 8 | LargeInScale | | 8 | Large in scale | In the context of MiFIR Article 4(1)(c) and Article 9(1)(a), when OrderAttributeValue(2595)=Y, it signifies that the order size is above normal market size.
In the context of MiFIR Article 4(1)(c) and Article 9(1)(a), when OrderAttributeValue(2595)=Y, it signifies that the order is large in scale compared to normal market size. |
| 2594 | 9 | Hidden | | 9 | Hidden | In the context of MiFIR Article 4(1)(d) and Article 9(1)(a), when OrderAttributeValue(2595)=Y, it signifies that the order is held in an order management facility of the trading venue pending disclosure. |
| 2669 | 2 | ExemptFromPublication | | 2 | Exempt from publication | There are allowable exemptions for the post-trade publication of trade transactions. In the context of ESMA exemptions are specified in RTS 22 Annex I, Table 2, Field 65 and RTS 2 Article 14(1) and Article 15(1). |
| 2670 | 9 | NoPublicPriceDueToLargeInScale | | 9 | No public price and/or size quoted as transaction is "large in scale" | In the context of ESMA, as per MiFIR Article 4(1)(c) and Article 9(1)(a), the trading venue was not obliged to quote prior to closing the trade as the order size was above normal market size. |
| 2670 | 10 | NoPublicPriceSizeDueToOrderHidden | | 10 | No public price and/or size quoted due to order being hidden | In the ccontext of ESMA, as per MiFIR Article 4(1)(d) and Article 9(1)(a), a transaction arising from an order that was not fully pre-trade transparent due to all or part of it being held in a trading venue order management facility, such as a reserve order. |
| 2670 | 11 | ExemptedDueToSecuritiesFinancingTransaction | | 11 | Exempted due to securities financing transaction | Per ESMA RTS 22, Annex I, Table 2, Field 65: a transaction which "falls within the scope of activity but is exempted from reporting under Securities Financing Transaction Regulation". |
| 2670 | 12 | ExemptedDueToESCBPolicyTransaction | | 12 | Exempted due to European System of Central Banks (ESCB) policy transaction | Per ESMA RTS2, Article 14(1), and Article 15(1): "A transaction shall be considered to be entered into by a member of the European System of Central Banks (ESCB) in performance of monetary, foreign exchange and financial stability policy [is exempted from publication] … [The regulation] shall not apply to the following types of transaction entered into by a member of the ESCB for the performance of one of the tasks referred to in Article 14: transaction entered into for the management of its own funds; transaction entered into for administrative purposes or for the staff of the member of the ESCB which include transactions conducted in the capacity as administrator of a pension scheme for its staff; transactions entered into for its investment portfolio pursuant to obligations under national law." |