FIX Version FIX.5.0SP2 Extension Pack EP236

Approval Date 2017-07-01T17:00:00

Tag	Value	SymbolicName	Description	Elaboration
139	24		Execution venue fee
447	G		Market Identifier Code (ISO 10383) MIC
770	22	AllocationsCompleted	Allocations completed
2670	1			Per MiFIR Article 4(1)(b)(ii) the obligation to place a public order can be waived for "negotiated transactions which are in an illiquid share, depositary receipt, ETF, certificate or other similar financial instrument that does not fall within the meaning of a liquid market, and are dealt within a percentage of a suitable reference price, being a percentage and a reference price set in advance by the system operator." For ESMA RTS 1, this is the "OILQ" flag.

Tag	Value	SymbolicName	Group	Sort	Description	Elaboration
871	39	AdmittedToTradingOnTradingVenue		40	Admitted to trading on a trading venue
167	DR	DepositoryReceipts	Equity	2	Depository Receipts
2457	36	TradeVolume		36	Trade volume	Quantity traded.
2458	32	Aggressive		32	Aggressive	Order or Quote entered into the order book that took liquidity.
2458	33	Directed		33	Directed	An order where execution venue is specified by the client.
2472	11	TradeVolumeToTotalTradedVolume		11	Trade volume to total traded volume	Total value of failed trades over total traded value.
2472	12	OrdersToTotalNumberOrders		12	Orders to total number of orders	Orders pertaining to a type over total number of orders.

ComponentID	TagText	Position
152	582	7.5
2250	NestedParties	21.3
2250	2584	21.6
152	15	14.5