| Tag | Name | Type | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType | Description | Elaboration | Deprecated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 855 | Type of trade assigned to a trade. Used in addition to TrdType(828). Must not be used when only one trade type needs to be assigned. | |||||||||||
| 828 | Type of trade assigned to a trade. |
| Tag | Name | Type | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType | Description | Elaboration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2896 | TertiaryTrdType | int | TrdTyp3 | 0 | 828 | Reserved1000Plus | Type of trade assigned to a trade. Used in addition to TrdType(828) and SecondaryTrdType(855). Must not be used when only one additional trade type needs to be assigned. |
| Tag | Value | SymbolicName | Group | Sort | Description | Elaboration | Deprecated |
|---|---|---|---|---|---|---|---|
| 828 | 50 | Identifies a collection/basket of trades. In the context of bonds (e.g. corporate bonds) these are transacted as a single trade at an aggregate price for the entire portfolio and may be traded all-or-none or most-or-none depending on bilateral agreement. In the context of ESMA RTS 1 Article 2(b), may be used to refer to portfolio trades to distinguish between addressable and non-addressable volume. In the context of Market Model Typology (MMT), use of this value applies to SecondaryTrdType(855) or TertiaryTrdType(2896), and when used for MMT market data publication requires MDEntryType(269) = 2 (Trade). | |||||
| 828 | 62 | In the context of Market Model Typology (MMT), a dark trade might also come from a lit/hybrid book (e.g. when an aggressive lit order hits a resting dark order). The use of this value applies to TrdType(828), and when used for MMT market data publication requires MDEntryType(269) = 2 (Trade). | |||||
| 828 | 64 | In the context of ESMA RTS 1 Article 2(a), may be used to refer to benchmark trades. In the context of Market Model Typology (MMT), the "benchmark" price depends on a benchmark which has no current price but was derived from a time series such as a VWAP. The use of this value applies to SecondaryTrdType(855) or TertiaryTrdType(2896), and when used for MMT market data publication requires MDEntryType(269) = 2 (Trade). | |||||
| 828 | 65 | Identifies the pseudo-trade of a stream or collection of trades to be transacted, cleared and be reported as an atomic unit. The subsequent actual trades reported should not have this value. In the context of ESMA RTS 2 Article 1(1)(b), may be used to refer to package transactions (excluding exchange for physicals). In the context of Market Model Typology (MMT), use of this value applies to TrdType(828), and when used for MMT market data publication requires MDEntryType(269) = 2 (Trade). |
| Tag | Value |
|---|---|
| 277 | 6 |
| Tag | Value | SymbolicName | Group | Sort | Description | Elaboration |
|---|---|---|---|---|---|---|
| 829 | 53 | TrdSubmitVenueClrSettl | 53 | Trade submitted to venue for clearing and settlement | Identifies trades brought on a trading venue purely for clearing and settlement purposes. | |
| 2670 | 16 | ReportedOutsideReportingHours | 16 | Reported outside of reporting hours | In the context of ESMA, trades published after the trade reporting facility being used (e.g. APA for trades brought onto a trading venue) closes, will be reported the following business day and not flagged as deferred (as the MiFID deferral regime is not applicable). This value distinguishes these types of trades from trades executed (and published) on the same business day. It is recommended that this value be set by the trade reporting facility, e.g. APAs, (as opposed to publishing investment firms) to ensure the most accurate use of this value. |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 64 | 855 | Conditionally requires presence of TrdType(828). |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 64 | 2896 | 0 | 8.005 | 0 | Conditionally requires presence of SecondaryTrdType(855). |
| 2031 | 855 | 1 | 31.203 | 0 | For optional use in reporting trades. Conditionally requires presence of TrdType(828). |
| 2031 | 2896 | 1 | 31.206 | 0 | For optional use in reporting trades. Conditionally requires presence of SecondaryTrdType(855). |
| 2031 | 2373 | 1 | 31.63 | 0 | |
| 2032 | 855 | 1 | 24.12 | 0 | For optional use in reporting trades. Conditionally requires presence of TrdType(828). |
| 2032 | 2896 | 1 | 24.13 | 0 | For optional use in reporting trades. Conditionally requires presence of SecondaryTrdType(855). |
| 2032 | 2373 | 1 | 24.73 | 0 |