Delay publication flag for post trade reporting..

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1

Imported from previous forum

2

Off order book trades, can be delayed according to MIFID rules.
Which field can be suitable when a participant sends a post trade report where he wants to indicate that he wants to delay de publication!
Thanks
Deniz

3

Hi Deniz,

am I assuming correctly that you want to send the off order book trade via a TradeCaptureReport?
In FIX5.0 the field 1390/TradePublishIndicator has a value 2 for deferred publication.
On FIX4.4 there is 852/PublishTrdIndicator but this field has no value for deferred publication, only yes or no.

Cheers
Chris.

Off order book trades, can be delayed according to MIFID rules.
Which field can be suitable when a participant sends a post trade report where he wants to indicate that he wants to delay de publication!
Thanks
Deniz

4

Thanks Chris,
1390 is useful… :slight_smile:

Hi Deniz,

am I assuming correctly that you want to send the off order book trade via a TradeCaptureReport?
In FIX5.0 the field 1390/TradePublishIndicator has a value 2 for deferred publication.
On FIX4.4 there is 852/PublishTrdIndicator but this field has no value for deferred publication, only yes or no.

Cheers
Chris.

Off order book trades, can be delayed according to MIFID rules.
Which field can be suitable when a participant sends a post trade report where he wants to indicate that he wants to delay de publication!
Thanks
Deniz