Ari Gellman
7 July 2017 8:39pm
what the expectations are for Done for Day messages (39/150 = 3) as to whether we expect the MIFID II related fields on this message or not. Barclays thought was to exclude MIFID II tags on DFD messages as they should have already been provided on the fill messages and will most likely lead to more confusion for clients. I was wondering if the community agrees with this approach.
Hi, same question here please.
We’ve received a query from a client that they are expecting the transaction reporting venue (tag 20073) to be present in the DFD message if we are reporting on average price. Appreciate if someone could provide guidance on this.