Hi Team,
Do we have a FIXML mapping document for the Swiss Finfrag regulation. I am looking for something called ‘Special Price’?
Regards
Rahul
Could you provide more information about this regulation (url is fine). A term like “special price” without any context and definition is not very useful to provide any guidance.
Hi, please find the pdf containing the details of SIX Swiss Exchange Reporting.
“Special Price” specifies a report, the price of which differs from the market price at the time of entry (VWAP, portfolio trade, countertrade, Trade Report following an emergency situation, etc.)."
The below seems to be the best match
1839 TradePriceCondition TrdPxCond
= 10 = Special price (SP)
I can confirm that SIX is sending 10=Special Price in field 1839/TradePriceCondition (within the NoTradePriceConditions repeating group) on their FIX interface. So what you found seems to be correct.
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Many thanks for confirming this.