# Post-trade - Transparency Fields **URL:** \ **Category:** General Q&A\ **Tags:** mifidii, archive, mmt\ **Created:** [July 7, 2017, 8:52am UTC](https://forum.fixtrading.org/t/post-trade-transparency-fields/120 "2017-07-07T08:52:24Z")\ **Posts on this page:** 1\ **Page:** 1
**Author:** ![fixtrading](https://yyz2.discourse-cdn.com/flex010/user_avatar/forum.fixtrading.org/fixtrading/32/25_2.png) [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Post date:** [July 7, 2017, 8:52am UTC](https://forum.fixtrading.org/t/post-trade-transparency-fields/120/1 "2017-07-07T08:52:24Z")
padmini sunkara 13 February 2017 6:40pm Can someone please direct me to the tags for the fields Notional Amount Notional Currency Reference Period OTC post-trade indicator Type Publication Date Time Venue of Publication Thanks Hanno Klein 14 March 2017 12:56pm There is not always a 1:1 mapping of ESMA fields to FIX. Also, please always provide a reference, i.e. “RTS xx, Annex y, Table z, Field n”. ESMA has often mixed multiple concepts into a single field. One example is the field “OTC post-trade indicator” mentioned by you above. It contains trade types (e.g. BENC), publication deferral flags (ILQD), transactional workflow indicators (CANC/AMND) and more. FIX does not mix semantics in a single field but provides separate fields for separate semantics. FIX Global Technical Committee is currently compiling Gap Analysis documents for extensions to cover ESAM requirements. The EMEA Regulatory Subcommittee working groups ([http://www.fixtradingcommunity.org/pg/subcommittees/30323/emea-regulatory-subcommittee/](http://www.fixtradingcommunity.org/pg/subcommittees/30323/emea-regulatory-subcommittee/)) plan to also publish guidelines where you can also see the existing FIX fields that can be used to cover ESMA requirements. They are still looking for volunteers to help with the mapping work. Please have a look at the following extension packs which cover at least some of the ESMA fields you list above. - EP216 MMT (see [http://www.fixtradingcommunity.org/pg/extensions/extension-pack?ExtensionID=EP216](http://www.fixtradingcommunity.org/pg/extensions/extension-pack?ExtensionID=EP216)) - EP222 MiFID/MiFIR Part 1 (see [http://www.fixtradingcommunity.org/pg/extensions/extension-pack?ExtensionID=EP222](http://www.fixtradingcommunity.org/pg/extensions/extension-pack?ExtensionID=EP222)) - MiFID/MiFIR Part 2 (see [http://www.fixtradingcommunity.org/pg/discussions/topicpost/3795251/](http://www.fixtradingcommunity.org/pg/discussions/topicpost/3795251/)) Hanno Klein 14 March 2017 1:53pm Please also refer to [http://www.fixtradingcommunity.org/pg/discussions/topicpost/3791283/](http://www.fixtradingcommunity.org/pg/discussions/topicpost/3791283/). padmini sunkara 14 March 2017 3:19pm Please see reference as requested. RTS 2 Annex II Table 2 Fields 11 and 12. Notional Amount Notional Currency Lisa Taikitsadaporn 20 March 2017 1:06pm FIX syntax is structured around the syntax of trading. Regulatory reporting of prices and completed trades for investor protection and transparency is a latter-day notion that is somewhat problematic given that FIX syntax for attributes like “Notional Amount and Currency” are not always in the same place or form from one asset class to another. Bonds and Foreign Exchange forward contracts: Notional: Pre-trade - one of the following depending on message: MDEntrySize(271) - in the market data messages BidSize(134) or OfferSize(135) - in the quote negotiation messages OrderQty(38) - in the indication and order book messages Post-trade LastQty(32) Currency: Currency(15) Price Currency (if different from currency of trade): Instrument/PriceQuoteCurrency(1524) Equities: Notional: [There is no concept of ‘notional’ in equities trading but it would theoretically be the product of quantity and price. See quantity fields noted above for bonds.] Price elements are: Pre-trade - one of the following depending on message: MDEntryPx(270) - in the market data messages BidPx(132) or OfferPx(133) - in the quote negotiation messages Price(44) - in the indication and order book messages Post-trade LastPx(31) Currency: Currency(15) Price Currency (if different from currency of trade): Instrument/PriceQuoteCurrency(1524) OTC derivative swaps in rates, credit, equities and commodities (including emission allowances): Notional: Instrument/StreamGrp/StreamNotional(40054) Currency: Instrument/StreamGrp/StreamCurrency(40055) Price Currency (if different from notional currency): Instrument/PriceQuoteCurrency(1524) Foreign exchange swaps - deliverable and non-deliverable: [Both sides of FX swaps are simply bullet settlements and thus are modeled as InstrumentLeg components in FIX.] Notional: Pre-trade - one of the following depending on message: InstrumentLeg[near settlement]/LegIOIQty(682) - in indication messages InstrumentLeg[near settlement]/LegOrderQty(685) - in the quote negotiation, market data and order book messages Post-trade InstrumentLeg[near settlement]/LegLastQty(1418) Currency (dealt currency of the currency pair): Currency(15) Price Currency (if different from dealt currency): Instrument/PriceQuoteCurrency(1524) Options: The Notional Amount and Currency push down into comparable fields of the first or only UnderlyingInstrument component.