Mark Holloway
5 April 2017 3:14pm
Hi,
RTS 27 table 3 requires “Trading mode” to be reported as a trade-level attribute. The definition is:
"trading mode means scheduled opening, closing or intra-day auction, unscheduled auction, trading at close, trading out of main session, or trade reporting"
I’m interested to know how others are intending to complete this for quotation and RFQ markets.
Thanks