# \#archive **URL:** https://forum.fixtrading.org/tag/archive/14.md [Latest](https://forum.fixtrading.org/latest.md) · [Categories](https://forum.fixtrading.org/categories.md) · [Tags](https://forum.fixtrading.org/tags.md) --- ## [Best Execution Venue Reporting Publication](https://forum.fixtrading.org/t/best-execution-venue-reporting-publication/143)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 7\ **Last updated:** [January 8, 2019, 11:52am UTC](https://forum.fixtrading.org/t/best-execution-venue-reporting-publication/143 "2019-01-08T11:52:49Z")
Hello, I would like to ask the trading venue community how they envisage their best execution report will look like? will it be one huge file that users will have to download and search through manually or will there be … --- ## [FISN, LIS and SSTI](https://forum.fixtrading.org/t/fisn-lis-and-ssti/118)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 0\ **Last updated:** [July 7, 2017, 8:43am UTC](https://forum.fixtrading.org/t/fisn-lis-and-ssti/118 "2017-07-07T08:43:59Z")
Bolsas y Mercados Españoles (BME) 14 December 2016 9:53am I would appreciate some advice about the appropiate tags to fit these information (at instrument level): a) FISN (Financial Instrument Short Name) according to… --- ## [Post-trade - Transparency Fields](https://forum.fixtrading.org/t/post-trade-transparency-fields/120)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 0\ **Last updated:** [July 7, 2017, 8:52am UTC](https://forum.fixtrading.org/t/post-trade-transparency-fields/120 "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 T… --- ## [35=E for MIFID II repeating group](https://forum.fixtrading.org/t/35-e-for-mifid-ii-repeating-group/136)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 4\ **Last updated:** [January 10, 2018, 10:58am UTC](https://forum.fixtrading.org/t/35-e-for-mifid-ii-repeating-group/136 "2018-01-10T10:58:39Z")
Charbel Tahhan 31 May 2017 11:06pm Hi all, For the new MIFID II repeating group fields that the committee is adding, there is no mention of any example for 35=E message type. The approach is that anything on a 'new orde… --- ## [Liquidity](https://forum.fixtrading.org/t/liquidity/140)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 2\ **Last updated:** [January 10, 2018, 10:20am UTC](https://forum.fixtrading.org/t/liquidity/140 "2018-01-10T10:20:39Z")
Natasha Keshani 21 June 2017 3:57pm Hi Will all broker support sending clients values 8 and 9 for Tag 851 (Liquidity)? I have had clients ask for this in relation to MIFiD but its not a standard fix protocol value? Its a… --- ## [Done For Day Messages - MIFID II](https://forum.fixtrading.org/t/done-for-day-messages-mifid-ii/165)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 1\ **Last updated:** [September 26, 2017, 4:05pm UTC](https://forum.fixtrading.org/t/done-for-day-messages-mifid-ii/165 "2017-09-26T16:05:05Z")
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… --- ## [RTS 28 definition of “total in that class”](https://forum.fixtrading.org/t/rts-28-definition-of-total-in-that-class/142)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 2\ **Last updated:** [September 18, 2017, 11:50am UTC](https://forum.fixtrading.org/t/rts-28-definition-of-total-in-that-class/142 "2017-09-18T11:50:24Z")
Mark Holloway 20 June 2017 2:26pm Hi, Each table published under RTS 28 or Art.56(6) has the following parameters: Execution Venue / Broker Retail client orders / Professional client orders / SFTs Instr… --- ## [Transparency Reporting without an ISIN](https://forum.fixtrading.org/t/transparency-reporting-without-an-isin/164)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 7\ **Last updated:** [August 9, 2017, 10:06am UTC](https://forum.fixtrading.org/t/transparency-reporting-without-an-isin/164 "2017-08-09T10:06:26Z")
Martin Walters 26 July 2017 5:24pm Hi, Is there anywhere that documents the use of FIX tags for use with the additional fields required for transparency publishing if the instrument does NOT have an ISIN? Thanks Martin --- ## [Trade Flags](https://forum.fixtrading.org/t/trade-flags/132)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 2\ **Last updated:** [August 9, 2017, 9:52am UTC](https://forum.fixtrading.org/t/trade-flags/132 "2017-08-09T09:52:50Z")
Philip Westpfel 17 May 2017 4:55pm afternoon. I am investigating the relevant Trade Flags for post trade & transaction reporting. With reference to the Final draft of the MiFID II/R Trade Reporting Implementation Guideli… --- ## [RTS 27 Trading Mode](https://forum.fixtrading.org/t/rts-27-trading-mode/167)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 0\ **Last updated:** [July 30, 2017, 5:52pm UTC](https://forum.fixtrading.org/t/rts-27-trading-mode/167 "2017-07-30T17:52:59Z")
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 … --- ## [5.0 SP2 compliant MiFID II mockup for Interest Rate swap single currency post trade transparency report](https://forum.fixtrading.org/t/5-0-sp2-compliant-mifid-ii-mockup-for-interest-rate-swap-single-currency-post-trade-transparency-report/166)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 0\ **Last updated:** [July 30, 2017, 5:50pm UTC](https://forum.fixtrading.org/t/5-0-sp2-compliant-mifid-ii-mockup-for-interest-rate-swap-single-currency-post-trade-transparency-report/166 "2017-07-30T17:50:36Z")
Alex Lim 26 May 2017 7:25pm could anyone provide / point to right place for 5.0 SP2 compliant MiFID II mockup for Interest Rate swap single currency post trade transparency report? --- ## [Price and Price Currency for Equity Variance Swap based on basket of securities/indexes](https://forum.fixtrading.org/t/price-and-price-currency-for-equity-variance-swap-based-on-basket-of-securities-indexes/163)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 0\ **Last updated:** [July 30, 2017, 5:35pm UTC](https://forum.fixtrading.org/t/price-and-price-currency-for-equity-variance-swap-based-on-basket-of-securities-indexes/163 "2017-07-30T17:35:59Z")
Alex Lim 14 July 2017 9:17pm Hello there, what would Price and Price currency be for equity variance swaps based on single underlyer or basket of underlyers for post trade transparency report? Thank you very much, alex --- ## [PartyIDOrderOriginationFirm - sub-deligation of DEA or order transmision](https://forum.fixtrading.org/t/partyidorderoriginationfirm-sub-deligation-of-dea-or-order-transmision/151)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 0\ **Last updated:** [July 17, 2017, 9:55am UTC](https://forum.fixtrading.org/t/partyidorderoriginationfirm-sub-deligation-of-dea-or-order-transmision/151 "2017-07-17T09:55:10Z")
Natasha Keshani 10 July 2017 4:38pm Hi 20013 is the flattened version for the buy side to send the sell side the Delegated DEA client information. What is the PartyID repeating group value equivalent? 448=? 447=? 452=? T… --- ## [RTS 28 "Best Efforts"](https://forum.fixtrading.org/t/rts-28-best-efforts/150)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 0\ **Last updated:** [July 17, 2017, 9:53am UTC](https://forum.fixtrading.org/t/rts-28-best-efforts/150 "2017-07-17T09:53:17Z")
Hi all, on the MiFID Best Execution Subgroup Recommended Practices for Best Execution Reporting document Page 36 it states:- Timing of Reports (RTS28) ....As such, the first set of reports would be expected to be publish… --- ## [FIX Protocol Short Code Solution](https://forum.fixtrading.org/t/fix-protocol-short-code-solution/145)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 0\ **Last updated:** [July 7, 2017, 2:42pm UTC](https://forum.fixtrading.org/t/fix-protocol-short-code-solution/145 "2017-07-07T14:42:53Z")
Chris Thompson 30 June 2017 7:42am Dear All, Would someone be able to point me in the direction of some content on the FIX short code solution. I see plenty of discussion on this but somehow have singularly failed to fin… --- ## [MiFID II: Decision Maker for the buyer/seller](https://forum.fixtrading.org/t/mifid-ii-decision-maker-for-the-buyer-seller/144)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 0\ **Last updated:** [July 7, 2017, 2:40pm UTC](https://forum.fixtrading.org/t/mifid-ii-decision-maker-for-the-buyer-seller/144 "2017-07-07T14:40:41Z")
Michael Hübers 26 June 2017 9:38am Hello, The buyer decision maker fields are only applicable where the client is the buyer and the investment decision is made under a power of representation. If the investment decision … --- ## [MiFID II required attributes for post trade transparency report with associated FIX 5.0 SP2 tags mapping](https://forum.fixtrading.org/t/mifid-ii-required-attributes-for-post-trade-transparency-report-with-associated-fix-5-0-sp2-tags-mapping/139)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 0\ **Last updated:** [July 7, 2017, 1:56pm UTC](https://forum.fixtrading.org/t/mifid-ii-required-attributes-for-post-trade-transparency-report-with-associated-fix-5-0-sp2-tags-mapping/139 "2017-07-07T13:56:35Z")
Alex Lim 6 June 2017 10:03pm could anyone please provide / point to the right direction latest MiFID post trade transparency report attributes and FIX 5.0 tags mapping? Thank you FIX Trading Community 7 June 2017 7:30a… --- ## [Exceptional circumstances in Market Making (RTS 8, articles 3 and 4)](https://forum.fixtrading.org/t/exceptional-circumstances-in-market-making-rts-8-articles-3-and-4/138)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 0\ **Last updated:** [July 7, 2017, 1:55pm UTC](https://forum.fixtrading.org/t/exceptional-circumstances-in-market-making-rts-8-articles-3-and-4/138 "2017-07-07T13:55:20Z")
Robert Mitchell 26 May 2017 5:11pm Will RegulatoryTransactionType (2347) be expanded to include "the regulatory mandate or rule that the transaction complies with" for MiFID2? Hanno Klein 30 May 2017 1:02pm The field w… --- ## [RegulatoryTransactionType (2347) value for MiFID2](https://forum.fixtrading.org/t/regulatorytransactiontype-2347-value-for-mifid2/137)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 0\ **Last updated:** [July 7, 2017, 1:53pm UTC](https://forum.fixtrading.org/t/regulatorytransactiontype-2347-value-for-mifid2/137 "2017-07-07T13:53:26Z")
Robert Mitchell 26 May 2017 5:11pm Will RegulatoryTransactionType (2347) be expanded to include "the regulatory mandate or rule that the transaction complies with" for MiFID2? Hanno Klein 30 May 2017 1:02pm The field w… --- ## [OrderAttributeType and reserved PartyID Short Code values](https://forum.fixtrading.org/t/orderattributetype-and-reserved-partyid-short-code-values/135)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 0\ **Last updated:** [July 7, 2017, 1:39pm UTC](https://forum.fixtrading.org/t/orderattributetype-and-reserved-partyid-short-code-values/135 "2017-07-07T13:39:00Z")
Robert Mitchell 29 May 2017 5:05pm Can anyone help clear up the overlap between the reserved short code PartyID values for AGGR, and PNAL and the OrderAttributeType values for AGGR, PNAL, ALGO, etc.? It seems like AGGR … --- ## [TAG 29 Dealing Capacity](https://forum.fixtrading.org/t/tag-29-dealing-capacity/134)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 0\ **Last updated:** [July 7, 2017, 1:28pm UTC](https://forum.fixtrading.org/t/tag-29-dealing-capacity/134 "2017-07-07T13:28:07Z")
Philip Westpfel 27 February 2017 4:29pm Afternoon. Can anyone confirm the range of the changes to TAG 29 please. Is this a global change impacting the entire FIX protocol or is this limited to the MiFID region please. If… --- ## [Investment and Execution Decision Maker - Person Reponsible designation](https://forum.fixtrading.org/t/investment-and-execution-decision-maker-person-reponsible-designation/133)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 0\ **Last updated:** [July 7, 2017, 1:26pm UTC](https://forum.fixtrading.org/t/investment-and-execution-decision-maker-person-reponsible-designation/133 "2017-07-07T13:26:02Z")
Carl Erdly 19 May 2017 10:03am Appreciating this is not FIX protocol-specific, I would be interested to hear different firm's interpretation of the "person responsible" for Investment and Execution Decision Maker designa… --- ## [TradingCapacity (1815) and OrderOrigination (1724)](https://forum.fixtrading.org/t/tradingcapacity-1815-and-orderorigination-1724/131)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 0\ **Last updated:** [July 7, 2017, 1:23pm UTC](https://forum.fixtrading.org/t/tradingcapacity-1815-and-orderorigination-1724/131 "2017-07-07T13:23:15Z")
Robert Mitchell 12 May 2017 3:14pm For MiFID2 compliance how are these fields related? Should the client send one or both? Hanno Klein 12 May 2017 3:27pm They are not related and stand for two different concepts. 1815 … --- ## [Understanding which level of execution report](https://forum.fixtrading.org/t/understanding-which-level-of-execution-report/122)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 0\ **Last updated:** [July 7, 2017, 9:01am UTC](https://forum.fixtrading.org/t/understanding-which-level-of-execution-report/122 "2017-07-07T09:01:43Z")
Philip Westpfel 24 March 2017 10:36am Hello Can someone advise the difference between TAG 1390 & 2524? My understanding is that 2524 advises whom has reported the execution fill. Does 1390 advise the recipient whether th… --- ## [Orders below LIS on dark venue](https://forum.fixtrading.org/t/orders-below-lis-on-dark-venue/121)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 0\ **Last updated:** [July 7, 2017, 8:58am UTC](https://forum.fixtrading.org/t/orders-below-lis-on-dark-venue/121 "2017-07-07T08:58:04Z")
Josh Barton 21 March 2017 11:50am Hello, when a venue reaches a cap and is prohibited from trading in the dark below LIS, is there a standardized FIX reject message for orders that are below LIS? Kind Regards Josh Hann… --- ## [Post Trade Indicators FIX TAG](https://forum.fixtrading.org/t/post-trade-indicators-fix-tag/119)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 0\ **Last updated:** [July 7, 2017, 8:47am UTC](https://forum.fixtrading.org/t/post-trade-indicators-fix-tag/119 "2017-07-07T08:47:31Z")
Philip Westpfel 16 February 2017 3:12pm Can anyone confirm the TAG that is being reviewed to hold & communicate the applicable Post Trade Indicator values at time of execution for use in the T+1 Transaction Reports ple… --- ## [AlgorithmicTradeIndicator and aggregated market data feeds](https://forum.fixtrading.org/t/algorithmictradeindicator-and-aggregated-market-data-feeds/123)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 0\ **Last updated:** [July 7, 2017, 9:09am UTC](https://forum.fixtrading.org/t/algorithmictradeindicator-and-aggregated-market-data-feeds/123 "2017-07-07T09:09:12Z")
Robert Mitchell 19 April 2017 3:26pm In case of an aggregated market data subscription, if we have a mix of algo and non-algo orders at a given price level, to what value should AlgorithmicTradeIndicator (2667) be set? S… --- ## [MiFID II cross-border scenarios](https://forum.fixtrading.org/t/mifid-ii-cross-border-scenarios/124)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 0\ **Last updated:** [July 7, 2017, 9:19am UTC](https://forum.fixtrading.org/t/mifid-ii-cross-border-scenarios/124 "2017-07-07T09:19:09Z")
Mark Holloway 18 January 2017 9:39am Hi, Is there any guidance clarifying how the MiFID II regulations apply to non-EU firms trading EU instruments and EU firms trading non-EU instruments (and other cross-border scenario… --- ## [Identifying MiFID2 instruments in SecurityList](https://forum.fixtrading.org/t/identifying-mifid2-instruments-in-securitylist/125)
**Author:** [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\ **Replies:** 0\ **Last updated:** [July 7, 2017, 9:20am UTC](https://forum.fixtrading.org/t/identifying-mifid2-instruments-in-securitylist/125 "2017-07-07T09:20:30Z")
Robert Mitchell 21 April 2017 4:00pm Trying to determine how to identify a MiFID2 instrument via the SecurityList. Certain fields being required on NewOrderSingle messages for MiFID2 instruments, how is one to know when …