Field LastMkt Scenario base
SYNOPSIS:
Market of execution for last fill, or an indication of the market where an order was routed
Valid values:
See "Appendix 6-C"
ELABORATION:
In the context of ESMA RTS 1 Annex I, Table 3, Field 6 "Venue of Execution" it is required that the "venue where the transaction was executed" be identified using ISO 10383 (MIC). Additionally, ESMA requires the use of "MIC code 'XOFF' for financial instruments admitted to trading or traded on a trading venue, where the transaction on that financial instrument is not executed on a trading venue, systematic internaliser or organized trading platform outside of the Union. Use 'SINT' for financial instruments admitted to trading or traded on a trading venue, where the transaction is executed on a systematic internaliser."
Pedigree
| Added |
EP |
Updated |
EP |
Deprecated |
EP |
| FIX.2.7 | | FIX.5.0SP2 | 228 | | |