TradingScreen now includes MiFID II fields in their API offerings. This allows you to use FIX tags to create reports on MiFID II-related fields such as:

  • Reporting venues
  • Executing firm or third-party reporting
  • Last Capacity
  • Last Liquidity Type
  • OTC Flags
  • Trade Price Conditions
  • Trade Sub Types
  • Secondary Trade Types
  • Unique Trading Venues
  • Package IDs
  • Legal Entity Identifiers
  • DEA Sub-Delegate IDs
  • Order Aggregation and PNAL Flags
  • SI Flags
  • Execution Decision-Maker IDs
  • Investment Decision-Maker IDs
  • MiFID Trading Instructions
  • Algo Order Flags