European Union Regulations
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MiFID reporting OrigTradeTime and BrokerCapacity field
Meenakshi Unni / GFI Group
30 Jun 2009 7:25AM ET
As more products in our business are falling into MiFID reporting requirements we are looking at using the FIXML TradeCaptureReport message for communication between the different systems and our centralised regulatory reporting system.
Fix 5.0 now has a OrigTradeDate to preserve the original trade date when original trade is being referenced in a subsequent transaction. For MiFID reporting we need a similar OrigTxnTm and a BrokerCapacity field (to indicate Agency, AgencyCross, Principal and PrincipalCross). I am extending the TradeCaptureReport message type. How can this be put in as request to be made part of the FIX standard schema for future versions?