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ECNs, Exchanges
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Re: Reuters - MIC mapping
Jonathan Marocco / UBS IB Zurich <> 3 Mar 2010 12:10PM ET hey Ambar
Maybe I can help you and the community :-)
I have had the same issue for a long time whilst introducing SOR and MiFID changes. I've put together a list of US and Canadian alternative execution venue as supported by UBS IB. Can't attach files in this forum (hint) so you can download the xls here
http://jmoola.com/downloads/20100303_MIC_RIC_US-Canada.xls
The normal agreement is that if an ECN/ATS doesn't have a MIC code, you use the RIC. For European alternative venues, most are MTFs (so have known MIC/RIC)
Let me know if this helps
Jonathan
Re: Reuters - MIC mapping Jonathan Marocco / UBS IB Zurich 3 Mar 2010 12:10PM ET |