Legal Entity Identifer (LEI) (ISO 17442 standard)
Osobni identifikacijski broj čija zadnja znamenka je kontrolni broj dobiven po Modul 11,10 ISO 7064
DEAL
MTCH
AOTC
Datum i vrijeme po EU standardu (preciznost u µs)
GDAY
GTCA
GTHT
GTHD
GTDT
GAFT
GAFD
GADT
IOCA
FIKI
Marcet Identitfier Code ISO 10383
International Securities Identifying Number - po ISO 6166 standardu
NEWO
TRIG
REME
REMA
REMH
CHME
CHMO
CAME
CAMO
REMO
EXPI
PARF
FILL
Limit
Market
Market to limit
Stop limit
Stop market
Iceberg
Quote
Negotiated Deal
LMTO
STOP
MONE
PERC
YIEL
BUYI
SELL
UNIT
NOML
MONE
PASV
AGRE
Form for data reporting on orders
Identification of the entity which submitted the order
Nacional identificator of entity which submitted the order
Direct Electronic Access (DEA)
Client identification code LEI
Client identification code OIB
Investment decision within firm
Execution within firm
Non-executing broker
Non-executing broker
Trading capacity -> 1=‘DEAL’ - Dealing on own account
2=‘MTCH’ - Matched principal
3=‘AOTC’ - Any other capacity
Liquidity provision activity
Date and Time
Validity period -> 1=‘GDAY’ – Good-For-Day
2=‘GTCA’ – Good-Till-Cancelled
3=‘GTHT’ – Good-Till-Time
4=‘GTHD’ – Good-Till-Date
5=‘GTDT’ – Good-Till-Specified Date
and Time
6=‘GAFT’ – Good After Time
7=‘GAFD’ – Good After Date
8=‘GADT’ – Good After Specified Date
and Time
9=‘IOCA’ – Immediate-Or-Cancel or
10=‘FIKI’ – Fill-Or-Kill
Order restriction
Validity period date and time
Priority time stamp
Priority size
Sequence number
Segment MIC code
Order book code
Financial instruments identification code
Date of receipt
Order identification code
New order, order modification, order cancellation, order rejections, partial or full execution -> 1=‘NEWO’ – New order
2=‘TRIG’ – Triggered
or
3=‘REME’ - Replaced by the member or
participant of the trading venue
or
4=‘REMA’ - Replaced by market
operations (automatic)
or
5=‘REMH’ - Replaced by market
operations (human intervention)
or
6=‘CHME’ - Change of status at the
initiative of the member or participant
of the trading venue
or
7=‘CHMO’ - Change of status due to
market operations
or
8=‘CAME’ - Cancelled at the initiative
of the member or participant of the
trading venue
or
9=‘CAMO’ -Cancelled by market
operations
or
10=‘REMO’ - Rejected order
or
11=‘EXPI’ - Expired order
or
12=‘PARF’ - Partially filled
or
13=‘FILL’ - Filled
Order type -> 1=Limit
2=Market
3=Market-to-Limit
4=Stop Limit
5=Stop Market
6=Iceberg
7=Quote
8=Negotiated Deal
Order type classification -> 1=“LMTO” for limit or the
2=“STOP” for stop.
Limit price
Additional limit Price
Stop price
Pegged limit price
Transaction price
Price currency
Currency of leg
Price notation -> 1=‘MONE’ – Monetary
value:
2=‘PERC’ – Percentage:
3=‘YIEL’ – Yield
Buy Sell Indicator -> 1=‘BUYI’ – buy
2=‘SELL’ – sell
Order status
Quantity notation -> 1=‘UNIT’ - Number of units
2=‘NOML’ - Nominal value
3=‘MONE’ - Monetary value
Quantity currency
Initial Quantity
Remaining quantity including hidden
Displayed quantity
Traded quantity
Minimum Acceptable Quantity (MAQ)
Minimum executable size (MES)
MES first execution only
Passive only indicator
Passive or aggressive indicator -> 1=“PASV” – passive or
2=“AGRE” – aggressive.
Self-Execution Prevention
Strategy Linked Order identification
Routing Strategy
Trading venue transaction identification code
Trading phases
Indicative auction price
Indicative auction volume