OrderBookReportV01auth.113.001.01

OrderBookReportV01
OrdrBookRpt
Mandatory
Report Header
RptHdr
Mandatory
Order Report
OrdrRpt
Repetition (1..n)
New
New
Choice
Report Identification
RptId
Mandatory
Order
Ordr
Repetition (1..n)
Order Identification Data
OrdrIdData
Mandatory
Auction Data
AuctnData
Optional
Order Data
OrdrData
Optional
Submitting Entity
SubmitgNtty
Optional
Direct Electronic Access
DrctElctrncAccs
Optional
Client Identification
ClntId
Optional
Investment Decision Person
InvstmtDcsnPrsn
Optional
Executing Person
ExctgPrsn
Optional
Non Executing Broker
NonExctgBrkr
Optional
Trading Capacity
TradgCpcty
Optional

Liquidity Provision Activity

LqdtyPrvsnActvty
Optional

Definition: Indicates whether an order is submitted to a trading venue as part of a market making strategy. USAGE: when absent, default value is false.

Type: TrueFalseIndicator

Restrictions:

    Order Classification
    OrdrClssfctn
    Optional
    Order Prices
    OrdrPrics
    Optional
    Instruction Data
    InstrData
    Optional
    Transaction Data
    TxData
    Optional
    Cancellation
    Cxl
    Choice
    Supplementary Data
    SplmtryData
    Repetition (0..n)
    Competent AuthorityAnother Competent AuthorityOrderBookReportV01
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