MiFID II¶
In preparation for the MiFID II, Bloomberg EMSX API is enhancing its workflow to provide clients with the needed data and solutions to fulfill MiFID II obligations (Trade reporting, Transaction reporting, best execution and order record keeping). Bloomberg EMSX API as part of Bloomberg EMSX will connect to Bloomberg RHUB to support client’s regulatory obligations through a centralized access for ARM, APA, ORK ( Bvault) and best execution (BTCA).
MiFID II Field Names | Type |
EMSX_BUYSIDE_LEI |
String |
EMSX_BROKER_LEI |
String |
EMSX_TRADE_REPORTING_INDICATOR |
String |
EMSX_TRANSACTION_REPORTING_MIC |
String |
EMSX_APA_MIC |
String |
EMSX_OTC_FLAG |
String |
EMSX_WAIVER_FLAG |
String |
EMSX_LAST_CAPACITY |
String |
EMSX_CLIENT_IDENTIFICATION |
String |
EMSX_SI |
Bool |
EMSX_MIFID_II_INSTRUCTION |
String |
EMSX_BROKER_SI |
String |
EMSX_ROUTE_CREATE_TIME_MICROSEC |
Float64 |
EMSX_ROUTE_LAST_UPDATE_TIME_MICROSEC |
Float64 |
EMSX_TIME_STAMP_MICROSEC |
Float64 |
EMSX_QUEUED_TIME_MICROSEC |
Float64 |
EMSX_LAST_FILL_TIME_MICROSEC |
Float64 |
EMSX_GPI |
String |
New time stamp elements:-
EMSX_ROUTE_CREATE_TIME_MICROSEC |
EMSX_ROUTE_LAST_UPDATE_TIME_MICROSEC |
EMSX_TIME_STAMP_MICROSEC |
EMSX_QUEUED_TIME_MICROSEC |
EMSX_LAST_FILL_TIME_MICROSEC |
Important
The new timestamps for the new elements are only microseconds if they extend out to full digits. (e.g. 0.000001)
Please note that all microsecond timestamp is in float64 type, [second].[microsecond] format.
From time to time they will be printed to the millisecond precision in cases when the microsecond timestamp from the back-end is not available. (e.g. 0.001)
New requests with the MiFID II elements:-
CreateOrder |
CreateOrderAndRouteEx |
GroupRouteRequestEx |
ManualFill |
ManualRouteEx |
ModifyOrderRequestEx |
ModifyTheRouteRequestEx |
RouteOrderRequestsEx |
Order subscription with the MiFID II elements:-
EMSX_BUYSIDE_LEI |
EMSX_CLIENT_IDENTIFICATION |
EMSX_GPI |
EMSX_MIFID_II_INSTRUCTION |
EMSX_QUEUED_TIME_MICROSEC |
EMSX_SI |
EMSX_TIME_STAMP_MICROSEC |
Route subscription with the MiFID II elements:-
EMSX_APA_MIC |
EMSX_BUYSIDE_LEI |
EMSX_BROKER_LEI |
EMSX_BROKER_SI |
EMSX_CLIENT_IDENTIFICATION |
EMSX_GPI |
EMSX_LAST_CAPACITY |
EMSX_LAST_FILL_TIME_MICROSEC |
EMSX_MIFID_II_INSTRUCTION |
EMSX_OTC_FLAG |
EMSX_QUEUED_TIME_MICROSEC |
EMSX_ROUTE_CREATE_TIME_MICROSEC |
EMSX_ROUTE_LAST_UPDATE_TIME_MICROSEC |
EMSX_TRADE_REPORTING_INDICATOR |
EMSX_TRANSACTION_REPORTING_MIC |
EMSX_TIME_STAMP_MICROSEC |
EMSX_WAIVER_FLAG |
Note
MiFID II acrynom definitions can be found in Glossary section of the document.