ASIC Market Integrity Rules Regulatory Data
The Market Integrity Rules place obligations on participants to provide regulatory data on orders and trade reports to the market operator. For full details of the requirements, please see the ASIC website.
NSX uses the following FIX tags for regulatory data:
Regulatory data item | FIX tag |
|---|---|
Execution venue | SecurityExchange (207) |
Capacity of market participant | OrderCapacity (528) |
Origin of order | PartyID (448) where PartyRole=Client ID (452=3) |
Intermediary identifier | PartyID (448) where PartyRole=Investor ID (452=5) |
Directed wholesale indicator | WholesaleIndicator (20013) |