Service Changes
Mifid II Related Changes
New Enumeration : PartyRoleQualifier
public enum PartyRoleQualifier
{
None = 0,
Algorithm = 22,
FirmOrLegalEntry = 23,
NaturalPerson = 24
}
Base Object: Order
public int? MifidClientId { get; set; }
public string MifidClientShortCode { get; set; }
public PartyRoleQualifier? MifidClientQualifier { get; set; }
public string MifidClientDescription { get; set; }
...
public double? AverageTradeDirtyPrice { get; set; }
TradeReport Related Changes
These changes are related to internal processing
New Enumeration: ClearingAccountType
public enum ClearingAccountType
{
[Description("Customer (client)")]
Customer,
[Description("Firm (House)")]
Firm
}
New Enumeration: ExecutionMethod
public enum ExecutionMethod
{
[Description("Unspecified")]
Unspecified,
[Description("Off Book Non-Automated")]
OffBookNonAutomated,
[Description("Off Book Automated")]
OffBookAutomated
}
New Enumeration: TradeClearingInstructions
public enum TradeClearingInstructions
{
[Description("Clear Against Central Counterparty")]
ClearAgainstCentralCounterparty,
[Description("Exclude From Central Counterparty")]
ExcludeFromCentralCounterParty
}
New Enumeration: TradePriceCondition
public enum TradePriceCondition
{
[Description("Special Dividend Trade")]
SpecialDividendTrade
}
Database Changes.
Sql Server
alter table USERS ADD SSN VARCHAR(50) NULL; alter table CUSTOMERS ADD LEI_CODE VARCHAR(20) NULL; ALTER TABLE INSTRUCTIONS ADD MIFID_EXEC_DEC_ID INT NULL; ALTER TABLE INSTRUCTIONS ADD MIFID_EXEC_DEC_SHORT_CODE varchar(10) NULL; ALTER TABLE INSTRUCTIONS ADD MIFID_EXEC_DEC_QUALIFIER int NULL; ALTER TABLE INSTRUCTIONS ADD MIFID_INVEST_DEC_ID INT NULL; ALTER TABLE INSTRUCTIONS ADD MIFID_INVEST_DEC_SHORT_CODE varchar(10) NULL; ALTER TABLE INSTRUCTIONS ADD MIFID_INVEST_DEC_QUALIFIER int NULL; ALTER TABLE ORDERS ADD MIFID_CLIENT_ID INT NULL; ALTER TABLE ORDERS ADD MIFID_CLIENT_SHORT_CODE varchar(10) NULL; ALTER TABLE ORDERS ADD MIFID_CLIENT_QUALIFIER int NULL; ALTER TABLE ORDERS ADD MIFID_EXEC_DEC_ID INT NULL; ALTER TABLE ORDERS ADD MIFID_EXEC_DEC_SHORT_CODE varchar(10) NULL; ALTER TABLE ORDERS ADD MIFID_EXEC_DEC_QUALIFIER int NULL; ALTER TABLE ORDERS ADD MIFID_INVEST_DEC_ID INT NULL; ALTER TABLE ORDERS ADD MIFID_INVEST_DEC_SHORT_CODE varchar(10) NULL; ALTER TABLE ORDERS ADD MIFID_INVEST_DEC_QUALIFIER int NULL; ALTER TABLE INSTRUCTIONS WITH CHECK ADD CONSTRAINT [FK_INSTRUCT_MIFID_EXEC] FOREIGN KEY(MIFID_EXEC_DEC_ID) REFERENCES USERS (ID_USERS) GO ALTER TABLE INSTRUCTIONS WITH CHECK ADD CONSTRAINT [FK_INSTRUCT_MIFID_INVEST] FOREIGN KEY(MIFID_INVEST_DEC_ID) REFERENCES USERS (ID_USERS) GO ALTER TABLE ORDERS WITH CHECK ADD CONSTRAINT [FK_ORDERS_MIFID_CLIENT] FOREIGN KEY(MIFID_CLIENT_ID) REFERENCES CUSTOMERS (ID_CUSTOMERS) GO ALTER TABLE ORDERS WITH CHECK ADD CONSTRAINT [FK_ORDERS_MIFID_EXEC] FOREIGN KEY(MIFID_EXEC_DEC_ID) REFERENCES USERS (ID_USERS) GO ALTER TABLE ORDERS WITH CHECK ADD CONSTRAINT [FK_ORDERS_MIFID_INVEST] FOREIGN KEY(MIFID_INVEST_DEC_ID) REFERENCES USERS (ID_USERS) GO
ALTER TABLE ALLOCATIONS ADD AVERAGE_TRADE_DIRTY_PRICE FLOAT NULL;
ALTER TABLE TRADE_REPORTS ADD REFERENCE_ID VARCHAR(32) NULL; ALTER TABLE TRADE_REPORTS ADD CLIENT_REFERENCE VARCHAR(100) NULL; ALTER TABLE TRADE_REPORTS ADD EXECUTION_METHOD INT NULL; ALTER TABLE TRADE_REPORTS ADD CLEARING_ACCOUNT_TYPE INT NULL; ALTER TABLE TRADE_REPORTS ADD TRADE_PRICE_CONDITION INT NULL; ALTER TABLE TRADE_REPORTS ADD TRADE_CLEARING_INSTRUCTIONS INT NULL; ALTER TABLE TRADE_REPORTS ADD CONNECTION_ID VARCHAR(255) NULL; ALTER TABLE TRADE_REPORTS ADD STATUS VARCHAR(100) NULL;
Oracle
alter table USERS ADD SSN VARCHAR2(50) NULL; alter table CUSTOMERS ADD LEI_CODE VARCHAR2(20) NULL; ALTER TABLE INSTRUCTIONS ADD MIFID_EXEC_DEC_ID NUMBER(10,0) NULL; ALTER TABLE INSTRUCTIONS ADD MIFID_EXEC_DEC_SHORT_CODE varchar2(10) NULL; ALTER TABLE INSTRUCTIONS ADD MIFID_EXEC_DEC_QUALIFIER NUMBER(10,0) NULL; ALTER TABLE INSTRUCTIONS ADD MIFID_INVEST_DEC_ID NUMBER(10,0) NULL; ALTER TABLE INSTRUCTIONS ADD MIFID_INVEST_DEC_SHORT_CODE varchar2(10) NULL; ALTER TABLE INSTRUCTIONS ADD MIFID_INVEST_DEC_QUALIFIER NUMBER(10,0) NULL; ALTER TABLE ORDERS ADD MIFID_CLIENT_ID NUMBER(10,0) NULL; ALTER TABLE ORDERS ADD MIFID_CLIENT_SHORT_CODE varchar2(10) NULL; ALTER TABLE ORDERS ADD MIFID_CLIENT_QUALIFIER int NULL; ALTER TABLE ORDERS ADD MIFID_EXEC_DEC_ID NUMBER(10,0) NULL; ALTER TABLE ORDERS ADD MIFID_EXEC_DEC_SHORT_CODE varchar2(10) NULL; ALTER TABLE ORDERS ADD MIFID_EXEC_DEC_QUALIFIER int NULL; ALTER TABLE ORDERS ADD MIFID_INVEST_DEC_ID NUMBER(10,0) NULL; ALTER TABLE ORDERS ADD MIFID_INVEST_DEC_SHORT_CODE varchar2(10) NULL; ALTER TABLE ORDERS ADD MIFID_INVEST_DEC_QUALIFIER NUMBER(10,0) NULL; ALTER TABLE INSTRUCTIONS ADD CONSTRAINT FK_INSTRUCT_MIFID_EXEC FOREIGN KEY(MIFID_EXEC_DEC_ID) REFERENCES USERS (ID_USERS) / ALTER TABLE INSTRUCTIONS ADD CONSTRAINT FK_INSTRUCT_MIFID_INVEST FOREIGN KEY(MIFID_INVEST_DEC_ID) REFERENCES USERS (ID_USERS) / ALTER TABLE ORDERS ADD CONSTRAINT FK_ORDERS_MIFID_CLIENT FOREIGN KEY(MIFID_CLIENT_ID) REFERENCES CUSTOMERS (ID_CUSTOMERS) / ALTER TABLE ORDERS ADD CONSTRAINT FK_ORDERS_MIFID_EXEC FOREIGN KEY(MIFID_EXEC_DEC_ID) REFERENCES USERS (ID_USERS) / ALTER TABLE ORDERS ADD CONSTRAINT FK_ORDERS_MIFID_INVEST FOREIGN KEY(MIFID_INVEST_DEC_ID) REFERENCES USERS (ID_USERS) /
ALTER TABLE ALLOCATIONS ADD AVERAGE_TRADE_DIRTY_PRICE FLOAT NULL;
ALTER TABLE TRADE_REPORTS ADD REFERENCE_ID VARCHAR(32) NULL; ALTER TABLE TRADE_REPORTS ADD CLIENT_REFERENCE VARCHAR(100) NULL; ALTER TABLE TRADE_REPORTS ADD EXECUTION_METHOD INT NULL; ALTER TABLE TRADE_REPORTS ADD CLEARING_ACCOUNT_TYPE INT NULL; ALTER TABLE TRADE_REPORTS ADD TRADE_PRICE_CONDITION INT NULL; ALTER TABLE TRADE_REPORTS ADD TRADE_CLEARING_INSTRUCTIONS INT NULL; ALTER TABLE TRADE_REPORTS ADD CONNECTION_ID VARCHAR(255) NULL; ALTER TABLE TRADE_REPORTS ADD STATUS VARCHAR(100) NULL;