Execution Desk - Equity and ETD (Exchange Traded Derivatives)
PT Desk (Portfolio Trading)
Single Stock
Algo Trading
Fixed-Income
Foreign Exchange
Options
Sell-Side Trading Desks
SMI Aktie
Name: Nestle
Ticker: NESN
ISIN:
Valorennummer:
Bloomberg Ticker:
FIGI:
CUSIP
SEDOL (no! Would cost ~100k)
MIC
REC
Telekurs
SIX Exchange Segment
Closing Price
DAX Aktie
Name: BMW AG
Primärmarkt Fonds
CH
LUX
Strukturierte Produkte
Vontobel bitcoin
Leontec xyz
Eurex Exchange
Futures
Name:
Ticker:
ISIN:
Valorennummer:
Bloomberg Ticker:
FIGI:
Closing Price
Foreign Exchange
Spot
EUR/CHF
Precision:
Value Date: T+2
CLS ready: yes
Forwards
EUR/CHF
Precision:
Value Date: T+2
CLS ready: yes
cut-off time for T+1: 16:00 CET
Swaps
Spezialfälle, bekannte Problemfälle
Graumarktbonds (period between subscription and trading in secondary market)
MIC code (FIX tag #207) in new order single for North America stock exchanges (client sends segment MIC, broker expects operating MIC). With segment MIC you can always look up the operating MIC before not the other way around)
Convertible Bonds (Equity or Fixed Income?)
Instruments with low liquidity
e-KMUx Instruments (best price problem)
Fonds welche Primärmarkt und Sekundärmarkt gehandelt werden können
100er Währungen (HUF, JPY)
Gold LOCO Zürich
FX Tom Next with cut-off time
Multi-Leg Forwards and Swaps
Ryanair (Dublin, London)
FIX Tag #100 (e.g. to Frankfurt Parkett)
EUWAX [MIC = EUWX] instruments have no SEDOL identifier (this is an issue for SEDOL based broker networks)
SIX (XSWX) Instruments on Swiss public holiday (e.g. 1. August)
semantics of DMA, EDA, No- vs low- vs high-tough vs work allowed
Kanadische Aktie (Spezialfall)
Ex-Dividend u.a. Corporate Actions
NFP Freitag, FOMC
USD Holidays, CH Feiertag (ohne ZKB TEV), …
Auftrag für DAX-Titel (Mifid2), aber bei Kunde fehlen Mifir26 Angaben
Privatekunde zeichnet Fonds, welcher nur für Insti zugänglich ist (z.B. N Klasse)
Tag 527 bei rapportierungspflichtigem Handel von SIX Titel Off-Exchange
Closing auctions
Summertime vs winter time (NY 5pm)
Transaction Reporting of special legal entity types
1 (Basket-) Order, 17'000 partial fills (in PROD, but not in UAT)
Eurex or EUWAX Instrument at the Exchange avaialable in PROD environment, but not in UAT environment (e.g. …)
Basket Order mit 2000 Titel. (Virtu latency)
Order mit 17'000 partial fills
For primary market subscriptions / redemptions no marketplace (trading place, FIX tag #207) is applicable. However, some Broker APIs or applications (eTP WS) have the MIC as a mandatory field on order entry.