New version of Bloomberg B-PIPE Market Data Interface — 2.0

22 january 2018

The main changes in the released version of Bloomberg B-PIPE Market Data Interface relate to support of MiFID II requirements. In particular, the interface transmits new order and trade table parameters identifying users as ‘Client’, ‘Investment decision maker’ and ‘Executing trader’.

The following parameters are transmitted:

for orders — ‘Price currency’, ‘Extended order status’, ‘Filled value’, the ‘Extended hours’ value in the ‘Execution mode’ field for post-trading orders on American markets,
for trades — ‘Execute Market’, Liquidity’, ‘Capacity’.

Transmission is also available for LSE, NYSE and NASDAQ index parameters.

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