AlgorithmicTradeIndicatorCodeSet | int | Indicates that the order or trade originates from a computer program or algorithm requiring little-to-no human intervention.
0 | = | Non-algorithmic trade | Added EP216
| | [NonAlgorithmicTrade] | 1 | = | Algorithmic trade In the context of ESMA MiFID II, a trade has to be flagged as algorithmic if at least one of the matched orders was submitted by a trading algorithm. See Directive 2014/65/EU Article 4(1)(39). | Added EP216
| | [AlgorithmicTrade] |
| Added EP216
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