Infront Data Manager Regulatory
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Regulatory pricing - Best execution (OTC)

The term “best execution” refers to the order execution principles followed by financial services firms. These principles apply when a client has not specified any particular requirements when placing an order. In the absence of explicit instructions from the client, the broker must, in accordance with the best execution policy, execute the order in such a way as to achieve the best possible result for the client.

If you have licensed the “Best Execution (OTC)” process, you will find a corresponding entry in the process selection list.

DMR_processes_best_ex_EN.png

Select this, for example, whilst the “Overview” tab is open, to view the list of results for this process.

DMR_best_ex_EN.png

To process the outliers for this process, select the “Best Execution (OTC)” process from the process selection list and then click to switch to the “Outlier” tab.

DMR_best_ex_outlier_EN.png

By default, the overview and the list of trading venues for the “Best Execution (OTC)” process displays the following columns in detail:

Column

Description

Result

The result of the check. Possible values in the column:

  • Approved

  • Pending

  • Validated

  • Declined

  • Not market-conform

Product category

The product or asset category of the instrument.

Trade ID

The individual trade ID of the instrument.

[Client data]

Client ID

The individual client IDs of the instrument.

[Client data]

ISIN

The ISIN of the instrument.

Infront ID

The unique Infront ID of the instrument.

Short name

The security name (short name) of the instrument.

Trade date

Date and time at the instrument's trading price.

[Client data]

Ccy. Trade price

The currency at the instrument's trading price.

[Client data]

Trading price

The trading price of the instrument.

[Client data]

Daily low

The daily price low of the instrument on that trading venue.

Daily high

The daily price high of the instrument on that trading venue.

Comment 1st validation

The specified comment on the initial validation of this instrument.

Validated by

The name of the initial validator or "system".

Comment 2nd validation

The specified comment on the second validation (approval) of this instrument.

Released by

The name of the releasing instance.

Trade time interval

The time interval of the price valuation of this entry - for example, "5 minutes", "1 hour" or "end of day".

Via the settings dialogue, you can also show the following columns:

Column

Description

Date

Processing date and time of the instrument.

High price date

Date and time at daily price high of the instrument on that trading venue.

Low price date

Date and time at daily price low of the instrument on that trading venue.

Error

The error type of the entry.

Trading venue

The trading venue of the instrument.

Comment feed

The specified comment on the feed (delivery) of this instrument.

[Client data]

Price type

The quote type of this instrument, for example:

  • Units ("UNIT")

  • Percent ("PERCENT")

  • Points ("POINT")

[Client data]

Price type high

The quote type of the daily high, for example:

  • Units ("UNIT")

  • Percent ("PERCENT")

  • Points ("POINT")

[Client data]

Price type daily low

The quote type of the daily low, for example:

  • Units ("UNIT")

  • Percent ("PERCENT")

  • Points ("POINT")

[Client data]

Price date validated

The time of recording this price.

Nominal

The nominal value of the entry.

[Client data]

Product category ID

The unique ID of the asset category of the instrument, for example "1000" for the category "Equities and equity-like" or "4000" for the category "Certificates".

Strategy

The test strategy used that is used for this entry, for example:

  • Source with the highest cumulative turnover

  • Source with the smallest spread

  • No suitable price

  • Source specification

Daily high price validated

The validated price high for the day.

Daily low price validated

The validated price low for the day.

Ccy. Trading venue

The currency at the instrument's trading venue.