The parliament was Italy's, and the fish was reportedly a sea bass:

If you want to know why he was waving it, here's the story, but I really think this is one where the waving of the fish (which starts at :29) is more important than why it was waved.

The lawmaker was ejected from the chamber after he refused to stop waving the sea bass, although it seems to me he should have a right to do that if he wants to. Nobody complained when someone brought a penguin to the Kentucky Senate, at least not until it pooped on the floor.