DerivativesTradeReportV01

auth.030.001.01

The DerivativesTradeReport is sent by the trade repositories (TRs) to the users as a response to a query to provide transaction data.

Message Construction

Every ISO20022 message has at the highest level what we call ‘building blocks’. Because the message is constructed as immutable records, the association is by composition. Below you can see the relationship between the message and its constituent building blocks: For comparison, see the ISO20022 official specification

classDiagram
     direction LR
%% DerivativesTradeReportV01 recursion level 0 with max 0
DerivativesTradeReportV01 *-- "1..1" TradeQueryHeader4 : ReportHeader
DerivativesTradeReportV01 *-- "1..1" ITradeData17Choice : TradeData
DerivativesTradeReportV01 *-- "0..1" SupplementaryData1 : SupplementaryData
  

Now, we will zero-in one-by-one on each of these building blocks.

ReportHeader building block

Header information related to metadata of report message. Provides the details of the header for a trade transaction query message. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% TradeQueryHeader4 recursion level 0 with max 1
class TradeQueryHeader4{
    QueryExecutionDate IsoISODate
    NumberRecords IsoNumber
}
TradeQueryHeader4 *-- "1..1" Pagination1 : MessagePagination
%% Pagination1 recursion level 1 with max 1
class Pagination1{
    PageNumber IsoMax5NumericText
    LastPageIndicator IsoYesNoIndicator
}
  

TradeQueryHeader4 members

TradeData building block

Data concerning the reporting trade. Position/transaction reporting under the local regulation. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% ITradeData17Choice recursion level 0 with max 1
  

TradeData17Choice members

SupplementaryData building block

Additional information that cannot be captured in the structured fields and/or any other specific block. Additional information that can not be captured in the structured fields and/or any other specific block. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% SupplementaryData1 recursion level 0 with max 1
class SupplementaryData1{
    PlaceAndName IsoMax350Text
}
SupplementaryData1 *-- "1..1" IsoSupplementaryDataEnvelope1 : Envelope
%% IsoSupplementaryDataEnvelope1 recursion level 1 with max 1
  

SupplementaryData1 members

Extensibility and generalization considerations

To facilitate generalized design patterns in the system, the DerivativesTradeReportV01 implementation follows a specific implementaiton pattern. First of all, DerivativesTradeReportV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, DerivativesTradeReportV01Document implements IOuterDocument. Because DerivativesTradeReportV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type DerivativesTradeReportV01.

classDiagram
    class IOuterRecord
    DerivativesTradeReportV01 --|> IOuterRecord : Implements
    DerivativesTradeReportV01Document --|> IOuterDocument~DerivativesTradeReportV01~ : Implements
    class IOuterDocument~DerivativesTradeReportV01~ {
        DerivativesTradeReportV01 Message
     }
  

Document wrapper for serialization

The only real purpose DerivativesTradeReportV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:auth.030.001.01’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using DerivativesTradeReportV01.ToDocument() method. The returned DerivativesTradeReportV01Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    DerivativesTradeReportV01Document *-- DerivativesTradeReportV01 : Document
  

Sample of message format

This is an abbreviated version of what the message should look like.

<Document xmlns="urn:iso:std:iso:20022:tech:xsd:auth.030.001.01">
    <DerivsTradRpt>
        <RptHdr>
            <!-- ReportHeader inner content -->
        </RptHdr>
        <TradData>
            <!-- TradeData inner content -->
        </TradData>
        <SplmtryData>
            <!-- SupplementaryData inner content -->
        </SplmtryData>
    </DerivsTradRpt>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_z7fHERLAEeqctpBfTmLJnw"
  nextVersions="_6ULEkHg8Eeu3kecHd7QKUQ"
  name="DerivativesTradeReportV01"
  definition="The DerivativesTradeReport is sent by the trade repositories (TRs) to the users as a response to a query to provide transaction data."
  registrationStatus="Registered"
  messageSet="_urpIICeJEeOCeO5e7islRQ"
  xmlTag="DerivsTradRpt"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_z7fHExLAEeqctpBfTmLJnw"
    name="ReportHeader"
    definition="Header information related to metadata of report message."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="RptHdr"
    complexType="_7oH-8cWBEeijrI2SDYOAOw" />
  <messageBuildingBlock
    xmi:id="_z7fHFRLAEeqctpBfTmLJnw"
    name="TradeData"
    definition="Data concerning the reporting trade."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="TradData"
    complexType="_bN4vcRLBEeqctpBfTmLJnw" />
  <messageBuildingBlock
    xmi:id="_z7fHFxLAEeqctpBfTmLJnw"
    name="SupplementaryData"
    definition="Additional information that cannot be captured in the structured fields and/or any other specific block."
    registrationStatus="Provisionally Registered"
    minOccurs="0"
    xmlTag="SplmtryData"
    complexType="_Qn0zC9p-Ed-ak6NoX_4Aeg_468227563" />
  <messageDefinitionIdentifier
    businessArea="auth"
    messageFunctionality="030"
    flavour="001"
    version="01" />
</messageDefinition>

ISO Building Blocks

The following items are used as building blocks to construct this message.