FinancialInstrumentReportingEquityTradingActivityReportV01

auth.040.001.01

The FinancialInstrumentReportingEquityTradingActivityReport message is sent by the trading venue to the national competent authority to report on equity specific trading activity data, used for the transparency calculations.

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
%% FinancialInstrumentReportingEquityTradingActivityReportV01 recursion level 0 with max 0
FinancialInstrumentReportingEquityTradingActivityReportV01 *-- "1..1" SecuritiesMarketReportHeader1 : ReportHeader
FinancialInstrumentReportingEquityTradingActivityReportV01 *-- "1..1" TransparencyDataReport13 : EquityTransparencyData
FinancialInstrumentReportingEquityTradingActivityReportV01 *-- "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 the global report, common to all reference data. Provides the securities market transaction report related header details. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% SecuritiesMarketReportHeader1 recursion level 0 with max 1
class SecuritiesMarketReportHeader1{
    SubmissionDateTime IsoISODateTime
}
SecuritiesMarketReportHeader1 *-- "1..1" ITradingVenueIdentification1Choice : ReportingEntity
SecuritiesMarketReportHeader1 *-- "1..1" IPeriod4Choice : ReportingPeriod
%% ITradingVenueIdentification1Choice recursion level 1 with max 1
%% IPeriod4Choice recursion level 1 with max 1
  

SecuritiesMarketReportHeader1 members

EquityTransparencyData building block

Details the transparency data reported by a trading venue. Provides for reporting quantitative details of equity instruments as part of transparency calculations. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% TransparencyDataReport13 recursion level 0 with max 1
class TransparencyDataReport13{
    TechnicalRecordIdentification IsoMax35Text
    Identification IsoISINOct2015Identifier
    ReportingDate IsoISODate
    TradingVenue IsoMICIdentifier
    Suspension IsoTrueFalseIndicator
}
TransparencyDataReport13 *-- "1..1" NumberAndVolume2 : TransactionsExecuted
TransparencyDataReport13 *-- "1..1" NumberAndVolume2 : TransactionsExecutedExcludingPreTradeWaiver
TransparencyDataReport13 *-- "1..1" NumberAndVolume2 : TransactionsExecutedExcludingPostTradeLargeInScaleWaiver
%% NumberAndVolume2 recursion level 1 with max 1
class NumberAndVolume2{
    Number IsoDecimalNumberFraction5
    Volume IsoActiveOrHistoricCurrencyAndAmount
}
%% NumberAndVolume2 recursion level 1 with max 1
class NumberAndVolume2{
    Number IsoDecimalNumberFraction5
    Volume IsoActiveOrHistoricCurrencyAndAmount
}
%% NumberAndVolume2 recursion level 1 with max 1
class NumberAndVolume2{
    Number IsoDecimalNumberFraction5
    Volume IsoActiveOrHistoricCurrencyAndAmount
}
  

TransparencyDataReport13 members

SupplementaryData building block

Additional information that can not 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 FinancialInstrumentReportingEquityTradingActivityReportV01 implementation follows a specific implementaiton pattern. First of all, FinancialInstrumentReportingEquityTradingActivityReportV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, FinancialInstrumentReportingEquityTradingActivityReportV01Document implements IOuterDocument. Because FinancialInstrumentReportingEquityTradingActivityReportV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type FinancialInstrumentReportingEquityTradingActivityReportV01.

classDiagram
    class IOuterRecord
    FinancialInstrumentReportingEquityTradingActivityReportV01 --|> IOuterRecord : Implements
    FinancialInstrumentReportingEquityTradingActivityReportV01Document --|> IOuterDocument~FinancialInstrumentReportingEquityTradingActivityReportV01~ : Implements
    class IOuterDocument~FinancialInstrumentReportingEquityTradingActivityReportV01~ {
        FinancialInstrumentReportingEquityTradingActivityReportV01 Message
     }
  

Document wrapper for serialization

The only real purpose FinancialInstrumentReportingEquityTradingActivityReportV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:auth.040.001.01’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using FinancialInstrumentReportingEquityTradingActivityReportV01.ToDocument() method. The returned FinancialInstrumentReportingEquityTradingActivityReportV01Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    FinancialInstrumentReportingEquityTradingActivityReportV01Document *-- FinancialInstrumentReportingEquityTradingActivityReportV01 : 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.040.001.01">
    <FinInstrmRptgEqtyTradgActvtyRpt>
        <RptHdr>
            <!-- ReportHeader inner content -->
        </RptHdr>
        <EqtyTrnsprncyData>
            <!-- EquityTransparencyData inner content -->
        </EqtyTrnsprncyData>
        <SplmtryData>
            <!-- SupplementaryData inner content -->
        </SplmtryData>
    </FinInstrmRptgEqtyTradgActvtyRpt>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_4LK8PURNEee7JdgA9zPESA"
  name="FinancialInstrumentReportingEquityTradingActivityReportV01"
  definition="The FinancialInstrumentReportingEquityTradingActivityReport message is sent by the trading venue to the national competent authority to report on equity specific trading activity data, used for the transparency calculations."
  registrationStatus="Registered"
  messageSet="_m18yAApTEeeand7dul6qJQ"
  xmlTag="FinInstrmRptgEqtyTradgActvtyRpt"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_4LK8P0RNEee7JdgA9zPESA"
    name="ReportHeader"
    definition="Header information related to the global report, common to all reference data."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="RptHdr"
    complexType="_Xt9fc8v5EeSxLrW9hropkQ" />
  <messageBuildingBlock
    xmi:id="_4LK8QURNEee7JdgA9zPESA"
    name="EquityTransparencyData"
    definition="Details the transparency data reported by a trading venue."
    registrationStatus="Provisionally Registered"
    minOccurs="1"
    xmlTag="EqtyTrnsprncyData"
    complexType="_pRLggWlAEeaLAKoEUNsD9g" />
  <messageBuildingBlock
    xmi:id="_4LK8Q0RNEee7JdgA9zPESA"
    name="SupplementaryData"
    definition="Additional information that can not 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="040"
    flavour="001"
    version="01" />
</messageDefinition>

ISO Building Blocks

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