auth.045.001.03
The FinancialInstrumentReportingNonEquityTradingActivityResult message is sent by the trading venue to the national competent authority to report on computed results data of non-equity specific trading activity.
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
%% FinancialInstrumentReportingNonEquityTradingActivityResultV03 recursion level 0 with max 0
FinancialInstrumentReportingNonEquityTradingActivityResultV03 *-- "1..1" SecuritiesMarketReportHeader1 : ReportHeader
FinancialInstrumentReportingNonEquityTradingActivityResultV03 *-- "1..1" TransparencyDataReport20 : NonEquityTransparencyData
FinancialInstrumentReportingNonEquityTradingActivityResultV03 *-- "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. 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
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| ReportingEntity | Identification of the venue which generates the report. | ITradingVenueIdentification1Choice - Required 1..1 |
| ReportingPeriod | Date or date range the report relates to. | IPeriod4Choice - Required 1..1 |
| SubmissionDateTime | Date and time of the report originally submitted by the reporting entity when the file is generated for submission to their reporting authority. | IsoISODateTime - Optional 0..1 |
NonEquityTransparencyData building block
Details the transparency data reported by a trading venue. Provides for reporting calculation results of non equity instruments as part of transparency. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% TransparencyDataReport20 recursion level 0 with max 1
class TransparencyDataReport20{
TechnicalRecordIdentification IsoMax35Text
FullName IsoMax350Text
TradingVenue IsoMICIdentifier
Liquidity IsoTrueFalseIndicator
}
TransparencyDataReport20 *-- "1..1" IInstrumentOrSubClassIdentification2Choice : Identification
TransparencyDataReport20 *-- "0..1" IPeriod4Choice : ReportingPeriod
TransparencyDataReport20 *-- "0..1" ITonsOrCurrency2Choice : PreTradeLargeInScaleThreshold
TransparencyDataReport20 *-- "0..1" ITonsOrCurrency2Choice : PostTradeLargeInScaleThreshold
TransparencyDataReport20 *-- "0..1" ITonsOrCurrency2Choice : PreTradeInstrumentSizeSpecificThreshold
TransparencyDataReport20 *-- "0..1" ITonsOrCurrency2Choice : PostTradeInstrumentSizeSpecificThreshold
TransparencyDataReport20 *-- "0..1" StatisticsTransparency2 : Statistics
%% IInstrumentOrSubClassIdentification2Choice recursion level 1 with max 1
%% IPeriod4Choice recursion level 1 with max 1
%% ITonsOrCurrency2Choice recursion level 1 with max 1
%% ITonsOrCurrency2Choice recursion level 1 with max 1
%% ITonsOrCurrency2Choice recursion level 1 with max 1
%% ITonsOrCurrency2Choice recursion level 1 with max 1
%% StatisticsTransparency2 recursion level 1 with max 1
class StatisticsTransparency2{
TotalNumberOfTransactionsExecuted IsoNumber
TotalVolumeOfTransactionsExecuted IsoDecimalNumber
}
TransparencyDataReport20 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| TechnicalRecordIdentification | Unique identifier of a record in a message used as part of error management and status advice messages. Usage: This identification will be used in the status advice report sent back. | IsoMax35Text - Optional 0..1 |
| Identification | Identifies the financial instrument or the class of financial instruments to which the result relates. | IInstrumentOrSubClassIdentification2Choice - Required 1..1 |
| FullName | Full name of the reporting entity. | IsoMax350Text - Optional 0..1 |
| TradingVenue | Segment MIC for the trading venue where applicable, otherwise the operational MIC. | IsoMICIdentifier - Optional 0..1 |
| ReportingPeriod | Period to which the quantitative data fields relate. | IPeriod4Choice - Optional 0..1 |
| Liquidity | Flag to say if this ISIN is liquid or not post calculations. Usage: When not present, this field should be treated as not applicable. | IsoTrueFalseIndicator - Optional 0..1 |
| PreTradeLargeInScaleThreshold | The pre-trade Large in Scale threshold. | ITonsOrCurrency2Choice - Optional 0..1 |
| PostTradeLargeInScaleThreshold | The post-trade Large in Scale threshold. | ITonsOrCurrency2Choice - Optional 0..1 |
| PreTradeInstrumentSizeSpecificThreshold | The pre-trade Size Specific to an Instrument threshold. | ITonsOrCurrency2Choice - Optional 0..1 |
| PostTradeInstrumentSizeSpecificThreshold | The post-trade Size Specific to an Instrument threshold. | ITonsOrCurrency2Choice - Optional 0..1 |
| Statistics | Statistics for a financial instrument generated as part of transparency calculations. | StatisticsTransparency2 - Optional 0..1 |
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
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| PlaceAndName | Unambiguous reference to the location where the supplementary data must be inserted in the message instance. In the case of XML, this is expressed by a valid XPath. | IsoMax350Text - Optional 0..1 |
| Envelope | Technical element wrapping the supplementary data. | IsoSupplementaryDataEnvelope1 - Required 1..1 |
Extensibility and generalization considerations
To facilitate generalized design patterns in the system, the FinancialInstrumentReportingNonEquityTradingActivityResultV03 implementation follows a specific implementaiton pattern. First of all, FinancialInstrumentReportingNonEquityTradingActivityResultV03 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, FinancialInstrumentReportingNonEquityTradingActivityResultV03Document implements IOuterDocument. Because FinancialInstrumentReportingNonEquityTradingActivityResultV03 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type FinancialInstrumentReportingNonEquityTradingActivityResultV03.
classDiagram
class IOuterRecord
FinancialInstrumentReportingNonEquityTradingActivityResultV03 --|> IOuterRecord : Implements
FinancialInstrumentReportingNonEquityTradingActivityResultV03Document --|> IOuterDocument~FinancialInstrumentReportingNonEquityTradingActivityResultV03~ : Implements
class IOuterDocument~FinancialInstrumentReportingNonEquityTradingActivityResultV03~ {
FinancialInstrumentReportingNonEquityTradingActivityResultV03 Message
}
Document wrapper for serialization
The only real purpose FinancialInstrumentReportingNonEquityTradingActivityResultV03Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:auth.045.001.03’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using FinancialInstrumentReportingNonEquityTradingActivityResultV03.ToDocument() method. The returned FinancialInstrumentReportingNonEquityTradingActivityResultV03Document value will serialize correctly according to ISO 20022 standards.
classDiagram
FinancialInstrumentReportingNonEquityTradingActivityResultV03Document *-- FinancialInstrumentReportingNonEquityTradingActivityResultV03 : 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.045.001.03">
<FinInstrmRptgNonEqtyTradgActvtyRslt>
<RptHdr>
<!-- ReportHeader inner content -->
</RptHdr>
<NonEqtyTrnsprncyData>
<!-- NonEquityTransparencyData inner content -->
</NonEqtyTrnsprncyData>
<SplmtryData>
<!-- SupplementaryData inner content -->
</SplmtryData>
</FinInstrmRptgNonEqtyTradgActvtyRslt>
</Document>
Data from ISO specification
This is the technical data from the specification document.
<messageDefinition
xmi:id="_6jUM0aaTEeqZmriXpMtonA"
previousVersion="_BgiEQSe3Eei12pGEsJIAeQ"
name="FinancialInstrumentReportingNonEquityTradingActivityResultV03"
definition="The FinancialInstrumentReportingNonEquityTradingActivityResult message is sent by the trading venue to the national competent authority to report on computed results data of non-equity specific trading activity."
registrationStatus="Registered"
messageSet="_m18yAApTEeeand7dul6qJQ"
xmlTag="FinInstrmRptgNonEqtyTradgActvtyRslt"
rootElement="Document"
xmlns:xmi="http://www.omg.org/XMI">
<messageBuildingBlock
xmi:id="_6jUM06aTEeqZmriXpMtonA"
name="ReportHeader"
definition="Header information related to the global report."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="RptHdr"
complexType="_Xt9fc8v5EeSxLrW9hropkQ" />
<messageBuildingBlock
xmi:id="_6jUM1aaTEeqZmriXpMtonA"
name="NonEquityTransparencyData"
definition="Details the transparency data reported by a trading venue."
registrationStatus="Provisionally Registered"
minOccurs="1"
xmlTag="NonEqtyTrnsprncyData"
complexType="_rydgQaaWEeqM19y9ajxjTA" />
<messageBuildingBlock
xmi:id="_6jUM16aTEeqZmriXpMtonA"
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="045"
flavour="001"
version="03" />
</messageDefinition>
ISO Building Blocks
The following items are used as building blocks to construct this message.