FinancialInstrumentReportingTradingVolumeCapDataReportV01

auth.035.001.01

The FinancialInstrumentReportingTradingVolumeCapDataReport message is sent by the trading venue to the national competent authority to report the total volume of trading and volumes of trading under reference price waiver and negotiated transactions waiver.

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
%% FinancialInstrumentReportingTradingVolumeCapDataReportV01 recursion level 0 with max 0
FinancialInstrumentReportingTradingVolumeCapDataReportV01 *-- "1..1" SecuritiesMarketReportHeader1 : ReportHeader
FinancialInstrumentReportingTradingVolumeCapDataReportV01 *-- "1..1" VolumeCapReport1 : VolumeCapData
FinancialInstrumentReportingTradingVolumeCapDataReportV01 *-- "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

VolumeCapData building block

Provides details on the volume of trades of financial instruments. Double volume cap report. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% VolumeCapReport1 recursion level 0 with max 1
class VolumeCapReport1{
    TradingVenue IsoMICIdentifier
}
VolumeCapReport1 *-- "0..1" IPeriod4Choice : ReportingPeriod
VolumeCapReport1 *-- "1..0" VolumeCapReport2 : InstrumentReport
%% IPeriod4Choice recursion level 1 with max 1
%% VolumeCapReport2 recursion level 1 with max 1
class VolumeCapReport2{
    TechnicalRecordIdentification IsoMax35Text
    Identification IsoISINOct2015Identifier
    Currency ActiveOrHistoricCurrencyCode
    TotalTradingVolume IsoImpliedCurrencyAndAmount
    TotalReferencePriceTradingVolume IsoImpliedCurrencyAndAmount
    TotalNegotiatedTransactionsTradingVolume IsoImpliedCurrencyAndAmount
}
  

VolumeCapReport1 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 FinancialInstrumentReportingTradingVolumeCapDataReportV01 implementation follows a specific implementaiton pattern. First of all, FinancialInstrumentReportingTradingVolumeCapDataReportV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, FinancialInstrumentReportingTradingVolumeCapDataReportV01Document implements IOuterDocument. Because FinancialInstrumentReportingTradingVolumeCapDataReportV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type FinancialInstrumentReportingTradingVolumeCapDataReportV01.

classDiagram
    class IOuterRecord
    FinancialInstrumentReportingTradingVolumeCapDataReportV01 --|> IOuterRecord : Implements
    FinancialInstrumentReportingTradingVolumeCapDataReportV01Document --|> IOuterDocument~FinancialInstrumentReportingTradingVolumeCapDataReportV01~ : Implements
    class IOuterDocument~FinancialInstrumentReportingTradingVolumeCapDataReportV01~ {
        FinancialInstrumentReportingTradingVolumeCapDataReportV01 Message
     }
  

Document wrapper for serialization

The only real purpose FinancialInstrumentReportingTradingVolumeCapDataReportV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:auth.035.001.01’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using FinancialInstrumentReportingTradingVolumeCapDataReportV01.ToDocument() method. The returned FinancialInstrumentReportingTradingVolumeCapDataReportV01Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    FinancialInstrumentReportingTradingVolumeCapDataReportV01Document *-- FinancialInstrumentReportingTradingVolumeCapDataReportV01 : 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.035.001.01">
    <FinInstrmRptgTradgVolCapDataRpt>
        <RptHdr>
            <!-- ReportHeader inner content -->
        </RptHdr>
        <VolCapData>
            <!-- VolumeCapData inner content -->
        </VolCapData>
        <SplmtryData>
            <!-- SupplementaryData inner content -->
        </SplmtryData>
    </FinInstrmRptgTradgVolCapDataRpt>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_4LUGR0RNEee7JdgA9zPESA"
  name="FinancialInstrumentReportingTradingVolumeCapDataReportV01"
  definition="The FinancialInstrumentReportingTradingVolumeCapDataReport message is sent by the trading venue to the national competent authority to report the total volume of trading and volumes of trading under reference price waiver and negotiated transactions waiver."
  registrationStatus="Registered"
  messageSet="_m18yAApTEeeand7dul6qJQ"
  xmlTag="FinInstrmRptgTradgVolCapDataRpt"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_4LUGSURNEee7JdgA9zPESA"
    name="ReportHeader"
    definition="Header information related to the global report."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="RptHdr"
    complexType="_Xt9fc8v5EeSxLrW9hropkQ" />
  <messageBuildingBlock
    xmi:id="_4LUGS0RNEee7JdgA9zPESA"
    name="VolumeCapData"
    definition="Provides details on the volume of trades of financial instruments."
    registrationStatus="Provisionally Registered"
    minOccurs="1"
    xmlTag="VolCapData"
    complexType="_AE700CohEeW8U9pZarPocw" />
  <messageBuildingBlock
    xmi:id="_4LUGTURNEee7JdgA9zPESA"
    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="035"
    flavour="001"
    version="01" />
</messageDefinition>

ISO Building Blocks

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