FinancialInstrumentReportingTradingVolumeCapResultReportV01

auth.053.001.01

The FinancialInstrumentReportingTradingVolumeCapResultReport provides volume of trading and percentage of trading under waivers for equity instruments over a period. This message is generated by the supervisory authority for public distribution.

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
%% FinancialInstrumentReportingTradingVolumeCapResultReportV01 recursion level 0 with max 0
FinancialInstrumentReportingTradingVolumeCapResultReportV01 *-- "1..1" SecuritiesMarketReportHeader1 : ReportHeader
FinancialInstrumentReportingTradingVolumeCapResultReportV01 *-- "1..1" VolumeCapResult1 : VolumeCapResult
FinancialInstrumentReportingTradingVolumeCapResultReportV01 *-- "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

VolumeCapResult building block

Provides details on the volume of trades and percentage of trading under waivers of financial instruments. Specifies the details of result of a volume capping. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% VolumeCapResult1 recursion level 0 with max 1
class VolumeCapResult1{
    Identification IsoISINOct2015Identifier
    LastUpdateDate IsoISODate
    TotalTradingVolume IsoActiveCurrencyAndAmount
    TradingUnderWaiverPercentage IsoPercentageRate
    Disclaimer IsoMax350Text
}
VolumeCapResult1 *-- "1..1" IPeriod4Choice : ReportingPeriod
VolumeCapResult1 *-- "0..0" TradingUnderWaiversPercentage1 : TradingUnderWaiverBreakdown
%% IPeriod4Choice recursion level 1 with max 1
%% TradingUnderWaiversPercentage1 recursion level 1 with max 1
class TradingUnderWaiversPercentage1{
    TradingUnderWaiverPercentage IsoPercentageRate
    TradingVenue IsoMICIdentifier
    Disclaimer IsoMax350Text
}
  

VolumeCapResult1 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 FinancialInstrumentReportingTradingVolumeCapResultReportV01 implementation follows a specific implementaiton pattern. First of all, FinancialInstrumentReportingTradingVolumeCapResultReportV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, FinancialInstrumentReportingTradingVolumeCapResultReportV01Document implements IOuterDocument. Because FinancialInstrumentReportingTradingVolumeCapResultReportV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type FinancialInstrumentReportingTradingVolumeCapResultReportV01.

classDiagram
    class IOuterRecord
    FinancialInstrumentReportingTradingVolumeCapResultReportV01 --|> IOuterRecord : Implements
    FinancialInstrumentReportingTradingVolumeCapResultReportV01Document --|> IOuterDocument~FinancialInstrumentReportingTradingVolumeCapResultReportV01~ : Implements
    class IOuterDocument~FinancialInstrumentReportingTradingVolumeCapResultReportV01~ {
        FinancialInstrumentReportingTradingVolumeCapResultReportV01 Message
     }
  

Document wrapper for serialization

The only real purpose FinancialInstrumentReportingTradingVolumeCapResultReportV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:auth.053.001.01’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using FinancialInstrumentReportingTradingVolumeCapResultReportV01.ToDocument() method. The returned FinancialInstrumentReportingTradingVolumeCapResultReportV01Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    FinancialInstrumentReportingTradingVolumeCapResultReportV01Document *-- FinancialInstrumentReportingTradingVolumeCapResultReportV01 : 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.053.001.01">
    <FinInstrmRptgTradgVolCapRsltRpt>
        <RptHdr>
            <!-- ReportHeader inner content -->
        </RptHdr>
        <VolCapRslt>
            <!-- VolumeCapResult inner content -->
        </VolCapRslt>
        <SplmtryData>
            <!-- SupplementaryData inner content -->
        </SplmtryData>
    </FinInstrmRptgTradgVolCapRsltRpt>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_ye5zAJuCEeaPcol5ibnfBQ"
  name="FinancialInstrumentReportingTradingVolumeCapResultReportV01"
  definition="The FinancialInstrumentReportingTradingVolumeCapResultReport provides volume of trading and percentage of trading under waivers for equity instruments over a period. This message is generated by the supervisory authority for public distribution."
  registrationStatus="Registered"
  messageSet="_m18yAApTEeeand7dul6qJQ"
  xmlTag="FinInstrmRptgTradgVolCapRsltRpt"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_N3DP4JuDEeaPcol5ibnfBQ"
    name="ReportHeader"
    definition="Header information related to the global report."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="RptHdr"
    complexType="_Xt9fc8v5EeSxLrW9hropkQ" />
  <messageBuildingBlock
    xmi:id="_Q9wMAJuMEeaPcol5ibnfBQ"
    name="VolumeCapResult"
    definition="Provides details on the volume of trades and percentage of trading under waivers of financial instruments."
    registrationStatus="Provisionally Registered"
    minOccurs="1"
    xmlTag="VolCapRslt"
    complexType="_U7tWsJuJEeaPcol5ibnfBQ" />
  <messageBuildingBlock
    xmi:id="_TcspwJuDEeaPcol5ibnfBQ"
    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="053"
    flavour="001"
    version="01" />
</messageDefinition>

ISO Building Blocks

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