auth.042.001.01
The FinancialInstrumentReportingInvalidReferenceDataReport message is sent by the trading venue to the national competent authority to report on all records that have become invalid based on updates that have been received or that have passed the termination date original set for the instrument.
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
%% FinancialInstrumentReportingInvalidReferenceDataReportV01 recursion level 0 with max 0
class FinancialInstrumentReportingInvalidReferenceDataReportV01{
NumberOfRecords IsoNumber
}
FinancialInstrumentReportingInvalidReferenceDataReportV01 *-- "1..1" IPeriod4Choice : DatePeriod
FinancialInstrumentReportingInvalidReferenceDataReportV01 *-- "1..1" SecuritiesInvalidReferenceDataReport3 : FinancialInstruments
FinancialInstrumentReportingInvalidReferenceDataReportV01 *-- "0..1" SupplementaryData1 : SupplementaryData
Now, we will zero-in one-by-one on each of these building blocks.
DatePeriod building block
Date period capturing when instruments in the report have been invalidated
Usage: Within MiFIR, only the From Date To Date field will be used with the From Date corresponding to the date the first instrument was added to this report while the To Date is the date the last instrument was added to the file. Choice between date and date-time for the specification of a period. For comparison, see the ISO20022 official specification
classDiagram direction tb %% IPeriod4Choice recursion level 0 with max 1
Period4Choice members
| Member name | Description | Data Type / Multiplicity |
|---|
NumberOfRecords building block
Number of invalid records in this message.
Number of objects represented as an integer. For comparison, see the ISO20022 official specification This message is declared as Number in the ISO specification. In our implementation, it is represented in source code as IsoNumber. Due to global using directives, it is treated as a System.UInt64 by the compiler and runtime.
FinancialInstruments building block
Provides the details of the financial instruments. Reference data instruments that are no longer valid either through an instrument update or that have passed their termination date. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SecuritiesInvalidReferenceDataReport3 recursion level 0 with max 1
SecuritiesInvalidReferenceDataReport3 *-- "1..1" SecuritiesReferenceDataReport5 : FinancialInstrument
SecuritiesInvalidReferenceDataReport3 *-- "0..0" SupplementaryData1 : SupplementaryData
%% SecuritiesReferenceDataReport5 recursion level 1 with max 1
class SecuritiesReferenceDataReport5{
TechnicalRecordIdentification IsoMax35Text
Issuer IsoLEIIdentifier
}
SecuritiesReferenceDataReport5 *-- "1..1" SecurityInstrumentDescription9 : FinancialInstrumentGeneralAttributes
SecuritiesReferenceDataReport5 *-- "1..0" TradingVenueAttributes1 : TradingVenueRelatedAttributes
SecuritiesReferenceDataReport5 *-- "0..1" DebtInstrument2 : DebtInstrumentAttributes
SecuritiesReferenceDataReport5 *-- "0..1" DerivativeInstrument5 : DerivativeInstrumentAttributes
SecuritiesReferenceDataReport5 *-- "0..1" RecordTechnicalData3 : TechnicalAttributes
%% SupplementaryData1 recursion level 1 with max 1
class SupplementaryData1{
PlaceAndName IsoMax350Text
}
SupplementaryData1 *-- "1..1" IsoSupplementaryDataEnvelope1 : Envelope
SecuritiesInvalidReferenceDataReport3 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| FinancialInstrument | Instrument details at the time this specific details on the financial instrument was invalidated. | SecuritiesReferenceDataReport5 - Required 1..1 |
| SupplementaryData | Additional information that can not be captured in the structured fields and/or any other specific block. | SupplementaryData1 - Unknown 0..0 |
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 FinancialInstrumentReportingInvalidReferenceDataReportV01 implementation follows a specific implementaiton pattern. First of all, FinancialInstrumentReportingInvalidReferenceDataReportV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, FinancialInstrumentReportingInvalidReferenceDataReportV01Document implements IOuterDocument. Because FinancialInstrumentReportingInvalidReferenceDataReportV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type FinancialInstrumentReportingInvalidReferenceDataReportV01.
classDiagram
class IOuterRecord
FinancialInstrumentReportingInvalidReferenceDataReportV01 --|> IOuterRecord : Implements
FinancialInstrumentReportingInvalidReferenceDataReportV01Document --|> IOuterDocument~FinancialInstrumentReportingInvalidReferenceDataReportV01~ : Implements
class IOuterDocument~FinancialInstrumentReportingInvalidReferenceDataReportV01~ {
FinancialInstrumentReportingInvalidReferenceDataReportV01 Message
}
Document wrapper for serialization
The only real purpose FinancialInstrumentReportingInvalidReferenceDataReportV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:auth.042.001.01’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using FinancialInstrumentReportingInvalidReferenceDataReportV01.ToDocument() method. The returned FinancialInstrumentReportingInvalidReferenceDataReportV01Document value will serialize correctly according to ISO 20022 standards.
classDiagram
FinancialInstrumentReportingInvalidReferenceDataReportV01Document *-- FinancialInstrumentReportingInvalidReferenceDataReportV01 : 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.042.001.01">
<FinInstrmRptgInvldRefDataRpt>
<DtPrd>
<!-- DatePeriod inner content -->
</DtPrd>
<NbOfRcrds>
<!-- NumberOfRecords inner content -->
</NbOfRcrds>
<FinInstrms>
<!-- FinancialInstruments inner content -->
</FinInstrms>
<SplmtryData>
<!-- SupplementaryData inner content -->
</SplmtryData>
</FinInstrmRptgInvldRefDataRpt>
</Document>
Data from ISO specification
This is the technical data from the specification document.
<messageDefinition
xmi:id="_4LK8W0RNEee7JdgA9zPESA"
nextVersions="_vXohoSdoEei12pGEsJIAeQ"
name="FinancialInstrumentReportingInvalidReferenceDataReportV01"
definition="The FinancialInstrumentReportingInvalidReferenceDataReport message is sent by the trading venue to the national competent authority to report on all records that have become invalid based on updates that have been received or that have passed the termination date original set for the instrument."
registrationStatus="Registered"
messageSet="_urpIICeJEeOCeO5e7islRQ _Smpa0G47Eeiuqc7swom0-A"
xmlTag="FinInstrmRptgInvldRefDataRpt"
rootElement="Document"
xmlns:xmi="http://www.omg.org/XMI">
<messageBuildingBlock
xmi:id="_4LK8XURNEee7JdgA9zPESA"
nextVersions="_vXohoydoEei12pGEsJIAeQ"
name="DatePeriod"
definition="Date period capturing when instruments in the report have been invalidated

Usage:
Within MiFIR, only the From Date To Date field will be used with the From Date corresponding to the date the first instrument was added to this report while the To Date is the date the last instrument was added to the file."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="DtPrd"
complexType="_kTJKSZfjEeSfnc-VXAEapg" />
<messageBuildingBlock
xmi:id="_4LK8X0RNEee7JdgA9zPESA"
nextVersions="_vXohpSdoEei12pGEsJIAeQ"
name="NumberOfRecords"
definition="Number of invalid records in this message.
"
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="NbOfRcrds"
simpleType="_YXbjBtp-Ed-ak6NoX_4Aeg_1560899033" />
<messageBuildingBlock
xmi:id="_4LK8YURNEee7JdgA9zPESA"
nextVersions="_vXohpydoEei12pGEsJIAeQ"
name="FinancialInstruments"
definition="Provides the details of the financial instruments."
registrationStatus="Provisionally Registered"
minOccurs="1"
xmlTag="FinInstrms"
complexType="_IEREBX5aEea2k7EBUopqxw" />
<messageBuildingBlock
xmi:id="_4LK8Y0RNEee7JdgA9zPESA"
nextVersions="_vXohqSdoEei12pGEsJIAeQ"
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="042"
flavour="001"
version="01" />
</messageDefinition>
ISO Building Blocks
The following items are used as building blocks to construct this message.