FinancialInstrumentReportingReferenceDataDeltaReportV01

auth.036.001.01

The FinancialInstrumentReportingReferenceDataDeltaReport message is sent by the trading venues to the national competent authority to report on changes that have occurred in the base data between reference data file generation.

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
%% FinancialInstrumentReportingReferenceDataDeltaReportV01 recursion level 0 with max 0
FinancialInstrumentReportingReferenceDataDeltaReportV01 *-- "1..1" SecuritiesMarketReportHeader1 : ReportHeader
FinancialInstrumentReportingReferenceDataDeltaReportV01 *-- "0..1" ISecuritiesReferenceDeltaStatusReport2Choice : FinancialInstrument
FinancialInstrumentReportingReferenceDataDeltaReportV01 *-- "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

FinancialInstrument building block

Provides the details of the reference data that have been updated (since the last report). Choice defining financial instruments that are either new or have been modified. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% ISecuritiesReferenceDeltaStatusReport2Choice recursion level 0 with max 1
  

SecuritiesReferenceDeltaStatusReport2Choice 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 FinancialInstrumentReportingReferenceDataDeltaReportV01 implementation follows a specific implementaiton pattern. First of all, FinancialInstrumentReportingReferenceDataDeltaReportV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, FinancialInstrumentReportingReferenceDataDeltaReportV01Document implements IOuterDocument. Because FinancialInstrumentReportingReferenceDataDeltaReportV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type FinancialInstrumentReportingReferenceDataDeltaReportV01.

classDiagram
    class IOuterRecord
    FinancialInstrumentReportingReferenceDataDeltaReportV01 --|> IOuterRecord : Implements
    FinancialInstrumentReportingReferenceDataDeltaReportV01Document --|> IOuterDocument~FinancialInstrumentReportingReferenceDataDeltaReportV01~ : Implements
    class IOuterDocument~FinancialInstrumentReportingReferenceDataDeltaReportV01~ {
        FinancialInstrumentReportingReferenceDataDeltaReportV01 Message
     }
  

Document wrapper for serialization

The only real purpose FinancialInstrumentReportingReferenceDataDeltaReportV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:auth.036.001.01’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using FinancialInstrumentReportingReferenceDataDeltaReportV01.ToDocument() method. The returned FinancialInstrumentReportingReferenceDataDeltaReportV01Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    FinancialInstrumentReportingReferenceDataDeltaReportV01Document *-- FinancialInstrumentReportingReferenceDataDeltaReportV01 : 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.036.001.01">
    <FinInstrmRptgRefDataDltaRpt>
        <RptHdr>
            <!-- ReportHeader inner content -->
        </RptHdr>
        <FinInstrm>
            <!-- FinancialInstrument inner content -->
        </FinInstrm>
        <SplmtryData>
            <!-- SupplementaryData inner content -->
        </SplmtryData>
    </FinInstrmRptgRefDataDltaRpt>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_4LUGKURNEee7JdgA9zPESA"
  nextVersions="_AKTqESdoEei12pGEsJIAeQ"
  name="FinancialInstrumentReportingReferenceDataDeltaReportV01"
  definition="The FinancialInstrumentReportingReferenceDataDeltaReport message is sent by the trading venues to the national competent authority to report on changes that have occurred in the base data between reference data file generation."
  registrationStatus="Registered"
  messageSet="_urpIICeJEeOCeO5e7islRQ"
  xmlTag="FinInstrmRptgRefDataDltaRpt"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_4LUGK0RNEee7JdgA9zPESA"
    nextVersions="_AKTqEydoEei12pGEsJIAeQ"
    name="ReportHeader"
    definition="Header information related to the global report."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="RptHdr"
    complexType="_Xt9fc8v5EeSxLrW9hropkQ" />
  <messageBuildingBlock
    xmi:id="_4LUGLURNEee7JdgA9zPESA"
    nextVersions="_AKURISdoEei12pGEsJIAeQ"
    name="FinancialInstrument"
    definition="Provides the details of the reference data that have been updated (since the last report)."
    registrationStatus="Provisionally Registered"
    minOccurs="0"
    xmlTag="FinInstrm"
    complexType="_2XCW1Hv0EeanCNPcMT7sSg" />
  <messageBuildingBlock
    xmi:id="_4LUGL0RNEee7JdgA9zPESA"
    nextVersions="_AKURIydoEei12pGEsJIAeQ"
    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="036"
    flavour="001"
    version="01" />
</messageDefinition>

ISO Building Blocks

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