FinancialInstrumentReportingReferenceDataReportV01

auth.017.001.01

This FinancialInstrumentReportingReferenceDataReport message is sent by the trading venue to the national competent authority to report on the reference data used in the securities transactions.

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
%% FinancialInstrumentReportingReferenceDataReportV01 recursion level 0 with max 0
FinancialInstrumentReportingReferenceDataReportV01 *-- "1..1" SecuritiesMarketReportHeader1 : ReportHeader
FinancialInstrumentReportingReferenceDataReportV01 *-- "1..1" SecuritiesReferenceDataReport5 : ReferenceData
FinancialInstrumentReportingReferenceDataReportV01 *-- "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

ReferenceData building block

Details of the reference data reported by the trading venue. Provides details on the securities reference data for the required financial instruments. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% SecuritiesReferenceDataReport5 recursion level 0 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
%% SecurityInstrumentDescription9 recursion level 1 with max 1
class SecurityInstrumentDescription9{
    Identification IsoISINOct2015Identifier
    FullName IsoMax350Text
    ShortName IsoMax35Text
    ClassificationType IsoCFIOct2015Identifier
    NotionalCurrency ActiveOrHistoricCurrencyCode
    CommodityDerivativeIndicator IsoTrueFalseIndicator
}
%% TradingVenueAttributes1 recursion level 1 with max 1
class TradingVenueAttributes1{
    Identification IsoMICIdentifier
    IssuerRequest IsoTrueFalseIndicator
    AdmissionApprovalDateByIssuer IsoISODateTime
    RequestForAdmissionDate IsoISODateTime
    FirstTradeDate IsoISODateTime
    TerminationDate IsoISODateTime
}
%% DebtInstrument2 recursion level 1 with max 1
class DebtInstrument2{
    TotalIssuedNominalAmount IsoActiveOrHistoricCurrencyAndAmount
    MaturityDate IsoISODate
    NominalValuePerUnit IsoActiveOrHistoricCurrencyAndAmount
    DebtSeniority DebtInstrumentSeniorityType1Code
}
DebtInstrument2 *-- "1..1" IInterestRate6Choice : InterestRate
%% DerivativeInstrument5 recursion level 1 with max 1
class DerivativeInstrument5{
    ExpiryDate IsoISODate
    PriceMultiplier IsoNonNegativeDecimalNumber
    OptionType OptionType2Code
    OptionExerciseStyle OptionStyle7Code
    DeliveryType PhysicalTransferType4Code
}
DerivativeInstrument5 *-- "0..1" IFinancialInstrumentIdentification5Choice : UnderlyingInstrument
DerivativeInstrument5 *-- "0..1" ISecuritiesTransactionPrice4Choice : StrikePrice
DerivativeInstrument5 *-- "0..1" AssetClass2 : AssetClassSpecificAttributes
%% RecordTechnicalData3 recursion level 1 with max 1
class RecordTechnicalData3{
    InconsistencyIndicator IsoTrueFalseIndicator
    LastUpdate IsoISODateTime
    SubmissionDateTime IsoISODateTime
    RelevantCompetentAuthority CountryCode
    NeverPublished IsoTrueFalseIndicator
}
RecordTechnicalData3 *-- "0..1" IPeriod4Choice : PublicationPeriod
  

SecuritiesReferenceDataReport5 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 FinancialInstrumentReportingReferenceDataReportV01 implementation follows a specific implementaiton pattern. First of all, FinancialInstrumentReportingReferenceDataReportV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, FinancialInstrumentReportingReferenceDataReportV01Document implements IOuterDocument. Because FinancialInstrumentReportingReferenceDataReportV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type FinancialInstrumentReportingReferenceDataReportV01.

classDiagram
    class IOuterRecord
    FinancialInstrumentReportingReferenceDataReportV01 --|> IOuterRecord : Implements
    FinancialInstrumentReportingReferenceDataReportV01Document --|> IOuterDocument~FinancialInstrumentReportingReferenceDataReportV01~ : Implements
    class IOuterDocument~FinancialInstrumentReportingReferenceDataReportV01~ {
        FinancialInstrumentReportingReferenceDataReportV01 Message
     }
  

Document wrapper for serialization

The only real purpose FinancialInstrumentReportingReferenceDataReportV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:auth.017.001.01’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using FinancialInstrumentReportingReferenceDataReportV01.ToDocument() method. The returned FinancialInstrumentReportingReferenceDataReportV01Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    FinancialInstrumentReportingReferenceDataReportV01Document *-- FinancialInstrumentReportingReferenceDataReportV01 : 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.017.001.01">
    <FinInstrmRptgRefDataRpt>
        <RptHdr>
            <!-- ReportHeader inner content -->
        </RptHdr>
        <RefData>
            <!-- ReferenceData inner content -->
        </RefData>
        <SplmtryData>
            <!-- SupplementaryData inner content -->
        </SplmtryData>
    </FinInstrmRptgRefDataRpt>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_4LUGOURNEee7JdgA9zPESA"
  nextVersions="_JRfSUSX6EeigZbhgJcrASA"
  name="FinancialInstrumentReportingReferenceDataReportV01"
  definition="This FinancialInstrumentReportingReferenceDataReport message is sent by the trading venue to the national competent authority to report on the reference data used in the securities transactions."
  registrationStatus="Registered"
  messageSet="_urpIICeJEeOCeO5e7islRQ _Smpa0G47Eeiuqc7swom0-A"
  xmlTag="FinInstrmRptgRefDataRpt"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_4LUGO0RNEee7JdgA9zPESA"
    nextVersions="_JRfSUyX6EeigZbhgJcrASA"
    name="ReportHeader"
    definition="Header information related to the global report."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="RptHdr"
    complexType="_Xt9fc8v5EeSxLrW9hropkQ" />
  <messageBuildingBlock
    xmi:id="_4LUGPURNEee7JdgA9zPESA"
    nextVersions="_JRfSVSX6EeigZbhgJcrASA"
    name="ReferenceData"
    definition="Details of the reference data reported by the trading venue."
    registrationStatus="Provisionally Registered"
    minOccurs="1"
    xmlTag="RefData"
    complexType="_G2KSJ35aEea2k7EBUopqxw" />
  <messageBuildingBlock
    xmi:id="_4LUGP0RNEee7JdgA9zPESA"
    nextVersions="_JRfSVyX6EeigZbhgJcrASA"
    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="017"
    flavour="001"
    version="01" />
</messageDefinition>

ISO Building Blocks

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