ForeignExchangeTradeStatusNotificationV05

fxtr.008.001.05

Scope The ForeignExchangeTradeStatusNotification message is sent by a central system to the participant to notify the current status of a foreign exchange trade in the system. Usage This ForeignExchangeTradeStatusNotification message will be sent at specific times agreed upon by the central settlement system and a participant in a central settlement system.

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
%% ForeignExchangeTradeStatusNotificationV05 recursion level 0 with max 0
ForeignExchangeTradeStatusNotificationV05 *-- "1..1" TradeData7 : TradeData
ForeignExchangeTradeStatusNotificationV05 *-- "0..1" RegulatoryReporting4 : RegulatoryReporting
ForeignExchangeTradeStatusNotificationV05 *-- "0..1" SupplementaryData1 : SupplementaryData
  

Now, we will zero-in one-by-one on each of these building blocks.

TradeData building block

Provides information on the status of a trade in a system. Provides information on the status of a trade. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% TradeData7 recursion level 0 with max 1
class TradeData7{
    MessageIdentification IsoMax35Text
    OriginatorReference IsoMax35Text
    MatchingSystemUniqueReference IsoMax35Text
    MatchingSystemMatchingReference IsoMax35Text
    MatchingSystemMatchedSideReference IsoMax35Text
    StatusOriginator IsoMax20Text
    CurrentStatusSubType StatusSubType1Code
    CurrentStatusDateTime IsoISODateTime
    PreviousStatusSubType StatusSubType1Code
    PreviousStatusDateTime IsoISODateTime
    ProductType IsoMax35Text
    SettlementSessionIdentifier IsoExact4AlphaNumericText
    SplitTradeIndicator IsoYesNoIndicator
}
TradeData7 *-- "1..1" StatusAndSubStatus1 : CurrentStatus
TradeData7 *-- "0..1" IStatus6Choice : PreviousStatus
%% StatusAndSubStatus1 recursion level 1 with max 1
class StatusAndSubStatus1{
    SubStatusCode IsoExact4AlphaNumericText
}
StatusAndSubStatus1 *-- "1..1" IStatus13Choice : StatusCode
%% IStatus6Choice recursion level 1 with max 1
  

TradeData7 members

RegulatoryReporting building block

Information that is to be provided to trade repositories in the context of the regulatory standards around over-the-counter (OTC) derivatives, central counterparties and trade repositories. Includes data elements that can be used for reporting to trade repositories, it is not to be used on regular trade confirmations. Although some fields, for example, unique transaction identifier and prior unique transaction identifier, might be used on regular trade confirmations. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% RegulatoryReporting4 recursion level 0 with max 1
class RegulatoryReporting4{
    ClearingThresholdIndicator IsoYesNoIndicator
    ClearedProductIdentification IsoMax35Text
    UnderlyingProductIdentifier UnderlyingProductIdentifier1Code
    AllocationIndicator AllocationIndicator1Code
    CollateralisationIndicator CollateralisationIndicator1Code
    ExecutionVenue IsoMax35Text
    NonStandardFlag IsoYesNoIndicator
    LinkSwapIdentification IsoExact42Text
    FinancialNatureOfTheCounterpartyIndicator IsoYesNoIndicator
    CollateralPortfolioIndicator IsoYesNoIndicator
    CollateralPortfolioCode IsoMax10Text
    PortfolioCompressionIndicator IsoYesNoIndicator
    CorporateSectorIndicator CorporateSectorIdentifier1Code
    TradeWithNonEEACounterpartyIndicator IsoYesNoIndicator
    IntragroupTradeIndicator IsoYesNoIndicator
    CommercialOrTreasuryFinancingIndicator IsoYesNoIndicator
    AdditionalReportingInformation IsoMax210Text
}
RegulatoryReporting4 *-- "0..0" TradingSideTransactionReporting1 : TradingSideTransactionReporting
RegulatoryReporting4 *-- "0..0" CounterpartySideTransactionReporting1 : CounterpartySideTransactionReporting
RegulatoryReporting4 *-- "0..1" IPartyIdentification73Choice : CentralCounterpartyClearingHouse
RegulatoryReporting4 *-- "0..1" IPartyIdentification73Choice : ClearingBroker
RegulatoryReporting4 *-- "0..1" IPartyIdentification73Choice : ClearingExceptionParty
RegulatoryReporting4 *-- "0..1" ClearingBrokerIdentification1 : ClearingBrokerIdentification
RegulatoryReporting4 *-- "0..1" IDateAndDateTimeChoice : ExecutionTimestamp
%% TradingSideTransactionReporting1 recursion level 1 with max 1
class TradingSideTransactionReporting1{
    ReportingJurisdiction IsoMax35Text
}
TradingSideTransactionReporting1 *-- "0..1" IPartyIdentification73Choice : ReportingParty
TradingSideTransactionReporting1 *-- "0..0" UniqueTransactionIdentifier2 : TradingSideUniqueTransactionIdentifier
%% CounterpartySideTransactionReporting1 recursion level 1 with max 1
class CounterpartySideTransactionReporting1{
    ReportingJurisdiction IsoMax35Text
}
CounterpartySideTransactionReporting1 *-- "0..1" IPartyIdentification73Choice : ReportingParty
CounterpartySideTransactionReporting1 *-- "0..0" UniqueTransactionIdentifier2 : CounterpartySideUniqueTransactionIdentifier
%% IPartyIdentification73Choice recursion level 1 with max 1
%% IPartyIdentification73Choice recursion level 1 with max 1
%% IPartyIdentification73Choice recursion level 1 with max 1
%% ClearingBrokerIdentification1 recursion level 1 with max 1
class ClearingBrokerIdentification1{
    SideIndicator SideIndicator1Code
    ClearingBrokerIdentification IsoMax35Text
}
%% IDateAndDateTimeChoice recursion level 1 with max 1
  

RegulatoryReporting4 members

SupplementaryData building block

Additional information that cannot be captured in the structured elements 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 ForeignExchangeTradeStatusNotificationV05 implementation follows a specific implementaiton pattern. First of all, ForeignExchangeTradeStatusNotificationV05 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, ForeignExchangeTradeStatusNotificationV05Document implements IOuterDocument. Because ForeignExchangeTradeStatusNotificationV05 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type ForeignExchangeTradeStatusNotificationV05.

classDiagram
    class IOuterRecord
    ForeignExchangeTradeStatusNotificationV05 --|> IOuterRecord : Implements
    ForeignExchangeTradeStatusNotificationV05Document --|> IOuterDocument~ForeignExchangeTradeStatusNotificationV05~ : Implements
    class IOuterDocument~ForeignExchangeTradeStatusNotificationV05~ {
        ForeignExchangeTradeStatusNotificationV05 Message
     }
  

Document wrapper for serialization

The only real purpose ForeignExchangeTradeStatusNotificationV05Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:fxtr.008.001.05’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using ForeignExchangeTradeStatusNotificationV05.ToDocument() method. The returned ForeignExchangeTradeStatusNotificationV05Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    ForeignExchangeTradeStatusNotificationV05Document *-- ForeignExchangeTradeStatusNotificationV05 : 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:fxtr.008.001.05">
    <FXTradStsNtfctn>
        <TradData>
            <!-- TradeData inner content -->
        </TradData>
        <RgltryRptg>
            <!-- RegulatoryReporting inner content -->
        </RgltryRptg>
        <SplmtryData>
            <!-- SupplementaryData inner content -->
        </SplmtryData>
    </FXTradStsNtfctn>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_7QPkkTJzEeOd1OidA-8_VQ"
  nextVersions="_r8LGMZR5Eeak6e8_Fc5fQg"
  previousVersion="_t2x7Iew0EeG4a9QeNHA19w"
  name="ForeignExchangeTradeStatusNotificationV05"
  definition="Scope&#xD;&#xD;&#xA;The ForeignExchangeTradeStatusNotification message is sent by a central system to the participant to notify the current status of a foreign exchange trade in the system.&#xD;&#xD;&#xA;Usage&#xD;&#xD;&#xA;This ForeignExchangeTradeStatusNotification message will be sent at specific times agreed upon by the central settlement system and a participant in a central settlement system."
  registrationStatus="Registered"
  messageSet="_urpIICeJEeOCeO5e7islRQ"
  xmlTag="FXTradStsNtfctn"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_7QPkkzJzEeOd1OidA-8_VQ"
    nextVersions="_r8LGM5R5Eeak6e8_Fc5fQg"
    previousVersion="_t2x7I-w0EeG4a9QeNHA19w"
    name="TradeData"
    definition="Provides information on the status of a trade in a system."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="TradData"
    complexType="_0HqjAew3EeGdCpA_VUPR-w" />
  <messageBuildingBlock
    xmi:id="_7QPklTJzEeOd1OidA-8_VQ"
    nextVersions="_r8LGNZR5Eeak6e8_Fc5fQg"
    previousVersion="_xavYcCjtEeK1Sbo8NpBROA"
    name="RegulatoryReporting"
    definition="Information that is to be provided to trade repositories in the context of the regulatory standards around over-the-counter (OTC) derivatives, central counterparties and trade repositories."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="RgltryRptg"
    complexType="_I6JesTS3EeOW7s4n9SUZ3A" />
  <messageBuildingBlock
    xmi:id="_7QPklzJzEeOd1OidA-8_VQ"
    nextVersions="_r8LGN5R5Eeak6e8_Fc5fQg"
    previousVersion="_OCmy4ynBEeKqmMA7_Y42sg"
    name="SupplementaryData"
    definition="Additional information that cannot be captured in the structured elements and/or any other specific block."
    registrationStatus="Provisionally Registered"
    minOccurs="0"
    xmlTag="SplmtryData"
    complexType="_Qn0zC9p-Ed-ak6NoX_4Aeg_468227563" />
  <messageDefinitionIdentifier
    businessArea="fxtr"
    messageFunctionality="008"
    flavour="001"
    version="05" />
</messageDefinition>

ISO Building Blocks

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