Iso20022

ForeignExchangeTradeCaptureReportRequestV01

fxtr.032.001.01

Scope The ForeignExchangeTradeCaptureReportRequest message is sent by a trading member to the trading system for inquiry of trade capture report. Usage The request is sent by the trading member to the trading system to inquire trade capture report. Note a capture request could be rejected.

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
%% ForeignExchangeTradeCaptureReportRequestV01 recursion level 0 with max 0
class ForeignExchangeTradeCaptureReportRequestV01{
    QueryOrderStatus QueryOrderStatus1Code
    QueryType QueryDataType1Code
    QueryStartNumber IsoMax35NumericText
    QueryByPeriod IsoYesNoIndicator
    QueryTradeIdentification IsoMax35Text
    QueryEndIdentification IsoMax35Text
    QueryPageSize IsoMax35NumericText
    QueryParameterValue IsoMax35Text
}
ForeignExchangeTradeCaptureReportRequestV01 *-- "1..1" MessageIdentification1 : QueryRequestIdentification
ForeignExchangeTradeCaptureReportRequestV01 *-- "0..1" Period4 : QueryPeriod
ForeignExchangeTradeCaptureReportRequestV01 *-- "0..1" SupplementaryData1 : SupplementaryData

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

QueryRequestIdentification building block

Identifies the capture request message. Identifies a message by a unique identifier and the date and time when the message was created by the sender. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% MessageIdentification1 recursion level 0 with max 1
class MessageIdentification1{
    Identification IsoMax35Text
    CreationDateTime IsoISODateTime
}

MessageIdentification1 members

Member name Description Data Type / Multiplicity
Identification Identification of the message. IsoMax35Text - Required 1..1
CreationDateTime Date of creation of the message. IsoISODateTime - Required 1..1

QueryOrderStatus building block

Range of the trade for the inquire. Specifies the inquiry status of order. For comparison, see the ISO20022 official specification This message is declared as QueryOrderStatus1Code in the ISO specification. In our implementation, it is represented in source code as QueryOrderStatus1Code. Due to global using directives, it is treated as a System.String by the compiler and runtime.

QueryType building block

Specifies the inquiry type of the data. Specifies the inquiry type of the data. For comparison, see the ISO20022 official specification This message is declared as QueryDataType1Code in the ISO specification. In our implementation, it is represented in source code as QueryDataType1Code. Due to global using directives, it is treated as a System.String by the compiler and runtime.

QueryStartNumber building block

Start number in request result. Specifies a numeric string with a maximum length of 35 digits. For comparison, see the ISO20022 official specification This message is declared as Max35NumericText in the ISO specification. In our implementation, it is represented in source code as IsoMax35NumericText. Due to global using directives, it is treated as a System.String by the compiler and runtime.

QueryByPeriod building block

Indicates whether the request is query trade for a period of time. Indicates a “Yes” or “No” type of answer for an element. For comparison, see the ISO20022 official specification This message is declared as YesNoIndicator in the ISO specification. In our implementation, it is represented in source code as IsoYesNoIndicator. Due to global using directives, it is treated as a System.String by the compiler and runtime.

QueryPeriod building block

Period of the inquiry. Time span defined by a start date and time, and an end date and time. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% Period4 recursion level 0 with max 1
Period4 *-- "1..1" IDateFormat18Choice : StartDate
Period4 *-- "1..1" IDateFormat18Choice : EndDate
%% IDateFormat18Choice recursion level 1 with max 1
%% IDateFormat18Choice recursion level 1 with max 1

Period4 members

Member name Description Data Type / Multiplicity
StartDate Date and time at which the range starts. IDateFormat18Choice - Required 1..1
EndDate Date and time at which the range ends. IDateFormat18Choice - Required 1..1

QueryTradeIdentification building block

States the identification of the trade which the trading member inquires. Specifies a character string with a maximum length of 35 characters. For comparison, see the ISO20022 official specification This message is declared as Max35Text in the ISO specification. In our implementation, it is represented in source code as IsoMax35Text. Due to global using directives, it is treated as a System.String by the compiler and runtime.

QueryEndIdentification building block

Identifies the end of the request result. Specifies a character string with a maximum length of 35 characters. For comparison, see the ISO20022 official specification This message is declared as Max35Text in the ISO specification. In our implementation, it is represented in source code as IsoMax35Text. Due to global using directives, it is treated as a System.String by the compiler and runtime.

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

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

QueryPageSize building block

Largest number of request result. Specifies a numeric string with a maximum length of 35 digits. For comparison, see the ISO20022 official specification This message is declared as Max35NumericText in the ISO specification. In our implementation, it is represented in source code as IsoMax35NumericText. Due to global using directives, it is treated as a System.String by the compiler and runtime.

QueryParameterValue building block

Specifies the inquiry value of the parameter. Specifies a character string with a maximum length of 35 characters. For comparison, see the ISO20022 official specification This message is declared as Max35Text in the ISO specification. In our implementation, it is represented in source code as IsoMax35Text. Due to global using directives, it is treated as a System.String by the compiler and runtime.

Extensibility and generalization considerations

To facilitate generalized design patterns in the system, the ForeignExchangeTradeCaptureReportRequestV01 implementation follows a specific implementaiton pattern. First of all, ForeignExchangeTradeCaptureReportRequestV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, ForeignExchangeTradeCaptureReportRequestV01Document implements IOuterDocument. Because ForeignExchangeTradeCaptureReportRequestV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type ForeignExchangeTradeCaptureReportRequestV01.

classDiagram
    class IOuterRecord
    ForeignExchangeTradeCaptureReportRequestV01 --|> IOuterRecord : Implements
    ForeignExchangeTradeCaptureReportRequestV01Document --|> IOuterDocument~ForeignExchangeTradeCaptureReportRequestV01~ : Implements
    class IOuterDocument~ForeignExchangeTradeCaptureReportRequestV01~ {
        ForeignExchangeTradeCaptureReportRequestV01 Message
     }

Document wrapper for serialization

The only real purpose ForeignExchangeTradeCaptureReportRequestV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:fxtr.032.001.01’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using ForeignExchangeTradeCaptureReportRequestV01.ToDocument() method. The returned ForeignExchangeTradeCaptureReportRequestV01Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    ForeignExchangeTradeCaptureReportRequestV01Document *-- ForeignExchangeTradeCaptureReportRequestV01 : 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.032.001.01">
    <FXTradCaptrRptReq>
        <QryReqId>
            <!-- QueryRequestIdentification inner content -->
        </QryReqId>
        <QryOrdrSts>
            <!-- QueryOrderStatus inner content -->
        </QryOrdrSts>
        <QryTp>
            <!-- QueryType inner content -->
        </QryTp>
        <QryStartNb>
            <!-- QueryStartNumber inner content -->
        </QryStartNb>
        <QryByPrd>
            <!-- QueryByPeriod inner content -->
        </QryByPrd>
        <QryPrd>
            <!-- QueryPeriod inner content -->
        </QryPrd>
        <QryTradId>
            <!-- QueryTradeIdentification inner content -->
        </QryTradId>
        <QryEndId>
            <!-- QueryEndIdentification inner content -->
        </QryEndId>
        <SplmtryData>
            <!-- SupplementaryData inner content -->
        </SplmtryData>
        <QryPgSz>
            <!-- QueryPageSize inner content -->
        </QryPgSz>
        <QryParamVal>
            <!-- QueryParameterValue inner content -->
        </QryParamVal>
    </FXTradCaptrRptReq>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_KgkR8oHHEeSY3ulMDfpmvA"
  name="ForeignExchangeTradeCaptureReportRequestV01"
  definition="Scope&#xD;&#xA;The ForeignExchangeTradeCaptureReportRequest message is sent by a trading member to the trading system for inquiry of trade capture report. &#xD;&#xA;Usage&#xD;&#xA;The request is sent by the trading member to the trading system to inquire trade capture report. &#xD;&#xA;Note a capture request could be rejected."
  registrationStatus="Registered"
  messageSet="_zO-IIQRGEeWRS-48_sRZxQ"
  xmlTag="FXTradCaptrRptReq"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <constraint
    xmi:id="_j5rt8IHVEeSY3ulMDfpmvA"
    name="QueryPeriodandTradeIdentificationRule1"
    definition="Either QueryTradeIdentification or QueryPeriod may be present, but not both."
    registrationStatus="Provisionally Registered" />
  <constraint
    xmi:id="_kV6W8IHVEeSY3ulMDfpmvA"
    name="QueryPeriodandTradeIdentificationRule2"
    definition="If QueryByPeriod is &quot;false&quot; or &quot;0&quot; (No), then QueryTradeIdentification must be present. If QueryByPeriod is &quot;true&quot; or &quot;1&quot; (Yes), then QueryPeriod must be present."
    registrationStatus="Provisionally Registered" />
  <messageBuildingBlock
    xmi:id="_VzU_oIHHEeSY3ulMDfpmvA"
    name="QueryRequestIdentification"
    definition="Identifies the capture request message."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="QryReqId"
    complexType="_Q7pG5Np-Ed-ak6NoX_4Aeg_-967008570" />
  <messageBuildingBlock
    xmi:id="_bTutIIHHEeSY3ulMDfpmvA"
    name="QueryOrderStatus"
    definition="Range of the trade for the inquire."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="QryOrdrSts"
    simpleType="_RgF9EA2NEeSwB74WgTbh4Q" />
  <messageBuildingBlock
    xmi:id="_JCuBAKbAEeSxuMLA5o46jQ"
    name="QueryType"
    definition="Specifies the inquiry type of the data."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="QryTp"
    simpleType="_8LOxMKa_EeSxuMLA5o46jQ" />
  <messageBuildingBlock
    xmi:id="_e_2ZkIHHEeSY3ulMDfpmvA"
    name="QueryStartNumber"
    definition="Start number in request result."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="QryStartNb"
    simpleType="_TQbTxgEcEeCQm6a_G2yO_w_1928353271" />
  <messageBuildingBlock
    xmi:id="_iSHbkIHHEeSY3ulMDfpmvA"
    name="QueryByPeriod"
    definition="Indicates whether the request is query trade for a period of time."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="QryByPrd"
    simpleType="_YXbjA9p-Ed-ak6NoX_4Aeg_-2040117978" />
  <messageBuildingBlock
    xmi:id="_uLTQEIHHEeSY3ulMDfpmvA"
    name="QueryPeriod"
    definition="Period of the inquiry."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="QryPrd"
    complexType="_Nt3jd-ENEd-qUMZtd_eZuQ" />
  <messageBuildingBlock
    xmi:id="_r0UKkIHHEeSY3ulMDfpmvA"
    name="QueryTradeIdentification"
    definition="States the identification of the trade which the trading member inquires."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="QryTradId"
    simpleType="_YW1tKdp-Ed-ak6NoX_4Aeg_1913463446" />
  <messageBuildingBlock
    xmi:id="_BOrPMKa7EeSxuMLA5o46jQ"
    name="QueryEndIdentification"
    definition="Identifies the end of the request result."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="QryEndId"
    simpleType="_YW1tKdp-Ed-ak6NoX_4Aeg_1913463446" />
  <messageBuildingBlock
    xmi:id="_a2e2MKHhEeS69KkQis5bYg"
    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" />
  <messageBuildingBlock
    xmi:id="_eP9iMKa9EeSxuMLA5o46jQ"
    name="QueryPageSize"
    definition="Largest number of request result."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="QryPgSz"
    simpleType="_TQbTxgEcEeCQm6a_G2yO_w_1928353271" />
  <messageBuildingBlock
    xmi:id="_Ex-IEKbBEeSxuMLA5o46jQ"
    name="QueryParameterValue"
    definition="Specifies the inquiry value of the parameter."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="QryParamVal"
    simpleType="_YW1tKdp-Ed-ak6NoX_4Aeg_1913463446" />
  <messageDefinitionIdentifier
    businessArea="fxtr"
    messageFunctionality="032"
    flavour="001"
    version="01" />
</messageDefinition>

ISO Building Blocks

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