ForeignExchangeTradeConfirmationRequestCancellationRequestV01

fxtr.036.001.01

Scope The ForeignExchangeTradeConfirmationRequestCancellationRequest message is sent from a market participant to a Central matching utility (CMU) to amend the ForeignExchangeTradeConfirmationRequest previously sent.

Usage The request is sent by the market participants to the CMU after the confirmation is requested.

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
%% ForeignExchangeTradeConfirmationRequestCancellationRequestV01 recursion level 0 with max 0
class ForeignExchangeTradeConfirmationRequestCancellationRequestV01{
    TradeIdentification IsoMax35Text
    UnderlyingProductType UnderlyingProductIdentifier1Code
}
ForeignExchangeTradeConfirmationRequestCancellationRequestV01 *-- "1..1" Header23 : Header
ForeignExchangeTradeConfirmationRequestCancellationRequestV01 *-- "0..1" MessageIdentification1 : CancellationRequestIdentification
ForeignExchangeTradeConfirmationRequestCancellationRequestV01 *-- "1..1" TradePartyIdentification7 : TradingSideIdentification
ForeignExchangeTradeConfirmationRequestCancellationRequestV01 *-- "1..1" TradePartyIdentification7 : CounterpartyRoleIdentification
ForeignExchangeTradeConfirmationRequestCancellationRequestV01 *-- "0..1" SupplementaryData1 : SupplementaryData
  

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

Header building block

Message management information. Set of characteristics related to the transfer of transactions. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% Header23 recursion level 0 with max 1
class Header23{
    FormatVersion IsoMax6Text
    ExchangeIdentification IsoMax3NumericText
    MessageSequenceNumber IsoNumber
    CreationDateTime IsoISODateTime
}
Header23 *-- "1..1" GenericIdentification32 : InitiatingParty
Header23 *-- "0..1" GenericIdentification32 : RecipientParty
%% GenericIdentification32 recursion level 1 with max 1
class GenericIdentification32{
    Identification IsoMax35Text
    Type PartyType3Code
    Issuer PartyType4Code
    ShortName IsoMax35Text
}
%% GenericIdentification32 recursion level 1 with max 1
class GenericIdentification32{
    Identification IsoMax35Text
    Type PartyType3Code
    Issuer PartyType4Code
    ShortName IsoMax35Text
}
  

Header23 members

CancellationRequestIdentification building block

Identifies the cancellation request messge. 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

TradingSideIdentification building block

Specifies the trading side of the treasury trade which is captured. Entity involved in an activity. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% TradePartyIdentification7 recursion level 0 with max 1
class TradePartyIdentification7{
    BuyerOrSellerIndicator OptionParty1Code
    InitiatorIndicator OptionParty3Code
}
TradePartyIdentification7 *-- "0..1" FundIdentification3 : FundInformation
TradePartyIdentification7 *-- "1..1" PartyIdentification78 : TradePartyIdentification
TradePartyIdentification7 *-- "1..1" PartyIdentificationAndAccount119 : SubmittingParty
%% FundIdentification3 recursion level 1 with max 1
class FundIdentification3{
    FundIdentification IsoMax35Text
    AccountIdentificationWithCustodian IsoMax35Text
}
FundIdentification3 *-- "0..1" IPartyIdentification19Choice : CustodianIdentification
%% PartyIdentification78 recursion level 1 with max 1
class PartyIdentification78{
    PartySource IdentificationType1Code
    TradePartyIdentification IsoMax35Text
}
%% PartyIdentificationAndAccount119 recursion level 1 with max 1
PartyIdentificationAndAccount119 *-- "1..0" PartyIdentification90 : PartyIdentification
PartyIdentificationAndAccount119 *-- "1..0" AccountIdentification30 : AccountIdentification
  

TradePartyIdentification7 members

CounterpartyRoleIdentification building block

Specifies the counterparty side of the treasury trade which is captured. Entity involved in an activity. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% TradePartyIdentification7 recursion level 0 with max 1
class TradePartyIdentification7{
    BuyerOrSellerIndicator OptionParty1Code
    InitiatorIndicator OptionParty3Code
}
TradePartyIdentification7 *-- "0..1" FundIdentification3 : FundInformation
TradePartyIdentification7 *-- "1..1" PartyIdentification78 : TradePartyIdentification
TradePartyIdentification7 *-- "1..1" PartyIdentificationAndAccount119 : SubmittingParty
%% FundIdentification3 recursion level 1 with max 1
class FundIdentification3{
    FundIdentification IsoMax35Text
    AccountIdentificationWithCustodian IsoMax35Text
}
FundIdentification3 *-- "0..1" IPartyIdentification19Choice : CustodianIdentification
%% PartyIdentification78 recursion level 1 with max 1
class PartyIdentification78{
    PartySource IdentificationType1Code
    TradePartyIdentification IsoMax35Text
}
%% PartyIdentificationAndAccount119 recursion level 1 with max 1
PartyIdentificationAndAccount119 *-- "1..0" PartyIdentification90 : PartyIdentification
PartyIdentificationAndAccount119 *-- "1..0" AccountIdentification30 : AccountIdentification
  

TradePartyIdentification7 members

TradeIdentification building block

Identifier of the trade that needs to be cancelled. 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.

UnderlyingProductType building block

Specifies the underlying product type. Indicates the underlying product type for reporting to trade repositories. These product codes must be in line with the ISDA Product Taxonomy. For comparison, see the ISO20022 official specification This message is declared as UnderlyingProductIdentifier1Code in the ISO specification. In our implementation, it is represented in source code as UnderlyingProductIdentifier1Code. 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

Extensibility and generalization considerations

To facilitate generalized design patterns in the system, the ForeignExchangeTradeConfirmationRequestCancellationRequestV01 implementation follows a specific implementaiton pattern. First of all, ForeignExchangeTradeConfirmationRequestCancellationRequestV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, ForeignExchangeTradeConfirmationRequestCancellationRequestV01Document implements IOuterDocument. Because ForeignExchangeTradeConfirmationRequestCancellationRequestV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type ForeignExchangeTradeConfirmationRequestCancellationRequestV01.

classDiagram
    class IOuterRecord
    ForeignExchangeTradeConfirmationRequestCancellationRequestV01 --|> IOuterRecord : Implements
    ForeignExchangeTradeConfirmationRequestCancellationRequestV01Document --|> IOuterDocument~ForeignExchangeTradeConfirmationRequestCancellationRequestV01~ : Implements
    class IOuterDocument~ForeignExchangeTradeConfirmationRequestCancellationRequestV01~ {
        ForeignExchangeTradeConfirmationRequestCancellationRequestV01 Message
     }
  

Document wrapper for serialization

The only real purpose ForeignExchangeTradeConfirmationRequestCancellationRequestV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:fxtr.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 ForeignExchangeTradeConfirmationRequestCancellationRequestV01.ToDocument() method. The returned ForeignExchangeTradeConfirmationRequestCancellationRequestV01Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    ForeignExchangeTradeConfirmationRequestCancellationRequestV01Document *-- ForeignExchangeTradeConfirmationRequestCancellationRequestV01 : 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.036.001.01">
    <FXTradConfReqCxlReq>
        <Hdr>
            <!-- Header inner content -->
        </Hdr>
        <CxlReqId>
            <!-- CancellationRequestIdentification inner content -->
        </CxlReqId>
        <TradgSdId>
            <!-- TradingSideIdentification inner content -->
        </TradgSdId>
        <CtrPtyRoleId>
            <!-- CounterpartyRoleIdentification inner content -->
        </CtrPtyRoleId>
        <TradId>
            <!-- TradeIdentification inner content -->
        </TradId>
        <UndrlygPdctTp>
            <!-- UnderlyingProductType inner content -->
        </UndrlygPdctTp>
        <SplmtryData>
            <!-- SupplementaryData inner content -->
        </SplmtryData>
    </FXTradConfReqCxlReq>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_NXUBUoHiEeSY3ulMDfpmvA"
  name="ForeignExchangeTradeConfirmationRequestCancellationRequestV01"
  definition="Scope&#xD;&#xA;The ForeignExchangeTradeConfirmationRequestCancellationRequest message is sent from a market participant to a Central matching utility (CMU) to amend the ForeignExchangeTradeConfirmationRequest previously sent.&#xD;&#xA;&#xD;&#xA;Usage&#xD;&#xA;The request is sent by the market participants to the CMU after the confirmation is requested."
  registrationStatus="Registered"
  messageSet="_JAbpUQRHEeWRS-48_sRZxQ"
  xmlTag="FXTradConfReqCxlReq"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_vw3rcIHiEeSY3ulMDfpmvA"
    name="Header"
    definition="Message management information."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="Hdr"
    complexType="_d7nnwAJXEeS2H9l84F_isg" />
  <messageBuildingBlock
    xmi:id="_wBWXcIHiEeSY3ulMDfpmvA"
    name="CancellationRequestIdentification"
    definition="Identifies the cancellation request messge."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="CxlReqId"
    complexType="_Q7pG5Np-Ed-ak6NoX_4Aeg_-967008570" />
  <messageBuildingBlock
    xmi:id="_wPAY8IHiEeSY3ulMDfpmvA"
    name="TradingSideIdentification"
    definition="Specifies the trading side of the treasury trade which is captured."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="TradgSdId"
    complexType="_D2EMMAfeEeSLV4FSBR_q6A" />
  <messageBuildingBlock
    xmi:id="_wezIcIHiEeSY3ulMDfpmvA"
    name="CounterpartyRoleIdentification"
    definition="Specifies the counterparty side of the treasury trade which is captured."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="CtrPtyRoleId"
    complexType="_D2EMMAfeEeSLV4FSBR_q6A" />
  <messageBuildingBlock
    xmi:id="_wvgd8IHiEeSY3ulMDfpmvA"
    name="TradeIdentification"
    definition="Identifier of the trade that needs to be cancelled."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="TradId"
    simpleType="_YW1tKdp-Ed-ak6NoX_4Aeg_1913463446" />
  <messageBuildingBlock
    xmi:id="_w_JccIHiEeSY3ulMDfpmvA"
    name="UnderlyingProductType"
    definition="Specifies the underlying product type."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="UndrlygPdctTp"
    simpleType="_-ZqKICjmEeK1Sbo8NpBROA" />
  <messageBuildingBlock
    xmi:id="_m-4V8KHiEeS69KkQis5bYg"
    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="036"
    flavour="001"
    version="01" />
</messageDefinition>

ISO Building Blocks

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