ForeignExchangeTradeConfirmationStatusAdviceV01

fxtr.037.001.01

Scope The ForeignExchageTradeConfirmationStatusAdvice message is sent from a Central matching utility (CMU) to a market participant to advise the matching status of the trade.

Usage The confirmation status advice is sent by the CMU to the market participants after they received the confirmation request.

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
%% ForeignExchangeTradeConfirmationStatusAdviceV01 recursion level 0 with max 0
ForeignExchangeTradeConfirmationStatusAdviceV01 *-- "1..1" Header23 : Header
ForeignExchangeTradeConfirmationStatusAdviceV01 *-- "0..1" MessageIdentification1 : AdviceIdentification
ForeignExchangeTradeConfirmationStatusAdviceV01 *-- "1..1" TradePartyIdentification7 : TradingSideIdentification
ForeignExchangeTradeConfirmationStatusAdviceV01 *-- "1..1" TradePartyIdentification7 : CounterpartySideIdentification
ForeignExchangeTradeConfirmationStatusAdviceV01 *-- "1..1" Trade2 : TradeDetail
ForeignExchangeTradeConfirmationStatusAdviceV01 *-- "1..1" Confirmation1 : ConfirmationInformation
ForeignExchangeTradeConfirmationStatusAdviceV01 *-- "0..1" AdditionalReferences : Reference
ForeignExchangeTradeConfirmationStatusAdviceV01 *-- "0..1" SupplementaryData1 : SupplementaryData
  

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

Header building block

Advice 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

AdviceIdentification building block

Identifies the advice 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

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

CounterpartySideIdentification 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

TradeDetail building block

Details of the treasury trade confirmed. Details of the foreign exchange trade including spot\forward\NDF\swap that is confirmed. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% Trade2 recursion level 0 with max 1
class Trade2{
    TradeIdentification IsoMax35Text
    TradeDate IsoISODate
    ForeignExchangeTradeProduct UnderlyingProductIdentifier1Code
    TradingCurrency CurrencyCode
    SettlementCurrency CurrencyCode
    TradingMethod TradingMethodType1Code
    TradingMode TradingModeType1Code
    ClearingMethod ClearingMethod1Code
    Symbol IsoMax35Text
    PlaceOfConfirmation IsoAnyBICIdentifier
    AssociatedTradeReference IsoMax70Text
}
Trade2 *-- "0..1" Trade3 : ForeignExchangeDetails
Trade2 *-- "0..0" InstrumentLeg6 : SwapLeg
Trade2 *-- "0..1" ISecurityIdentification22Choice : ProductIdentification
%% Trade3 recursion level 1 with max 1
class Trade3{
    ExecutionPrice IsoActiveCurrencyAnd13DecimalAmount
    LastQuantity IsoCurrencyAndAmount
    SettlementType SettlementDateCode
    SettlementDate IsoISODate
    ForwardPoints IsoDecimalNumber
    CalculatedCounterpartyCurrencyLastQuantity IsoCurrencyAndAmount
    ValueDate IsoISODate
    RiskAmount IsoActiveCurrencyAndAmount
    FixingCurrency CurrencyCode
    FixingDate IsoISODate
    OptionIndicator IsoYesNoIndicator
    DeltaIndicator IsoYesNoIndicator
    AssociatedTradeReference IsoMax70Text
}
Trade3 *-- "1..1" AgreedRate3 : ValuationRate
Trade3 *-- "1..1" SecurityIdentification18 : SecurityIdentification
%% InstrumentLeg6 recursion level 1 with max 1
class InstrumentLeg6{
    LegSide Side1Code
    LegSettlementType SettlementDateCode
    LegSettlementDate IsoISODateTime
    LegLastPrice IsoActiveCurrencyAnd13DecimalAmount
    LegSettlementCurrency CurrencyCode
    LegOrderQuantity IsoCurrencyAndAmount
    LegForwardPoints IsoDecimalNumber
    LegCalculatedCounterpartyCurrencyLastQuantity IsoCurrencyAndAmount
    LegRiskAmount IsoActiveCurrencyAndAmount
    LegValueDate IsoISODate
    LegCurrency CurrencyCode
    LegSymbol IsoMax35Text
}
InstrumentLeg6 *-- "1..1" AgreedRate3 : LegValuationRate
InstrumentLeg6 *-- "1..1" SecurityIdentification18 : LegSecurityIdentification
%% ISecurityIdentification22Choice recursion level 1 with max 1
  

Trade2 members

ConfirmationInformation building block

Details of the confirmation in the CMU. Details of confirmation in the CMU. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% Confirmation1 recursion level 0 with max 1
class Confirmation1{
    ConfirmationStatus TradeConfirmationStatus1Code
    ConfirmationTime IsoISODateTime
    TradePartyConfirmationTime IsoISODateTime
    InitiatingPartyConfirmationTime IsoISODateTime
    ConfirmationType ConfirmationRequest1Code
    QueryStartNumber IsoMax35NumericText
    TotalNumberOfReports IsoNumber
    PageNumber IsoMax35NumericText
    QueryPageNumber IsoMax35NumericText
    MessageNumberOfCurrentPage IsoNumber
    ListOrderNumber IsoNumber
    LastPageIndicator IsoYesNoIndicator
    LastReportRequested IsoYesNoIndicator
}
Confirmation1 *-- "1..1" MessageIdentification1 : RequestIdentification
%% MessageIdentification1 recursion level 1 with max 1
class MessageIdentification1{
    Identification IsoMax35Text
    CreationDateTime IsoISODateTime
}
  

Confirmation1 members

Reference building block

Additional reference of this message. Business reference(s) to one or more relevant messages previously sent by other parties, or by the same party issuing this message. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% AdditionalReferences recursion level 0 with max 1
class AdditionalReferences{
    Reference IsoMax35Text
    MessageName IsoMax35Text
}
AdditionalReferences *-- "0..1" PartyIdentification : ReferenceIssuer
%% PartyIdentification recursion level 1 with max 1
class PartyIdentification{
    Name IsoMax35Text
}
  

AdditionalReferences 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 ForeignExchangeTradeConfirmationStatusAdviceV01 implementation follows a specific implementaiton pattern. First of all, ForeignExchangeTradeConfirmationStatusAdviceV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, ForeignExchangeTradeConfirmationStatusAdviceV01Document implements IOuterDocument. Because ForeignExchangeTradeConfirmationStatusAdviceV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type ForeignExchangeTradeConfirmationStatusAdviceV01.

classDiagram
    class IOuterRecord
    ForeignExchangeTradeConfirmationStatusAdviceV01 --|> IOuterRecord : Implements
    ForeignExchangeTradeConfirmationStatusAdviceV01Document --|> IOuterDocument~ForeignExchangeTradeConfirmationStatusAdviceV01~ : Implements
    class IOuterDocument~ForeignExchangeTradeConfirmationStatusAdviceV01~ {
        ForeignExchangeTradeConfirmationStatusAdviceV01 Message
     }
  

Document wrapper for serialization

The only real purpose ForeignExchangeTradeConfirmationStatusAdviceV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:fxtr.037.001.01’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using ForeignExchangeTradeConfirmationStatusAdviceV01.ToDocument() method. The returned ForeignExchangeTradeConfirmationStatusAdviceV01Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    ForeignExchangeTradeConfirmationStatusAdviceV01Document *-- ForeignExchangeTradeConfirmationStatusAdviceV01 : 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.037.001.01">
    <FXTradConfStsAdvc>
        <Hdr>
            <!-- Header inner content -->
        </Hdr>
        <AdvcId>
            <!-- AdviceIdentification inner content -->
        </AdvcId>
        <TradgSdId>
            <!-- TradingSideIdentification inner content -->
        </TradgSdId>
        <CtrPtySdId>
            <!-- CounterpartySideIdentification inner content -->
        </CtrPtySdId>
        <TradDtl>
            <!-- TradeDetail inner content -->
        </TradDtl>
        <ConfInf>
            <!-- ConfirmationInformation inner content -->
        </ConfInf>
        <Ref>
            <!-- Reference inner content -->
        </Ref>
        <SplmtryData>
            <!-- SupplementaryData inner content -->
        </SplmtryData>
    </FXTradConfStsAdvc>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_giUbEESAEeStEe_B2dcrqg"
  name="ForeignExchangeTradeConfirmationStatusAdviceV01"
  definition="Scope&#xD;&#xA;The ForeignExchageTradeConfirmationStatusAdvice message is sent from a Central matching utility (CMU) to a market participant to advise the matching status of the trade. &#xD;&#xA;&#xD;&#xA;Usage&#xD;&#xA;The confirmation status advice is sent by the CMU to the market participants after they received the confirmation request."
  registrationStatus="Registered"
  messageSet="_JAbpUQRHEeWRS-48_sRZxQ"
  xmlTag="FXTradConfStsAdvc"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_SxWkUKbSEeSnSIf9q_Ahng"
    name="Header"
    definition="Advice message management information."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="Hdr"
    complexType="_d7nnwAJXEeS2H9l84F_isg" />
  <messageBuildingBlock
    xmi:id="_rREcwESAEeStEe_B2dcrqg"
    name="AdviceIdentification"
    definition="Identifies the advice message."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="AdvcId"
    complexType="_Q7pG5Np-Ed-ak6NoX_4Aeg_-967008570" />
  <messageBuildingBlock
    xmi:id="_vtpVwESAEeStEe_B2dcrqg"
    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="_x6tqQESAEeStEe_B2dcrqg"
    name="CounterpartySideIdentification"
    definition="Specifies the counterparty side of the treasury trade which is captured."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="CtrPtySdId"
    complexType="_D2EMMAfeEeSLV4FSBR_q6A" />
  <messageBuildingBlock
    xmi:id="_2CJZsESAEeStEe_B2dcrqg"
    name="TradeDetail"
    definition="Details of the treasury trade confirmed."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="TradDtl"
    complexType="_yDLnEA2IEeSwB74WgTbh4Q" />
  <messageBuildingBlock
    xmi:id="_4B8HMESAEeStEe_B2dcrqg"
    name="ConfirmationInformation"
    definition="Details of the confirmation in the CMU."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="ConfInf"
    complexType="_itJLUAJ-EeS2H9l84F_isg" />
  <messageBuildingBlock
    xmi:id="_70VawESAEeStEe_B2dcrqg"
    name="Reference"
    definition="Additional reference of this message."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="Ref"
    complexType="_Rca4sNp-Ed-ak6NoX_4Aeg_-583688066" />
  <messageBuildingBlock
    xmi:id="_Ab9F4KHmEeS69KkQis5bYg"
    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="037"
    flavour="001"
    version="01" />
</messageDefinition>

ISO Building Blocks

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