PriceReportV02

reda.001.001.02

Scope The PriceReport message is sent by a report provider, eg, a fund accountant, transfer agent, market data provider, or any other interested party, to a report user, eg, a fund management company, a transfer agent, market data provider, regulator or any other interested party. This message is used to provide net asset value and price information for financial instruments on given trade dates and, optionally, to quote price variation information. Usage The PriceReport message can be used to:

report prices for one or several different financial instruments for one or several different trade dates,
report statistical information about the valuation of a financial instrument,
inform another party that the quotation of a financial instrument is suspended,
report prices that are used for other purposes than the execution of investment funds orders.

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
%% PriceReportV02 recursion level 0 with max 0
PriceReportV02 *-- "0..1" AdditionalReference3 : PoolReference
PriceReportV02 *-- "0..1" AdditionalReference3 : PreviousReference
PriceReportV02 *-- "0..1" AdditionalReference3 : RelatedReference
PriceReportV02 *-- "1..1" PriceValuation2 : PriceValuationDetails
PriceReportV02 *-- "0..1" Extension1 : Extension

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

PoolReference building block

Collective reference identifying a set of messages. References a related message or provides another reference, such as a pool reference, linking a set of messages. The party which issued the related reference may be the Sender of the referenced message or a party other than the Sender. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% AdditionalReference3 recursion level 0 with max 1
class AdditionalReference3{
    Reference IsoMax35Text
    MessageName IsoMax35Text
}
AdditionalReference3 *-- "0..1" IPartyIdentification2Choice : ReferenceIssuer
%% IPartyIdentification2Choice recursion level 1 with max 1

AdditionalReference3 members

Member name	Description	Data Type / Multiplicity
Reference	Business reference of a message assigned by the party issuing the message. This reference must be unique amongst all messages of the same name sent by the same party.	IsoMax35Text - Required 1..1
ReferenceIssuer	Issuer of the reference.	IPartyIdentification2Choice - Optional 0..1
MessageName	Name of a message.	IsoMax35Text - Optional 0..1

PreviousReference building block

Reference to a linked message that was previously sent. References a related message or provides another reference, such as a pool reference, linking a set of messages. The party which issued the related reference may be the Sender of the referenced message or a party other than the Sender. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% AdditionalReference3 recursion level 0 with max 1
class AdditionalReference3{
    Reference IsoMax35Text
    MessageName IsoMax35Text
}
AdditionalReference3 *-- "0..1" IPartyIdentification2Choice : ReferenceIssuer
%% IPartyIdentification2Choice recursion level 1 with max 1

AdditionalReference3 members

Member name	Description	Data Type / Multiplicity
Reference	Business reference of a message assigned by the party issuing the message. This reference must be unique amongst all messages of the same name sent by the same party.	IsoMax35Text - Required 1..1
ReferenceIssuer	Issuer of the reference.	IPartyIdentification2Choice - Optional 0..1
MessageName	Name of a message.	IsoMax35Text - Optional 0..1

RelatedReference building block

Reference to a linked message that was previously received. References a related message or provides another reference, such as a pool reference, linking a set of messages. The party which issued the related reference may be the Sender of the referenced message or a party other than the Sender. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% AdditionalReference3 recursion level 0 with max 1
class AdditionalReference3{
    Reference IsoMax35Text
    MessageName IsoMax35Text
}
AdditionalReference3 *-- "0..1" IPartyIdentification2Choice : ReferenceIssuer
%% IPartyIdentification2Choice recursion level 1 with max 1

AdditionalReference3 members

Member name	Description	Data Type / Multiplicity
Reference	Business reference of a message assigned by the party issuing the message. This reference must be unique amongst all messages of the same name sent by the same party.	IsoMax35Text - Required 1..1
ReferenceIssuer	Issuer of the reference.	IPartyIdentification2Choice - Optional 0..1
MessageName	Name of a message.	IsoMax35Text - Optional 0..1

PriceValuationDetails building block

Information related to the price valuation of a financial instrument. Calculation of the net asset value for an investment fund/fund class. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% PriceValuation2 recursion level 0 with max 1
class PriceValuation2{
    Identification IsoMax35Text
    TotalNAV IsoActiveOrHistoricCurrencyAndAmount
    ValuationCycle ValuationTiming1Code
    SuspendedIndicator IsoYesNoIndicator
}
PriceValuation2 *-- "0..1" IDateAndDateTimeChoice : ValuationDateTime
PriceValuation2 *-- "1..1" IDateAndDateTimeChoice : TradeDateTime
PriceValuation2 *-- "1..1" FinancialInstrument5 : FinancialInstrumentDetails
PriceValuation2 *-- "0..1" FinancialInstrumentQuantity1 : TotalUnitsNumber
PriceValuation2 *-- "0..1" IDateAndDateTimeChoice : NextValuationDateTime
PriceValuation2 *-- "0..1" IDateAndDateTimeChoice : PreviousValuationDateTime
PriceValuation2 *-- "0..0" UnitPrice6 : PriceDetails
PriceValuation2 *-- "0..0" ValuationStatistics2 : ValuationStatistics
%% IDateAndDateTimeChoice recursion level 1 with max 1
%% IDateAndDateTimeChoice recursion level 1 with max 1
%% FinancialInstrument5 recursion level 1 with max 1
class FinancialInstrument5{
    Name IsoMax350Text
    SupplementaryIdentification IsoMax35Text
    RequestedNAVCurrency ActiveOrHistoricCurrencyCode
    ClassType IsoMax35Text
    SecuritiesForm FormOfSecurity1Code
    DistributionPolicy DistributionPolicy1Code
    DualFundIndicator IsoYesNoIndicator
}
FinancialInstrument5 *-- "1..1" ISecurityIdentification1Choice : Identification
%% FinancialInstrumentQuantity1 recursion level 1 with max 1
class FinancialInstrumentQuantity1{
    Unit IsoDecimalNumber
}
%% IDateAndDateTimeChoice recursion level 1 with max 1
%% IDateAndDateTimeChoice recursion level 1 with max 1
%% UnitPrice6 recursion level 1 with max 1
class UnitPrice6{
    PriceMethod PriceMethod1Code
    ForExecutionIndicator IsoYesNoIndicator
    CumDividendIndicator IsoYesNoIndicator
    CalculationBasis IsoPercentageRate
    NumberOfDaysAccrued IsoNumber
}
UnitPrice6 *-- "1..1" PriceType2 : Type
UnitPrice6 *-- "1..0" PriceValue1 : ValueInInvestmentCurrency
UnitPrice6 *-- "0..0" PriceValue1 : ValueInAlternativeCurrency
UnitPrice6 *-- "0..1" IAmountPrice1Choice : TaxableIncomePerShare
UnitPrice6 *-- "0..1" TaxableIncomePerShareCalculated1 : TaxableIncomePerShareCalculated
UnitPrice6 *-- "0..0" Charge9 : ChargeDetails
UnitPrice6 *-- "0..0" Tax8 : TaxLiabilityDetails
UnitPrice6 *-- "0..0" Tax8 : TaxRefundDetails
%% ValuationStatistics2 recursion level 1 with max 1
class ValuationStatistics2{
    Currency ActiveOrHistoricCurrencyCode
    Yield IsoPercentageRate
}
ValuationStatistics2 *-- "1..1" PriceType2 : PriceTypeChangeBasis
ValuationStatistics2 *-- "1..1" PriceValue2 : PriceChange
ValuationStatistics2 *-- "0..1" StatisticsByPredefinedTimePeriods1 : ByPredefinedTimePeriods
ValuationStatistics2 *-- "0..0" StatisticsByUserDefinedTimePeriod1 : ByUserDefinedTimePeriod

PriceValuation2 members

Member name	Description	Data Type / Multiplicity
Identification	Unique technical identifier for an instance of a price valuation within a price report, as assigned by the issuer of the report.	IsoMax35Text - Required 1..1
ValuationDateTime	Date and time of the price valuation for the investment fund/fund class.	IDateAndDateTimeChoice - Optional 0..1
TradeDateTime	Date and time at which a price is applied, according to the terms stated in the prospectus.	IDateAndDateTimeChoice - Required 1..1
FinancialInstrumentDetails	Investment fund class for which the net asset value is calculated.	FinancialInstrument5 - Required 1..1
TotalNAV	Value of all the holdings, less the fund’s liabilities, attributable to a specific investment fund class.	IsoActiveOrHistoricCurrencyAndAmount - Unknown 0..0
TotalUnitsNumber	Total number of investment fund class units that have been issued.	FinancialInstrumentQuantity1 - Optional 0..1
NextValuationDateTime	Date and time of the next price valuation for the investment fund/fund class.	IDateAndDateTimeChoice - Optional 0..1
PreviousValuationDateTime	Date and time of the previous price valuation for the investment fund/fund class.	IDateAndDateTimeChoice - Optional 0..1
ValuationCycle	Specifies how the valuation is done, based on the schedule stated in the prospectus.	ValuationTiming1Code - Required 1..1
SuspendedIndicator	Indicates whether the valuation of the investment fund class is suspended.	IsoYesNoIndicator - Required 1..1
PriceDetails	Amount of money for which goods or services are offered, sold, or bought.	UnitPrice6 - Unknown 0..0
ValuationStatistics	Information related to the price variations of an investment fund class.	ValuationStatistics2 - Unknown 0..0

Extension 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
%% Extension1 recursion level 0 with max 1
class Extension1{
    PlaceAndName IsoMax350Text
    Text IsoMax350Text
}

Extension1 members

Member name	Description	Data Type / Multiplicity
PlaceAndName	Name qualifying the information provided in the Text field, and place where this information should be inserted.	IsoMax350Text - Required 1..1
Text	Text of the extension.	IsoMax350Text - Required 1..1

Extensibility and generalization considerations

To facilitate generalized design patterns in the system, the PriceReportV02 implementation follows a specific implementaiton pattern. First of all, PriceReportV02 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, PriceReportV02Document implements IOuterDocument. Because PriceReportV02 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type PriceReportV02.

classDiagram
    class IOuterRecord
    PriceReportV02 --|> IOuterRecord : Implements
    PriceReportV02Document --|> IOuterDocument~PriceReportV02~ : Implements
    class IOuterDocument~PriceReportV02~ {
        PriceReportV02 Message
     }

Document wrapper for serialization

The only real purpose PriceReportV02Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:reda.001.001.02’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using PriceReportV02.ToDocument() method. The returned PriceReportV02Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    PriceReportV02Document *-- PriceReportV02 : 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:reda.001.001.02">
    <reda.001.001.02>
        <PoolRef>
            <!-- PoolReference inner content -->
        </PoolRef>
        <PrvsRef>
            <!-- PreviousReference inner content -->
        </PrvsRef>
        <RltdRef>
            <!-- RelatedReference inner content -->
        </RltdRef>
        <PricValtnDtls>
            <!-- PriceValuationDetails inner content -->
        </PricValtnDtls>
        <Xtnsn>
            <!-- Extension inner content -->
        </Xtnsn>
    </reda.001.001.02>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_ZtUJstEvEd-BzquC8wXy7w_-1004257172"
  nextVersions="_ZtdTrNEvEd-BzquC8wXy7w_1235947940"
  name="PriceReportV02"
  definition="Scope&#xD;&#xA;The PriceReport message is sent by a report provider, eg, a fund accountant, transfer agent, market data provider, or any other interested party, to a report user, eg, a fund management company, a transfer agent, market data provider, regulator or any other interested party.&#xD;&#xA;This message is used to provide net asset value and price information for financial instruments on given trade dates and, optionally, to quote price variation information.&#xD;&#xA;Usage&#xD;&#xA;The PriceReport message can be used to:&#xD;&#xA;- report prices for one or several different financial instruments for one or several different trade dates,&#xD;&#xA;- report statistical information about the valuation of a financial instrument,&#xD;&#xA;- inform another party that the quotation of a financial instrument is suspended,&#xD;&#xA;- report prices that are used for other purposes than the execution of investment funds orders."
  registrationStatus="Registered"
  messageSet="_urpIICeJEeOCeO5e7islRQ"
  xmlName="reda.001.001.02"
  xmlTag="reda.001.001.02"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_ZtUJs9EvEd-BzquC8wXy7w_1513384046"
    name="PoolReference"
    definition="Collective reference identifying a set of messages."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="PoolRef"
    complexType="_Q6vvAdp-Ed-ak6NoX_4Aeg_2101402955" />
  <messageBuildingBlock
    xmi:id="_ZtUJtNEvEd-BzquC8wXy7w_1511536226"
    name="PreviousReference"
    definition="Reference to a linked message that was previously sent."
    registrationStatus="Provisionally Registered"
    minOccurs="0"
    xmlTag="PrvsRef"
    complexType="_Q6vvAdp-Ed-ak6NoX_4Aeg_2101402955" />
  <messageBuildingBlock
    xmi:id="_ZtUJtdEvEd-BzquC8wXy7w_1502301030"
    name="RelatedReference"
    definition="Reference to a linked message that was previously received."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="RltdRef"
    complexType="_Q6vvAdp-Ed-ak6NoX_4Aeg_2101402955" />
  <messageBuildingBlock
    xmi:id="_ZtUJttEvEd-BzquC8wXy7w_-158313846"
    name="PriceValuationDetails"
    definition="Information related to the price valuation of a financial instrument."
    registrationStatus="Provisionally Registered"
    minOccurs="1"
    xmlTag="PricValtnDtls"
    complexType="_Vbrjn9p-Ed-ak6NoX_4Aeg_-213723155" />
  <messageBuildingBlock
    xmi:id="_ZtUJt9EvEd-BzquC8wXy7w_1630736372"
    name="Extension"
    definition="Additional information that cannot be captured in the structured elements and/or any other specific block."
    registrationStatus="Provisionally Registered"
    minOccurs="0"
    xmlTag="Xtnsn"
    complexType="_Q6vvCNp-Ed-ak6NoX_4Aeg_1503007069" />
  <messageDefinitionIdentifier
    businessArea="reda"
    messageFunctionality="001"
    flavour="001"
    version="02" />
</messageDefinition>

ISO Building Blocks

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