PriceReportV03

reda.001.001.03

Scope A report provider, eg, a transfer agent, fund accountant or market data provider, sends the PriceReport message to the report recipient, eg, a fund management company, transfer agent, market data provider, regulator or other interested party to provide the net asset value and price information for financial instruments on specific trade dates and, optionally, to quote price variation information. Usage The PriceReport message is 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 purposes other 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
%% PriceReportV03 recursion level 0 with max 0
PriceReportV03 *-- "1..1" MessageIdentification1 : MessageIdentification
PriceReportV03 *-- "0..1" AdditionalReference3 : PoolReference
PriceReportV03 *-- "0..1" AdditionalReference3 : PreviousReference
PriceReportV03 *-- "0..1" AdditionalReference3 : RelatedReference
PriceReportV03 *-- "1..1" Pagination : MessagePagination
PriceReportV03 *-- "1..1" PriceValuation3 : PriceValuationDetails
PriceReportV03 *-- "0..1" Extension1 : Extension
  

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

MessageIdentification building block

Reference that uniquely identifies a message from a business application standpoint. 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

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

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

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

MessagePagination building block

Pagination of the message. Number used to sequence pages when it is not possible for data to be conveyed in a single message and the data has to be split across several pages (messages). For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% Pagination recursion level 0 with max 1
class Pagination{
    PageNumber IsoMax5NumericText
    LastPageIndicator IsoYesNoIndicator
}
  

Pagination members

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
%% PriceValuation3 recursion level 0 with max 1
class PriceValuation3{
    Identification IsoMax35Text
    TotalNAV IsoActiveOrHistoricCurrencyAndAmount
    ValuationType ValuationTiming1Code
    ValuationFrequency EventFrequency1Code
    OfficialValuationIndicator IsoYesNoIndicator
    SuspendedIndicator IsoYesNoIndicator
}
PriceValuation3 *-- "0..1" IDateAndDateTimeChoice : ValuationDateTime
PriceValuation3 *-- "1..1" IDateAndDateTimeChoice : NAVDateTime
PriceValuation3 *-- "1..1" FinancialInstrument8 : FinancialInstrumentDetails
PriceValuation3 *-- "0..1" IPartyIdentification2Choice : FundManagementCompany
PriceValuation3 *-- "0..1" FinancialInstrumentQuantity1 : TotalUnitsNumber
PriceValuation3 *-- "0..1" IDateAndDateTimeChoice : NextValuationDateTime
PriceValuation3 *-- "0..1" IDateAndDateTimeChoice : PreviousValuationDateTime
PriceValuation3 *-- "0..0" UnitPrice15 : PriceDetails
PriceValuation3 *-- "0..0" ValuationStatistics3 : ValuationStatistics
PriceValuation3 *-- "0..1" PerformanceFactors1 : PerformanceDetails
%% IDateAndDateTimeChoice recursion level 1 with max 1
%% IDateAndDateTimeChoice recursion level 1 with max 1
%% FinancialInstrument8 recursion level 1 with max 1
class FinancialInstrument8{
    Name IsoMax350Text
    SupplementaryIdentification IsoMax35Text
    DenominationCurrency ActiveOrHistoricCurrencyCode
    ClassType IsoMax35Text
    SecuritiesForm FormOfSecurity1Code
    DistributionPolicy DistributionPolicy1Code
    DualFundIndicator IsoYesNoIndicator
}
FinancialInstrument8 *-- "1..10" ISecurityIdentification3Choice : Identification
%% IPartyIdentification2Choice recursion level 1 with max 1
%% 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
%% UnitPrice15 recursion level 1 with max 1
class UnitPrice15{
    Type TypeOfPrice9Code
    ExtendedType IsoExtended350Code
    PriceMethod PriceMethod1Code
    ForExecutionIndicator IsoYesNoIndicator
    CumDividendIndicator IsoYesNoIndicator
    CalculationBasis IsoPercentageRate
    EstimatedPriceIndicator IsoYesNoIndicator
    NumberOfDaysAccrued IsoNumber
    TaxableIncomePerShare IsoActiveOrHistoricCurrencyAnd13DecimalAmount
    TaxableIncomePerShareCalculated TaxableIncomePerShareCalculated2Code
    ExtendedTaxableIncomePerShareCalculated IsoExtended350Code
    TaxableIncomePerDividend IsoActiveOrHistoricCurrencyAnd13DecimalAmount
    EUDividendStatus EUDividendStatus1Code
    ExtendedEUDividendStatus IsoExtended350Code
}
UnitPrice15 *-- "1..0" PriceValue1 : ValueInInvestmentCurrency
UnitPrice15 *-- "0..0" PriceValue1 : ValueInAlternativeCurrency
UnitPrice15 *-- "0..0" Charge15 : ChargeDetails
UnitPrice15 *-- "0..0" Tax17 : TaxLiabilityDetails
UnitPrice15 *-- "0..0" Tax17 : TaxRefundDetails
%% ValuationStatistics3 recursion level 1 with max 1
class ValuationStatistics3{
    Currency ActiveOrHistoricCurrencyCode
    Yield IsoPercentageRate
}
ValuationStatistics3 *-- "1..1" PriceType2 : PriceTypeChangeBasis
ValuationStatistics3 *-- "1..1" PriceValueChange1 : PriceChange
ValuationStatistics3 *-- "0..1" StatisticsByPredefinedTimePeriods2 : ByPredefinedTimePeriods
ValuationStatistics3 *-- "0..0" StatisticsByUserDefinedTimePeriod2 : ByUserDefinedTimePeriod
%% PerformanceFactors1 recursion level 1 with max 1
class PerformanceFactors1{
    CorporateActionFactor IsoDecimalNumber
    CumulativeCorporateActionFactor IsoDecimalNumber
    NormalPerformance IsoDecimalNumber
}
PerformanceFactors1 *-- "0..1" DatePeriodDetails : AccumulationPeriod
  

PriceValuation3 members

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

Extensibility and generalization considerations

To facilitate generalized design patterns in the system, the PriceReportV03 implementation follows a specific implementaiton pattern. First of all, PriceReportV03 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, PriceReportV03Document implements IOuterDocument. Because PriceReportV03 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type PriceReportV03.

classDiagram
    class IOuterRecord
    PriceReportV03 --|> IOuterRecord : Implements
    PriceReportV03Document --|> IOuterDocument~PriceReportV03~ : Implements
    class IOuterDocument~PriceReportV03~ {
        PriceReportV03 Message
     }
  

Document wrapper for serialization

The only real purpose PriceReportV03Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:reda.001.001.03’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using PriceReportV03.ToDocument() method. The returned PriceReportV03Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    PriceReportV03Document *-- PriceReportV03 : 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.001.001.03">
    <PricRptV03>
        <MsgId>
            <!-- MessageIdentification inner content -->
        </MsgId>
        <PoolRef>
            <!-- PoolReference inner content -->
        </PoolRef>
        <PrvsRef>
            <!-- PreviousReference inner content -->
        </PrvsRef>
        <RltdRef>
            <!-- RelatedReference inner content -->
        </RltdRef>
        <MsgPgntn>
            <!-- MessagePagination inner content -->
        </MsgPgntn>
        <PricValtnDtls>
            <!-- PriceValuationDetails inner content -->
        </PricValtnDtls>
        <Xtnsn>
            <!-- Extension inner content -->
        </Xtnsn>
    </PricRptV03>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_ZtdTrNEvEd-BzquC8wXy7w_1235947940"
  nextVersions="_IOkQsRj3EeKxeog5DTmtgg"
  previousVersion="_ZtUJstEvEd-BzquC8wXy7w_-1004257172"
  name="PriceReportV03"
  definition="Scope&#xD;&#xA;A report provider, eg, a transfer agent, fund accountant or market data provider, sends the PriceReport message to the report recipient, eg, a fund management company, transfer agent, market data provider, regulator or other interested party to provide the net asset value and price information for financial instruments on specific trade dates and, optionally, to quote price variation information.&#xD;&#xA;Usage&#xD;&#xA;The PriceReport message is 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 purposes other than the execution of investment funds orders."
  registrationStatus="Registered"
  messageSet="_urpIICeJEeOCeO5e7islRQ"
  xmlTag="PricRptV03"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_ZtdTrdEvEd-BzquC8wXy7w_-55887132"
    name="MessageIdentification"
    definition="Reference that uniquely identifies a message from a business application standpoint."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="MsgId"
    complexType="_Q7pG5Np-Ed-ak6NoX_4Aeg_-967008570" />
  <messageBuildingBlock
    xmi:id="_ZtdTrtEvEd-BzquC8wXy7w_1451126940"
    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="_ZtdTr9EvEd-BzquC8wXy7w_1460364565"
    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="_ZtnEoNEvEd-BzquC8wXy7w_1463134202"
    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="_ZtnEodEvEd-BzquC8wXy7w_-1390634790"
    name="MessagePagination"
    definition="Pagination of the message."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="MsgPgntn"
    complexType="_Q65gBdp-Ed-ak6NoX_4Aeg_-21330104" />
  <messageBuildingBlock
    xmi:id="_ZtnEotEvEd-BzquC8wXy7w_-1559220548"
    name="PriceValuationDetails"
    definition="Information related to the price valuation of a financial instrument."
    registrationStatus="Provisionally Registered"
    minOccurs="1"
    xmlTag="PricValtnDtls"
    complexType="_SbJx2tp-Ed-ak6NoX_4Aeg_-1025425136" />
  <messageBuildingBlock
    xmi:id="_ZtnEo9EvEd-BzquC8wXy7w_-1773147282"
    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="03" />
</messageDefinition>

ISO Building Blocks

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