Iso20022

SecuritiesSettlementTransactionAuditTrailReportV05

semt.022.001.05

Scope This message is sent by the Market Infrastructure to the CSD to advise of the history of all the statuses, modifications, replacement and cancellation of a specific transaction during its whole life cycle when the instructing party is a direct participant to the Settlement Infrastructure.

Usage The message may also be used to:

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
%% SecuritiesSettlementTransactionAuditTrailReportV05 recursion level 0 with max 0
class SecuritiesSettlementTransactionAuditTrailReportV05{
    QueryReference IsoMax35Text
}
SecuritiesSettlementTransactionAuditTrailReportV05 *-- "1..1" Pagination1 : Pagination
SecuritiesSettlementTransactionAuditTrailReportV05 *-- "0..1" TransactionIdentifications29 : TransactionIdentification
SecuritiesSettlementTransactionAuditTrailReportV05 *-- "0..1" SecuritiesAccount22 : SafekeepingAccount
SecuritiesSettlementTransactionAuditTrailReportV05 *-- "0..1" BlockChainAddressWallet3 : BlockChainAddressOrWallet
SecuritiesSettlementTransactionAuditTrailReportV05 *-- "0..1" PartyIdentification144 : AccountOwner
SecuritiesSettlementTransactionAuditTrailReportV05 *-- "0..1" StatusTrail10 : StatusTrail

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

Pagination building block

Page number of the message (within a statement) and continuation indicator to indicate that the statement is to continue or that the message is the last page of the statement. 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
%% Pagination1 recursion level 0 with max 1
class Pagination1{
    PageNumber IsoMax5NumericText
    LastPageIndicator IsoYesNoIndicator
}

Pagination1 members

Member name Description Data Type / Multiplicity
PageNumber Page number. IsoMax5NumericText - Required 1..1
LastPageIndicator Indicates the last page. IsoYesNoIndicator - Required 1..1

QueryReference building block

Identification of the SecuritiesStatusQuery message sent to request this report. 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.

TransactionIdentification building block

Provides unambiguous transaction identification information. Unique identifier of a document, message or transaction. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% TransactionIdentifications29 recursion level 0 with max 1
class TransactionIdentifications29{
    AccountOwnerTransactionIdentification IsoMax35Text
    AccountServicerTransactionIdentification IsoMax35Text
    MarketInfrastructureTransactionIdentification IsoMax35Text
    ProcessorTransactionIdentification IsoMax35Text
}

TransactionIdentifications29 members

Member name Description Data Type / Multiplicity
AccountOwnerTransactionIdentification Unambiguous identification of the transaction as known by the account owner (or the instructing party managing the account). IsoMax35Text - Required 1..1
AccountServicerTransactionIdentification Unambiguous identification of the transaction as known by the account servicer. IsoMax35Text - Optional 0..1
MarketInfrastructureTransactionIdentification Identification of a transaction assigned by a market infrastructure other than a central securities depository, for example, Target2-Securities. IsoMax35Text - Optional 0..1
ProcessorTransactionIdentification Identification of the transaction assigned by the processor of the instruction other than the account owner the account servicer and the market infrastructure. IsoMax35Text - Optional 0..1

SafekeepingAccount building block

Account to or from which a securities entry is made. Account to or from which a securities entry is made. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% SecuritiesAccount22 recursion level 0 with max 1
class SecuritiesAccount22{
    Identification IsoMax35Text
    Name IsoMax70Text
}
SecuritiesAccount22 *-- "0..1" GenericIdentification30 : Type
%% GenericIdentification30 recursion level 1 with max 1
class GenericIdentification30{
    Identification IsoExact4AlphaNumericText
    Issuer IsoMax35Text
    SchemeName IsoMax35Text
}

SecuritiesAccount22 members

Member name Description Data Type / Multiplicity
Identification Unambiguous identification for the account between the account owner and the account servicer. IsoMax35Text - Required 1..1
Type Type of securities account. GenericIdentification30 - Optional 0..1
Name Description of the account. IsoMax70Text - Optional 0..1

BlockChainAddressOrWallet building block

Blockchain address or wallet where digital assets are maintained. This is the equivalent of safekeeping account for digital assets. Digital account where digital assets or digital tokens can be stored and where an entry is made. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% BlockChainAddressWallet3 recursion level 0 with max 1
class BlockChainAddressWallet3{
    Identification IsoMax140Text
    Name IsoMax70Text
}
BlockChainAddressWallet3 *-- "0..1" GenericIdentification30 : Type
%% GenericIdentification30 recursion level 1 with max 1
class GenericIdentification30{
    Identification IsoExact4AlphaNumericText
    Issuer IsoMax35Text
    SchemeName IsoMax35Text
}

BlockChainAddressWallet3 members

Member name Description Data Type / Multiplicity
Identification Unambiguous identification for the account between the account owner and the account servicer. IsoMax140Text - Required 1..1
Type Specifies the type of securities account. GenericIdentification30 - Optional 0..1
Name Description of the account. IsoMax70Text - Optional 0..1

AccountOwner building block

Party that legally owns the account. Identification of a party. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% PartyIdentification144 recursion level 0 with max 1
class PartyIdentification144{
    LEI IsoLEIIdentifier
}
PartyIdentification144 *-- "1..1" IPartyIdentification127Choice : Identification
%% IPartyIdentification127Choice recursion level 1 with max 1

PartyIdentification144 members

Member name Description Data Type / Multiplicity
Identification Unique identification of the party. IPartyIdentification127Choice - Required 1..1
LEI Legal entity identification as an alternate identification for a party. IsoLEIIdentifier - Optional 0..1

StatusTrail building block

Provides the history of status and reasons for a pending, posted or cancelled transaction. Provides the history of status and reasons for a pending, posted or cancelled transaction. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% StatusTrail10 recursion level 0 with max 1
class StatusTrail10{
    StatusDate IsoISODateTime
    UserIdentification IsoMax35Text
}
StatusTrail10 *-- "0..1" OrganisationIdentification31 : SendingOrganisationIdentification
StatusTrail10 *-- "0..1" IProcessingStatus87Choice : ProcessingStatus
StatusTrail10 *-- "0..1" IMatchingStatus25Choice : InferredMatchingStatus
StatusTrail10 *-- "0..1" IMatchingStatus25Choice : MatchingStatus
StatusTrail10 *-- "0..1" ISettlementStatus17Choice : SettlementStatus
StatusTrail10 *-- "0..1" IModificationProcessingStatus10Choice : ModificationProcessingStatus
StatusTrail10 *-- "0..1" IProcessingStatus86Choice : CancellationStatus
StatusTrail10 *-- "0..1" ProprietaryReason4 : Settled
StatusTrail10 *-- "0..0" SupplementaryData1 : SupplementaryData
%% OrganisationIdentification31 recursion level 1 with max 1
class OrganisationIdentification31{
    AnyBIC IsoAnyBICDec2014Identifier
}
OrganisationIdentification31 *-- "0..0" GenericOrganisationIdentification1 : Other
%% IProcessingStatus87Choice recursion level 1 with max 1
%% IMatchingStatus25Choice recursion level 1 with max 1
%% IMatchingStatus25Choice recursion level 1 with max 1
%% ISettlementStatus17Choice recursion level 1 with max 1
%% IModificationProcessingStatus10Choice recursion level 1 with max 1
%% IProcessingStatus86Choice recursion level 1 with max 1
%% ProprietaryReason4 recursion level 1 with max 1
class ProprietaryReason4{
    AdditionalReasonInformation IsoMax210Text
}
ProprietaryReason4 *-- "0..1" GenericIdentification30 : Reason
%% SupplementaryData1 recursion level 1 with max 1
class SupplementaryData1{
    PlaceAndName IsoMax350Text
}
SupplementaryData1 *-- "1..1" IsoSupplementaryDataEnvelope1 : Envelope

StatusTrail10 members

Member name Description Data Type / Multiplicity
StatusDate Date and time at which the status was assigned. IsoISODateTime - Required 1..1
SendingOrganisationIdentification Unique and unambiguous way to identify the organisation that sent the message instance. OrganisationIdentification31 - Optional 0..1
UserIdentification Unique and unambiguous way to identify the user that created the message instance. IsoMax35Text - Optional 0..1
ProcessingStatus Provides details on the processing status of the transaction. IProcessingStatus87Choice - Optional 0..1
InferredMatchingStatus Provides the matching status of an instruction as per the account servicer or the Market Infrastructure based on an allegement. At this time no matching took place on the market (at the CSD/ICSD/MI). IMatchingStatus25Choice - Optional 0..1
MatchingStatus Provides the matching status of the instruction. IMatchingStatus25Choice - Optional 0..1
SettlementStatus Provides the status of settlement of a transaction. ISettlementStatus17Choice - Optional 0..1
ModificationProcessingStatus Provides details on the modification processing status of the transaction. IModificationProcessingStatus10Choice - Optional 0..1
CancellationStatus Provides details on the processing status of the cancellation request. IProcessingStatus86Choice - Optional 0..1
Settled Status is settled. ProprietaryReason4 - Optional 0..1
SupplementaryData Additional information that cannot be captured in the structured elements and/or any other specific block. SupplementaryData1 - Unknown 0..0

Extensibility and generalization considerations

To facilitate generalized design patterns in the system, the SecuritiesSettlementTransactionAuditTrailReportV05 implementation follows a specific implementaiton pattern. First of all, SecuritiesSettlementTransactionAuditTrailReportV05 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, SecuritiesSettlementTransactionAuditTrailReportV05Document implements IOuterDocument. Because SecuritiesSettlementTransactionAuditTrailReportV05 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type SecuritiesSettlementTransactionAuditTrailReportV05.

classDiagram
    class IOuterRecord
    SecuritiesSettlementTransactionAuditTrailReportV05 --|> IOuterRecord : Implements
    SecuritiesSettlementTransactionAuditTrailReportV05Document --|> IOuterDocument~SecuritiesSettlementTransactionAuditTrailReportV05~ : Implements
    class IOuterDocument~SecuritiesSettlementTransactionAuditTrailReportV05~ {
        SecuritiesSettlementTransactionAuditTrailReportV05 Message
     }

Document wrapper for serialization

The only real purpose SecuritiesSettlementTransactionAuditTrailReportV05Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:semt.022.001.05’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using SecuritiesSettlementTransactionAuditTrailReportV05.ToDocument() method. The returned SecuritiesSettlementTransactionAuditTrailReportV05Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    SecuritiesSettlementTransactionAuditTrailReportV05Document *-- SecuritiesSettlementTransactionAuditTrailReportV05 : 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:semt.022.001.05">
    <SctiesSttlmTxAudtTrlRpt>
        <Pgntn>
            <!-- Pagination inner content -->
        </Pgntn>
        <QryRef>
            <!-- QueryReference inner content -->
        </QryRef>
        <TxId>
            <!-- TransactionIdentification inner content -->
        </TxId>
        <SfkpgAcct>
            <!-- SafekeepingAccount inner content -->
        </SfkpgAcct>
        <BlckChainAdrOrWllt>
            <!-- BlockChainAddressOrWallet inner content -->
        </BlckChainAdrOrWllt>
        <AcctOwnr>
            <!-- AccountOwner inner content -->
        </AcctOwnr>
        <StsTrl>
            <!-- StatusTrail inner content -->
        </StsTrl>
    </SctiesSttlmTxAudtTrlRpt>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_gsUWESp0EeyR9JrVGfaMKw"
  previousVersion="_w9nb8ewAEeiazoAmcoGsBQ"
  name="SecuritiesSettlementTransactionAuditTrailReportV05"
  definition="Scope&#xD;&#xA;This message is sent by the Market Infrastructure to the CSD to advise of the history of all the statuses, modifications, replacement and cancellation of a specific transaction during its whole life cycle when the instructing party is a direct participant to the Settlement Infrastructure.&#xD;&#xA;&#xD;&#xA;Usage&#xD;&#xA;The message may also be used to: &#xD;&#xA;- re-send a message sent by the market infrastructure to the direct participant,&#xD;&#xA;- provide a third party with a copy of a message being sent by the market infrastructure for information,&#xD;&#xA;- re-send to a third party a copy of a message being sent by the market infrastructure for information using the relevant elements in the Business Application Header."
  registrationStatus="Registered"
  messageSet="_xiys0WfyEeOLcMuJoUvTAg"
  xmlTag="SctiesSttlmTxAudtTrlRpt"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <constraint
    xmi:id="_y24OxCqEEeyR9JrVGfaMKw"
    name="SafekeepingAccountOrBlockChainAddress1Rule"
    definition="If SafekeepingAccount is present, BlockChainAddressOrWallet must be absent."
    registrationStatus="Provisionally Registered"
    expression="&lt;RuleDefinition&gt;&lt;ComplexRule xmlns:xsi=&quot;http://www.w3.org/2001/XMLSchema-instance&quot; xsi:type=&quot;ComplexRule&quot;&gt;&lt;mustBe&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;Absence&quot;&gt;&lt;leftOperand&gt;/BlockChainAddressOrWallet&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;/mustBe&gt;&lt;onCondition&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;Presence&quot;&gt;&lt;leftOperand&gt;/SafekeepingAccount&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;/onCondition&gt;&lt;/ComplexRule&gt;&lt;/RuleDefinition&gt;" />
  <constraint
    xmi:id="_y24OxSqEEeyR9JrVGfaMKw"
    name="SafekeepingAccountOrBlockChainAddress2Rule"
    definition="If BlockChainAddressOrWallet is present, SafekeepingAccount must be absent."
    registrationStatus="Provisionally Registered"
    expression="&lt;RuleDefinition&gt;&lt;ComplexRule xmlns:xsi=&quot;http://www.w3.org/2001/XMLSchema-instance&quot; xsi:type=&quot;ComplexRule&quot;&gt;&lt;mustBe&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;Absence&quot;&gt;&lt;leftOperand&gt;/SafekeepingAccount&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;/mustBe&gt;&lt;onCondition&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;Presence&quot;&gt;&lt;leftOperand&gt;/BlockChainAddressOrWallet&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;/onCondition&gt;&lt;/ComplexRule&gt;&lt;/RuleDefinition&gt;" />
  <constraint
    xmi:id="_FoQNgTDwEeyVV_4ady97MA"
    name="SafekeepingAccountOrBlockChainAddress3Rule"
    definition="Either SafekeepingAccount or BlockChainAddressOrWallet must be present but not both."
    registrationStatus="Provisionally Registered"
    expression="&lt;RuleDefinition&gt;&lt;SimpleRule xmlns:xsi=&quot;http://www.w3.org/2001/XMLSchema-instance&quot; xsi:type=&quot;SimpleRule&quot;&gt;&lt;mustBe&gt;&lt;connector&gt;OR&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;Presence&quot;&gt;&lt;leftOperand&gt;/SafekeepingAccount&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;BooleanRule xsi:type=&quot;Presence&quot;&gt;&lt;leftOperand&gt;/BlockChainAddressOrWallet&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;/mustBe&gt;&lt;/SimpleRule&gt;&lt;/RuleDefinition&gt;" />
  <messageBuildingBlock
    xmi:id="_gsUWGSp0EeyR9JrVGfaMKw"
    previousVersion="_w9nb8-wAEeiazoAmcoGsBQ"
    name="Pagination"
    definition="Page number of the message (within a statement) and continuation indicator to indicate that the statement is to continue or that the message is the last page of the statement."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="Pgntn"
    complexType="_xhMHQa6XEees_ufOy2ci-g" />
  <messageBuildingBlock
    xmi:id="_gsUWGyp0EeyR9JrVGfaMKw"
    previousVersion="_w9nb9ewAEeiazoAmcoGsBQ"
    name="QueryReference"
    definition="Identification of the SecuritiesStatusQuery message sent to request this report."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="QryRef"
    simpleType="_YW1tKdp-Ed-ak6NoX_4Aeg_1913463446" />
  <messageBuildingBlock
    xmi:id="_gsUWHSp0EeyR9JrVGfaMKw"
    previousVersion="_w9nb9-wAEeiazoAmcoGsBQ"
    name="TransactionIdentification"
    definition="Provides unambiguous transaction identification information."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="TxId"
    complexType="_cYp1gTntEeWfSKvvZlhRKg" />
  <messageBuildingBlock
    xmi:id="_gsUWHyp0EeyR9JrVGfaMKw"
    previousVersion="_w9nb-ewAEeiazoAmcoGsBQ"
    name="SafekeepingAccount"
    definition="Account to or from which a securities entry is made."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="SfkpgAcct"
    complexType="_Noeb0dTMEeKvJeoOII0e7w" />
  <messageBuildingBlock
    xmi:id="_y24OwyqEEeyR9JrVGfaMKw"
    name="BlockChainAddressOrWallet"
    definition="Blockchain address or wallet where digital assets are maintained. This is the equivalent of safekeeping account for digital assets."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="BlckChainAdrOrWllt"
    complexType="_l7F8gSp-EeyR9JrVGfaMKw" />
  <messageBuildingBlock
    xmi:id="_gsUWISp0EeyR9JrVGfaMKw"
    previousVersion="_w9nb--wAEeiazoAmcoGsBQ"
    name="AccountOwner"
    definition="Party that legally owns the account."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="AcctOwnr"
    complexType="_XnxoYdLCEeiN28wlpBQScw" />
  <messageBuildingBlock
    xmi:id="_gsUWIyp0EeyR9JrVGfaMKw"
    previousVersion="_w9nb_ewAEeiazoAmcoGsBQ"
    name="StatusTrail"
    definition=" Provides the history of status and reasons for a pending, posted or cancelled transaction."
    registrationStatus="Provisionally Registered"
    minOccurs="0"
    xmlTag="StsTrl"
    complexType="_n_SHRytVEeyhipY4f42fZQ" />
  <messageDefinitionIdentifier
    businessArea="semt"
    messageFunctionality="022"
    flavour="001"
    version="05" />
</messageDefinition>

ISO Building Blocks

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