Iso20022

SecuritiesSettlementTransactionAuditTrailReport002V04

semt.022.002.04

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
%% SecuritiesSettlementTransactionAuditTrailReport002V04 recursion level 0 with max 0
SecuritiesSettlementTransactionAuditTrailReport002V04 *-- "1..1" Pagination1 : Pagination
SecuritiesSettlementTransactionAuditTrailReport002V04 *-- "0..1" Identification16 : QueryReference
SecuritiesSettlementTransactionAuditTrailReport002V04 *-- "0..1" TransactionIdentifications34 : TransactionIdentification
SecuritiesSettlementTransactionAuditTrailReport002V04 *-- "1..1" SecuritiesAccount37 : SafekeepingAccount
SecuritiesSettlementTransactionAuditTrailReport002V04 *-- "0..1" PartyIdentification156 : AccountOwner
SecuritiesSettlementTransactionAuditTrailReport002V04 *-- "0..1" StatusTrail9 : 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. Unique identifier of a document, message or transaction. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% Identification16 recursion level 0 with max 1
class Identification16{
    Identification IsoRestrictedFINXMax16Text
}

Identification16 members

Member name Description Data Type / Multiplicity
Identification Unique identifier of a document, message or transaction. IsoRestrictedFINXMax16Text - Required 1..1

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
%% TransactionIdentifications34 recursion level 0 with max 1
class TransactionIdentifications34{
    AccountOwnerTransactionIdentification IsoRestrictedFINXMax16Text
    AccountServicerTransactionIdentification IsoRestrictedFINXMax16Text
    MarketInfrastructureTransactionIdentification IsoRestrictedFINXMax16Text
    ProcessorTransactionIdentification IsoRestrictedFINXMax16Text
}

TransactionIdentifications34 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). IsoRestrictedFINXMax16Text - Required 1..1
AccountServicerTransactionIdentification Unambiguous identification of the transaction as known by the account servicer. IsoRestrictedFINXMax16Text - Optional 0..1
MarketInfrastructureTransactionIdentification Identification of a transaction assigned by a market infrastructure other than a central securities depository, for example, Target2-Securities. IsoRestrictedFINXMax16Text - 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. IsoRestrictedFINXMax16Text - 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
%% SecuritiesAccount37 recursion level 0 with max 1
class SecuritiesAccount37{
    Identification IsoRestrictedFINXMax35Text
    Name IsoMax70Text
}
SecuritiesAccount37 *-- "0..1" GenericIdentification47 : Type
%% GenericIdentification47 recursion level 1 with max 1
class GenericIdentification47{
    Identification IsoExact4AlphaNumericText
    Issuer IsoMax4AlphaNumericText
    SchemeName IsoMax4AlphaNumericText
}

SecuritiesAccount37 members

Member name Description Data Type / Multiplicity
Identification Unambiguous identification for the account between the account owner and the account servicer.”. IsoRestrictedFINXMax35Text - Required 1..1
Type Type of securities account. GenericIdentification47 - 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
%% PartyIdentification156 recursion level 0 with max 1
class PartyIdentification156{
    LEI IsoLEIIdentifier
}
PartyIdentification156 *-- "1..1" IPartyIdentification136Choice : Identification
%% IPartyIdentification136Choice recursion level 1 with max 1

PartyIdentification156 members

Member name Description Data Type / Multiplicity
Identification Unique identification of the party. IPartyIdentification136Choice - 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
%% StatusTrail9 recursion level 0 with max 1
class StatusTrail9{
    StatusDate IsoISODateTime
    UserIdentification IsoRestrictedFINXMax35Text
}
StatusTrail9 *-- "0..1" OrganisationIdentification32 : SendingOrganisationIdentification
StatusTrail9 *-- "0..1" IProcessingStatus76Choice : ProcessingStatus
StatusTrail9 *-- "0..1" IMatchingStatus30Choice : InferredMatchingStatus
StatusTrail9 *-- "0..1" IMatchingStatus30Choice : MatchingStatus
StatusTrail9 *-- "0..1" ISettlementStatus22Choice : SettlementStatus
StatusTrail9 *-- "0..1" IModificationProcessingStatus8Choice : ModificationProcessingStatus
StatusTrail9 *-- "0..1" IProcessingStatus61Choice : CancellationStatus
StatusTrail9 *-- "0..1" ProprietaryReason5 : Settled
StatusTrail9 *-- "0..0" SupplementaryData1 : SupplementaryData
%% OrganisationIdentification32 recursion level 1 with max 1
class OrganisationIdentification32{
    AnyBIC IsoAnyBICDec2014Identifier
}
OrganisationIdentification32 *-- "0..0" GenericOrganisationIdentification2 : Other
%% IProcessingStatus76Choice recursion level 1 with max 1
%% IMatchingStatus30Choice recursion level 1 with max 1
%% IMatchingStatus30Choice recursion level 1 with max 1
%% ISettlementStatus22Choice recursion level 1 with max 1
%% IModificationProcessingStatus8Choice recursion level 1 with max 1
%% IProcessingStatus61Choice recursion level 1 with max 1
%% ProprietaryReason5 recursion level 1 with max 1
class ProprietaryReason5{
    AdditionalReasonInformation IsoRestrictedFINXMax210Text
}
ProprietaryReason5 *-- "0..1" GenericIdentification47 : Reason
%% SupplementaryData1 recursion level 1 with max 1
class SupplementaryData1{
    PlaceAndName IsoMax350Text
}
SupplementaryData1 *-- "1..1" IsoSupplementaryDataEnvelope1 : Envelope

StatusTrail9 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. OrganisationIdentification32 - Optional 0..1
UserIdentification Unique and unambiguous way to identify the user that created the message instance. IsoRestrictedFINXMax35Text - Optional 0..1
ProcessingStatus Provides details on the processing status of the transaction. IProcessingStatus76Choice - 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). IMatchingStatus30Choice - Optional 0..1
MatchingStatus Provides the matching status of the instruction. IMatchingStatus30Choice - Optional 0..1
SettlementStatus Provides the status of settlement of a transaction. ISettlementStatus22Choice - Optional 0..1
ModificationProcessingStatus Provides details on the modification processing status of the transaction. IModificationProcessingStatus8Choice - Optional 0..1
CancellationStatus Provides details on the processing status of the cancellation request. IProcessingStatus61Choice - Optional 0..1
Settled Status is settled. ProprietaryReason5 - 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 SecuritiesSettlementTransactionAuditTrailReport002V04 implementation follows a specific implementaiton pattern. First of all, SecuritiesSettlementTransactionAuditTrailReport002V04 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, SecuritiesSettlementTransactionAuditTrailReport002V04Document implements IOuterDocument. Because SecuritiesSettlementTransactionAuditTrailReport002V04 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type SecuritiesSettlementTransactionAuditTrailReport002V04.

classDiagram
    class IOuterRecord
    SecuritiesSettlementTransactionAuditTrailReport002V04 --|> IOuterRecord : Implements
    SecuritiesSettlementTransactionAuditTrailReport002V04Document --|> IOuterDocument~SecuritiesSettlementTransactionAuditTrailReport002V04~ : Implements
    class IOuterDocument~SecuritiesSettlementTransactionAuditTrailReport002V04~ {
        SecuritiesSettlementTransactionAuditTrailReport002V04 Message
     }

Document wrapper for serialization

The only real purpose SecuritiesSettlementTransactionAuditTrailReport002V04Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:semt.022.002.04’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using SecuritiesSettlementTransactionAuditTrailReport002V04.ToDocument() method. The returned SecuritiesSettlementTransactionAuditTrailReport002V04Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    SecuritiesSettlementTransactionAuditTrailReport002V04Document *-- SecuritiesSettlementTransactionAuditTrailReport002V04 : 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.022.002.04">
    <SctiesSttlmTxAudtTrlRpt>
        <Pgntn>
            <!-- Pagination inner content -->
        </Pgntn>
        <QryRef>
            <!-- QueryReference inner content -->
        </QryRef>
        <TxId>
            <!-- TransactionIdentification inner content -->
        </TxId>
        <SfkpgAcct>
            <!-- SafekeepingAccount inner content -->
        </SfkpgAcct>
        <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="_ukeLF_fXEeiNZp_PtLohLw"
  nextVersions="_dsxygzi8Eeydid5dcNPKvg"
  previousVersion="_6P9ks5NLEeWGlc8L7oPDIg"
  name="SecuritiesSettlementTransactionAuditTrailReport002V04"
  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="_gMCB9OSnEeauk5I89sEP4g"
  xmlTag="SctiesSttlmTxAudtTrlRpt"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_ukeLGffXEeiNZp_PtLohLw"
    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="_ukeLG_fXEeiNZp_PtLohLw"
    name="QueryReference"
    definition="Identification of the SecuritiesStatusQuery message sent to request this report."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="QryRef"
    complexType="_5PaGvZNLEeWGlc8L7oPDIg" />
  <messageBuildingBlock
    xmi:id="_ukeLHffXEeiNZp_PtLohLw"
    name="TransactionIdentification"
    definition="Provides unambiguous transaction identification information."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="TxId"
    complexType="_5SFAI5NLEeWGlc8L7oPDIg" />
  <messageBuildingBlock
    xmi:id="_ukeLH_fXEeiNZp_PtLohLw"
    name="SafekeepingAccount"
    definition="Account to or from which a securities entry is made."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="SfkpgAcct"
    complexType="_SsHg7_fWEeiNZp_PtLohLw" />
  <messageBuildingBlock
    xmi:id="_ukeLIffXEeiNZp_PtLohLw"
    name="AccountOwner"
    definition="Party that legally owns the account."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="AcctOwnr"
    complexType="_Z0x6o_fVEeiNZp_PtLohLw" />
  <messageBuildingBlock
    xmi:id="_ukeLI_fXEeiNZp_PtLohLw"
    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="_ukeLnffXEeiNZp_PtLohLw" />
  <messageDefinitionIdentifier
    businessArea="semt"
    messageFunctionality="022"
    flavour="002"
    version="04" />
</messageDefinition>

ISO Building Blocks

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