sese.020.001.05
Scope An account owner sends a SecuritiesTransactionCancellationRequest to an account servicer to request the cancellation of a securities transaction. The account owner/servicer relationship may be:
- a global custodian which has an account with a local custodian, or
- an investment management institution which manage a fund account opened at a custodian, or - a broker which has an account with a custodian, or
- a central securities depository participant which has an account with a central securities depository, or
- a central securities depository which has an account with a custodian, another central securities depository or another settlement market infrastructure, or
- a central counterparty or a stock exchange or a trade matching utility which need to instruct to a central securities depository ot another settlement market infrastructure.
Usage The transaction may be:
- a securities settlement transaction
- an intra-position movement
- a securities financing transaction The instruction cannot be:
- a securities settlement conditions modification (another transaction processing command should be sent to reverse a processing change previously requested).
- a securities financing modification The message may also be used to:
- re-send a message previously sent,
- provide a third party with a copy of a message for information,
- re-send to a third party a copy of a message for information using the relevant elements in the Business Application Header.
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
%% SecuritiesTransactionCancellationRequestV05 recursion level 0 with max 0
class SecuritiesTransactionCancellationRequestV05{
AccountServicerTransactionIdentification IsoMax35Text
MarketInfrastructureTransactionIdentification IsoMax35Text
ProcessorTransactionIdentification IsoMax35Text
}
SecuritiesTransactionCancellationRequestV05 *-- "1..1" IReferences45Choice : AccountOwnerTransactionIdentification
SecuritiesTransactionCancellationRequestV05 *-- "0..1" PartyIdentification98 : AccountOwner
SecuritiesTransactionCancellationRequestV05 *-- "1..1" SecuritiesAccount19 : SafekeepingAccount
SecuritiesTransactionCancellationRequestV05 *-- "0..1" TransactionDetails74 : TransactionDetails
SecuritiesTransactionCancellationRequestV05 *-- "0..1" CancellationReason13 : CancellationReason
SecuritiesTransactionCancellationRequestV05 *-- "0..1" IFXCancellation3Choice : FXCancellation
SecuritiesTransactionCancellationRequestV05 *-- "0..1" SupplementaryData1 : SupplementaryData
Now, we will zero-in one-by-one on each of these building blocks.
AccountOwnerTransactionIdentification building block
Unambiguous identification of the transaction as known by the account owner (or the instructing party managing the account). Choice of reference. For comparison, see the ISO20022 official specification
classDiagram direction tb %% IReferences45Choice recursion level 0 with max 1
References45Choice members
| Member name | Description | Data Type / Multiplicity |
|---|
AccountServicerTransactionIdentification building block
Unambiguous identification of the transaction as known by the account servicer. 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.
MarketInfrastructureTransactionIdentification building block
Identification of a transaction assigned by a market infrastructure other than a central securities depository, for example, Target2-Securities. 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.
ProcessorTransactionIdentification building block
Message Reference identifying the Processor of the transaction. 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.
AccountOwner building block
Party that legally owns the account. Identification of the party. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% PartyIdentification98 recursion level 0 with max 1
class PartyIdentification98{
LEI IsoLEIIdentifier
}
PartyIdentification98 *-- "1..1" IPartyIdentification92Choice : Identification
%% IPartyIdentification92Choice recursion level 1 with max 1
PartyIdentification98 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Identification | Unique identification of the party. | IPartyIdentification92Choice - Required 1..1 |
| LEI | Legal entity identification as an alternate identification for a party. | IsoLEIIdentifier - 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
%% SecuritiesAccount19 recursion level 0 with max 1
class SecuritiesAccount19{
Identification IsoMax35Text
Name IsoMax70Text
}
SecuritiesAccount19 *-- "0..1" GenericIdentification30 : Type
%% GenericIdentification30 recursion level 1 with max 1
class GenericIdentification30{
Identification IsoExact4AlphaNumericText
Issuer IsoMax35Text
SchemeName IsoMax35Text
}
SecuritiesAccount19 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 | Specifies the type of securities account. | GenericIdentification30 - Optional 0..1 |
| Name | Description of the account. | IsoMax70Text - Optional 0..1 |
TransactionDetails building block
Identifies the details of the transaction. Identifies the details of the transaction. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% TransactionDetails74 recursion level 0 with max 1
TransactionDetails74 *-- "1..1" SecurityIdentification19 : FinancialInstrumentIdentification
TransactionDetails74 *-- "0..1" ITradeDate5Choice : TradeDate
TransactionDetails74 *-- "1..1" ISettlementDate9Choice : SettlementDate
TransactionDetails74 *-- "1..1" IQuantity6Choice : SettlementQuantity
TransactionDetails74 *-- "0..1" AmountAndDirection51 : SettlementAmount
TransactionDetails74 *-- "0..1" SettlementParties40 : DeliveringSettlementParties
TransactionDetails74 *-- "0..1" SettlementParties40 : ReceivingSettlementParties
TransactionDetails74 *-- "0..1" PartyIdentification99 : Investor
%% SecurityIdentification19 recursion level 1 with max 1
class SecurityIdentification19{
ISIN IsoISINOct2015Identifier
Description IsoMax140Text
}
SecurityIdentification19 *-- "0..0" OtherIdentification1 : OtherIdentification
%% ITradeDate5Choice recursion level 1 with max 1
%% ISettlementDate9Choice recursion level 1 with max 1
%% IQuantity6Choice recursion level 1 with max 1
%% AmountAndDirection51 recursion level 1 with max 1
class AmountAndDirection51{
Amount IsoActiveCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
%% SettlementParties40 recursion level 1 with max 1
SettlementParties40 *-- "0..1" PartyIdentification91 : Depository
SettlementParties40 *-- "0..1" PartyIdentificationAndAccount117 : Party1
SettlementParties40 *-- "0..1" PartyIdentificationAndAccount117 : Party2
SettlementParties40 *-- "0..1" PartyIdentificationAndAccount117 : Party3
SettlementParties40 *-- "0..1" PartyIdentificationAndAccount117 : Party4
SettlementParties40 *-- "0..1" PartyIdentificationAndAccount117 : Party5
%% SettlementParties40 recursion level 1 with max 1
SettlementParties40 *-- "0..1" PartyIdentification91 : Depository
SettlementParties40 *-- "0..1" PartyIdentificationAndAccount117 : Party1
SettlementParties40 *-- "0..1" PartyIdentificationAndAccount117 : Party2
SettlementParties40 *-- "0..1" PartyIdentificationAndAccount117 : Party3
SettlementParties40 *-- "0..1" PartyIdentificationAndAccount117 : Party4
SettlementParties40 *-- "0..1" PartyIdentificationAndAccount117 : Party5
%% PartyIdentification99 recursion level 1 with max 1
class PartyIdentification99{
LEI IsoLEIIdentifier
}
PartyIdentification99 *-- "1..1" IPartyIdentification93Choice : Identification
TransactionDetails74 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| FinancialInstrumentIdentification | Financial instruments representing a sum of rights of the investor vis-a-vis the issuer. | SecurityIdentification19 - Required 1..1 |
| TradeDate | Specifies the date/time on which the trade was executed. | ITradeDate5Choice - Optional 0..1 |
| SettlementDate | Date and time at which the securities are to be delivered or received. | ISettlementDate9Choice - Required 1..1 |
| SettlementQuantity | Total quantity of securities to be settled. | IQuantity6Choice - Required 1..1 |
| SettlementAmount | Total amount of money to be paid or received in exchange for the securities. | AmountAndDirection51 - Optional 0..1 |
| DeliveringSettlementParties | Identifies the chain of delivering settlement parties. | SettlementParties40 - Optional 0..1 |
| ReceivingSettlementParties | Identifies the chain of receiving settlement parties. | SettlementParties40 - Optional 0..1 |
| Investor | Party, either an individual or organisation, whose assets are being invested. | PartyIdentification99 - Optional 0..1 |
CancellationReason building block
Specifies the reason of the cancellation. Specifies the reason why the instruction or request is cancelled. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% CancellationReason13 recursion level 0 with max 1
class CancellationReason13{
CorporateActionEventIdentification IsoMax35Text
}
CancellationReason13 *-- "1..1" ICancellationReason19Choice : Code
%% ICancellationReason19Choice recursion level 1 with max 1
CancellationReason13 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Code | Specifies the reason why the instruction is cancelled. | ICancellationReason19Choice - Required 1..1 |
| CorporateActionEventIdentification | Provides the corporate action event identification of the event that triggered the cancellation. | IsoMax35Text - Optional 0..1 |
FXCancellation building block
Specifies whether an associated FX should be cancelled. Choice of format for the forex cancellation information. For comparison, see the ISO20022 official specification
classDiagram direction tb %% IFXCancellation3Choice recursion level 0 with max 1
FXCancellation3Choice members
| Member name | Description | Data Type / Multiplicity |
|---|
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
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| PlaceAndName | Unambiguous reference to the location where the supplementary data must be inserted in the message instance. In the case of XML, this is expressed by a valid XPath. | IsoMax350Text - Optional 0..1 |
| Envelope | Technical element wrapping the supplementary data. | IsoSupplementaryDataEnvelope1 - Required 1..1 |
Extensibility and generalization considerations
To facilitate generalized design patterns in the system, the SecuritiesTransactionCancellationRequestV05 implementation follows a specific implementaiton pattern. First of all, SecuritiesTransactionCancellationRequestV05 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, SecuritiesTransactionCancellationRequestV05Document implements IOuterDocument. Because SecuritiesTransactionCancellationRequestV05 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type SecuritiesTransactionCancellationRequestV05.
classDiagram
class IOuterRecord
SecuritiesTransactionCancellationRequestV05 --|> IOuterRecord : Implements
SecuritiesTransactionCancellationRequestV05Document --|> IOuterDocument~SecuritiesTransactionCancellationRequestV05~ : Implements
class IOuterDocument~SecuritiesTransactionCancellationRequestV05~ {
SecuritiesTransactionCancellationRequestV05 Message
}
Document wrapper for serialization
The only real purpose SecuritiesTransactionCancellationRequestV05Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:sese.020.001.05’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using SecuritiesTransactionCancellationRequestV05.ToDocument() method. The returned SecuritiesTransactionCancellationRequestV05Document value will serialize correctly according to ISO 20022 standards.
classDiagram
SecuritiesTransactionCancellationRequestV05Document *-- SecuritiesTransactionCancellationRequestV05 : 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:sese.020.001.05">
<SctiesTxCxlReq>
<AcctOwnrTxId>
<!-- AccountOwnerTransactionIdentification inner content -->
</AcctOwnrTxId>
<AcctSvcrTxId>
<!-- AccountServicerTransactionIdentification inner content -->
</AcctSvcrTxId>
<MktInfrstrctrTxId>
<!-- MarketInfrastructureTransactionIdentification inner content -->
</MktInfrstrctrTxId>
<PrcrTxId>
<!-- ProcessorTransactionIdentification inner content -->
</PrcrTxId>
<AcctOwnr>
<!-- AccountOwner inner content -->
</AcctOwnr>
<SfkpgAcct>
<!-- SafekeepingAccount inner content -->
</SfkpgAcct>
<TxDtls>
<!-- TransactionDetails inner content -->
</TxDtls>
<CxlRsn>
<!-- CancellationReason inner content -->
</CxlRsn>
<FxCxl>
<!-- FXCancellation inner content -->
</FxCxl>
<SplmtryData>
<!-- SupplementaryData inner content -->
</SplmtryData>
</SctiesTxCxlReq>
</Document>
Data from ISO specification
This is the technical data from the specification document.
<messageDefinition
xmi:id="_YSWIeQCTEeW_3KiG8SEjHA"
nextVersions="_3njkYewAEeiazoAmcoGsBQ"
previousVersion="_XjLKESRPEeON6sEIseGaUg"
name="SecuritiesTransactionCancellationRequestV05"
definition="Scope
An account owner sends a SecuritiesTransactionCancellationRequest to an account servicer to request the cancellation of a securities transaction.
The account owner/servicer relationship may be:
- a global custodian which has an account with a local custodian, or
- an investment management institution which manage a fund account opened at a custodian, or - a broker which has an account with a custodian, or
- a central securities depository participant which has an account with a central securities depository, or
- a central securities depository which has an account with a custodian, another central securities depository or another settlement market infrastructure, or
- a central counterparty or a stock exchange or a trade matching utility which need to instruct to a central securities depository ot another settlement market infrastructure.

Usage
The transaction may be:
- a securities settlement transaction
- an intra-position movement
- a securities financing transaction
The instruction cannot be:
- a securities settlement conditions modification (another transaction processing command should be sent to reverse a processing change previously requested).
- a securities financing modification
The message may also be used to:
- re-send a message previously sent,
- provide a third party with a copy of a message for information,
- re-send to a third party a copy of a message for information
using the relevant elements in the Business Application Header."
registrationStatus="Registered"
messageSet="_urpIICeJEeOCeO5e7islRQ"
xmlTag="SctiesTxCxlReq"
rootElement="Document"
xmlns:xmi="http://www.omg.org/XMI">
<constraint
xmi:id="_YSWIfwCTEeW_3KiG8SEjHA"
nextVersions="_3njkY-wAEeiazoAmcoGsBQ"
previousVersion="_twBPgCXrEeODP_a1w_Y44Q"
name="TransactionIdentificationPresence2Rule"
definition="If AccountOwnerTransactionIdentification is NONREF then at least one of the other references must be present."
registrationStatus="Provisionally Registered"
expression="<RuleDefinition><ComplexRule xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:type="ComplexRule"><mustBe><connector>OR</connector><BooleanRule xsi:type="Presence"><leftOperand>/AccountServicerTransactionIdentification</leftOperand></BooleanRule><BooleanRule xsi:type="Presence"><leftOperand>/MarketInfrastructureTransactionIdentification</leftOperand></BooleanRule><BooleanRule xsi:type="Presence"><leftOperand>/ProcessorTransactionIdentification</leftOperand></BooleanRule></mustBe><onCondition><connector>OR</connector><BooleanRule xsi:type="EqualToValue"><leftOperand>/AccountOwnerTransactionIdentification/SecuritiesSettlementTransactionIdentification/TransactionIdentification</leftOperand><rightOperand>NONREF</rightOperand></BooleanRule><BooleanRule xsi:type="EqualToValue"><leftOperand>/AccountOwnerTransactionIdentification/SecuritiesFinancingTransactionIdentification/TransactionIdentification</leftOperand><rightOperand>NONREF</rightOperand></BooleanRule><BooleanRule xsi:type="EqualToValue"><leftOperand>/AccountOwnerTransactionIdentification/IntraPositionMovementIdentification</leftOperand><rightOperand>NONREF</rightOperand></BooleanRule><BooleanRule xsi:type="EqualToValue"><leftOperand>/AccountOwnerTransactionIdentification/OtherTransactionIdentification/Identification</leftOperand><rightOperand>NONREF</rightOperand></BooleanRule></onCondition></ComplexRule></RuleDefinition>" />
<constraint
xmi:id="_YSWIgQCTEeW_3KiG8SEjHA"
nextVersions="_3njkZewAEeiazoAmcoGsBQ"
previousVersion="_ndWGQUVVEeOfP9lmI44alA"
name="NoAccountOwnerTransactionIdentificationRule"
definition="If no reference is available for the AccountOwnerTransactionIdentification, then the AccountOwnerTransactionIdentification must be NONREF."
registrationStatus="Provisionally Registered" />
<messageBuildingBlock
xmi:id="_YSWIgwCTEeW_3KiG8SEjHA"
nextVersions="_3njkZ-wAEeiazoAmcoGsBQ"
previousVersion="_XjLKFyRPEeON6sEIseGaUg"
name="AccountOwnerTransactionIdentification"
definition="Unambiguous identification of the transaction as known by the account owner (or the instructing party managing the account)."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="AcctOwnrTxId"
complexType="_RbgB0ztpEeWHYdqXF6YZmg" />
<messageBuildingBlock
xmi:id="_YSWIhQCTEeW_3KiG8SEjHA"
nextVersions="_3njkaewAEeiazoAmcoGsBQ"
previousVersion="_XjLKGSRPEeON6sEIseGaUg"
name="AccountServicerTransactionIdentification"
definition="Unambiguous identification of the transaction as known by the account servicer."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="AcctSvcrTxId"
simpleType="_YW1tKdp-Ed-ak6NoX_4Aeg_1913463446" />
<messageBuildingBlock
xmi:id="_YSWIhwCTEeW_3KiG8SEjHA"
nextVersions="_3njka-wAEeiazoAmcoGsBQ"
previousVersion="_XjLKGyRPEeON6sEIseGaUg"
name="MarketInfrastructureTransactionIdentification"
definition="Identification of a transaction assigned by a market infrastructure other than a central securities depository, for example, Target2-Securities."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="MktInfrstrctrTxId"
simpleType="_YW1tKdp-Ed-ak6NoX_4Aeg_1913463446" />
<messageBuildingBlock
xmi:id="_YSWIiQCTEeW_3KiG8SEjHA"
nextVersions="_3njkbewAEeiazoAmcoGsBQ"
previousVersion="_XjLKHSRPEeON6sEIseGaUg"
name="ProcessorTransactionIdentification"
definition="Message Reference identifying the Processor of the transaction."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="PrcrTxId"
simpleType="_YW1tKdp-Ed-ak6NoX_4Aeg_1913463446" />
<messageBuildingBlock
xmi:id="_YSWIiwCTEeW_3KiG8SEjHA"
nextVersions="_3njkb-wAEeiazoAmcoGsBQ"
previousVersion="_XjLKHyRPEeON6sEIseGaUg"
name="AccountOwner"
definition="Party that legally owns the account."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="AcctOwnr"
complexType="_lwSA1GwBEeWLq_lbZ2Mhyw" />
<messageBuildingBlock
xmi:id="_YSWIjQCTEeW_3KiG8SEjHA"
nextVersions="_3njkcewAEeiazoAmcoGsBQ"
previousVersion="_XjLKISRPEeON6sEIseGaUg"
name="SafekeepingAccount"
definition="Account to or from which a securities entry is made."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="SfkpgAcct"
complexType="_T_JUKtp-Ed-ak6NoX_4Aeg_1976638301" />
<messageBuildingBlock
xmi:id="_YSWIjwCTEeW_3KiG8SEjHA"
nextVersions="_3njkc-wAEeiazoAmcoGsBQ"
previousVersion="_XjLKIyRPEeON6sEIseGaUg"
name="TransactionDetails"
definition="Identifies the details of the transaction."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="TxDtls"
complexType="_fl2PsR5hEeWE3PufGMdJ3w" />
<messageBuildingBlock
xmi:id="_X0KRYGa1EeWZev0W8F756g"
nextVersions="_3njkdewAEeiazoAmcoGsBQ"
name="CancellationReason"
definition="Specifies the reason of the cancellation."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="CxlRsn"
complexType="_Q1CtsWa2EeWZev0W8F756g" />
<messageBuildingBlock
xmi:id="_YSWIkQCTEeW_3KiG8SEjHA"
nextVersions="_3njkd-wAEeiazoAmcoGsBQ"
previousVersion="_XjLKJSRPEeON6sEIseGaUg"
name="FXCancellation"
definition="Specifies whether an associated FX should be cancelled."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="FxCxl"
complexType="_IHRikT0EEeWjqIDN7tjEjQ" />
<messageBuildingBlock
xmi:id="_YSWIkwCTEeW_3KiG8SEjHA"
nextVersions="_3njkeewAEeiazoAmcoGsBQ"
previousVersion="_XjLKJyRPEeON6sEIseGaUg"
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="sese"
messageFunctionality="020"
flavour="001"
version="05" />
</messageDefinition>
ISO Building Blocks
The following items are used as building blocks to construct this message.