Iso20022

DTCCCAPSSD1V09

supl.010.001.09

The DTCCCAPSSD1 message extends ISO corporate action event processing status advice message with DTCC corporate action elements not covered in the standard message.

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
%% DTCCCAPSSD1V09 recursion level 0 with max 0
DTCCCAPSSD1V09 *-- "0..1" CorporateActionGeneralInformationSD51 : CorporateActionGeneralInformation
DTCCCAPSSD1V09 *-- "0..1" FinancialInstrumentAttributesSD20 : UnderlyingSecurity
DTCCCAPSSD1V09 *-- "0..1" CorporateActionSD19 : CorporateActionDetails

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

CorporateActionGeneralInformation building block

Information to be extended as supplementary data to corporate action general information. Provides additional information regarding corporate action general information. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% CorporateActionGeneralInformationSD51 recursion level 0 with max 1
class CorporateActionGeneralInformationSD51{
    PlaceAndName IsoMax350Text
    EventGroup EventGroup2Code
    EventType ExtendedEventType6Code
    SubEventType DTCCSubEventType10Code
    SafekeepingAccount IsoRestrictedFINXMax35Text
}
CorporateActionGeneralInformationSD51 *-- "1..1" SecurityIdentification20 : SecurityIdentification
CorporateActionGeneralInformationSD51 *-- "0..0" CorporateActionUnallocatedDetailsSD7 : UnallocatedDetails
%% SecurityIdentification20 recursion level 1 with max 1
class SecurityIdentification20{
    ISIN IsoISINOct2015Identifier
    Description IsoRestrictedFINXMax140Text
}
SecurityIdentification20 *-- "0..0" OtherIdentification2 : OtherIdentification
%% CorporateActionUnallocatedDetailsSD7 recursion level 1 with max 1
CorporateActionUnallocatedDetailsSD7 *-- "0..1" ICorporateActionUnallocatedBalanceSD3Choice : UnallocatedDistributionBalance
CorporateActionUnallocatedDetailsSD7 *-- "0..1" CorporateActionUnallocatedBalanceSD3 : UnallocatedRedemptionBalance
CorporateActionUnallocatedDetailsSD7 *-- "0..1" CorporateActionUnallocatedBalanceSD4 : UnallocatedReorganisationBalance
CorporateActionUnallocatedDetailsSD7 *-- "0..0" CorporateActionUnallocatedSecuritiesTransactionDetailsSD8 : UnallocatedSecuritiesTransactionDetails
CorporateActionUnallocatedDetailsSD7 *-- "0..0" CorporateActionUnallocatedCashTransactionDetailsSD7 : UnallocatedCashTransactionDetails

CorporateActionGeneralInformationSD51 members

Member name Description Data Type / Multiplicity
PlaceAndName Xpath to the element that is being extended. IsoMax350Text - Optional 0..1
EventGroup DTC processing domain/ category for event types. EventGroup2Code - Optional 0..1
EventType DTCC (The Depository Trust and Clearing Corporation) native corporate action event type name. Used in place for the events that cannot be classified by ISO code and mapped to OTHR or when two or more distinct events (in DTCC model) use same ISO code and there are no additional data elements that distinguish those two or more events. ExtendedEventType6Code - Optional 0..1
SubEventType DTCC (The Depository Trust and Clearing Corporation) native corporate action sub event type name further defines the event type. DTCCSubEventType10Code - Optional 0..1
SecurityIdentification Identifies the financial instrument. SecurityIdentification20 - Required 1..1
SafekeepingAccount Account where financial instruments are maintained. IsoRestrictedFINXMax35Text - Required 1..1
UnallocatedDetails Additional information about the corporate action event. CorporateActionUnallocatedDetailsSD7 - Unknown 0..0

UnderlyingSecurity building block

Information to be extended as supplementary data to underlying security details. Provides additional information regarding underlying security details. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% FinancialInstrumentAttributesSD20 recursion level 0 with max 1
class FinancialInstrumentAttributesSD20{
    PlaceAndName IsoMax350Text
    MoneyMarketInstrumentFlag IsoYesNoIndicator
}

FinancialInstrumentAttributesSD20 members

Member name Description Data Type / Multiplicity
PlaceAndName Xpath to the element that is being extended. IsoMax350Text - Optional 0..1
MoneyMarketInstrumentFlag Indicates that the underlying security is a money market instrument. IsoYesNoIndicator - Optional 0..1

CorporateActionDetails building block

Information to be extended as supplementary data to corporate action details. Provides additional information regarding corporate action details. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% CorporateActionSD19 recursion level 0 with max 1
class CorporateActionSD19{
    PlaceAndName IsoMax350Text
    RecordDate IsoISODate
    LotteryDate IsoISODate
    LotteryType LotteryType1Code
}
CorporateActionSD19 *-- "0..1" IDateFormat48Choice : PaymentDate
%% IDateFormat48Choice recursion level 1 with max 1

CorporateActionSD19 members

Member name Description Data Type / Multiplicity
PlaceAndName Xpath to the element that is being extended. IsoMax350Text - Optional 0..1
RecordDate Date at which positions are stuck at the end of the day to note which parties will receive the relevant amount of entitlement, due to be distributed on payment date. DTC (The Depository Trust Corporation) and its Participants may use this as a reference. IsoISODate - Optional 0..1
PaymentDate Date/time at which the movement was due to take place (cash and/or securities). IDateFormat48Choice - Optional 0..1
LotteryDate Date/time on which the lottery is run and applied to the holder’s positions. This is also applicable to partial calls. IsoISODate - Optional 0..1
LotteryType Specifies the type of lottery announced. LotteryType1Code - Optional 0..1

Extensibility and generalization considerations

To facilitate generalized design patterns in the system, the DTCCCAPSSD1V09 implementation follows a specific implementaiton pattern. First of all, DTCCCAPSSD1V09 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, DTCCCAPSSD1V09Document implements IOuterDocument. Because DTCCCAPSSD1V09 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type DTCCCAPSSD1V09.

classDiagram
    class IOuterRecord
    DTCCCAPSSD1V09 --|> IOuterRecord : Implements
    DTCCCAPSSD1V09Document --|> IOuterDocument~DTCCCAPSSD1V09~ : Implements
    class IOuterDocument~DTCCCAPSSD1V09~ {
        DTCCCAPSSD1V09 Message
     }

Document wrapper for serialization

The only real purpose DTCCCAPSSD1V09Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:supl.010.001.09’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using DTCCCAPSSD1V09.ToDocument() method. The returned DTCCCAPSSD1V09Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    DTCCCAPSSD1V09Document *-- DTCCCAPSSD1V09 : 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:supl.010.001.09">
    <DTCCCAPSSD1>
        <CorpActnGnlInf>
            <!-- CorporateActionGeneralInformation inner content -->
        </CorpActnGnlInf>
        <UndrlygScty>
            <!-- UnderlyingSecurity inner content -->
        </UndrlygScty>
        <CorpActnDtls>
            <!-- CorporateActionDetails inner content -->
        </CorpActnDtls>
    </DTCCCAPSSD1>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_Vk6qkzDmEey2N-DB7H7A5A"
  previousVersion="_q_pKwQ4zEeuIpNw_GxsBOw"
  name="DTCCCAPSSD1V09"
  definition="The DTCCCAPSSD1 message extends ISO corporate action event processing status advice message with DTCC corporate action elements not covered in the standard message."
  registrationStatus="Registered"
  messageSet="_Bu3cEJVUEeO6Q83g-JIX_w"
  xmlTag="DTCCCAPSSD1"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_Vk6qlTDmEey2N-DB7H7A5A"
    previousVersion="_q_pKww4zEeuIpNw_GxsBOw"
    name="CorporateActionGeneralInformation"
    definition="Information to be extended as supplementary data to corporate action general information."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="CorpActnGnlInf"
    complexType="_lLXoQTDrEey2N-DB7H7A5A">
    <semanticMarkup
      xmi:id="_Vk6qlzDmEey2N-DB7H7A5A"
      type="Synonym">
      <elements
        xmi:id="_Vk6qmTDmEey2N-DB7H7A5A"
        name="context"
        value="DTCC" />
      <elements
        xmi:id="_Vk6qmzDmEey2N-DB7H7A5A"
        name="value"
        value="Event (Details)" />
    </semanticMarkup>
  </messageBuildingBlock>
  <messageBuildingBlock
    xmi:id="_Vk6qnTDmEey2N-DB7H7A5A"
    previousVersion="_0n1cIQ-qEeuE0Pnt-OcNOA"
    name="UnderlyingSecurity"
    definition="Information to be extended as supplementary data to underlying security details."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="UndrlygScty"
    complexType="_oTi1cQ-pEeuE0Pnt-OcNOA" />
  <messageBuildingBlock
    xmi:id="_Vk6qnzDmEey2N-DB7H7A5A"
    previousVersion="_q_pKyw4zEeuIpNw_GxsBOw"
    name="CorporateActionDetails"
    definition="Information to be extended as supplementary data to corporate action details."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="CorpActnDtls"
    complexType="_TX3lwb5aEeexmbB7KsjCwA" />
  <messageDefinitionIdentifier
    businessArea="supl"
    messageFunctionality="010"
    flavour="001"
    version="09" />
</messageDefinition>

ISO Building Blocks

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