ForeignExchangeTradeCaptureReportV01fxtr.031.001.01

ForeignExchangeTradeCaptureReportV01
FXTradCaptrRpt
Mandatory
Header
Hdr
Mandatory
Report Identification
RptId
Optional
Trading Side Identification
TradgSdId
Optional
Counterparty Side Identification
CtrPtySdId
Optional
Trade Detail
TradDtl
Optional
Trade Identification
TradId
Mandatory
Date And Time
DtAndTm
Mandatory
Foreign Exchange Trade Product
FXTradPdct
Optional
Trading Currency
TradgCcy
Optional
Settlement Currency
SttlmCcy
Optional
Trading Method
TradgMtd
Mandatory
Trading Mode
TradgMd
Optional
Clearing Method
ClrMtd
Mandatory
Execution Type
ExctnTp
Mandatory
Symbol
Symb
Mandatory
Place Of Confirmation
PlcOfConf
Optional
Transaction Time
TxTm
Optional
Foreign Exchange Details
FXDtls
Optional
Swap Leg
SwpLeg
Repetition (0..n)
Leg Side
LegSd
Mandatory
Leg Settlement Type
LegSttlmTp
Mandatory
Leg Settlement Date
LegSttlmDt
Mandatory
Leg Last Price
LegLastPric
Mandatory
Leg Settlement Currency
LegSttlmCcy
Mandatory
Leg Order Quantity
LegOrdrQty
Mandatory
Leg Forward Points
LegFwdPts
Mandatory
Leg Calculated Counterparty Currency Last Quantity
LegClctdCtrPtyCcyLastQty
Mandatory
Leg Risk Amount
LegRskAmt
Mandatory
Leg Valuation Rate
LegValtnRate
Mandatory
Leg Value Date
LegValDt
Mandatory
Leg Currency
LegCcy
Mandatory
Leg Symbol
LegSymb
Mandatory
Leg Security Identification
LegSctyId
Mandatory

Security Identification Source

SctyIdSrc
Mandatory

Definition: Security identification source of the trade.

Type: IdentificationType2Code (String)

Allowed Values:

  • CDCO (CDC): CDC is an abbreviation of China Central Depository & Clearing Co, Ltd, an entity undertake functions of centralized
  • CFET (CFETS): CFETS is an abbreviation of China Foreign Exchange Trade System, which is a sub-institution of the PBC. Its main functions include: providing systems for FX trading, RMB lending, bond trading and exchange rate and interest rate derivatives trading; organizing FX trading, RMB lending, bond trading, and exchange rate and interest rate derivatives trading; providing clearing, information, risk management, and surveillance services on interbank markets; and engaging in other businesses authorized by the PBC.
  • RICC (RIC Code): RIC Code is an abbreviation of Reuters Instrument Code. RIC as encoding rule which has been wildly adopted in FX market and defines information including trading category, tenor, trade instrument and so on.
  • USDE (User Defined): User defined code.

Security Identification
SctyId
Mandatory
Option
Optn
Optional
Product Identification
PdctId
Optional
Reference
Ref
Optional
Request Responder
ReqRspndr
Mandatory
Request Rejected
ReqRjctd
Optional
Query Reject Reason
QryRjctRsn
Optional
Total Number Trades
TtlNbTrds
Optional
Last Report Requested
LastRptReqd
Optional
Supplementary Data
SplmtryData
Repetition (0..n)
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