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OptionTagDescription

Entity Information



Entity ID1163Specifies the unique identifier of the entity. If you specify an entity, ensure the entity's Pending Trade Eligible Indicator field (tag 3679) is set to Yes so the entity is eligible for pended transaction activity when used with pending trade rules.
Entity Name1164Specifies the name of the entity.

Security Information



Issue Name961Specifies the name of the security.
Ticker13Specifies the system of letters used to uniquely identify a security.
Xref Type1234Specifies the cross reference security type, such as SEDOL, CUSIP, and so on.
Xref ID1233Specifies the cross reference security identifier.
Processing Security Type3931Displays the processing security type.
Security Type82Displays the type of security.
Position Quantity122Displays the current quantity of the position.
Long/Short Indicator15Displays an L (long) or S (short) to indicate whether the position is long or short.

Rule Options



Message Type 3822Specifies the message type associated with the transaction. Options include:
  • MTOPEN. The rule applies to open transactions. 
  • MTCLOSE. The rule applies to close transactions. 
  • MTCANCEL, The rule applies to cancel transactions. You can specify values for the Pending Strategy field, the Release Strategy field, and for the Manual Cancel Strategy field. 
Event Type7001

Specifies the event type for an MTOPEN event. See the About Event Types section for more information. This field appears if you specify a value for the Message Type field of MTOPEN. This value is not used for processing. Options include:

  • BUY
  • CONVERSION
  • REC
  • BUYFUT
  • BUYVARMAR
  • OPENFUTURE
  • SELLFUT
  • SELLVARMAR
  • SHORTSELL
  • TBAOPEN
  • WRITE
Event Type 7002

Specifies the event type for an MTCLOSE event. See the About Event Types section for more information. This field appears if you specify a value for the Message Type field of MTCLOSE or MTCANCEL. This value is not used for processing. Options include:

  • SELL
  • DEL
  • BUYCVR
  • BUYFUT
  • BUYVARMAR
  • CALLEXRST
  • CLOSEFUTURE
  • EXERCISE
  • PUTASNST
  • PUTEXRST
  • SELLFUT
  • SELLVARMAR
  • TBACLOSE
Pending Trade Indicator3695

Indicates whether to process pending transactions for entities eligible for pending trade activity that meet the rule criteria. Options include:

  • Yes. Assign a Pending status to transactions that meet criteria of the pending trade rule detail.
  • No. Do not assign a Pending status to transactions that meet criteria of the pending trade rule detail. The transaction can process straight through to the STAR accounting engine. 
Pending Strategy16620

Determines which, if any, cancel (MTCANCEL) transactions associated with the pending trade rule detail to pend during automated processing. This field appears if you set the Message Type to MTCANCEL. Options include:

  • Do Not Pend Cancel Trades. The system does not pend any cancel transactions that meet the rule criteria. 
  • Pend All Cancel Trades. The system pends all cancel transactions that meet the rule criteria. That is, it adds them to the Pending Trade Trades table. 
  • Pend Only If Target Is Pending. The system pends cancel transactions that meet the rule criteria only if the target transaction associated with the cancel transaction is in the Pending Trade Trades table. In that case it adds the cancel transaction to the Pending Trade Trades table.
Release Strategy16621

Indicates whether to release pending cancel transactions to the STAR engine during automated processing for cancellation. It applies when you select a Message Type of MTCANCEL. This field appears if you set the Pending Strategy to pend all or some cancel trades. Options include:

  • Release to STAR. The system releases both the pending cancel transaction and its target transaction to the STAR engine, where it subsequently cancels it.
  • Do Not Release to STAR. The system does not release the pending cancel transaction and its target transaction to the STAR engine. The system cancels the transaction directly from the Pending Trade Trades table. It assigns both trades to the CANCELLED status in the Pending Trade Trades table. This option allows you to avoid having to release a pending transaction to STAR before canceling it, yet still maintain the ability to keep a record of the trade for downstream reporting.


Manual Cancel Strategy16622

Indicates whether to duplicate the target trade related to a cancel transaction during a manual cancel trade so you can possibly resubmit it as a pending transaction. This field appears if you set the Message Type to MTCANCEL. Options include:

  • Create Duplicate of Target Trade. Following a manual cancel trade, the system sends an identical copy of the target trade back to the Pending Trade Trades table for possible resubmission. 
  • Do Not Create Duplicate. Following a manual cancel trade, cancels the target trade without adding it back to the Pending Trade Trades table. The system does not send an identical copy of the target trade back to the Pending Trade Trades table for possible resubmission. 
Notes/Comments56Specifies any comments for the pending trade rule detail.
Reason Code1 - Reason Code53884

Identifies the reason for creating the pending trade rule detail. You must assign at least one reason code to the rule. You can also assign your own values for the Flag Reason code. Options include:

  • 306 Stock
  • Affiliates
  • Collateral Out
  • Corporation Action
  • Manual Lot Selection
  • UDF1 (User Defined Flag)
  • UDF2
  • UDF3
  • UDF4
  • UDF5

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