Sample CSV Data Record for Sell Trades
F1163 | F1432 | F14 | F35 | F37 | F40 | F41 | F45 | F88 | F15 | F11 | F49 | F1897 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
83F31F01 | CUSIP | 60374AWX3 | 20040105 | 20040108 | 10000 | 10000 | 111.237 | MIHA | L | FI | 93.06 | 38108 |
83F31F02 | CUSIP | 60374AUW7 | 20040105 | 20040108 | 10000 | 10000 | 111.237 | MIHA | L | FI | 93.06 | 38108 |
83F31F03 | CUSIP | 60374AWX3 | 20040105 | 20040108 | 10000 | 10000 | 111.237 | MIHA | L | FI | 93.06 | 38108 |
F1897 | F1897 | F1897 | F47 | F50 | F165 | F478 | F761 | F87 | F55 | F7000 |
|---|
0 | 11216.76 | 11123.7 | 11216.76 | 2004628477 | 1 | SELL | Calculate None |
0 | 11216.76 | 11123.7 | 11216.76 | 2004628477 | 1 | SELL | Calculate None | |||
38108 | 38108 | 38108 | 0 | 11216.76 | 11123.7 | 11216.76 | 2004628477 | 1 | SELL | Calculate None |
F91 | F1144 | F1173 |
|---|
ISSUER_ID | ISSUER_NAME |
ISSUER_ID | ISSUER_NAME |
ISSUER_ID | ISSUER_NAME |
Data Table for Sell Trades
The following table describes the required and optional data fields for Sell Trades.
Tag # – Tag Name | Required/ Optional | Data Type | Value/Description of Field |
|---|---|---|---|
55 – Event Type | Required | CHAR | Defaults on panel. Used by message stream for identification of the event. Must be SELL or BUYCVR. Used for STAR processing. |
11 – Investment Type | Optional | CHAR (4) | Defaults at panel level. FI or EQ. |
14 – Primary Asset ID | Required | CHAR (100) | Security identifier. |
15 – Long/Short Indicator | Required | CHAR | L or S value. |
25 – Event ID | Optional – for setting the Event ID | VARCHAR2(55) | Must be unique or is rejected. |
35 – Trade Date | Required | DATE | Date the trade executes. |
37 – Settle Date | Required | DATE | Date the trade is to settle. |
40 – Quantity/Current Face | Required | NUMBER(38,12) | Traded quantity. |
41 – Original Face | Required – on all MBS, TIPS, and SINK trades | NUMBER(38,12) |
The ORIGINAL face of an asset-backed security trade. | |||
45 – Price | Required | DEC | Trade price. |
47 – Commission | Optional | MONEYL | Commission on trade. |
49 – Interest Traded | Required – Fixed Income trades only | MONEYL | PTD interest up to Settle Date minus one. |
50 – Net Amount Local | Required | MONEYL | Principle + Commission + Interest Traded. |
63 – Settlement Currency | Optional | CHAR (3) | Defaults to Security lookup. Can be overridden. Must be a Valid Currency Code. |
64 – Settlement Net Amount | Conditionally Required – if setting Settlement Currency or if the SMF setup has a different Settlement Currency, a value is required. | MONEYS | Settlement Amount = (Local Net Amount / Settlement FX Rates (local to settlement)) |
87 – FX Rates | Required | DEC | Divisor Exchange Rate. |
88 – Broker Code | Required | CHAR (20) | Executing Broker Code. |
91 – Factor | Required – on all MBS and SINK trades | NUMBER (28,12) | Current or trade factor. |
165 – Principle Amount | Required | MONEYL | Shares (current) x Price x Price multiplier. |
478 – Net Amount Base | Required | MONEYB | Net Amount Local / FX Rates. |
761 – Trade Ticket # | Conditionally Required – for processing message stream cancels | VARCHAR2 (55) | Unique trade identifier. |
844 – Term Loan Fee Income | Optional | MONEYL | Income associated with a term loan transaction |
846 – Term Loan Fee Expense | Optional | MONEYL | Expense associated with a term loan transaction |
1163 – Entity ID | Required – either tag 1163 or tag 1164 must be sent in. | CHAR (8) | The entity identification code. |
1164 – Entity Name | Required – either tag 1163 or tag 1164 must be sent in. | CHAR (30) | The name of the portfolio/composite. |
1237 – Clearing Broker Code | Optional | VARCHAR2 (12) |
The code assigned to the clearing broker. | |||
1432 – Primary Asset ID Type | Required | CHAR (30) | Security identifier type (CUSIP, ISIN, SEDOL) – Code Value. |
2862 – Event Sub Priority | Optional |
LONG
INTEGER | A user-generated number used to determine the event sub-priority (after event sequence and corporate action sequence have been accounted for). | ||
1887 – User_char1 | Optional | VARCHAR2(255) | Maps to user_char1 field in Trades Trade. |
1888 – User_char2 | Optional | VARCHAR2(255) | Maps to user_char2 field in Trades Trade. |
1889 – User_char3 | Optional | VARCHAR2(255) | Maps to user_char3 field in Trades Trade. |
1890 – User_float1 | Optional | NUMBER(28,12) | Maps to user_float1 field in Trades Trade. |
1891 – User_float2 | Optional | NUMBER(28,12) | Maps to user_float2 field in Trades Trade. |
1892 – User_float3 | Optional | NUMBER(28,12) | Maps to user_float3 field in Trades Trade. |
1897 – Settlement Instructions 1 | Optional | CHAR | Settlement notes. |
1898 – Settlement Instructions 2 | Optional | CHAR | Settlement notes. |
1899 – Settlement Instructions 3 | Optional | CHAR | Settlement notes. |
1900 – Settlement Instructions 4 | Optional | CHAR | Settlement notes. |
4483 – TIPS Index Ratio | Required – on all TIPS trades | DEC | Trade index ratio (daily value). |
8078 – Federal Tax Withholding | Optional | MONEYB | Federal Tax Withholding Tax Amount Local. |
8079 – State Tax Withholding | Optional | MONEYB | State Tax Withholding Tax Amount Local |
2294 – Swap leg number | Optional | CHAR | The leg number of a multi leg swap, defaults to 1 if null. Used in Swap ID resolution. |
4404 – Total Settlement Amount Local | Conditionally Required – tag 3931 = SWCDCO, SWCDCX, SWCOIR, or SWLOCK |
and tag 10485 = S | MONEYS | The total settlement amount of the trade, including interest. | |
10485 – Pay Receive Flag/Entry Method | Conditionally Required –tag 3931 = SWCOTR, SWCOIR, SWCDCO, SWLOCK | VARCHAR2 (4) | For processing security type SWCOTR, this is used to flag, whether or not the contract pays or receives the swap fee. Valid values: |
762 – Target Trade Ticket Number/ Target Batch ID | Conditionally Required – contract level tag 3931 = SWCOTR or tag 3931 = DBTATA | CHAR | This should be the same across all records for a swap close. It should match the trade ticket number of the open. |
7510 – Swap Fee |
Local | Conditionally Required – tag 3931 = |
SWCOTR and tag |
10485 = |
P or R | MONEYS | Must be included on contract level only (tag 4590 = C). For processing security type SWCOTR, this is the Swap Fee Local. |
4412 – Swap Accrual End Date | Optional | DATE | Accrual end date for swaps processing. |
58 – Auto Settle Indicator | Optional | VARCHAR2 (2) | Valid values are Y – auto settle trade and N – Do not auto settle trade. |
27 – Lot Selection Method | Optional | VARCHAR2 (5) | Can be used to override the entity level lot selection method. |
914 – Target Purchase Date | Conditionally Required – tag 27 = VSP | DATE | Used to determine which lot to close down by the versus purchase method. |
915 – Target Purchase Price | Conditionally Required – tag 27 = VSP | DEC | Used to determine which lot to close down by the versus purchase method. |
1144 – Issuer ID | Optional | CHAR (20) | The issuer id. |
1173 – IO Issuer Name | Optional | VARCHAR2 (255) | The name of the issuer. |
9153 – Panel MC_MODE Option | Optional | CHAR | Defaults to MC_MODE. In MC mode, several tag validation/lookups are suppressed in the panel to improve processing throughput. You must view the rule to locate each case MC mode is used to bypass lookups and validations. |
5013 – MC_MODE override1 | Optional – applies only when Tag 9153 is set to MC_MODE | CHAR | Allows you to re-enable validations for certain tags when MC_MODE has been set and no validation/lookup would otherwise occur. |
5014 – MC_MODE override2 | Optional– applies only when Tag 9153 is set to MC_MODE | CHAR | Allows you to re-enable validations for certain tags when MC_MODE has been set and no validation/lookup would otherwise occur. |
4533 – Variation Margin | Optional - used for cleared swaps | VARCHAR2 (3) | Valid values: |
4350 – Variation Margin Rule | Optional - used for cleared swaps | INTEGER | Variation margin rule |
5027 – Cleared Security | Optional - used for cleared swaps | VARCHAR2 (1) | Cleared security |
5032 – Target Original Event ID | Optional | CHAR | Target original event ID |
16157 – Prorata Noncredit Loss Flag | Optional | CHAR | Indicates how any noncredit loss will be reversed, entirely or prorata. Only applicable to partial Sells. Options include Yes and No. |
12392 – Performance Effective date |
DATE | Performance effective date of cash flows. |
5291 – Control Center Sub Message Type |
CHAR | Control Center tag. |
12872 – Delayed Settlement Date | DATE | Delayed settlement date of a transaction. | |
12871 – Trade Consolidation | CHAR | In-bound indicator for TBA trade consolidation. |