Statement of holding
flat file
File format
Author 4CB
Version 0.0.1
Date 7/05/2015
Status draft
Classification
Accessible
Classified until
specifications
Table of Content
TABLE OF CONTENT ............................................................................... 2
INTRODUCTION ..................................................................................... 3
CONTEXT ..................................................................................................................... 3
PURPOSE ..................................................................................................................... 3
FILES TECHNICAL SPECIFICATION .................................................... 3
IDENTIFICATION AND ROUTING ................................................................................ 3
STRUCTURE ................................................................................................................. 5
XML schema.................................................................................................... 5
XML example: ................................................................................................. 5
Encoding .......................................................................................................... 5
Default Values ................................................................................................ 5
ISO 15022 Interoperability ......................................................................... 6
Character Set ................................................................................................. 6
FORMAT OF STRUCTURED FILES ........................................................ 6
RECORD TYPES ........................................................................................................... 6
FIELD TYPES ................................................................................................................ 6
DATA FORMAT TYPES ................................................................................................. 6
PAGINATION................................................................................................................ 7
FORMAT OF RECORDS ................................................................................................ 8
Introduction
Context
The following reports considered as critical will be generated in full and/or delta versions as flat files if
opted by CSDs:
•
•
semt.002 - Statement of holdings
semt.016 - Statement of Settled Intra-position movements
•
semt.017 - Statement of Transactions
•
semt.018 - Statement of pending instructions
•
semt.034 - Statement of pending intra-position movements
All the reports will contain a signature only at DEP level and will be routed to a given Party Technical
address previously determined and configured by T2S Service Desk.
Purpose
The document provides a description of the structure of the “flat file” for the semt.002 Statement of
Holdings sent by T2S to the CSDs.
Files technical Specification
The file has a simple XML format (in order to allow the network signature). All the records are included
into a single “store and forward” message conveyed by the VAN provider. No business signature of
the message is needed.
Within the message, the whole file is embedded in a single XML tag (<File> </File>).
Between these tags the file has fixed-length records, with a header and a footer. This header and
footer are the ones specified within the flat file specifications below, no business header is foreseen.
For delta reports where no activity has occurred the file will be empty between the header and the
footer.
Identification and routing
T2S triggers the generation of flat files reports based on a business event, e.g. End of Day. All flat file
reports are pushed in A2A mode and when they exceed the minimum compression size of 2 kb are
compressed since the compression for such reports is mandatory.
All information about the necessary attributes in each named category is stored as static data in T2S
and influences the generation of the report. The privilege to configure these static data or subscribe to
a certain report is granted solely to the T2S Operator.
Each flat file report type provides information on the default data scope of the concerned party (i.e.
CSD). The data scope is indicated by the party for which it is configured and is limited to CSDs. For
example: a Statement of Holdings reports on all Securities Accounts of the indicated party.
Flat file reports can only be configured at a system entity level, i.e. reports providing the CSD with
information relating to its accounts and to the accounts of all its participants. The concerned party has
to be specified, when the flat file report is configured for the first time.
A party configured to receive flat file reports cannot receive the equivalent reports through other
channels. This does not, however, prevent CSD participants from receiving those reports through
such channels, even if their CSD has opted for the flat file.
Structure
XML schema
The following is the XML schema used to embed the file into a “store and forward” message:
<?xml version="1.0" ?>
<xs:schema xmlns="urn:T2S:StatementOfHoldingFlatFile"
xmlns:xs="http://www.w3.org/2001/XMLSchema"
targetNamespace="urn:T2S: StatementOfHoldingFlatFile"
elementFormDefault="qualified">
<xs:simpleType name="RestrictedFileType">
<xs:restriction base="xs:string">
<xs:pattern value="(.{181,181}\n)+"/>
</xs:restriction>
</xs:simpleType>
<xs:element name="File" type="File"/>
<xs:complexType name="File">
<xs:simpleContent>
<xs:extension base="RestrictedFileType">
<xs:attribute name="fileId" type="xs:string" default="" />
</xs:extension>
</xs:simpleContent>
</xs:complexType>
</xs:schema>
XML example:
<?xml version="1.0" encoding="UTF-8"?>
<File fileId = “T2Ssemt002FlatFile20160131” xmlns="urn:T2S:
StatementOfHoldingFlatFile">Header
Record1
Record2
…
Recordn
Footer
</File>
Encoding
The encoding of the flat file is UTF-16 with no Byte Order Mark (BOM).
Default Values
See Field Types
ISO 15022 Interoperability
In order to ensure the interoperability to the ISO 15022 standard the character set of all fields is
restricted to the SWIFT X Character Set (see below).
Character Set
All characters belong to the SWIFT X Character Set. The character set is as follows:
a b c d e f g h i j k l m n o p q r s t u v w x y z
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
0 1 2 3 4 5 6 7 8 9
/ - ? : ( ) . , ' + { }
CR LF Space
Format of Structured Files
Record Types
Record Type
Description
Multiplicity
Header
First row of the file, contains statement general information, common to all data
records.
1
Body
Data record, constitutes one instance of report information.
n
Footer
Last row of the file. Acts as a trailer, marking the end of main body section.
1
XMLTag
XML element, used to tag the start and/or end of a data block.
1
Field Types
Field Type
Description
O
Optional
M
Mandatory
Whenever an optional field is not present, the position will be filled with spaces (#x20).
Data Format Types
The report data values may appear in one of the formats described in the table below:
Data Type
DATETIME
Format
YYYY-MM-DD-hh.mm.ss.ssssss
Description
Timestamp format
(T2S internal standard format). Example: “2015-0224-15.20.54.975113”
6
CHAR(n)
Filled with trailing blanks up to the
maximum length
Alphanumeric string with exactly n characters.
Decimal(x,n)
a finite-length sequence of decimal digits Example: “12678967.543233”
(#x30-#x39) separated by a period as a
Includes ‘–‘ indicator for short positions.
decimal indicator. 1
NUMERIC(p)
Number with maximum p integer places
and no decimal places.
Filled with leading zeroes up to the maximum length.
Pagination
Pagination will be provided as in the ISO reports, indicating a sequential number and whether the file
is the last one
(Page Number, Last Page Indicator Number)
1
This field can be positive or negative. This approach has been selected for performance reasons. A long/short indicator
column can be added if preferred.
7
XMLTag
Field Name
1
Data Format
CHAR(n)
Description
Field Type
Record
Type
Length
Field Number
Format of records
Additional Information
60
"<File>"
M
May contain the optional attribute field to provide additional information
such as a file reference assigned by the sender, up to 54 characters long
(this length though fixed is not definitive and may be subject to change
during the design process).
Values:
'H': for Header
Header
Header
1
Record Type
CHAR(n)
1
Identifies record as Header,
Body or Footer
M
Header
2
Statement Number
CHAR(n)
16
Reference common to all
pages of a statement.
M
Header
4
Report Timestamp
DateTime
23
Timestamp reflecting
date and time of the
creation of the report
M
Header
5
Statement Frequency
CHAR(n)
4
Frequency of the statement. M
Values are extracted from the Attribute domain depending on the
configuration performed by the T2S Operator; Proposed values:
DAIL: daily
WEEK: Weekly
MONT: Monthly
Header
6
Statement Update Type
CHAR(n)
4
Indicates whether the
report is complete or
contains changes only.
M
This information comes from report configuration
Header
7
Statement Basis
CHAR(n)
4
Statement basis
expressed as an ISO
20022 code..
M
Fixed value. Only code “SETT” is used in T2S
Header
8
Statement Activity Indicator
CHAR(n)
5
Indicates whether there
is activity or information
update reported in the
statement.
M
Values:
True (meaning 'Yes')
False (meaning 'No')
Header
9
Sub account indicator
CHAR(n)
5
Indicates whether the
statement reports
holdings at subsafekeeping account
level.
M
Values:
False (meaning 'No')
1
Fixed Value: LF
M
LF = Line Feed (x'0A')
M
Values:
'B': for Body
Header
CHAR(n)
T2S does not provide holdings at sub-safekeeping account level.
Fixed value to "false"
10
LF
Body
1
Record Type
CHAR(n)
1
Identifies record as Header,
Body or Footer
Body
2
Account owner BIC
CHAR(n)
11
M
Primary BIC of the T2S
party owning the
securities account.(Party
code)
Body
3
Account servicer BIC
CHAR(n)
11
Party that manages the
account on behalf of the
account owner.(Party
code)
Body
M
9
Body
4
Safekeeping account
CHAR(n)
35
Securities account
number of the T2S party
M
Body
5
ISIN
CHAR(n)
12
Securities code
M
Body
6
Row type
CHAR (n)
1
M
Indicates if the position
displayed is detailed (D)
or aggregated (A) or
further gives information
on the restriction type
(I)
Body
7
Aggregation information
CHAR(n)
4
Indicates if the displayed M
position is available
(AVLB), not available
(NVLB) or aggregated
(AGGB)
AVLB = restriction types in (‘Earmarked’, ’Deliverable’)
Specifies a classification
for the type of
processing T2S shall
apply for the restriction.
Ex: BLCK, RESE, EARM, AWAS
Body
8
Restriction processing
type
CHAR(n)
4
M
NVLB = restriction types in (‘Blocking’, ’Reservation’)
AGGB = AVLB+NVLB
10
Body
9
Restriction type
CHAR(n)
4
Specifies a code defined
by the CSD to identify
the restriction.
M
Ex: RES1
Body
10
Restriction reference
CHAR(n)
35
Unique reference
assigned by T2S when
setting up a blocking or
reservation restriction
O
Present only when row type column is not equal to ‘I’.
Body
11
Position
DECIMAL(x,n)
18,9
Ex:RRF54321
Quantity of securities in O
the restricted position 2
Present only when row type column is not equal to ‘I’.
Ex: +100000000; -20000000,12
Body
12
Settlement type
CHAR(n)
4
Indicates if the securities O
settle in Units (UNIT) or
Nominal (FAMT)
Present only when row type column is not equal to ‘I’.
Body
13
Information
CHAR (n)
140
Provides additional
information on the subbalance (description of
the restriction type ID)
O
Present only when row type column is equal to ‘I’.
Body
Ex:” Restriction Type 01”
14
LF
CHAR(n)
1
Fixed Value: LF
M
LF = Line Feed (x'0A')
Footer
1
Record Type
CHAR(n)
1
Identifies record as Header,
Body or Footer
M
Values:
'F': for Footer
Footer
2
Number Of Records
NUMERIC(p)
18
Total number of data
records in the file.
M
Number: integer representation, 18 digits long.
Footer
3
LF
CHAR(n)
1
Fixed Value: LF
M
LF = Line Feed (x'0A')
XMLTag
1
CHAR(n)
7
"</File>"
M
Footer
End of Document
2
This field can be positive or negative. This approach has been selected for performance reasons. A long/short indicator column can be added if preferred.
11
Statement of Transactions
flat file
File format specifications
Author 4CB
Version 0-0-1
Date 16/05/2015
Status draft
Classification
Accessible
Classified until
Table of Content
TABLE OF CONTENT ............................................................................... 2
INTRODUCTION ..................................................................................... 4
CONTEXT ..................................................................................................................... 4
PURPOSE ..................................................................................................................... 4
FILE TECHNICAL SPECIFICATION ...................................................... 4
IDENTIFICATION AND ROUTING ................................................................................ 4
REPORT CONFIGURATION .............................ERROR! BOOKMARK NOT DEFINED.
STRUCTURE ................................................................................................................. 5
XML Schema for the Request ...................................................................... 5
Example of XML Request ............................................................................. 6
Encoding.......................................................................................................... 6
Default Values ................................................................................................ 6
ISO 15022 Interoperability ......................................................................... 6
Character Set ................................................................................................. 6
FORMAT OF STRUCTURED FILES ........................................................ 7
RECORD TYPES ........................................................................................................... 7
FIELD TYPES................................................................................................................ 7
DATA FORMAT TYPES ................................................................................................. 7
FORMAT OF RECORDS ................................................................................................ 8
2
4CB reference: T2S_0494_IDFS_semt.017_FlatFileFormat_v001_20150516.docx
History of releases
1
RELEASE
DATE
V0-0-1
16/05/2015
ISSUES
First draft
STATUS 1
Draft
Status value : Draft, Open, Final, Dismiss
3
Introduction
Context
The following critical EoD reports may be generated in full and/or delta versions as flat files if opted by
CSDs, following a like-for-like approach to the report content of the already available XML versions:
• semt.002 - Statement of Holdings
• semt.016 - Statement of Settled Intra-position Movements
• semt.017 - Statement of Transactions
• semt.018 - Statement of Pending Instructions
• semt.034 - Statement of Pending Intra-position Movements
All the reports will contain a signature only at DEP level and will be routed to a given Party Technical
Address previously determined and configured by T2S Service Desk.
Purpose
This document provides a description of the structure of the flat file for the semt.017 Statement of
Transactions sent by T2S to the CSDs.
File Technical Specification
The file has a simple XML format (in order to allow for the network signature). All records are included
into a single “store and forward” message conveyed by the VAN provider. No business signature is
needed.
Within the message, the whole file is embedded in a single XML tag (<File> </File>).
Between these tags the file has fixed-length records, with a header and a footer. This header and
footer are the ones specified within the flat file specifications below, no business header is foreseen.
For delta reports where no activity has occurred the file will be empty between the header and the
footer.
Identification and Routing
T2S triggers the generation of flat file reports based on a business event, e.g. End of Day. All flat file
reports are pushed in A2A mode and compressed when they exceed the minimum size of 2KB, since
compression for these reports is mandatory.
4
All information about the necessary attributes in each named category is stored as static data in T2S
and influences the generation of the report. The privilege to configure these static data or subscribe to
a certain report is granted solely to the T2S Operator.
Each flat file report type provides information on the default data scope of the concerned party (i.e.
CSD). The data scope is indicated by the party for which it is configured and is limited to CSDs, i.e. a
Statement of Transactions reports on all Securities Accounts of the indicated party.
Flat file reports can only be configured at a system entity level, i.e. reports providing the CSD with
information relating to all its CSD participants. The concerned party has to be specified, when the flat
file report is configured for the first time.
A party configured to receive flat file reports cannot receive the equivalent reports through other
channels. This does not, however, prevent CSD participants from receiving those reports through such
channels, even if their CSD has opted for the flat file.
Structure
XML Schema for the Request
The following is the XML schema used to embed the file into a “store and forward” message:
<?xml version="1.0" ?>
<xs:schema xmlns="urn:T2S:StatementOfTransactionsFlatFile"
xmlns:xs="http://www.w3.org/2001/XMLSchema"
targetNamespace="urn:T2S: StatementOfTransactionsFlatFile"
elementFormDefault="qualified">
<xs:simpleType name="RestrictedFileType">
<xs:restriction base="xs:string">
<xs:pattern value="(.{181,181}\n)+"/>
</xs:restriction>
</xs:simpleType>
<xs:element name="File" type="File"/>
<xs:complexType name="File">
<xs:simpleContent>
<xs:extension base="RestrictedFileType">
<xs:attribute name="fileId" type="xs:string" default="" />
</xs:extension>
</xs:simpleContent>
</xs:complexType>
</xs:schema>
5
Example of XML Request
<?xml version="1.0" encoding="UTF-8"?>
<File fileId = “T2Ssemt017FlatFile20150630” xmlns="urn:T2S:
StatementOfTransactionsFlatFile">Header
Record1
Record2
…
Recordn
Footer
</File>
Encoding
The encoding of the flat file is UTF-8 with no Byte Order Mark (BOM).
Default Values
See Field Types.
ISO 15022 Interoperability
In order to ensure the interoperability to the ISO 15022 standard the character set of all fields is
restricted to the SWIFT X Character Set (see below).
Character Set
All characters belong to the SWIFT X Character Set. The character set is as follows:
a b c d e f g h i j k l m n o p q r s t u v w x y z
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
0 1 2 3 4 5 6 7 8 9
/ - ? : ( ) . , ' + { }
CR LF Space
6
Format of Structured Files
Record Types
Record Type
Description
Multiplicity
Header
First row of the file, contains statement general information, common to all data
records.
1
Body
Data record, constitutes one instance of report information.
Many
Footer
Last row of the file. Acts as a trailer, marking the end of main body section.
1
XMLTag
XML element, used to tag the start and/or end of a data block.
1
Field Types
Field Type
Description
O
Optional
O*
Optional, with restrictions
M
Mandatory
Whenever an optional field is not present, the position will be filled with spaces (#x20).
Data Format Types
The report data values may appear in one of the formats described in the table below:
Data Type
Format
Description
DATE
YYYY-MM-DD
DATETIME
YYYY-MM-DD-hh:mm:ss.ssssss
Timestamp format
CHAR(n)
Filled with trailing blanks up to the
maximum length
Alphanumeric string with exactly n characters.
NUMERIC(p)
Filled with leading zeroes up to the
maximum length
Number with maximum p integer places and no
decimal places.
Pagination
Pagination will be provided as in the ISO reports, indicating a sequencial number and whether the file
is the last one
(Page Number, Last Page Indicator Number)
7
XMLTag
Field Name
1
Data Format
Description
Field Type
Row
Type
Length
Field Number
Format of Records
Additional Information
(original XML data type, values, rules, etc.)
CHAR(n)
60
"<File>"
M
May contain the optional attribute fileId to provide additional information
such as file reference assigned by the sender, up to 54 characters long
(this length though fixed is not definitive and may be subject to change
during the design process).
Values:
'H': for Header
Header
Header
1
Record Type
CHAR(n)
1
Identifies record as
Header, Body or Footer
M
Header
2
Statement Identification
CHAR(n)
16
Reference common to all
pages of a statement.
O
Header
3
Statement Period From
DATETIME
23
Statement period start
date.
M
Header
4
Statement Period To
DATETIME
23
Statement period end
date.
M
Header
5
Statement Frequency
CHAR(n)
4
Frequency of the
statement.
M
Values are extracted from the Attribute domain depending on the
configuration performed by the T2S Operator; Proposed values:
DAIL: daily
WEEK: Weekly
MONT: Monthly
Header
6
Statement Update Type
CHAR(n)
4
Indicates whether the
statement is complete or
contains changes only.
M
StatementUpdateType1Code. Values:
COMP: Complete - Statement is complete.
DELT: Delta - Statement contains changes only.
Header
7
Statement Basis
CHAR(n)
4
Type of balance on which
the statement is prepared
M
Values:
SETT: Settled - The statement is based on settled date
positions to the knowledge of the sender
at the time of the statement preparation.
Header
8
Statement Activity Indicator
CHAR(n)
5
Indicates whether there is
activity or information
update reported in the
statement.
M
Values:
True (meaning 'Yes')
False (meaning 'No')
Header
9
Sub Account indicator
CHAR(n)
5
Indicates whether the
statement reports
holdings at
subsafekeeping account
level.
M
Values:
True (meaning 'Yes')
False (meaning 'No')
Header
10
LF
CHAR(n)
1
Fixed Value: LF
M
LF = Line Feed (x'0A')
1
Record Type
CHAR(n)
1
Identifies record as
Header, Body or Footer
M
Values:
'B': for Body
Body
Body
9
Body
2
Account Owner BIC
CHAR(n)
11
Primary BIC of the T2S O
party owning the
securities
account.(Party code)
Body
3
Safekeeping Account
CHAR(n)
35
Securities account
number of the T2S party
M
Body
4
ISIN
CHAR(n)
12
Securities Code
M
Body
5
Account
Owner CHAR(n)
Transaction Identification
16
M
Unambiguous
identification of the
transaction as known
by the account owner
(or the instructing party
managing the account)
Body
6
Account Servicer
Transaction Identification
CHAR(n)
16
Unambiguous
identification of the
transaction as known by
the account servicer.
O
Body
7
Market Infrastructure
Transaction Identification
CHAR(n)
16
Identification of a
transaction assigned by a
market infrastructure
other than a central
securities depository, for
example, Target2Securities.
M
The field is optional, depending on the information contained in the
instruction
10
Body
8
Processor Transaction
Identification
CHAR(n)
16
Identification of the
transaction assigned by
the processor of the
instruction other than the
account owner the
account servicer and the
market infrastructure.
O
The field is optional, depending on the information contained in the
instruction
Body
9
Pool Identification
CHAR(n)
16
Collective reference
identifying a set of
messages.
O
The field is optional, depending on the information contained in the
instruction
Body
10
Common Identification
CHAR(n)
16
Unique reference agreed
upon by the two trade
counterparties to identify
the trade.
O
The field is optional, depending on the information contained in the
instruction
Body
11
Corporate Action Event
Identification
CHAR(n)
16
Identification assigned by
the account servicer to
unambiguously identify a
corporate action event.
O
The field is optional, depending on the information contained in the
instruction
Body
12
Transaction Activity Code
CHAR(n)
4
Specifies the type of
activity to which this
instruction relates.
M
Values:
SETT: SettlementandClearingActivity - Transaction relates to settlement
and clearing.
Body
13
ISO Transaction Code
CHAR(n)
4
Choice of type for the
transaction reported.
Identifies the type of
securities transaction, as
an ISO 20022 code.
O
11
Body
14
Securities Movement
Type
CHAR(n)
4
Specifies if the movement
on a securities account
results from a deliver or a
receive instruction.
M
Values
DELI: Delivery - Financial instruments will be debited
from the safekeeping account.
RECE: Receive - Financial instruments will be credited to
the safekeeping account.
Body
15
Payment
CHAR(n)
4
Specifies how the
transaction is to be
settled, for example,
against payment.
M
Values:
APMT: AgainstPaymentSettlement - Settlement of the financial instrument
and cash takes place in a delivery versus payment (DVP) environment, ie,
through an International Central Securities Depository (ICSD) or Central
Securities Depository (CSD).
FREE: SeparateSettlement - Settlement of the financial instrument and
cash is separate.
Body
16
Settlement Transaction Code
CHAR(n)
4
Parameters applied to the
settlement of a security
transfer:
- Conditions under which
the order/trade is to be
settled.
O
ADEA: enables the counterparties to identify bilaterally accepted
instructions that are to be accepted beyond the regular settlement
deadline.
CHAR(n)
4
Parameters applied to the
settlement of a security
transfer:
- Conditions under which
the order/trade is to be
settled.
O
NOMC: enables the counterparties in a transaction to opt-out from
any CAs transaction management arrangements
CHAR(n)
4
Parameters applied to the
settlement of a security
transfer:
- Conditions under which
the order/trade is to be
settled.
O
TRAN: enables the counterparties to identify a transaction resulting
from a transformation.
CHAR(n)
4
Parameters applied to the O
settlement of a security
transfer:
- Specifies whether partial
settlement is allowed.
ADEA
Body
16
Settlement Transaction Code
NOMC
Body
16
Settlement Transaction Code
TRAN
Body
17
Partial Settlement
Indicator
Values
NPAR: PartialNotAllowed - Partial settlement is not allowed.
PARC: PartialSettlementCashThresholdAllowed - Partial settlement is
allowed but must satisfy a cash value minimum (value defined in static
data).
PARQ: PartialSettlementQuantityThresholdAllowed - Partial settlement is
allowed but must satisfy a minimum quantity of securities (quantity defined
in static data).
PART: PartialAllowed - Partial settlement is allowed.
12
Body
18
Posting Quantity integer
part
NUMERIC(p)
14
Quantity of financial
instrument (to be) posted
to the safekeeping
account. Expressed as
units or face amount
M
Body
19
Number of decimals for
Posting Quantity
NUMERIC(p)
2
Quantity of financial
instrument (to be) posted
to the safekeeping
account. Expressed as
units or face amount
M
Body
20
Posting Amount Currency
CHAR(n)
3
Currency of the amount of O*
money that is to be/was
posted to the account:
* If Posting Amount is present, both Amount and Credit Debit must be
present.
(active or historic
currency code)
Body
21
Posting Amount integer part
NUMERIC(p)
14
cash entry (amount)
O*
*: If PostingAmount is present, both Amount and CreditDebit must be
present.
Body
21
Number of decimals for
Posting Amount
NUMERIC(p)
2
Number of decimals for
the cash entry (amount)
O*
*: If PostingAmount is present, both Amount and CreditDebit must be
present.
Body
22
Credit/Debit Indicator
CHAR(n)
4
Indicates whether an
O*
entry is a credit or a debit.
Values
CRDT: Credit - Operation is an increase.
DBIT: Debit - Operation is a decrease.
*: if PostingAmount is present, both Amount and CreditDebit must be
present.
13
Body
23
Trade Date
DATE
10
Specifies the date on
which the trade was
executed.
M
Body
25
Effective Settlement Date
DATETIME
10
Specifies the date at
which a transaction is
completed and cleared,
that is, payment is
effected and securities
are delivered.
M
Body
27
Intended Settlement Date
DATE
10
M
Specifies the date on
which the securities are to
be delivered or received.
Body
29
Delivering Depository BIC CHAR(n)
11
First party in the
settlement chain of
delivering settlement
parties
O
Body
30
Delivering Party 1 BIC
CHAR(n)
11
BIC of the party that, in a
settlement chain interacts
with the depository
O
Body
31
Delivering Party 1
Safekeeping Account
CHAR(n)
35
Unambiguous
identification for the
account (to or from which
a securities entry is
made) between the
account owner and the
account servicer.
O
Body
32
Delivering Party 1
Processing Identification
CHAR(n)
4
Specifies the reference O
meaningful to the T2S
party that delivers the
settlement quantity
14
Body
33
Delivering Party 2 BIC
CHAR(n)
11
Party that, in a settlement
chain interacts with the
party 1
O*
*: if Party2 exists then one of AnyBIC, ProprietaryIdentification or
NameAndAddress must exist.
Body
34
Delivering Party 2
Identification
CHAR(n)
34
Party that, in a settlement
chain interacts with the
party 1:
O*
*: if Party2 exists then one of AnyBIC, ProprietaryIdentification or
NameAndAddress must exist. Within ProprietaryIdentification, Identification
is mandatory.
-Proprietary information,
often a code, issued by
the data source scheme
issuer.
Body
35
Delivering Party 2 Name
and Address
CHAR(n)
4
Party that, in a settlement
chain interacts with the
party 1:
- Entity that assigns the
identification.
O*
*: if Party2 exists then one of AnyBIC, ProprietaryIdentification or
NameAndAddress must exist. Within ProprietaryIdentification, Issuer is
mandatory.
Body
36
Receiving Depository BIC
CHAR(n)
11
First party in the
settlement chain of
receiving settlement
parties
O
Body
37
Receiving Party 1 BIC
CHAR(n)
11
BIC of the party that, in a
settlement chain interacts
with the depository
O
Body
38
Receiving Party 1
Safekeeping Account
CHAR(n)
35
Unambiguous
identification for the
account (to or from which
a securities entry is
made) between the
account owner and the
account servicer.
O
Body
39
Receiving Party 1
Processing Identification
CHAR(n)
4
Specifies the reference O
meaningful to the T2S
party that receives the
settlement quantity
Body
40
Receiving Party 2 BIC
CHAR(n)
11
Party that, in a settlement
chain interacts with the
party 1
O*
*: if Party2 exists then one of AnyBIC, ProprietaryIdentification or
NameAndAddress must exist.
Body
41
Receiving Party 2
CHAR(n)
34
Party that, in a settlement
O*
*: if Party2 exists then one of AnyBIC, ProprietaryIdentification or
15
chain interacts with the
party 1:
Identification
NameAndAddress must exist. Within ProprietaryIdentification, Identification
is mandatory.
-Proprietary information,
often a code, issued by
the data source scheme
issuer.
Party that, in a settlement
chain interacts with the
party 1:
- Entity that assigns the
identification.
O*
1
Fixed Value: LF
M
LF = Line Feed (x'0A')
CHAR(n)
1
Identifies record as
Header, Body or Footer
M
Values:
'F': for Footer
NumberOfRecords
NUMERIC(p)
18
Total number of data
records in the file.
M
Number: integer representation, 18 digits long.
LF
CHAR(n)
1
Fixed Value: LF
M
LF = Line Feed (x'0A')
CHAR(n)
7
"</File>"
M
Receiving Party 2 Name
and Address
CHAR(n)
43
LF
CHAR(n)
Footer
1
RecordType
Footer
2
Footer
3
XMLTag
1
Body
Body
42
4
*: if Party2 exists then one of AnyBIC, ProprietaryIdentification or
NameAndAddress must exist. Within ProprietaryIdentification, Issuer is
mandatory. 2
Footer
End of Document
2
Parties 3 to 5 are not present in order to optimize the size of the report. To be confirmed by the users.
16
Statement of Pending
Instructions flat file
File format specifications
Author 4CB
Version 0-0-1
Date 16/05/2015
Status draft
Classification
Accessible
Classified until
Table of Content
TABLE OF CONTENT ............................................................................... 2
INTRODUCTION ..................................................................................... 4
CONTEXT ..................................................................................................................... 4
PURPOSE ..................................................................................................................... 4
FILE TECHNICAL SPECIFICATION ...................................................... 4
IDENTIFICATION AND ROUTING ................................................................................ 4
STRUCTURE ................................................................................................................. 5
XML Schema for the Request ...................................................................... 5
Example of XML Request ............................................................................. 6
Encoding.......................................................................................................... 6
Default Values ................................................................................................ 6
ISO 15022 Interoperability ......................................................................... 6
Character Set ................................................................................................. 6
FORMAT OF STRUCTURED FILES ........................................................ 7
RECORD TYPES ........................................................................................................... 7
FIELD TYPES................................................................................................................ 7
DATA FORMAT TYPES ................................................................................................. 7
FORMAT OF RECORDS ................................................................................................ 8
2
4CB reference: T2S_0494_IDFS_semt.018_FlatFileFormat_v001_20150516
History of releases
1
RELEASE
DATE
V0-0-1
16/05/2015
ISSUES
First draft
STATUS 1
Draft
Status value : Draft, Open, Final, Dismiss
3
Introduction
Context
The following critical EoD reports may be generated in full and/or delta versions as flat files if opted by
CSDs, following a like-for-like approach to the report content of the already available XML versions:
• semt.002 - Statement of Holdings
• semt.016 - Statement of Settled Intra-position Movements
• semt.017 - Statement of Transactions
• semt.018 - Statement of Pending Instructions
• semt.034 - Statement of Pending Intra-position Movements
All the reports will contain a signature only at DEP level and will be routed to a given Party Technical
Address previously determined and configured by T2S Service Desk.
Purpose
This document provides a description of the structure of the flat file for the semt.018 Statement of
Pending Instructions sent by T2S to the CSDs.
File Technical Specification
The file has a simple XML format (in order to allow for the network signature). All records are included
into a single “store and forward” message conveyed by the VAN provider. No business signature is
needed.
Within the message, the whole file is embedded in a single XML tag (<File> </File>).
Between these tags the file has fixed-length records, with a header and a footer. For delta reports
where no activity has occurred the file will be empty between the header and the footer.
Identification and Routing
T2S triggers the generation of flat file reports based on a business event, e.g. End of Day. All flat file
reports are pushed in A2A mode and compressed when they exceed the minimum size of 2KB, since
compression for these reports is mandatory.
All information about the necessary attributes in each named category is stored as static data in T2S
and influences the generation of the report. The privilege to configure these static data or subscribe to
a certain report is granted solely to the T2S Operator.
4
Each flat file report type provides information on the default data scope of the concerned party (i.e.
CSD). The data scope is indicated by the party for which it is configured and is limited to CSDs, i.e. a
Statement of Pending Instructions reports on all Securities Accounts of the indicated party.
Flat file reports can only be configured at a system entity level, i.e. reports providing the CSD with
information relating to all its CSD participants. The concerned party has to be specified, when the flat
file report is configured for the first time.
A party configured to receive flat file reports cannot receive the equivalent reports through other
channels. This does not, however, prevent CSD participants from receiving those reports through such
channels, even if their CSD has opted for the flat file.
Structure
XML Schema for the Request
The following is the XML schema used to embed the file into a “store and forward” message:
<?xml version="1.0" ?>
<xs:schema xmlns="urn:T2S:StatementOfPendingInstructionsFlatFile"
xmlns:xs="http://www.w3.org/2001/XMLSchema"
targetNamespace="urn:T2S: StatementOfPendingInstructionsFlatFile"
elementFormDefault="qualified">
<xs:simpleType name="RestrictedFileType">
<xs:restriction base="xs:string">
<xs:pattern value="(.{181,181}\n)+"/>
</xs:restriction>
</xs:simpleType>
<xs:element name="File" type="File"/>
<xs:complexType name="File">
<xs:simpleContent>
<xs:extension base="RestrictedFileType">
<xs:attribute name="fileId" type="xs:string" default="" />
</xs:extension>
</xs:simpleContent>
</xs:complexType>
</xs:schema>
5
Example of XML Request
<?xml version="1.0" encoding="UTF-8"?>
<File fileId = “T2Ssemt018FlatFile20150630” xmlns="urn:T2S:
StatementOfPendingInstructionsFlatFile">Header
Record1
Record2
…
Recordn
Footer
</File>
Encoding
The encoding of the flat file is UTF-8 with no Byte Order Mark (BOM).
Default Values
See Field Types.
ISO 15022 Interoperability
In order to ensure the interoperability to the ISO 15022 standard the character set of all fields is
restricted to the SWIFT X Character Set (see below).
Character Set
All characters belong to the SWIFT X Character Set. The character set is as follows:
a b c d e f g h i j k l m n o p q r s t u v w x y z
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
0 1 2 3 4 5 6 7 8 9
/ - ? : ( ) . , ' + { }
CR LF Space
6
Format of Structured Files
Record Types
Record Type
Description
Multiplicity
Header
First row of the file, contains statement general information, common to all data
records.
1
Body
Data record, constitutes one instance of report information.
Many
Footer
Last row of the file. Acts as a trailer, marking the end of main body section.
1
XMLTag
XML element, used to tag the start and/or end of a data block.
1
Field Types
Field Type
Description
O
Optional
O*
Optional, with restrictions
M
Mandatory
Whenever an optional field is not present, the position will be filled with spaces (#x20).
Data Format Types
The report data values may appear in one of the formats described in the table below:
Data Type
Format
Description
DATE
YYYY-MM-DD
DATETIME
YYYY-MM-DD-hh:mm:ss.ssssss
Timestamp format
CHAR(n)
Filled with trailing blanks up to the
maximum length
Alphanumeric string with exactly n characters.
NUMERIC(p)
Filled with leading zeroes up to the
maximum length
Number with maximum p integer places and no
decimal places.
Pagination
Pagination will be provided as in the ISO reports, indicating a sequencial number and whether the file
is the last one
(Page Number, Last Page Indicator Number)
7
XMLTag
Field Name
1
Data Format
Description
Field Type
Record
Type
Length
Field Number
Format of Records
Additional Information
(original XML data type, values, rules, etc.)
CHAR(n)
60
"<File>"
M
May contain the optional attribute fileId to provide additional information
such as file reference assigned by the sender, up to 54 characters long
(this length though fixed is not definitive and may be subject to change
during the design process).
Values:
'H': for Header
Header
Header
1
Record Type
CHAR(n)
1
Identifies record as
Header, Body or Footer
M
Header
2
Statement Identification
CHAR(n)
16
Reference common to all
pages of a statement.
O
Header
3
Statement Date Time
DATETIME
23
Timestamp reflecting date
and time of the creation of
the report
M
Header
5
Statement Frequency
CHAR(n)
4
Frequency of the
statement.
M
Values are extracted from the Attribute domain depending on the
configuration performed by the T2S Operator; Proposed values:
DAIL: daily
WEEK: Weekly
MONT: Monthly.
Header
6
Statement Update Type
CHAR(n)
4
Indicates whether the
statement is complete or
contains changes only.
M
StatementUpdateType1Code. Values:
COMP: Complete - Statement is complete.
DELT: Delta - Statement contains changes only.
Header
7
Statement Activity Indicator
CHAR(n)
5
Indicates whether there is
activity or information
update reported in the
statement.
M
Values:
True (meaning 'Yes')
False (meaning 'No')
Header
8
LF
CHAR(n)
1
Fixed Value: LF
M
LF = Line Feed (x'0A')
Body
1
Record Type
CHAR(n)
1
Identifies record as
Header, Body or Footer
M
Values:
'B': for Body
Body
2
Account Owner BIC
CHAR(n)
11
Primary BIC of the T2S
party owning the
securities
account.(Party code)
O
Body
3
Safekeeping Account
CHAR(n)
35
Securities account number M
of the T2S party
Body
5
Account
Owner CHAR(n)
Transaction Identification
16
Unambiguous
identification of the
transaction as known
by the account owner
(or the instructing party
managing the account)
M
Body
6
Account Servicer
Transaction Identification
CHAR(n)
16
Unambiguous
identification of the
transaction as known by
the account servicer.
O
The field is optional, depending on the information contained in
the instruction
Body
7
Market Infrastructure
Transaction Identification
CHAR(n)
16
Identification of a
transaction assigned by a
market infrastructure other
than a central securities
depository, for example,
Target2-Securities.
M
The field is optional, depending on the information contained in
the instruction.
Body
9
Body
8
Processor Transaction
Identification
CHAR(n)
16
O
Identification of the
transaction assigned by
the processor of the
instruction other than the
account owner the account
servicer and the market
infrastructure.
The field is optional, depending on the information contained in
the instruction
Body
9
Pool Identification
CHAR(n)
16
Collective reference
identifying a set of
messages.
O
The field is optional, depending on the information contained in
the instruction
Body
10
Common Identification
CHAR(n)
16
Unique reference agreed
upon by the two trade
counterparties to identify
the trade.
O
The field is optional, depending on the information contained in
the instruction
Body
11
Corporate Action Event
Identification
CHAR(n)
16
Identification assigned by
the account servicer to
unambiguously identify a
corporate action event.
O
The field is optional, depending on the information contained in
the instruction
Body
12
Transaction Activity Code
CHAR(n)
4
Specifies the type of
activity to which this
instruction relates.
M
Values:
SETT: SettlementandClearingActivity - Transaction relates to settlement
and clearing.
Body
13
ISO Transaction Code
CHAR(n)
4
Choice of type for the
transaction reported.
Identifies the type of
securities transaction, as
an ISO 20022 code.
O
10
M
Values
DELI: Delivery - Financial instruments will be debited
from the safekeeping account.
RECE: Receive - Financial instruments will be credited to
the safekeeping account.
Body
14
Securities Movement Type CHAR(n)
4
Specifies if the movement
on a securities account
results from a deliver or a
receive instruction.
Body
15
Payment
CHAR(n)
4
M
Specifies how the
transaction is to be settled,
for example, against
payment.
Body
16
Hold Indicator
CHAR(n)
5
Parameters applied to the
settlement of a security
transfer:
- Specifies whether the
transaction is on
hold/blocked/frozen.
O
Values:
True (meaning 'Yes')
False (meaning 'No')
Body
17
Hold Indicator Reason
Code
CHAR(n)
4
Reason Code of the
Hold Status
O*
Values:
Values:
APMT: AgainstPaymentSettlement - Settlement of the financial instrument
and cash takes place in a delivery versus payment (DVP) environment, ie,
through an International Central Securities Depository (ICSD) or Central
Securities Depository (CSD).
FREE: SeparateSettlement - Settlement of the financial instrument and
cash is separate.
CDEL: ConditionalDelivery - Instruction is in a hold/frozen/preadvice mode
as it fulfils predefined conditional delivery rules in the market infrastructure
platform for conditional delivery.
CSDH: CSDHold - Central securities depository sets the instruction in a
hold/frozen/preadvice mode.
CVAL: CSDValidation - Instruction is in a hold/frozen/preadvice mode as it
fulfils predefined conditions of
a restriction processing type in the market infrastructure platform.
PTYH: PartyHold - You or your party set the instruction in a
hold/frozen/preadvice mode.
*: HoldIndicator is optional. Reason is optional too, but if present Code is
mandatory.
11
Body
18
Hold Indicator Additional
information
CHAR(n)
210
Specifies whether the
transaction is on
hold/blocked/frozen:
additional reason
information that cannot be
provided in a structured
field.
O
Body
19
Settlement Transaction Code
CHAR(n)
4
Parameters applied to the
settlement of a security
transfer:
- Conditions under which
the order/trade is to be
settled.
O
ADEA: enables the counterparties to identify bilaterally accepted
instructions that are to be accepted beyond the regular settlement
deadline.
CHAR(n)
4
Parameters applied to the
settlement of a security
transfer:
- Conditions under which
the order/trade is to be
settled.
O
NOMC: enables the counterparties in a transaction to opt-out from
any CAs transaction management arrangements
CHAR(n)
4
Parameters applied to the
settlement of a security
transfer:
- Conditions under which
the order/trade is to be
settled.
O
TRAN: enables the counterparties to identify a transaction
resulting from a transformation.
CHAR(n)
4
Parameters applied to the
settlement of a security
transfer:
- Specifies whether partial
settlement is allowed.
O
Values
NPAR: PartialNotAllowed - Partial settlement is not allowed.
PARC: PartialSettlementCashThresholdAllowed - Partial settlement is
allowed but must satisfy a cash value minimum (value defined in static
data).
PARQ: PartialSettlementQuantityThresholdAllowed - Partial settlement is
allowed but must satisfy a minimum quantity of securities (quantity defined
in static data).
PART: PartialAllowed - Partial settlement is allowed.
ADEA
Body
20
Settlement Transaction Code
NOMC
Body
21
Settlement Transaction Code
TRAN
Body
22
Partial Settlement
Indicator
12
Body
23
ISIN
CHAR(n)
12
Securities Code
M
Body
24
Posting Quantity integer
part
NUMERIC(p)
14
Quantity of financial
instrument (to be) posted
to the safekeeping
account. Expressed as
units or face amount
M
Body
25
Number of decimals for
Posting Quantity
NUMERIC(p)
2
Quantity of financial
instrument (to be) posted
to the safekeeping
account. Expressed as
units or face amount
M
Body
26
Posting Amount Currency
CHAR(n)
3
Currency of the amount of
money that is to be/was
posted to the account:
O*
* If Posting Amount is present, both Amount and Credit Debit must be
present.
O*
*: If PostingAmount is present, both Amount and CreditDebit must be
present.
Body
(active or historic currency
code)
Body
27
Posting Amount integer part
NUMERIC(p)
14
cash entry (amount)
13
Body
28
Number of decimals for
Posting Amount
NUMERIC(p)
2
Number of decimals for
the cash entry (amount)
O*
*: If PostingAmount is present, both Amount and CreditDebit must be
present.
Body
29
Credit/Debit Indicator
CHAR(n)
4
Indicates whether an entry
is a credit or a debit.
O*
Values
CRDT: Credit - Operation is an increase.
DBIT: Debit - Operation is a decrease.
*: if PostingAmount is present, both Amount and CreditDebit must be
present.
Body
30
Trade Date
DATE
10
Specifies the date on
which the trade was
executed.
M
Body
31
Intended Settlement Date
DATE
10
Specifies the date on
which the securities are to
be delivered or received.
M
Body
32
Delivering Depository BIC
CHAR(n)
11
First party in the
settlement chain of
delivering settlement
parties
O
Body
33
Delivering Party 1 BIC
CHAR(n)
11
BIC of the party that, in a
settlement chain interacts
with the depository
O
14
Body
34
Delivering Party 1
Safekeeping Account
CHAR(n)
35
Unambiguous
identification for the
account (to or from which
a securities entry is made)
between the account
owner and the account
servicer.
O
Body
35
Delivering Party 1
Processing Identification
CHAR(n)
4
Specifies the reference
meaningful to the T2S
party that delivers the
settlement quantity
O
Body
36
Delivering Party 2 BIC
CHAR(n)
11
Party that, in a settlement
chain interacts with the
party 1
O*
*: if Party2 exists then one of AnyBIC, ProprietaryIdentification or
NameAndAddress must exist.
Body
37
Delivering Party 2
Identification
CHAR(n)
34
Party that, in a settlement
chain interacts with the
party 1:
O*
*: if Party2 exists then one of AnyBIC, ProprietaryIdentification or
NameAndAddress must exist. Within ProprietaryIdentification,
Identification is mandatory.
-Proprietary information,
often a code, issued by the
data source scheme
issuer.
Body
38
Delivering Party 2 Name
and Address
CHAR(n)
4
Party that, in a settlement
chain interacts with the
party 1:
- Entity that assigns the
identification.
O*
*: if Party2 exists then one of AnyBIC, ProprietaryIdentification or
NameAndAddress must exist. Within ProprietaryIdentification, Issuer is
mandatory.
Body
39
Receiving Depository BIC
CHAR(n)
11
First party in the
settlement chain of
receiving settlement
parties
O
Body
40
Receiving Party 1 BIC
CHAR(n)
11
BIC of the party that, in a
settlement chain interacts
with the depository
O
15
Body
41
Receiving Party 1
Safekeeping Account
CHAR(n)
35
Unambiguous
identification for the
account (to or from which
a securities entry is made)
between the account
owner and the account
servicer.
O
Body
42
Receiving Party 1
Processing Identification
CHAR(n)
4
Specifies the reference
meaningful to the T2S
party that receives the
settlement quantity
O
Body
43
Receiving Party 2 BIC
CHAR(n)
11
Party that, in a settlement
chain interacts with the
party 1
O*
*: if Party2 exists then one of AnyBIC, ProprietaryIdentification or
NameAndAddress must exist.
Body
44
Receiving Party 2
Identification
CHAR(n)
34
Party that, in a settlement
chain interacts with the
party 1:
O*
*: if Party2 exists then one of AnyBIC, ProprietaryIdentification or
NameAndAddress must exist. Within ProprietaryIdentification,
Identification is mandatory.
-Proprietary information,
often a code, issued by the
data source scheme
issuer.
Body
2
45
Receiving Party 2 Name
and Address
CHAR(n)
4
Party that, in a settlement
chain interacts with the
party 1:
- Entity that assigns the
identification.
O*
*: if Party2 exists then one of AnyBIC, ProprietaryIdentification or
NameAndAddress must exist. Within ProprietaryIdentification, Issuer is
mandatory. 2
Parties 3 to 5 are not present in order to optimize the size of the report. To be confirmed by the users.
16
Body
46
Match Status
CHAR(n)
1
Provides the matching
status of the instruction
M
Values:
MACH: Matched
NMAT: Not Matched
Body
47
Settlement Status
CHAR(n)
4
Body
48
Settlement Status Reason
Code
CHAR(n)
4
Body
49
Settlement Status
Additional Information
CHAR(n)
210
Provides the Settlement
status of the instruction
M
Values:
USET: Unsettled
Reason code for the M
Unsettled Status
Values as defined in the ISO report
M
- Additional reason
information that cannot be
provided in a structured
field.
17
Body
50
Instruction Processing
Status
CHAR(n)
1
Processing Status of
the Instruction
M
Possible Values are:
NEXD: Cancellation Requested (from the Cancellation
Instruction)
ACKN: Accepted
NCAN: Pending Cancellation (Settlement instruction
requested to be cancelled, waiting for the counterpart)
Body
51
Instruction Processing
Status Reason Code
CHAR(n)
4
Reason code for the
status “Pending
Cancellation”
O*
Values as defined in the ISO report
*Only Applicable for the Cancellation requested status.
Body
52
Additional Information for
the Instruction Processing
Status
CHAR(n)
210
Reason code for the
status “Pending
Cancellation”
O*
*Only Applicable for the Cancellation requested status.
Body
53
LF
CHAR(n)
1
Fixed Value: LF
M
LF = Line Feed (x'0A')
Footer
1
RecordType
CHAR(n)
1
Identifies record as
Header, Body or Footer
M
Values:
'F': for Footer
Footer
2
NumberOfRecords
NUMERIC(p)
18
Total number of data
records in the file.
M
Number: integer representation, 18 digits long.
Footer
3
LF
CHAR(n)
1
Fixed Value: LF
M
LF = Line Feed (x'0A')
XMLTag
1
CHAR(n)
7
"</File>"
M
Footer
End of Document
18
Statement of Settled Intraposition Movements flat file
File format specifications
Author 4CB
Version 0-0-1
Date 16/05/2015
Status draft
Classification
Accessible
Classified until
Table of Content
TABLE OF CONTENT ............................................................................... 2
INTRODUCTION ..................................................................................... 4
CONTEXT ..................................................................................................................... 4
PURPOSE ..................................................................................................................... 4
FILE TECHNICAL SPECIFICATION ...................................................... 4
IDENTIFICATION AND ROUTING ................................................................................ 4
STRUCTURE ................................................................................................................. 5
XML Schema for the Request ...................................................................... 5
Example of XML Request ............................................................................. 6
Encoding.......................................................................................................... 6
Default Values ................................................................................................ 6
ISO 15022 Interoperability ......................................................................... 6
Character Set ................................................................................................. 6
FORMAT OF STRUCTURED FILES ........................................................ 7
RECORD TYPES ........................................................................................................... 7
FIELD TYPES................................................................................................................ 7
DATA FORMAT TYPES ................................................................................................. 7
FORMAT OF RECORDS ................................................................................................ 8
2
4CB reference: T2S_0494_IDFS_semt.016_FlatFileFormat_v001_20150516.docx
History of releases
1
RELEASE
DATE
V0-0-1
16/05/2015
ISSUES
First draft
STATUS 1
Draft
Status value : Draft, Open, Final, Dismiss
3
Introduction
Context
The following critical EoD reports may be generated in full and/or delta versions as flat files if opted by
CSDs, following a like-for-like approach to the report content of the already available XML versions:
• semt.002 - Statement of Holdings
• semt.016 - Statement of Settled Intra-position Movements
• semt.017 - Statement of Transactions
• semt.018 - Statement of Pending Instructions
• semt.034 - Statement of Pending Intra-position Movements
All the reports will contain a signature only at DEP level and will be routed to a given Party Technical
Address previously determined and configured by T2S Service Desk.
Purpose
This document provides a description of the structure of the flat file for the semt.016 Statement of
Settled Intra-position Movements sent by T2S to the CSDs.
File Technical Specification
The file has a simple XML format (in order to allow for the network signature). All records are included
into a single “store and forward” message conveyed by the VAN provider. No business signature is
needed.
Within the message, the whole file is embedded in a single XML tag (<File> </File>).
Between these tags the file has fixed-length records, with a header and a footer. This header and
footer are the ones specified within the flat file specifications below, no business header is foreseen.
For delta reports where no activity has occurred the file will be empty between the header and the
footer.
Identification and Routing
T2S triggers the generation of flat file reports based on a business event, e.g. End of Day. All flat file
reports are pushed in A2A mode and compressed when they exceed the minimum size of 2KB, since
compression for these reports is mandatory.
All information about the necessary attributes in each named category is stored as static data in T2S
and influences the generation of the report. The privilege to configure these static data or subscribe to
a certain report is granted solely to the T2S Operator.
4
Each flat file report type provides information on the default data scope of the concerned party (i.e.
CSD). The data scope is indicated by the party for which it is configured and is limited to CSDs, i.e. a
Statement of Settled intraposition movement reports on all Securities Accounts of the indicated party.
Flat file reports can only be configured at a system entity level, i.e. reports providing the CSD with
information relating to all its CSD participants. The concerned party has to be specified, when the flat
file report is configured for the first time.
A party configured to receive flat file reports cannot receive the equivalent reports through other
channels. This does not, however, prevent CSD participants from receiving those reports through such
channels, even if their CSD has opted for the flat file.
Structure
XML Schema for the Request
The following is the XML schema used to embed the file into a “store and forward” message:
<?xml version="1.0" ?>
<xs:schema xmlns="urn:T2S:StatementOfSettledIntraPositionMovementsFlatFile"
xmlns:xs="http://www.w3.org/2001/XMLSchema"
targetNamespace="urn:T2S:
StatementOfSettledIntraPositionMovementsFlatFile"
elementFormDefault="qualified">
<xs:simpleType name="RestrictedFileType">
<xs:restriction base="xs:string">
<xs:pattern value="(.{181,181}\n)+"/>
</xs:restriction>
</xs:simpleType>
<xs:element name="File" type="File"/>
<xs:complexType name="File">
<xs:simpleContent>
<xs:extension base="RestrictedFileType">
<xs:attribute name="fileId" type="xs:string" default="" />
</xs:extension>
</xs:simpleContent>
</xs:complexType>
</xs:schema>
5
Example of XML Request
<?xml version="1.0" encoding="UTF-8"?>
<File fileId = “T2Ssemt016FlatFile20150630” xmlns="urn:T2S:
StatementOfSettledIntraPositionMovementsFlatFile">Header
Record1
Record2
…
Recordn
Footer
</File>
Encoding
The encoding of the flat file is UTF-8 with no Byte Order Mark (BOM).
Default Values
See Field Types.
ISO 15022 Interoperability
In order to ensure the interoperability to the ISO 15022 standard the character set of all fields is
restricted to the SWIFT X Character Set (see below).
Character Set
All characters belong to the SWIFT X Character Set. The character set is as follows:
a b c d e f g h i j k l m n o p q r s t u v w x y z
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
0 1 2 3 4 5 6 7 8 9
/ - ? : ( ) . , ' + { }
CR LF Space
6
Format of Structured Files
Record Types
Record Type
Description
Multiplicity
Header
First row of the file, contains statement general information, common to all data
records.
1
Body
Data record, constitutes one instance of report information.
Many
Footer
Last row of the file. Acts as a trailer, marking the end of main body section.
1
XMLTag
XML element, used to tag the start and/or end of a data block.
1
Field Types
Field Type
Description
O
Optional
O*
Optional, with restrictions
M
Mandatory
Whenever an optional field is not present, the position will be filled with spaces (#x20).
Data Format Types
The report data values may appear in one of the formats described in the table below:
Data Type
Format
Description
DATE
YYYY-MM-DD
DATETIME
YYYY-MM-DD-hh:mm:ss.ssssss
Timestamp format
CHAR(n)
Filled with trailing blanks up to the
maximum length
Alphanumeric string with exactly n characters.
NUMERIC(p)
Filled with leading zeroes up to the
maximum length
Number with maximum p integer places and no
decimal places.
Pagination
Pagination will be provided as in the ISO reports, indicating a sequencial number and whether the file
is the last one
(Page Number, Last Page Indicator Number)
7
XMLTag
Field Name
1
Data Format
Description
Field Type
Record
Type
Length
Field Number
Format of Records
Additional Information
CHAR(n)
60
"<File>"
M
May contain the optional attribute fileId to provide additional information
such as a file reference assigned by the sender, up to 54 characters long
(this length though fixed is not definitive and may be subject to change
during the design process).
Values:
'H': for Header
Header
Header
1
Record Type
CHAR(n)
1
Identifies record as Header,
Body or Footer
M
Header
2
Statement Identification
CHAR(n)
16
Reference common to all
pages of a statement.
O
Header
3
Statement Period From
DATETIME
23
Statement period start date.
M
Header
4
Statement Period To
DATETIME
23
Statement period end date.
M
Header
5
Statement Frequency
CHAR(n)
4
Frequency of the statement.
M
Values are extracted from the Attribute domain depending on the
configuration performed by the T2S Operator; Proposed values:
DAIL: daily
WEEK: Weekly
MONT: Monthly
Header
6
Statement Update Type
CHAR(n)
4
Indicates whether the
statement is complete or
contains changes only.
M
StatementUpdateType1Code. Values:
COMP: Complete - Statement is complete.
DELT: Delta - Statement contains changes only.
Header
7
Statement Activity Indicator
CHAR(n)
5
Indicates whether there is
activity or information update
reported in the statement.
M
Values:
True (meaning 'Yes')
False (meaning 'No')
Header
8
LF
CHAR(n)
1
Fixed Value: LF
M
LF = Line Feed (x'0A')
Body
1
Record Type
CHAR(n)
1
Identifies record as Header,
Body or Footer
M
Values:
'B': for Body
Body
2
Account Owner BIC
CHAR(n)
11
O
Primary BIC of the T2S
party owning the securities
account.(Party code)
Body
3
Safekeeping Account
CHAR(n)
35
Securities account number of
the T2S party
M
Body
4
ISIN
CHAR(n)
12
Securities Code
M
Body
9
Body
5
Sub Balance From
CHAR(n)
4
Sub-balance from which the
securities were moved.
M
Body
6
Market Infrastructure
Transaction Identification
CHAR(n)
16
Identification of a transaction
assigned by a market
infrastructure other than a
central securities depository,
for example, Target2Securities.
M
Body
7
Settled Quantity
NUMERIC(p)
14
Quantity of financial
instrument effectively settled
in Unit or Face Amount
M
Integer Part of the Settled Quantity
Body
8
Number of decimal digits
NUMERIC(p)
2
Number of decimal digits for
the Settled Quantity
M
Number of decimals for the Settled Quantity
For Settled Quantity
Either the restriction type AWAS (Balance of financial instruments that are
freely available with no specific additional status) or a Proprietary code,
defined by the CSD: ex RES1
Body
9
Previous Settled Quantity
NUMERIC(p)
14
Quantity of financial
instrument previously settled
in Unit or Face Amount
M
Integer Part of the Previous Settled Quantity
Body
10
Number of decimal digits
NUMERIC(p)
2
Number of decimal digits for
the Settled Quantity
M
Number of decimals for the Previous Settled Quantity
14
Quantity
of
financial M
instrument Remaining to be
settled
2
Number of decimal digits for
remaining to settled Quantity
For Previous Settled Quantity
Body
11
Remaining
Quantity
to
be
Settled NUMERIC(p)
Body
12
Number of decimal digits
for remaining to be Settled
Quantity
DECIMAL(n)
M
Integer Part of the Remaining to be Settled Quantity
Number of decimals for the Remaining to be Settled Quantity
10
Body
13
Securities Sub Balance Id
CHAR(n)
30
Restriction Reference as
assigned by T2S during the
setup of a restriction
O
Body
14
Sub Balance To
CHAR(n)
4
Sub-balance from which the
securities were moved,
expressed as an ISO20022
code (AWAS) or as
proprietary code, ID part.
M
Body
15
Actual Settlement Date
DATETIME
23
Date and time at which the
securities were moved.
M
Body
16
LF
CHAR(n)
1
Fixed Value: LF
M
LF = Line Feed (x'0A')
Footer
1
Record Type
CHAR(n)
1
Identifies record as Header,
Body or Footer
M
Values:
'F': for Footer
Footer
2
Number Of Records
NUMERIC(p)
18
Total number of data records
in the file.
M
Number: integer representation, 18 digits long.
Footer
3
LF
CHAR(n)
1
Fixed Value: LF
M
LF = Line Feed (x'0A')
XMLTag
1
CHAR(n)
7
"</File>"
M
Either the restriction type AWAS (Balance of financial instruments that are
freely available with no specific additional status) or a Proprietary code,
defined by the CSD: ex RES1
Footer
End of Document
11
Statement of Pending
Intra-position movements
flat file
File format specifications
Author DES
Version 0-0-1
Date 16/05/2015
Status draft
Classification
Accessible
Classified until
Table of Content
TABLE OF CONTENT ............................................................................... 2
INTRODUCTION ..................................................................................... 4
CONTEXT ..................................................................................................................... 4
PURPOSE ..................................................................................................................... 4
FILE TECHNICAL SPECIFICATION ...................................................... 4
IDENTIFICATION AND ROUTING ................................................................................ 4
REPORT CONFIGURATION .............................ERROR! BOOKMARK NOT DEFINED.
STRUCTURE ................................................................................................................. 5
XML Schema for the Request ...................................................................... 5
Example of XML Request ............................................................................. 6
Encoding.......................................................................................................... 6
Default Values ................................................................................................ 6
ISO 15022 Interoperability ......................................................................... 6
Character Set ................................................................................................. 6
FORMAT OF STRUCTURED FILES ........................................................ 7
RECORD TYPES ........................................................................................................... 7
FIELD TYPES................................................................................................................ 7
DATA FORMAT TYPES ................................................................................................. 7
FORMAT OF RECORDS ................................................................................................ 8
2
4CB reference: T2S_0494_IDFS_semt.034_FlatFileFormat_v001_20150516
History of releases
1
RELEASE
DATE
V0-0-1
16/05/2015
ISSUES
First draft
STATUS 1
Draft
Status value : Draft, Open, Final, Dismiss
3
Introduction
Context
The following critical EoD reports may be generated in full and/or delta versions as flat files if opted by
CSDs, following a like-for-like approach to the report content of the already available XML versions:
• semt.002 - Statement of Holdings
• semt.016 - Statement of Settled Intra-position Movements
• semt.017 - Statement of Transactions
• semt.018 - Statement of Pending Instructions
• semt.034 - Statement of Pending Intra-position Movements
All the reports will contain a signature only at DEP level and will be routed to a given Party Technical
Address previously determined and configured by T2S Service Desk.
Purpose
This document provides a description of the structure of the flat file for the semt.034 Statement of
Pending Intra-position Movements sent by T2S to the CSDs.
File Technical Specification
The file has a simple XML format (in order to allow for the network signature). All records are included
into a single “store and forward” message conveyed by the VAN provider. No business signature is
needed.
Within the message, the whole file is embedded in a single XML tag (<File> </File>).
Between these tags the file has fixed-length records, with a header and a footer. This header and
footer are the ones specified within the flat file specifications below, no business header is foreseen.
For delta reports where no activity has occurred the file will be empty between the header and the
footer.
Identification and Routing
T2S triggers the generation of flat file reports based on a business event, e.g. End of Day. All flat file
reports are pushed in A2A mode and compressed when they exceed the minimum size of 2KB, since
compression for these reports is mandatory.
All information about the necessary attributes in each named category is stored as static data in T2S
and influences the generation of the report. The privilege to configure these static data or subscribe to
a certain report is granted solely to the T2S Operator.
4
Each flat file report type provides information on the default data scope of the concerned party (i.e.
CSD). The data scope is indicated by the party for which it is configured and is limited to CSDs, i.e. a
Statement of Statement of Pending Intra-position Movements reports on all Securities Accounts of the
indicated party.
Flat file reports can only be configured at a system entity level, i.e. reports providing the CSD with
information relating to all its CSD participants. The concerned party has to be specified, when the flat
file report is configured for the first time.
A party configured to receive flat file reports cannot receive the equivalent reports through other
channels. This does not, however, prevent CSD participants from receiving those reports through such
channels, even if their CSD has opted for the flat file.
Structure
XML Schema for the Request
The following is the XML schema used to embed the file into a “store and forward” message:
<?xml version="1.0" ?>
<xs:schema xmlns="urn:T2S:StatementOfPendingIntraPositionMovementsFlatFile"
xmlns:xs="http://www.w3.org/2001/XMLSchema"
targetNamespace="urn:T2S:
StatementOfPendingIntraPositionMovementsFlatFile"
elementFormDefault="qualified">
<xs:simpleType name="RestrictedFileType">
<xs:restriction base="xs:string">
<xs:pattern value="(.{181,181}\n)+"/>
</xs:restriction>
</xs:simpleType>
<xs:element name="File" type="File"/>
<xs:complexType name="File">
<xs:simpleContent>
<xs:extension base="RestrictedFileType">
<xs:attribute name="fileId" type="xs:string" default="" />
</xs:extension>
</xs:simpleContent>
</xs:complexType>
</xs:schema>
5
Example of XML Request
<?xml version="1.0" encoding="UTF-8"?>
<File fileId = “T2Ssemt034FlatFile20150630” xmlns="urn:T2S:
StatementOfPendingIntraPositionMovementsFlatFile">Header
Record1
Record2
…
Recordn
Footer
</File>
Encoding
The encoding of the flat file is UTF-8 with no Byte Order Mark (BOM).
Default Values
See Field Types.
ISO 15022 Interoperability
In order to ensure the interoperability to the ISO 15022 standard the character set of all fields is
restricted to the SWIFT X Character Set (see below).
Character Set
All characters belong to the SWIFT X Character Set. The character set is as follows:
a b c d e f g h i j k l m n o p q r s t u v w x y z
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
0 1 2 3 4 5 6 7 8 9
/ - ? : ( ) . , ' + { }
CR LF Space
6
Format of Structured Files
Record Types
Record Type
Description
Multiplicity
Header
First row of the file, contains statement general information, common to all data
records.
1
Body
Data record, constitutes one instance of report information.
Many
Footer
Last row of the file. Acts as a trailer, marking the end of main body section.
1
XMLTag
XML element, used to tag the start and/or end of a data block.
1
Field Types
Field Type
Description
O
Optional
O*
Optional, with restrictions
M
Mandatory
Whenever an optional field is not present, the position will be filled with spaces (#x20).
Data Format Types
The report data values may appear in one of the formats described in the table below:
Data Type
Format
Description
DATE
YYYY-MM-DD
DATETIME
YYYY-MM-DD-hh:mm:ss.ssssss
Timestamp format
CHAR(n)
Filled with trailing blanks up to the
maximum length
Alphanumeric string with exactly n characters.
NUMERIC(p)
Filled with leading zeroes up to the
maximum length
Number with maximum p integer places and no
decimal places.
Pagination
Pagination will be provided as in the ISO reports, indicating a sequencial number and whether the file
is the last one
(Page Number, Last Page Indicator Number)
7
XMLTag
Field Name
1
Data Format
Description
Field Type
Record
Type
Length
Field Number
Format of Records
Additional Information
(original XML data type, values, rules, etc.)
CHAR(n)
60
"<File>"
M
May contain the optional attribute fileId to provide additional information
such as file reference assigned by the sender, up to 54 characters long
(this length though fixed is not definitive and may be subject to change
during the design process).
Values:
'H': for Header
Header
Header
1
Record Type
CHAR(n)
1
Identifies record as Header,
Body or Footer
M
Header
2
Statement Identification
CHAR(n)
16
Reference common to all pages
of a statement.
O
Header
3
Statement Period Date and
Time
DATETIME
23
Timestamp reflecting date and
time of the creation of the report
M
Header
5
Statement Frequency
CHAR(n)
4
Frequency of the statement.
M
Values are extracted from the Attribute domain depending on the
configuration performed by the T2S Operator; Proposed values:
DAIL: daily
WEEK: Weekly
MONT: Monthly
Header
6
Statement Update Type
CHAR(n)
4
Indicates whether the statement
is complete or contains changes
only.
M
StatementUpdateType1Code. Values:
COMP: Complete - Statement is complete.
DELT: Delta - Statement contains changes only.
Header
8
Statement Activity Indicator
CHAR(n)
5
Indicates whether there is
activity or information update
reported in the statement.
M
Values:
True (meaning 'Yes')
False (meaning 'No')
Header
10
LF
CHAR(n)
1
Fixed Value: LF
M
LF = Line Feed (x'0A')
Body
1
Record Type
CHAR(n)
1
Identifies record as Header,
Body or Footer
M
Values:
'B': for Body
Body
2
Account Owner BIC
CHAR(n)
11
Primary BIC of the T2S party O
owning the securities
account.(Party code)
Body
3
Account owner responsible
party BIC
CHAR(n)
11
Actual value for the parent
party code, derived from the
System Entity associated
with the Party
O
Body
3
Safekeeping Account
CHAR(n)
35
Securities account number of
the T2S party
M
Processing Status
CHAR(n)
4
Processing Status
M
Body
Body
Values:
ACKN: Acknowledge Accepted
CANC: Cancelled
9
Body
5
Cancelled Status reason
code
CHAR(n)
4
Provides details on the
Cancellation status of the
transaction
O*
Values as defined in ISO
*: Filled only when Processing Status is Cancelled
Body
6
Cancelled Status Additional
Information
CHAR(n)
210
Additional reason information
that cannot be provided in a
structured field.
O*
Body
7
Settlement Status
CHAR(n)
4
Settlement Status
M
Values:
PEND
Body
8
Settlement Status reason
code
CHAR(n)
4
Provides details on the
Settlement status of the
transaction
M
Values as defined in the ISO report
Body
9
Settlement Status Additional
Information
CHAR(n)
210
Additional reason
information that cannot be
provided in a structured
field.
M
Values as defined in the ISO report
Body
5
Account Owner Transaction CHAR(n)
Identification
16
M
Unambiguous identification
of the transaction as known
by the account owner (or the
instructing party managing
the account)
10
Body
6
Account Servicer
Transaction Identification
CHAR(n)
16
Unambiguous identification of
the transaction as known by the
account servicer.
O
Body
7
Market Infrastructure
Transaction Identification
CHAR(n)
16
Identification of a transaction
assigned by a market
infrastructure other than a
central securities depository, for
example, Target2-Securities.
O
Body
8
Processor Transaction
Identification
CHAR(n)
16
O
Identification of the transaction
assigned by the processor of the
instruction other than the
account owner the account
servicer and the market
infrastructure.
The field is optional, depending on the information contained in
the instruction
Body
9
Pool Identification
CHAR(n)
16
Collective reference identifying a O
set of messages.
The field is optional, depending on the information contained in
the instruction
Body
5
Sub Balance From
CHAR(n)
4
Sub-balance from which the
securities were moved.
M
Either the restriction type AWAS (Balance of financial instruments that are
freely available with no specific additional status) or a Proprietary code,
defined by the CSD: ex RES1
Body
14
Sub Balance To
CHAR(n)
4
Sub-balance from which the
securities were moved,
expressed as an ISO20022
code (AWAS) or as proprietary
code, ID part.
M
Either the restriction type AWAS (Balance of financial instruments that are
freely available with no specific additional status) or a Proprietary code,
defined by the CSD: ex RES1
The field is optional, depending on the information contained in
the instruction
11
Body
25
ISIN
CHAR(n)
12
Financial instruments
representing a sum of rights of
the investor vis-a-vis the issuer:
- International Securities
Identification Number (ISIN).
M
ISINIdentifier: As designed by the
United Nation's International Organisation for Standardisation (ISO).
Consists of three parts:
- two letter country code (ISO 3166-1 alpha-2 code for the country of
issue). International securities cleared through Clearstream or Euroclear
use "XS" as the country code.
- nine character alpha-numeric national security identifier (NSIN). Shorter
numbers are padded with leading zeros.
- a single check digit.
Body
7
Settlement Quantity
NUMERIC(p)
14
Quantity of financial instrument
to be settled in Unit or Face
Amount
M
Integer Part of the Settlement Quantity
Body
8
Number of decimal digits
NUMERIC(p)
2
Number of decimal digits for the
Settlement Quantity
M
Number of decimals for the Settlement Quantity
For Settlement Quantity
Body
27
Intended Settlement Date
DATE
10
Specifies the date on which the
securities are to be delivered or
received.
M2
Body
13
Securities Sub Balance Id
CHAR(n)
30
Restriction Reference as
assigned by T2S during the
setup of a restriction
O
Body
40
Priority
CHAR(n)
4
Specifies whether the
transaction is to be executed
with a high priority.
O
2
It specifies the priority of the instruction
Linkage section not present, as it is outbounded. To be confirmed with the users.
12
Body
41
Message Originator
CHAR(n)
11
BIC of the instructing party from
the Business Application
Header.
O
Body
42
Parent BIC of the message
originator
CHAR(n)
11
BIC of the Responsible Party of
the Instructing Party/Originator
(e.g. T2S Operator, CSD or
NCB of the instructing Party)
O
Body
43
Creation Date Time
DATETIME
23
Specifies the creation date/time
of the intra-position movement.
M
Body
44
LF
CHAR(n)
1
Fixed Value: LF
M
LF = Line Feed (x'0A')
Footer
1
Record Type
CHAR(n)
1
Identifies record as Header,
Body or Footer
M
Values:
'F': for Footer
Footer
2
NumberOfRecords
NUMERIC(p)
18
Total number of data records in
the file.
M
Number: integer representation, 18 digits long.
Footer
3
LF
CHAR(n)
1
Fixed Value: LF
M
LF = Line Feed (x'0A')
XMLTag
1
CHAR(n)
7
"</File>"
M
Footer
End of Document
13