CTM DATA DICTIONARY APRIL 25, 2021 - DTCC Learning Center
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CTM™ DATA DICTIONARY APRIL 25, 2021
© 2021 DTCC. All rights reserved. DTCC, DTCC (Stylized), ADVANCING FINANCIAL MARKETS. TOGETHER, and the Interlocker graphic are registered and unregistered trademarks of The Depository Trust & Clearing Corporation. The services described herein are provided under the “DTCC” brand name by certain affiliates of The Depository Trust & Clearing Corporation (“DTCC”). DTCC itself does not provide such services. Each of these affiliates is a separate legal entity, subject to the laws and regulations of the particular country or countries in which such entity operates. Please see www.dtcc.com for more information on DTCC, its affiliates and the services they offer. Certain DTCC ITP LLC services are subject to regulation by the U.S. Securities and Exchange Commission (“SEC”) and are offered by DTCC ITP Matching (US) LLC (“DTCC Matching”), which is set out in SEC Release No. 34- 44188; File No. 600-32; 66 FR 20494 (April 17, 2001). TradeSuite ID and CTM are services of DTCC Matching and are subject to SEC regulation when used for trades in which either the broker-dealer or its institutional customer is a U.S. entity and the securities in the trade are issued by a U.S. issuer. No other services offered by DTCC ITP LLC are regulated. Publication Date: April 25, 2021 Publication Code: CT890 Title: Data Dictionary
CONTENTS
CONTENTS 3
PREFACE 4
Audience 4
Changes in This Version of the Document 4
Related Documents and Training 4
Questions? 4
1. OVERVIEW 5
Introduction 5
How to Use This Document With the Direct XML Interface 5
How to Use This Document with MTI 5
2. DIRECT XML INTERFACE 7
3. MTI FOR BROKER/DEALERS 35PREFACE
The CTM™ service enables counterparties to match trades and deliver notifications in a highly secure,
scalable, and centralized environment.
l If you use the direct XML interface, this Data Dictionary provides a list of all XML elements, including:
o Elements that are common to multiple asset classes. For example, TypeOfFinancialInstrument is
mandatory when submitting messages for all asset classes.
o Description of each element, including Common Reference Data indicators.
o Information about whether the element is a field or composite.
l If you use the CTM Message Translation Interface (MTI) for broker/dealers, see Chapter 3, MTI for
Broker/Dealers for descriptions of all MTI fields. In some cases, the description refers you to the Common
Reference Data for information on valid values for the field.
To help new clients implement the CTM service, DTCC provides a team of experienced consultants. Contact
your DTCC consultant for more information.
Audience
This Data Dictionary is for systems analysts, programmers, and others who submit data to and receive data
from CTM:
l When you use the XML interface, you submit and receive CTM XML messages. The messages flow
among orderers (instructing parties), executors (broker/dealers), prime brokers, and other trade parties.
l Broker/dealers use MTI to submit and receive trade data in comma-separated value (CSV) files. When you
use MTI, you submit blocks and contracts to CTM. You receive responses, allocations, exceptions, and
final trade data from CTM. MTI translates the data it receives from broker/dealers into XML messages.
Changes in This Version of the Document
For Release 2, this document adds the new StepOutBrokerMPID field to Chapter 2 and updates the
definitions for the following fields:
l AllocationBlockID
l AllocationDetailD
Related Documents and Training
For related documents and training in the DTCC Learning Center, go to Institutional Trade Processing.
Questions?
The DTCC Client Contact Center provides general assistance and technical help. Visit www.dtcc.com/client-
center to:
l Enter a service request or check the status of an existing service request
l Search the knowledge base
l Obtain contact information
Preface 41. OVERVIEW
Introduction
This dictionary defines the following:
l Direct XML interface elements for investment managers and broker/dealers trading in debt, equity, futures,
and options instruments.
l MTI fields for broker dealers trading in debt and equity instruments.
Note
For terms specific to repurchase agreements, see the XML Message Specification: Repurchase Agreements
(Repos).
How to Use This Document With the Direct XML Interface
Suppose that you need to know the definition of the TypeOfFinancialInstrument element for the TradeDetail
message in the XML Message Specification: Debt and Equity. To look up the TypeOfFinancialInstrument
element meaning, go to Direct XML Interface Fields. Follow the step in Figure 1.1.
Figure 1.1 XML Element Definition Look-up
How to Use This Document with MTI
Suppose that you need to know the definition of the BlockVersionOfTradeComponent element for the import_
eb_block transaction listed in the Message Translation Interface Specification: Debt/Equity for
Broker/Dealers. To look up the BlockVersionOfTradeComponent field meaning, go to MTI Fields for
Broker/Dealers.
Overview 5Data Dictionary Next, follow the step in Figure 1.2. Figure 1.2 MTI Field Definition Look-up Overview 6
2. DIRECT XML INTERFACE
Table 2.1 lists all of the elements for use in debt (including fixed income) and equity XML messages.
Unless a field description in the following table begins with the term Composite, the field is an element. See
the XML Message Specification: Debt and Equity for the debt and equity message layouts
Note
For a list of valid values for fields with an asterisk ( *) shown in Table 2.1, see the Common Reference Data.
Table 2.1 Direct XML Interface Fields
XML Element/Field Description
AccessPath Composite that specifies the trade identifiers for blocks and
contracts/allocations belonging to the IDOwner.
AccountID ALERT ™ Access Code, fund identifier, or account identifier.
AccountLEI Account identifier (string) of the Legal Entity Identifier (LEI).
AccountRef1 Name of a custodian account at the agent (line 1). For use in settlement
instructions.
AccountRef2 Name of a custodian account at the agent (line 2). For use in settlement
instructions.
AccountReference Party-specific identifier of an investment manager account or fund. For
executing brokers or executors, the AccountReference is the Broker Internal
Account (BIA) number.
AccountType Type or class of account in which the broker/dealer recorded the trade.
AccruedInterestAmount Composite that specifies the interest accrued for a trade component. The
value must be a positive number less than ten quadrillion.
AdditionalData Composite that provides more data about a trade.
AdditionalDisclosures Composite of 10b‐
10 fields that require a subscription for usage.
AdditionalFixedIncome Composite that specifies fixed income information specific to a trade.
AdditionalMunicipalDebtData Composite that specifies data specific to a municipal debt trade when the
TypeOfFinancialInstrument is MUNI.
AdditionalPartyIdentifiers Composite that provides central counterparty identifier information for trades
that net at EuroCCP.
AdditionalReportingComments Additional reporting comments that may not be captured by the other fields in
the OtherReportingData composite.
AdditionalSecurityIdentifiers Composite that provides more security identifier details for cross-referencing.
Only ISIN is allowed for trades that net at EuroCCP.
AdditionalText More trade information entered by a party. Up to ten lines are allowed.
AdditionalThirdPartyIdentifiers Composite used to provide more third-party identifier details apart from the
details provided on an XML message to CTM. This composite supports only
trades that use EuroCCP netting (TPNotificationType=CCP).
AffirmationStatus * Indicates whether a broker/dealer’s USDI and USDM TradeDetail, has been
affirmed and, if affirmed, by which party.
AffirmingPartyIndicator * Indicates the party that confirms at the DTCC. For use in settlement
instructions.
AgentID For Fedwire instructions, this is the DTC number of the local agent.
Direct XML Interface 7Data Dictionary
Table 2.1 Direct XML Interface Fields (continued)
XML Element/Field Description
AKASAlertCountryCode Country in which a security settles. See the Country Code table in the ALERT
platform Common Reference Data for a valid AlertCountryCode in the CTM
service. AKAS returns this Alert Country Code to CTM.
AKASAlertMethodType Method a settlement that takes place for a given security. It typically takes
place in either a national central securities depository or an international
central securities depository. When securities settle outside of a central
securities depository, it is referred to as “physical” settlement. See the
Method section in the ALERT platform Common Reference Data for a valid
AlertMethodType in the CTM service. AKAS returns this Alert Method Type
to CTM.
AKASAlertSecurityType Type of security settling through a chosen method, such as a corporate bond.
See the Security Code table in the ALERT service Common Reference Data
for a valid AlertSecurityType in the CTM service. AKAS returns this Alert
Security Type to CTM.
AlertCountryCode * Country in which a security settles. See the Country Code table in the ALERT
Common Reference Data for a valid AlertCountryCode in CTM.
AlertMethodType * Method a settlement takes place for a given security. It typically takes place in
either a national central securities depository or an international central
securities depository. When securities settle outside of a central securities
depository, it is referred to as “physical” settlement. See the Method section in
ALERT Common Reference Data for a valid AlertMethodType in the CTM
service.
AlertSecurityType * Type of security settling through a chosen method, such as a corporate bond.
See the Security Code table in the ALERT platform Common Reference
Data for a valid AlertSecurityType in CTM.
AlertSettlementModelName Name that an investment manager or custodian gives to a set of standing
settlement instructions (SSIs).
AllocationBlockID CTM -generated block identifier for USDA allocations submitted to for
automatic affirmation.
AllocationDetailID CTM generated allocation identifier for USDA allocations submitted for
automatic affirmation.
AllocationIsSteppedOut * Flag indicating if the allocation is stepped out by the investment manager.
AllocationPrice Composite used to provide granularity at the allocation level for average
pricing calculations on trades.
AllocationUTI Unique transaction identifier for a single allocation in a transaction.
AllSecurityTypeGroups * Boolean value that indicates whether a query message returns all security
types.
AllWorkflowTypes * Boolean value that specifies whether to return all WorkflowType values in a
response message.
AlternateCashAccountNo Account associated with an AlternateCurrency. For use in settlement
instructions.
AlternateCurrency * Secondary currency associated with a trade.
AlternativeMinimumTax * Indicator to identify whether an issue is subject to alternative minimum
taxation. Used for municipal bonds. Provide AMTX or omit the field.
Amount Boolean value that specifies whether to return all WorkflowType values in a
response message. A subfield For use in many of the numeric fields to
indicate a quantity. For amounts specified as percentages, OASYS multiplies
the value entered by 0.01. For example, if a 5 is entered, the value used is
5%.
Direct XML Interface 8Data Dictionary
Table 2.1 Direct XML Interface Fields (continued)
XML Element/Field Description
AOCCAdditionalText1 Additional information provided by the buy-side submitting party for the
Advice of Correction or Cancellation. This field is supported only in the USDM
workflow.
AOCCAdditionalText2 Additional information provided by the buy-side submitting party for the
Advice of Correction or Cancellation. This field is supported only in the USDM
workflow.
AOCCAdditionalText3 Additional information provided by the buy-side submitting party for the
Advice of Correction or Cancellation. This field is supported only in the USDM
workflow.
AOCCCorrectionField The TradeSuite ID™ service field identified by the buy-side submitting party
for the Advice of Correction or Cancellation. This field is supported only in the
USDM workflow.
AOCCData Composite containing any Advice of Correction or Cancellation data that has
been submitted by the buy-side directly for the corresponding USDM confirm.
This composite is supported only in the USDM workflow.
AOCCReasonCode TradeSuite ID reason code provided by the buy-side submitting party for the
Advice of Correction or Cancellation. This field is supported only in the USDM
workflow.
AOCCReasonCodeData Composite containing all the buy-side supplied reasons that the Advice of
Correction or Cancellation was submitted. This composite is supported only
in the USDM workflow.
AOCCSubmitterNumber TradeSuite ID organization ID number of the buy-side submitting party. This
field is supported only in the USDM workflow.
AOCCSubmitterType Indicates the role of the buy-side submitting party, such as the agent or
institution. This field is supported only in the USDM workflow.
AOCCType Indicates the type of Advice of Correction or Cancellation that has been
submitted by the buy-side. There are four types in total, Advice of
Cancellation, Advice of Correction, Advice of Cancellation – Reverse
Affirmation, and Advice of Correction – Reverse Affirmation. This field is
supported only in the USDM workflow.
Article59fieldo A MiFIDII field in the OtherReportingData composite. The client's
responsibilities in relation to the settlement of the transaction, including the
time limit for payment or delivery as well as the appropriate account details
where these details and responsibilities have not previously been notified to
the client.
Article59fieldp A MiFIDII field in the OtherReportingData composite. Where the client's
counterparty was the investment firm itself or any person in the investment
firm's group or another client of the investment firm, the fact that this was the
case unless the order was executed through a trading system that facilitates
anonymous trading.
AssetBacked * Boolean value that indicates whether a security backed by a loan, lease,
receivables against assets, mortgage-backed securities, and so on.
AssetBackedSecuritiesDisclosure Description of a broker/dealer's asset-backed securities disclosure
statement. BestExecution * Indicates that a broker/dealer is providing the
most advantageous, or best price, order execution for an investment
manager.
BasisIndicator * Indicates the method used to quote the price for the municipal bonds.
BlockSettlementIndicator * Indicator flag that specifies if a TradeDetail is valid for block settlement
processing based on subscription enrollment, matching profile, country, and
security. Must have the same value for all omni TradeDetails in the omnibus
TradeDetail, including dependent and independent allocations.
Direct XML Interface 9Data Dictionary
Table 2.1 Direct XML Interface Fields (continued)
XML Element/Field Description
BlockUTI Unique transaction identifier for a single block in a transaction.
BondOwnershipIndicator * Indicates the ownership of the bond, for example: book entry, fully registered.
BondTaxStatus * Indicates whether the bond in taxable or not taxable.
BondValuationIndicator * Indicates the bond’s valuation in the future, for example: Yield to call, Price to
maturity.
BookEntry * Indicates that the securities are recorded in electronic records (book-entry
receipt) rather than as paper certificates. Required for US municipal bonds.
The value is BOOK or the field is not present.
BrokerCustodyIndicator * Boolean value that indicates whether the executing broker for the allocation is
also acting as the custodian.
BrokerID Executing broker’s TradeSuite ID identifier used to create a confirm in
TradeSuiteID for a US domestic trade.
BrokerIsDifferent Do not provide this field. For internal use only.
BrokerMPID Market participant ID associated with the broker identified in the
ExecutingBroker composite.
BrokerOfCredit Composite that indicates a broker of credit when the
CommissionSharingTypeIndicator is client directed or when a Broker of
Credit must be supplied.
BrokerOfCreditMPID Market participant ID associated with the broker identified in the
BrokerOfCredit composite.
BuyerSafeStore Identifier of the safestore database for the corresponding information. It is for
clients to populate with the name of the safestore database provider such as
UnaVistaSafestore, InfoSecSafestore, and so on.
BrokerSpecialInstructions Free-form text field for brokers to submit special instructions related to a
confirm.
BuyerDecisionMakerCode Code used to identify the person who makes the decision to acquire the
financial instrument.
BuyerDecisionMakerSafestore Identifier of the safestore database for the corresponding information. It is for
clients to populate with the name of the safestore database provider such as
UnaVistaSafestore, InfoSecSafestore, and so on.
BuyerIdCode Code used to identify the acquirer of the financial instrument.
BuyerCountryOfBranch Where the acquirer is a client, this field identifies the country of the branch that
received the order from the client or made an investment decision for a client.
BuySellIndicator * Indicates whether the message submitter is buying or selling the instrument.
ByOrAgainstFlag * Indicates if, for example, you want to see trades that you originate (B for By)
or trades that another entity originated (A for Against). You can supply other
values in the field.
BySideCompleteIndicator * Boolean value that indicates whether a trade side is complete not.
CallDate Date before maturity, when the issuer of a bond can retire part of the bond for
a specified CallPrice.
CallPrice Composite that indicates the price, at which the issuer of a bond can retire
part of the bond at a specified CallDate (redemption price). The value must
be a positive number less than ten quadrillion.
CallPutIndicator * Indicates whether the bond can be called or put, called and put, retired, or
unknown.
CallType * Type of call, such as PUT (put).
CancelText Contains the reason an originating party is canceling the trade component or
trade side.
CashAccountNo Account where cash settles. For use in settlement instructions.
Direct XML Interface 10Data Dictionary
Table 2.1 Direct XML Interface Fields (continued)
XML Element/Field Description
ChargeAmount Composite that indicates the amount corresponding to the specified
ChargeTaxType. The currency type determines the precision. This amount is
always a flat currency.
ChargesOrTaxes Composite that specifies the fees and taxes.
ChargeTaxType * Types of charges, taxes, and fees on a TradeLevel or TradeDetail.
ClearingSystemID Identifier for an organization that is an intermediary and assumes the role of a
buyer and seller for transactions between transacting parties.
ClientAllocationReference Client-supplied identifier that uniquely identifies each TradeDetail such as a
broker/ dealer’s contract or an investment manager’s allocation.
CommFeesTaxes Composite that specifies the commissions, fees, and taxes.
Commission Composite that indicates the amount of commission, drawdown, or other
reduction from or in addition to the DealPrice. When commissions are
specified as percentages, CTM multiplies the value entered by 0.01. For
example, if a 5 is entered, the value used is 5%.
CommissionReasonCode * Reason for the commission, such as directed.
Commissions Composite that indicates the commissions for the TradeDetail.
CommissionsEquivalent Composite nested in the RisklessPrincipalTradeCommissions composite of a
non-monetary amount into a monetary amount.
CommissionSharingBasisIndicator * Identifies the commission sharing basis under which the trade was executed.
Allowable values are: PERC (percent); FLAT (flat rate); or PERU (rate per
share). When commissions are specified as percentages, CTM multiplies the
value entered by 0.01. For example, if a 5 is entered, the value used is 5%.
CommissionSharingTypeIndicator * Indicates the commission sharing type. Values include: CLDI (client directed);
SOFT (soft dollar); STEP (step out trade); STPI (step in trade). Can occur
multiple times.
CommissionText Free-form text field for commission details.
CommissionType * Indicates the recipient and purpose of the commission. For equity and debt
instruments, the only allowable value is EXEC (executing broker).
CompleteStatus * Indicates whether a trade is complete or incomplete.
CompleteStatusQuery * Field used to query for the CompleteStatus of a trade side.
ConfirmDisclosureBypassIndicator * Allows a broker/dealer to instruct CTM to bypass confirm backer/disclosure
enrichment from the inSITE™ repository.
ConfirmDisclosureData Composite that contains the confirm backer data. For use with inSITE
enrichment.
ConfirmDisclosureReference Composite that contains the ConfirmDisclosureReferenceFoundIndicator,
ConfirmDisclosureReferenceLink, and
ConfirmDisclosureReferenceNumber elements.
ConfirmDisclosureReferenceFoundIndicator * Indicates whether an inSITE service backer/disclosure URL and reference
number were enriched/found.
ConfirmDisclosureReferenceLink Contains the URL link for the broker/dealer confirm backer/disclosure
information from the inSITE backer/disclosure repository. CTM uses it to
access the repository to view the confirm backer/disclosure information
specific to the trade confirmation.
ConfirmDisclosureReferenceNumber Disclosure reference number assigned by the inSITE backer/disclosure
repository to identify the specific backer/disclosure associated with the trade
confirmation. It is required information to view the backer/disclosure
document on the repository along with the corresponding URL disclosure
link.
ConfirmNumber Number assigned by CTM to a broker/dealer’s USDI and USDM
TradeDetail.
Direct XML Interface 11Data Dictionary
Table 2.1 Direct XML Interface Fields (continued)
XML Element/Field Description
ContinuationString Database pointer returned when the number of components returned in a
response message equals or exceeds the maximum (MoreFlag=Y). This
pointer indicates that CTM can truncate the result set. Restructure the query
to return fewer components, including the ContinuationString.
ControlNumber Number assigned by CTM to a broker/dealer’s USDI and USDM
TradeDetail.
CorrespAddress1 Correspondent street name, building number, floor number, and other
address details. For use in settlement instructions.
CorrespAddress2 Correspondent department name, building name, internal office number,
and other address details. For use in settlement instructions.
CorrespBIC Correspondent BIC. For use in settlement instructions.
CorrespCashAccountNo Account where the correspondent settles the cash. For use in settlement
instructions.
CorrespCity Correspondent city. For use in settlement instructions.
CorrespCountry * Correspondent ISO CountryCode for use in settlement instructions.
CorrespLocality Correspondent state, province, district, and so on. For use in settlement
instructions.
CorrespName1 Correspondent Name (line 1). For use in settlement instructions.
CorrespName2 Correspondent Name (line 2). For use in settlement instructions.
CorrespPostCode Correspondent postal code. For use in settlement instructions.
CorrespSecAccountNo Correspondent security account number. For use in settlement instructions.
CounterpartyClientAllocationReference Identifier that uniquely identifies the TradeDetail for the other side of the trade
(opposite the one indicated by the ByOrAgainstFlag).
CounterpartyCTMTradeDetailID CTMTradeDetailID of the other side of the trade (opposite the one indicated
by the ByOrAgainstFlag). CTM-generated identifier for a counterparty’s
allocation or contract.
CounterpartyCTMTradeSideID For InfoResponseAdditionalIndicators subscribers. CTM-generated
identifier for a counterparty’s block.
CounterpartyInteroperabilityAllocID Indicates the unique away system-generated ID, which is used to tie CTM
TradeDetail to the corresponding component in the away system.
CounterpartyInteroperabilityBlockID Indicates the unique away system-generated ID, which is used to tie CTM
TradeLevel to the corresponding component in the away system.
CounterpartyInteroperabilityControlNumber For an away broker's CTM service TradeDetail only, indicates the unique
away system-generated Control Number which is used for settlement to
identify the corresponding Confirm at DTC.
CounterpartyInteroperabilityGlobalID Indicates the away system-generated ID, which is used to tie CTM
TradeLevel to the corresponding component in the away system.
CounterpartyMasterReference Unique identifier for the counterparty’s trade side that links all the
components of a trade together.
CounterpartyTDVersionOfTradeComponent Current version of a TradeDetail paired with a counterparty version number
of a requested paired TradeLevel.
CounterpartyTLVersionOfTradeComponent Allows a submitter to view the current version number of a counterparty
TradeLevel once it has been paired with a submitter TradeLevel.
CountryCode * ISO country code.
CountryOfBranch Code used to identify the country of the branch of the investment firm for the
person responsible for the execution of the transaction.
CountryOfBranchDecisionMaker Code used to identify the country of the branch of the investment firm for the
person responsible for the investment decision.
Direct XML Interface 12Data Dictionary
Table 2.1 Direct XML Interface Fields (continued)
XML Element/Field Description
CountryOfBranchMembership Code used to identify the country of a branch of the investment firm whose
market membership was used to execute the transaction.
CountryTimeZone * Composite that specifies the time zone for a specific country.
CouponRate Composite that specifies the rate at which interest is accrued on the bond.
The issuer establishes the CouponRate. The value must be a positive
number less than ten quadrillion.
CouponType * Indicates the bond’s coupon structure, for example: zero coupon, adjustable
rate.
CPTYTradeLevelIdentifiers Composite provided by a subscriber to local match support and used to
identify the counterparty TradeLevel.
CreateConfirm * Allows a USDI executing broker to indicate whether a confirm should be
created in TradeSuite ID for a USDI TradeDetail.
CTMNotificationID Internally generated identifier used by CTM to track each notification it
generates, as identified by the ThirdPartyData composite.
CTMTradeDetailID Internal CTM service identifier. Uniquely identifies (globally) a TradeDetail
entered into the system.
CTMTradeSideId Internal CTM service identifier. Uniquely identifies a client view of a trade.
CTM assigns the CTMTradeSideId to the first submitted trade component. If
a client does not supply a MasterReference, CTM uses the CTMTradeSideId
to link all the components of a trade side.
CurrencyCode * ISO currency code for the currency, such as USD (US dollar).
CurrentFaceValue Nominal value or dollar value of a security stated by the issuer. For stocks, it is
the original cost of a stock shown on the certificate. For bonds, it is the amount
paid to the holder at maturity. The value must be a positive number less than
ten quadrillion.
CurrentFactor Composite that indicates the number which, when multiplied against the
original face value, determines the principal pay down. The value must be a
positive number less than ten quadrillion, with a maximum of eight decimals.
CurrentSettlementInstructionNumber CTM-generated incremental number starting at 001 to a maximum of 999 for
the dependent allocations in an omni TradeDetail (000).
CustodianAddress1 Custodian street name, building number, floor number, and other address
details. For use in settlement instructions.
CustodianAddress2 Custodian department name, building name, internal office number, and
other address details. For use in settlement instructions.
CustodianBIC Custodian BIC for use in settlement instructions.
CustodianCity Custodian city for use in settlement instructions.
CustodianCountry * Custodian ISO country code for use in settlement instructions.
CustodianLocality Custodian state, province, district, and so on. For use in settlement
instructions.
CustodianName1 First line of the custodian name for use in settlement instructions.
CustodianName2 Second line of the custodian name for use in settlement instructions.
CustodianPostCode Custodian postal code for use in settlement instructions.
DataXML Allows for the exchange of XML formatted data between client machines.
DatedDate Effective date of a new bond issue, after which accrued interest is calculated.
DateTimeOfNotification Date and GMT time in milliseconds when CTM created the EventNotification
message.
DateTimeOfSentMessage Date and time a client sends a message to CTM.
Direct XML Interface 13Data Dictionary
Table 2.1 Direct XML Interface Fields (continued)
XML Element/Field Description
DealPrice Composite that specifies the currency code and price per share or trading
unit. For fixed income trades, this price can be reflected as a percentage. The
value must be a positive number less than ten quadrillion. For amounts
specified as percentages, CTM multiplies the value entered by 0.01. For
example, if a 5 is entered, the value used is 5%.
DeliveryChannel * Delivery method for a third-party notification, such as SFTP (Secure File
Transfer Protocol).
DeliveryMethod Indicates how the instrument is settled.
DepositoryData Composite that contains the identifiers and statuses of the corresponding
CTM confirm.
DescriptionOfTheSecurity Identifies the security in a message with an optional narrative description.
DetailLevelPartyCapacityIndicator * Specifies the role of an executing broker in the trade. See
PartyCapacityIndicator table for allowed values.
DetailsReturnedCount Indicates the number of allocations returned to the requestor.
DID Composite that returns the TradeDetail IDs of all TradeDetails that meet
specified criteria. Use these identifiers to perform other actions, such as
submitting InfoRequest or FieldComparisonRequest messages to retrieve
additional information.
DirectedCommission Composite that describes the recipient and type of commission for an
allocation or confirmation.
DiscountRate Discount rate for the bond.
DocType Composite that identifies an embedded XML message in the Message
composite of the EventNotification. There is one DocType for each
MessageOutput.
DTD File name of the DTD for an embedded XML message in the
EventNotification.
EBSettlement Composite used for settlement data provided by an executing broker.
EBSettlementInstructionsSource * Details the source of settlement instruction enrichment on an
InfoSettlementResponse. Source information includes which trade side
enriches, the enriched trade component, and whether the enrichment is
done using ALERT or manually. For example, the value EB-TLALRT
indicates ALERT settlement instruction enrichment on an executing broker’s
block.
EBTDUpdateGuard Executing broker TDUpdateGuard information derived from an
InfoSettlementResponse For use in a NotificationAction.
EBTradeDetailReferences Composite that indicates the executing broker identifying information used to
link allocation information to a NotificationAction.
EBTradeLevelReferences Composite that indicates the executing broker identifying information used to
link block and trade side information to a NotificationAction.
EchoClientAllocationReference Indicates the ClientAllocationReference that CTM received on an incoming
message from the client. If a ClientAllocationReference was present on the
incoming message, this field is present in the Valid message.
EchoDateTimeOfSentMessage Indicates the DateTimeOfSentMessage that CTM received on the incoming
message from the client.
EchoInteroperabilityAllocID Indicates the InteroperabilityAllocID that CTM received on an incoming
message from the away system. If an InteroperabilityAllocID was present on
the incoming message, this field is present on the Valid message.
EchoInteroperabilityBlockID Indicates the InteroperabilityBlockID that CTM received on an incoming
message from the away system. If an InteroperabilityBlockID was present on
the incoming message, this field is present on the Valid message.
Direct XML Interface 14Data Dictionary
Table 2.1 Direct XML Interface Fields (continued)
XML Element/Field Description
EchoInteroperabilityGlobalID Indicates the InteroperabilityGlobalID that CTM received on an incoming
message from the away system. If an InteroperabilityGlobalID was present
on the incoming message, this field is present on the Valid message.
EchoInteroperabilityMessageType Indicates the message type originally submitted by the away system that the
Valid message is in response to.
EchoMasterReference Indicates the MasterReference that CTM received on the incoming message
from the client. If a MasterReference was present on the incoming message,
this field is present in the Valid message.
EchoSendersMessageReference Indicates the SendersMessageReference that CTM received on the
incoming message from the client.
EchoUserID Indicates the user ID that CTM received on the incoming message from the
client.
EligibilityReasonCode For USDI and USDM users, a trade submitted for settlement at DTC can
generate between one and five eligibility codes. The system typically returns
this code when a trade is ineligible for settlement at DTC or during change of
eligibility (COE).
EligibilityReasonDescription For USDI and USDM users, the associated description for an
EligibilityReasonCode.
EligibilityStatus * Indicates the DTC eligibility of a broker/dealer's USDI and USDM
TradeDetail.
EligiblityReasonData Composite data element for the eligibility elements.
Error Composite that specifies the errors contained in a message sent.
ErrorId Unique identifier for each error on a trade component.
ErrorKey Field returned in an Invalid message to indicate the identifier representing the
ErrorText.
ErrorParameter ErrorParameter Composite that specifies the synchronous error parameters
returned in an Invalid message.
ErrorParameterType * Indicates whether the ErrorParameterValue contains a value, XPath, or FIX
tag.
ErrorParameterURL URL that provides additional information, related to the Error Parameter,
about a synchronous error.
ErrorParameterValue Value that CTM assigns to an error parameter.
ErrorSeverity * The significance of the asynchronous error, such as Informational (INFO),
Warning (WARN), or Fatal (FATL).
ErrorStatus * Indicates whether an asynchronous error is open or closed, such as OPEN
(open error) or CLSD (closed error).
ErrorText Description of the error, associated with the error identified by the ErrorKey.
ErrorURL URL that provides additional information about a synchronous error.
Event Composite that specifies one or more events. For use in the EventNotification
message.
EventCode * Code that indicates a type of event, such as D001 (all field changes on a trade
component).
EventMessageID the CTM service generates this unique identifier for an EventNotification.
CTM increments this value by one for each instance per client.
EventMessageIDQuery Composite in the EventRecovery query message that identifies a range of
EventNotification messages sent to you.
ExecutionInFirmSafestore Identifier of the safestore database for the corresponding information. It is for
clients to populate with the name of the safestore database provider.
Direct XML Interface 15Data Dictionary
Table 2.1 Direct XML Interface Fields (continued)
XML Element/Field Description
ExecutionWithinFirmCode Code used to identify the person within the investment firm who is responsible
for the execution.
ExpirationDate The date that an option contract expires and ceases to exist. Date is in the
format YYYY-MM-DD.
FacilitatedALERTSSIEnrichmentIndicator * For subscribers to Facilitated ALERT SSI Enrichment, the CTM service
populates this field to indicate which of the three ALERT fields
(AlertCountryCode, AlertSecurityType or AlertMethod) were derived by
CTM or returned from ALERT.
FactorEffectiveDate Indicates the effective date of the factor used.
FlatDefaultStatus * Indicates if the bond is flat or flat/in default, for a bond without accrued
interest.
ForcePairText Provides information on the TradeLevel being force-paired or the reason for
the ForcePair message.
ForwardPoints Number of basis points added to or subtracted from the current spot rate to
determine the forward rate. Adding points to the spot rate results in a forward
points premium; subtracting points from the spot rate results in a points
discount.
FromCurrency * Present currency of the TradeAmount. Used when converting the
TradeAmount to a different currency (ToCurrency) for settlement.
FromValue Value of a field before its current value. The ToValue field indicates the
current value.
FunctionOfTheMessage * Indicates the purpose of a TradeDetail or TradeLevel, such as creating a
trade component or amending an existing trade component.
FXDealCurrencyCode * Instructs the recipient of a settlement instruction to perform an FX deal.
GoodThroughDateTime Indicates a guaranteed date and time when all
information is in the response. The time supplied is in your local time zone.
GUIDirectIndicator * Indicates whether you submitted the message using direct messaging
(DRCT) or via UI (TEUI) actions.
HeaderFooterFormat The parameter for the third-party destination profile for this notification. ID1
Primary local market code identifier of the direct member/participant at the
depository or clearing/settlement agency. For use in settlement instructions.
ID2 Secondary local market code identifier of the direct member/participant at the
depository or clearing/settlement agency. For use in settlement instructions.
ID3, ID4, ID5 Tertiary local market code identifier of the direct member/participant at the
depository or clearing/settlement agency. For use in settlement instructions.
IdentificationOfASecurity Composite that identifies a traded security, providing the security type,
country, and numbering agency.
IDNetDisclosure Free form text used by TradeSuite for trades that an executing broker settles
through ID Net. The ID Net process requires the information in the disclosure
text.
IDNetNumber Populated with the omnibus account number 719 or 919 used for processing
ID Net-eligible trades.
IDOwner * Indicates which party the TradeLevel and TradeDetail identifiers belong to.
InstitutionBIC Institution or investment manager BIC. For use in settlement instructions.
InstitutionContact Contact at the institution. For use in settlement instructions.
InstitutionID Investment manager’s TradeSuite ID identifier used to create a confirm in
TradeSuite ID for a US domestic trade.
InstitutionPhone Telephone number for the InstitutionContact. For use in settlement
instructions.
Direct XML Interface 16Data Dictionary
Table 2.1 Direct XML Interface Fields (continued)
XML Element/Field Description
INSTorBrokerID For Fedwire instructions, this is the DTC number of the instructing party or
executing broker.
InstructingParty Composite that specifies the investment manager in a trade.
InstructingPartyTradeDetailIdentifiers Composite that specifies the TradeDetail identifiers for the instructing party.
InstructingPartyTradeLevelIdentifiers Composite that specifies the TradeLevel identifiers for the instructing party.
InstructingPartyValue In a field comparison, the value that the instructing party supplied for the field
identified by MessageFieldName.
InterestAccrualDate Date on which interest begins to accrue.
InterestPaymentDate Interest payment date.
InterestPaymentFrequency * Indicates the frequency of interest payment, such as semi-annual or
quarterly.
InteroperabilityAllocID Indicates the unique away system-generated ID, which is used to tie CTM
TradeDetail to the corresponding component in the away system.
InteroperabilityBlockID Indicates the unique away system-generated ID, which is used to tie CTM
TradeLevel to the corresponding component in the away system.
InteroperabilityControlNumber For an away broker's CTM service TradeDetail only, indicates the unique
away system-generated Control Number which is used for settlement to
identify the corresponding Confirm at DTC.
InteroperabilityGlobalID Indicates the away system-generated ID, which is used to tie the CTM service
TradeLevel to the corresponding component in the away system.
InvalidHeader Composite used for the header of the Invalid response message.
InvestDecisionInFirmCode Code used to identify the person within the investment firm who is responsible
for the investment decision.
InvestDecisionSafeStore Identifier of the safestore database for the corresponding information. It is for
clients to populate with the name of the safestore database provider.
InvestmentFirmUnderDirectives Indicates whether the executing entity is an investment firm covered by the
Directives.
IOSystemCode * Indicates the interoperability vendor.
IP1AccountNo First interested party account number. For use in settlement instructions.
IP1BIC First interested party BIC for use in settlement instructions.
IP1Contact Contact name at the first interested party. For use in settlement instructions.
IP1ID First interested party DTCC ID for use in settlement instructions.
IP1Name First interested party name for use in settlement instructions.
IP1Phone Contact telephone number at the first interested party. For use in settlement
instructions.
IP1SpecialInstr1 First line of special instructions from the first interested party. For use in
settlement instructions.
IP1SpecialInstr2 Second line of special instructions from the first interested party. For use in
settlement instructions.
IP2AccountNo Second interested party account number. For use in settlement instructions.
IP2BIC Second interested party BIC. For use in settlement instructions.
IP2BIC Second interested party BIC. For use in settlement instructions.
IP2Contact Contact name at the second interested party. For use in settlement
instructions.
IP2ID Second interested party DTCC ID. For use in settlement instructions.
IP2Name Second interested party name. For use in settlement instructions.
IP2Phone Contact telephone number at the second interested party. For use in
settlement instructions.
Direct XML Interface 17Data Dictionary
Table 2.1 Direct XML Interface Fields (continued)
XML Element/Field Description
IP2SpecialInstr1 First line of special instructions from the second interested party. For use in
settlement instructions.
IP2SpecialInstr2 Second line of special instructions from the second interested party. For use
in settlement instructions.
IP3AccountNo Third interested party account number. For use in settlement instructions.
IP3BIC Third interested party BIC. For use in settlement instructions.
IP3Contact Contact name at the third interested party. For use in settlement instructions.
IP3ID Third interested party DTCC ID. For use in settlement instructions.
IP3Name Third interested party name. For use in settlement instructions.
IP3Phone Contact telephone number at the third interested party. For use in settlement
instructions.
IP3SpecialInstr1 First line of special instructions from the third interested party. For use in
settlement instructions.
IP3SpecialInstr2 Second line of special instructions from the third interested party. For use in
settlement instructions.
IPOFlag * Indicates the security is a new issue (IPO). If the security is an IPO, the field is
populated with a NEWI, otherwise the field is not present.
IPSettlement Composite used for the instructing party-specific settlement data.
IPSettlementInstructionsSource * Details the source of settlement instruction enrichment on an
InfoSettlementResponse. Source information includes which trade side
enriches, the enriched trade component, and whether the enrichment is
done using ALERT or manually. For example, the EB-TD-ALRT value
indicates ALERT settlement instruction enrichment on an executing broker’s
confirmation or contract.
IPSettlementResponse Composite containing the enriched AccountReference elements associated
with the InstructingParty/AccountID.
IPTDUpdateGuard Instructing party identifying information used to link allocation information to a
NotificationAction.
IPTradeDetailReferences Composite that provides instructing party identifying information used to link
block and trade side information to a NotificationAction.
IPTradeLevelReferences Composite that indicates the instructing party TDUpdateGuard information
derived from an InfoSettlementResponse For use in a NotificationAction.
IRFieldComparisons Composite that contains a comparison of L1 and L2 fields provided by the
executing broker and the investment manager.
IRTradeDetail Composite that contains all TradeDetail data in the InfoResponse message.
IRTradeLevel Composite that contains all TradeLevel data in the InfoResponse message.
ISITCRejectComponentCounterpartyReasonCode * The ISITC-defined reason code for a counterparty rejection.
ISITCRejectComponentReasonCode * The ISITC-defined reason code for a rejection.
ISRTDCommonValues Composite used to return the TradeDetail data submitted by both sides of a
trade in the InfoSettlementResponse message.
ISRTDExecutingBroker Composite used to return TradeDetail data for the executing broker in the
InfoSettlementResponse message.
ISRTDInstructingParty Composite used to return TradeDetail data for the instructing party in the
InfoSettlementResponse message.
ISRTLCommonValues Composite used to return the TradeLevel data that represents both sides of a
trade in the InfoSettlementResponse message.
ISRTLExecutingBroker Composite used to return TradeLevel data for the executing broker.
ISRTLInstructingParty Composite used to return TradeLevel data for the instructing party in the
InfoSettlementResponse message.
Direct XML Interface 18Data Dictionary
Table 2.1 Direct XML Interface Fields (continued)
XML Element/Field Description
ISRTradeDetail Composite identifying the TradeDetail data in the InfoSettlementResponse
message.
ISRTradeLevel Composite identifying the TradeLevel data in the InfoSettlementResponse
message.
IssueDate The date the security was first issued.
Issuer Issuer of a security.
L2FieldName Name of the L2 matching field.
L2MatchingProfileName Specifies the name of the L2 matching profile. Defined by the investment
manager, the L2 matching profile contains the L2 matching fields, rules, and
associated tolerances, which CTM implements when matching counterparty
trade components.
LargeTraderID Identifier for a larger trader in settlement notification.
LastProcessedDateTime Date and Time (in GMT) that TradeSuite ID last processed the
corresponding confirm.
LegalStatus * Indicates the status of a legal opinion for the municipal bond.
LEI Legal Entity Identifier, used in settlement notification.
LID Composite that returns the TradeLevel component IDs of all TradeLevels
that meet the criteria specified. Use these identifiers to perform other actions,
such as submitting InfoRequest or FieldComparisonRequest messages for
additional information.
Listed * Boolean value that indicates if a security is listed on an exchange.
LoginFirstName In a HistoryResponse, identifies the first name of the person who submitted
the message. Derived from LoginId.
LoginId In a HistoryResponse, identifies the person who submits a HistoryRequest.
LoginLastName In a HistoryResponse, identifies the last name of the person who submits a
HistoryRequest. Derived from LoginId.
LoginOrganization Identifies the organization of the person who submits a HistoryRequest.
LongShortindicator * Indicates whether a sell type trade is long, short, and so on.
LotSize Used to indicate a lot size of 100 for fixed income trades. If the lot size is 1, as
in an equity trade, omit the field.
MarketMaker * Market maker accepts the risk of holding a certain number of shares of a
particular security to facilitate trading in that security. Each market maker
competes for customer order flow by displaying buy and sell quotations for a
guaranteed number of shares. After an order is received, the market maker
immediately sells from its own inventory or seeks an offsetting order.
MarkUpMarkDown Composite that indicates the difference between the price to the customer
and the broker/ dealer’s purchase or sale price.
MasterReference Unique identifier for a trade side supplied by the client. It links all the
components of a trade together.
MatchAdviceHash The MatchAdviceHash is derived from unpaired investment manager trades
related to the broker's block. Any changes to the investment manager trades
that make up the Match Advice results in the generation of a new
MatchAdviceHash.
MatchAdviceID Every unpaired broker block version for which Match Advice is provided has a
unique MatchAdviceID. A new MatchAdviceID is supplied on Match Advice
whenever a broker’s block is amended (REPC, NEWM, or Cancel).
MatchAgreedStatus * Indicator used to show that the trade side is matched at the TradeLevel and
TradeDetails, is complete (fully allocated), and has no errors.
MatchAgreedStatusQuery * Queries for the Match Agreed status of a trade side.
Direct XML Interface 19Data Dictionary
Table 2.1 Direct XML Interface Fields (continued)
XML Element/Field Description
MatchAgreedStatusStartDateTime System start date and time of trade component Match Agreed status.
MatchingSecurityCode Normalized security identifier that is used for matching after CTM performs
security cross-referencing.
MaturityDate Date on which the principal amount of a note, draft, acceptance, bond, or
other debt instrument becomes due and payable.
MaxDateTimeOfNotification Date/time field in the EventRecovery message that represents the latest
date/time of an EventNotification sent to you.
MaxDealPrice Composite that specifies the upper limit when searching for trades with a
specific value in the DealPrice field.
MaxEventMessageID In an EventRecovery query, identifies the highest message identifier in a
range of EventNotifications sent to you.
MaxIterationReturnCount Reserved for CTM internal use only.
MaxQuantityAllocated Composite that specifies the upper limit when searching for trades with a
specific value in the QuantityAllocated field.
MaxQuantityOfTheBlockTrade Composite that specifies the upper limit when searching for trades with a
specific value in the QuantityOfTheBlockTrade field.
MaxSettlementAmount Composite that specifies the upper limit when searching for trades with a
specific value in the SettlementAmount field.
MaxSettlementDate Composite that specifies the upper limit when searching for trades with a
specific value in the SettlementDate field.
MaxTotalSettlementAmount Composite that specifies the upper limit when searching for trades with a
specific value in the TotalSettlementAmount field.
MaxTotalTradeAmount Composite that specifies the upper limit when searching for trades with a
specific value in the TotalTradeAmount field.
MaxTradeAmount Composite that specifies the upper limit when searching for trades with a
specific value in the TradeAmount field.
MaxTradeDateTime Composite that specifies the upper limit when searching for trades with a
specific value in the TradeDateTime field.
MaxValueDate Composite that specifies the upper limit when searching for trades with a
specific value in the ValueDate field.
Message Composite containing the XML message that represents the
MessageOutputType requested for the push event.
MessageAppliedFlag Boolean value that indicates if data was updated as a result of submitting the
related message.
MessageFieldName Returned in the IRFieldComparisons composite, this element contains an
XPath representation of the L1 or L2 matching field.
MessageFieldType * Field in the IRFieldComparisons composite used to differentiate message
field types (L1 or L2). Valid values are L1 (L1 pairing field) or L2 (L2 matching
field).
MessageFormat * Message format parameter for the third-party destination profile for this
notification.
MessageHistory Component that returns the message history of a component in response to
the HistoryRequest message. Use this history information to research which
messages you have submitted against a trade component. Do not use this
data to gather information about the status, data, or errors of the particular
trade component.
MessageName Identifies the message that was submitted against a trade component.
Contains message and version number.
MessageOutput Composite that contains information related to event details based on your
event profile.
Direct XML Interface 20Data Dictionary
Table 2.1 Direct XML Interface Fields (continued)
XML Element/Field Description
MessageOutputID Identifies each message generated by a single push event. It starts at 1 and
increments by 1 for all messages generated by the push events for a single
EventTrigger.
MessageOutputType * Message generated by a single push event, such as Invalid.
MessageProcessedDateTime Time and date when message was applied to a trade component or rejected.
For message history log.
MinCreateDateTime This field is no longer valid.
MinDateTimeOfNotification Date/time field in the EventRecovery message that represents the earliest
date/time of an EventNotification sent to you.
MinDealPrice Composite that specifies the lower limit when searching for trades with a
specific value in the DealPrice field.
MinEventMessageID MinEventMessageID In an EventRecovery query, identifies the lowest
message ID in a range of EventNotifications sent to you.
MinLastUpdateDateTime Minimum LastUpdateDateTime of a record. The LastUpdateDateTime of
counterparty’s TradeDetail is updated when an originating party’s
TradeDetail replacement message (REPC) is successfully applied to an
existing L1 paired TradeDetail. The same is true for a TradeLevel. For use in
request messages.
MinQuantityAllocated Composite that specifies the lower limit when searching for trades with a
specific value in the QuantityAllocated field.
MinQuantityOfTheBlockTrade Composite that specifies the lower limit when searching for trades with a
specific value in the QuantityOfTheBlockTrade field.
MinSettlementAmount Composite that specifies the lower limit when searching for trades with a
specific value in the SettlementAmount field.
MinSettlementDate Composite that specifies the lower limit when searching for trades with a
specific value in the SettlementDate field.
MinTotalSettlementAmount Composite that specifies the lower limit when searching for trades with a
specific value in the TotalSettlementAmount field.
MinTotalTradeAmount Composite that specifies the lower limit when searching for trades with a
specific value in the TotalTradeAmount field.
MinTradeAmount Composite that specifies the lower limit when searching for trades with a
specific value in the TradeAmount field.
MinTradeDateTime Composite that specifies the lower limit when searching for trades with a
specific value in the TradeDateTime field.
MinValueDate Composite that specifies the lower limit when searching for trades with a
specific value in the ValueDate field.
MoreFlag * A Boolean value that is used for reporting. Y indicates that there are more
associated messages to view. For use in response messages.
MTDR Composite that returns TradeDetail component IDs and additional
information about all TradeDetails that meet specified criteria in a
MultiTradeDetailRequest.
MTLR Composite that returns TradeLevel component IDs and additional
information about all TradeLevels that meet specified criteria.
MultiTradeDetailResponseRequested * Indicates whether CTM returns a MultiTradeDetailIDResponse or
MultiTradeDetailResponse.
MultiTradeDetailStatuses Composite that returns TradeDetail statuses.
MultiTradeDetailStatusQuery Composite that queries for TradeDetail statuses.
MultiTradeLevelResponseIndicator * Indicates whether CTM returns a MultiTradeLevelIDResponse or
MultiTradeLevelResponse.
Direct XML Interface 21Data Dictionary
Table 2.1 Direct XML Interface Fields (continued)
XML Element/Field Description
MultiTradeLevelStatuses Composite that returns TradeLevel statuses.
MultiTradeLevelStatusQuery Composite that queries for TradeLevel statuses.
MuniBondType * Indicates the type of municipal bond, such as revenue or general obligation.
NetCashAmount Composite that indicates the TradeAmount with the addition or subtraction of
the commissions, fees, and taxes for a specific trade component in the traded
currency. The currency type determines the precision.
NoSWIFTDifference Composite that details the number of differences between the original and
most recent version in the SWIFT notification.
NotificationActions Composite that indicates a prime broker’s action on a CCP notification that is
queued for transmission from CTM to a central counterparty.
NotificationActionType * Action of the ThirdPartyToTrade on a notification, such as APPR (approve).
NumberingAgencyCode * Code that a National Numbering Agency (NNA) uses to identify a security. A
country’s NNA allocates ISINs for each security. Valid values include ISIN,
SEDO, CUSI, LOCA, and others.
NumberOfDaysAccrued Number of days to calculate the interest that has accumulated since the last
interest payment up to, but not including, the settlement date.
OddLotDifferential * Boolean field value that indicates whether the submitter’s client paid an odd-
lot differential or equivalent fee.
OddLotDisclosure Free text field that outlines a firm’s disclosures consistent with the
requirements of Rule 10b-10 relative to odd-lot differential or equivalent fees.
OmniCompleteStatus * Applies to CTM Block Settlement subscribers. Indicates whether the sum of
QuantityAllocated across all dependent allocations is equal to the
QuantityAllocated value Of the related submitted Omni allocation.
OmniConsistentStatus * For CTM Block Settlement subscribers, indicates whether all static fields are
the same between the associated dependent allocations or whether the
status check is pending.
OMNIExpected * For CTM Block Settlement subscribers, this Boolean value indicates whether
the originator of the message submits an omni allocation for an associated
block.
OmniSummaryStatus * Indicates whether the omni allocation is consistent or inconsistent. This field is
present for a specific TradeDetail (Omni aggregated or Omni submitted)
when BlockSettllementEligibility=Y and
SettlementTransactionConditionIndicator=BLPA
OneSided * CTM returns this field for UNMATCHED trades in response messages for
investment managers who trade with non-DTCC broker/dealers.
OpenError CTM returns this composite for OPEN (Open Error Event Notification)
subscribers to enable receipt of detailed error information in an
EventNotification message.
OpenErrorCount Count of open asynchronous errors of the following severities: FATL (Fatal),
INFO (Informational), and WARN (Warning) .
OpenErrorParameter Composite that specifies the asynchronous error parameters returned in an
Invalid Event Notification message.
OptionSecurityID Security identifier for the provided NumberingAgencyCode.
OptionExchange MIC for place of trade.
OptionType * Indicates whether an option buyer has the right to buy (call) or sell (put) on or
before a certain date for a certain price.
OptionCallIndicator * Indicates how the bond can be called, for example: callable at par, callable at
a discount, or not callable.
OrderFlowDisclosure Outlines a broker/dealer’s disclosures consistent with the requirements of
Rule 10b-10 relative to payment for order flow.
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