Must be a valid ISO 8601 extended time value. Format: HH:mm:SS = HH = Hour; mm = minute; SS = second;
Must be a valid ISO 8601 time zone offset. +/-HH. Max 12 hours.
Specific OTC Trading Venue Code
Identifies the transactions sent by a CA in a certain day
Purpose of the exchange: M (Relevant Market), B (Branch), Q (Request) and combinations of them
B: Buy
S: Sell
P: Principal
A: Agent
Format: Max 19(d) and max of 5 decimals numbers
Internal Acronym/Code - Format: Max40(x)
Provided by the investment firm or a third party reporting on its behalf. - Format Max40(x)
Identify the ultimate underlying when the OTC derivative instrument is a Credit Default Swap (CDS).
The derivative type. Must be one of these values: O (Options), W (Warrants), F (Future/forwards), D (CfDs and TRS), X (Spread bets), S (Swaps other than CfDs, TRS and CDS), Z (CDS), K (Complex derivatives)
Specify whether a financial instrument is a put or a call
Format: Max 19(d) and max 5 decimals numbers. Negative values are not allowed