External ID and source of Privately negotiated trades in TCR message

1

Dear All,

¿How should be included in TCR messages (35=AE) an external ID and source for Privately negotiated trades (PNT) formed outside of the marketplace?

For example, trades are done in the Central Bank u other external system, then they are registered in the marketPlace as PNT including the source and the trade ID in the source system.

Please confirm/comment whether the following alternative is correct.

TradeCaptureReport(35=AE):

  • SecondaryExecID(527) = Trade Id in the external source system
  • <RootParties> component
    • RootPartyID(1117) = One char party Id of the external source system of the PNT (I.e. P=Central Bank, I=SET-ICAP)
    • RootPartyIDSource(1118) = D (Propietary / Custom code)
    • RootPartyRole(1119) = 73 (Execution Venue)

Thanks in advance

Alexe

2

@abahamonde, you should use the RegulatoryTradeIDGrp to convey one or more additional identifiers. Both of the following fields are free-text strings.

RegulatoryTradeID(1903)
RegulatoryTradeIDSource(1905)

3

Thanks Hanno.

It will work just fine.

Alexe