ct860 Data Dict 20200330

CTM™
DATA DICTIONARY
MARCH 30, 2020

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Publication Date: March 30, 2020

Publication Code: CT860
Service: CTM
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 35

PREFACE
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 1, this document removes FacilitatedALERTSSIEnrichmentIndicator from Chapter 2.
Related Documents and Training

For related documents and training in the DTCC Learning Center, go to Institutional Trade Processing.
Questions?
The DTCC Client 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 4
1. 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 dictionary terms specific to futures and options, see the XML Message Specification: Exchange Traded
Derivatives (ETDs). 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/Equity and Common Messages. 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 5
Data 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/Equity and Common Messages 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.
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 7

Data Dictionary
Table 2.1 Direct XML Interface Fields (continued)

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 Component ID provided by the investment manager for the corresponding
OASYS™ block. Supported only in the USDM workflow for [[[Undefined
variable product_names.OASYS-Trade Match]]] investment manager
allocations sent to CTM brokers through the bridge between the OASYS
service and CTM.
AllocationDetailID Component ID provided by the investment manager for the corresponding
OASYS allocation. Supported only in the USDM workflow for [[[Undefined
variable product_names.OASYS-Trade Match]]] investment manager
allocations sent to CTM brokers through the bridge between the OASYS
service and CTM.
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.

Data Dictionary

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%.
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.
workflow.
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
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.

Data Dictionary

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.
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.

Data Dictionary

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.
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.

Data Dictionary

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.
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.
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
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.

Data Dictionary

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.
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.

Data Dictionary

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.
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.

Data Dictionary

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.
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).

Data Dictionary

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.
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
ID3, ID4, ID5 Tertiary local market code identifier of the direct member/participant at the
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.

Data Dictionary

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.
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
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
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
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
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.

Data Dictionary

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
IP2SpecialInstr1 First line of special instructions from the second interested party. For use in
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
IP3SpecialInstr2 Second line of special instructions from the third interested party. For use in
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.

Data Dictionary

ISRTDInstructingParty Composite used to return TradeDetail data for the instructing party in the
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
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.
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.

Data Dictionary

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.

Data Dictionary

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.

Data Dictionary

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.

Data Dictionary

OrgName Provides the actual name of an organization that appears along with the
organization’s role, type, and value. SWIFT is 4 *35x.
OriginalFaceAmount Original face amount for asset backed securities on a TradeDetail. The value
must be a positive number less than ten quadrillion, with a maximum of two
decimals.
OriginalMessage String in the Invalid message containing the original message sent to CTM.
OriginatorOfMessage Composite that identifies the party that originated the message. When the
originator does not have access to a network, the originator uses a sender to
transmit the message.
OTCPostTradeIndicator Indicator as to the type of transaction in accordance with Articles 20(3)(a) and
21(5)(a) of Regulation (EU) 600/2014.
OtherRemuneration * Boolean value that indicates whether the broker/dealer receives payment or
compensation in addition to the sale price.
OtherRemunerationDisclosure Outlines a broker/dealer’s disclosures consistent with the requirements of
Rule 10b-10 relative to other remuneration received or to be received with
the transaction.
OtherReportingData Composite that specifies MiFID II regulatory fields.
OverrideTradeMatch * On an allocation, allows a USDA investment manager to indicate whether an
allocation should be submitted to TradeMatch for a USDA TradeDetail.
ParticipantName1 Name of the agent at the depository (line 1). For use in settlement
instructions.
ParticipantName2 Name of the agent at the depository (line 2). For use in settlement
instructions.
PartyCapacityIndicator * Role of an executing broker in the trade, such as trading as agent.
PartyFundName Party specific name of the investment manager’s account or fund.
PartyIdentifier * Specifies the party associated with the PartySettlement information
(investment manager or executing broker).
PartyIdentifiers Specifies the party associated with the PartySettlement information in the
AdditionalPartyIdentifiers composite.
PartyRole * Type of Party being identified. See ISO 15022 Data Field Dictionary for list of
allowable parties (party roles).
PartySettlement Composite that specifies for settlement instructions.
PartyType * Identifies the type of format that identifies the party, such as a BIC.
PartyValue Character string that represents a BIC.
PaymentCurrency * Currency the agent uses for settlement.
PaymentIndicator * Indicates payment attribute of the bond, for example, no periodic payments
or callable below maturity value.
Percent The percentage of a mark-up or mark-down. Requires a subscription.
PlaceCode * Location where a transaction takes place, such as an exchange.
PlaceNarrative * MIC for PlaceCode equal to EXCH, or an ISO CountryCode for PlaceCode
equal to COUN, OTCO, or VARI. See the PlaceNarrative-MIC section in the
Common Reference Data.
PlaceOfClearing Location where a trade clears, such as a central counterparty.
PlaceOfSafekeeping Composite that indicates the depository or custodian where securities are
kept before settlement of a delivery or after settlement of a receive
instruction.
PlaceOfSafekeepingPlace * Location of safekeeping, for example a local custodian or a national Securities
Depository.

Data Dictionary

PlaceOfSafekeepingType * Indicates whether the shares are held at an entity using a BIC or a country
code.
PlaceOfSafekeepingValue BIC or country code of a location of safekeeping.
PlaceOfTrade Composite for information identifying the location of the trade.
PoolNumber Issuer’s identifier for a mortgage-backed security.
PremiumAmount The amount a buyer pays to the seller of a contract. If the contract is bought,
the investment manager pays the broker/dealer the PremiumAmount. If the
contract is sold, the investment manager receives the PremiumAmount.
ProcessingIndicator * Indicates whether the movement relates to the closure of an account or
whether trade is to open or close an account.
ProrateAndAutoCreateConfirmations * Boolean value that indicates the executing broker has chosen to prorate
commissions and have CTM create confirmations.
ProtocolVersion * Protocol version number for CTM.
PSET * Place of settlement. Either the BIC of a Centralized Security Depository or an
ISO CountryCode for physical settlement. See the PlaceOfSettlement (PSET
BIC) section in the Common Reference Data. It provides a link to the list of
valid values maintained by the Securities Market Practice Group (SMPG).
PublicIdentifier Public URI of the schema for an embedded XML message in an
EventNotification.
PutBondDate Maturity date fixed by the put notice.
PutBondPrice Amount of the put bond price.
PutBondType * For a puttable bond, indicates the type of put allowed, such as limited put or
optional put.
QuantityAllocated Composite that specifies the number of shares/units from the TradeLevel
allocated to a specific client account.
QuantityOfTheBlockTrade Composite that indicates the quantity of the TradeLevel. QuantityTypeCode
can be FAMT or UNIT for fixed income trades and UNIT for equity trades.
The value must be a positive number less than ten quadrillion, with a
maximum of two decimals.
QuantityTypeCode * Indicates whether the quantity of the financial instrument is expressed as a
face amount or as a number of units. For fixed income, FAMT, or UNIT can
precede the quantity. For equity, UNIT precedes the quantity.
QueryType * Indicates the type of information requested, such as a single TradeLevel.
Rate Execution rate (also known as all-in rate).
Rating Composite that indicates the rating of a security.
RatingType * Indicates whether a rating in the rating composite is from a VEND (vendor),
LMAR (local market), or theoretical (THEO).
RatingValue Evaluation of the relative safety of a bond (the issuer's ability to repay principal
and make interest payments). Ratings range from AAA or Aaa (the highest),
to C or D, which represents a company that has already defaulted.
RatingVendor * Vendor providing the rating, either Moody’s or Standard and Poor’s.
ReceiverAgentBIC BIC of the receiver agent, used for settlement notification.
ReceiverAgentName Name of the receiver agent, used for settlement notification.
RecipientOfMessage Composite that identifies the party which is the final destination of the
message. For example, when the message is being sent as a copy, can
indicate the original receiver.
RecordDate Indicate the record date for determining the owner entitled to the next
scheduled payment of principal or interest on a mortgage security.
RecordsReturnedCount Number of records returned to the requestor.

Data Dictionary

RedemptionDisclosure Indicates a broker/dealer’s disclosure, consistent with the requirements of
Rule 10b-10 relative to whether a debt security is subject to redemption
before maturity.
RegAddress1 First line of the registration address, such as department name. To have the
authority to sell securities, a broker/dealer must file forms and be granted
registration with the SEC. For use in settlement instructions.
RegAddress2 Second line of the registration address, such as street name. For use in
RegCity Registration city. For use in settlement instructions.
RegCountry * Registration—ISO CountryCode for use in settlement instructions.
Region Region Specifies the WhereListed location that a security is registered.
RegLocality Registration—state, province, district, and so on. For use in settlement
instructions.
RegName1 Registration name. For use in settlement instructions.
RegPostCode Registration—postal code. For use in settlement instructions.
RejectCancelText Reason an originating party refuses to agree to a counterparty’s request to
cancel a MATCH AGREED (MAGR) trade side.
RejectComponentCounterpartyDateTime Date and time of the RejectComponent message.
RejectComponentCounterpartyText Commentary about the RejectComponent message supplied by the
counterparty to the party rejecting the alleged against component.
RejectComponentData Composite that specifies data related to a party’s rejection of a trade
component.
RejectComponentFlag * Indicates a trade component has been rejected. The alleged against party
can set the reject flag by sending in the RejectComponent message. The
rejected component receives a value of RJCT (Rejected). Codes that apply
are RJCT and RJST (Reject Sent).
RejectComponentMatchStatus Contains the status of the component that is being rejected (UNMATCHED
or MISMATCHED).
RejectComponentText Commentary about the RejectComponent message supplied by the party
rejecting the alleged against component.
Relationship * In settlement instructions, indicates the relationship of a party to the
instructing party. For use in settlement instructions.
ReportedPrice Composite that specifies the reported trade price.
ReportingIndicator * Indicates if you report the TradeDetails to a stock exchange or regulatory
organization.
ReportingOrderType Indicates the transaction order type.
ReportingTradeDateTimeUTC Date and time when the transaction was executed in UTC format such as
2019-02-16T14:47:55.179524Z
ResponseHeader Composite used for the header of response messages.
RisklessPrincipalTradeCommissions Composite for broker/dealers to report any non-monetary benefit amounts
disclosed as commission equivalent. It is the same as the amounts and value
of commission paid in a corresponding sale (as close as possible).
Commission equivalent is often used in executing riskless principal trades.
RootElement The basis element of an appended XML message to an EventNotification.
SameValue A flag indicating whether the value at MATCH AGREED same or different for
each trade side. If the values differ, the instructing party typically updates its
systems to reflect the executing broker’s value for the field.
SEBIRejectComponentCounterpartyReasonCode * For use in an InfoResponse to indicate the reason code for a rejection. Code
values derive from a set of SEBI reason codes.

Data Dictionary

SEBIRejectComponentReasonCode * For use in a RejectComponent to indicate a reason code for rejection. Code
values derive from a set of SEBI reason codes.
SecurityAccount Fund’s account number at its global or subcustodian, or the executing
broker’s account number at its clearing agent or clearing broker. For use in
SecurityCode Identifier of the security code associated with a NumberingAgencyCode (for
example, ISIN) for a trade.
SecurityCodeType * Composite that identifies the type of SecurityCode entered.
SecurityIdentifierQuery Composite used to query for a security in a request message.
SecurityTradeDataURL URL containing trade data for the security identified in the confirm. Requires
a subscription.
SecurityTypeGroup * Details the group in which the security belongs, such as DBT (debt).
SecurityTypeGroupQuery Composite that enables you to differentiate security types returned in the
response messages.
SendersMessageReference Specifies the reference number assigned by the sender to identify the
message.
SellerCountryOfBranch Where the seller 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.
SellerDecisionMakerCode Code used to identify the person who makes the decision to dispose of the
financial instrument.
SellerDecisionMakerSafestore Identifier of the safestore database for the corresponding information. It is for
SellerIdCode Code used to identify the disposer of the financial instrument.
SellerSafeStore Identifier of the safestore database for the corresponding information. It is for
SettlementAmount Composite that indicates the TradeAmount with the addition or subtraction of
the commissions, fees, and taxes for a specific trade component in the
settlement currency.
SettlementContact Contact name for settlement.
SettlementCurrency * Currency in which a contract settles.
SettlementDate Settlement date for a trade.
SettlementFax Fax number of a SettlementContact. For use in settlement instructions.
SettlementInstructionNumbers Composite containing the SWIFT Total Number of Linked Settlement
Instructions (TOSE) and the Current Settlement Instruction Number (SETT).
SettlementInstructionProcessingNarrative Element that stores manually entered settlement instructions.
SettlementInstructions Composite containing the settlement instructions.
SettlementInstructionsSourceIndicator * Indicates the source of settlement instructions, such as ALRT (ALERT
database). If not present on a submit message, CTM does not enrich from
the ALERT platform nor does it include any manual settlement instructions
supplied in a message.
SettlementMode * Indicates the DTC settlement mode of a broker/dealer's USDI and USDM
TradeDetail. Determined at affirmation.
SettlementPhone Telephone number for a SettlementContact. For use in settlement
instructions.
SettlementTelex Telex number for a SettlementContact. For use in settlement instructions.
SettlementTransactionConditionIndicator * Settlement Transaction Condition Indicator, also known as bargain
conditions for the trade.
Sign * Indicate if an amount is positive or negative. If no value is present, assume a
positive value.

Data Dictionary

SIPCMember * Boolean value that indicates the broker/dealer’s status as a member of
Securities Investor Protection Corporation (SIPC).
SNReleaseOverride * Allows an override of the SN manual/auto release setting.
SPEC (specific time zone), and so on. If you use SPEC, the message must contain
the optional CountryTimeZone portion of the TimeZone composite.
SpecialInstr1 Special instructions (line 1). For use in settlement instructions.
SpotReferenceRate Spot reference rate used for forward points and swap points calculations.
StepInAccountID Actual AccountID of the stepin broker/dealer.
StepInBroker Broker/dealer stepping in for a portion of the trade allocation after the trade
has been executed by the ExecutingBroker.
StepInBrokerMPID Market participant ID associated with the broker identified in the
StepInBroker composite.
StepOutBroker Broker/dealer stepping out from the step out trade and settling the regular
trade.
StepOutIndicator * Identifies if a block contains one or more stepped out allocations.
StipulationAlphaNumeric Value provided for a standard stipulation using text, such as an alphanumeric
datatype.
StipulationCodeNonStandard Indicates the code that identifies a non-standard stipulation agreed upon by
each party in a trade.
StipulationCodeStandard * Indicates the code that identifies the standard stipulation, for example
POOLSPERLOT to indicate number of pools per lot, which requires a
numeric syntax value.
StipulationDate Value provided for a standard stipulation using the date datatype.
StipulationNumeric Value provided for a standard stipulation using the numeric datatype.
StipulationsNonStandard Composite that specifies non-standard stipulations for a trade. CTM does not
control non-standard stipulations. Instead, you and your counterparty agree
upon non-standard stipulations.
StipulationsStandard Composite that specifies standard stipulations for a trade. CTM Common
Reference Data controls the values you can supply in the
StipulationsStandard composite.
StipulationStateCode * Value provided for a standard stipulation using the State Code data type.
State code values can include a US state, district, or outlying area.
StipulationValueNonStandard Value provided for a StipulationCodeNonStandard stipulation agreed to by
both parties to the trade. Nonstandard stipulation values use the
alphanumeric data type.
StipulationValueStandard Value provided for a StipulationCodeStandard stipulation. Standard
stipulation values conform to the data type associated with a given stipulation,
as described in the Common Reference Data.
StipulationYOrN * Value provided for a standard stipulation using Boolean Y or N values.
StrikePrice Fixed price at which the owner of an option can purchase (call), or sell (put),
an underlying security or commodity when the option is exercised.
SubAccountNo Number of the beneficial owner’s account at the custodian or clearing broker.
For use in settlement instructions.
SubAccountRef1 Name of the beneficial owner’s account (line 1). For use in settlement
instructions.
instructions.

Data Dictionary

SubAgentAddress1 Subagent’s street name, building number, floor number, and other address
SubAgentAddress2 Subagent’s department name, building name, internal office number, and
SubAgentBIC Subagent’s BIC. For use in settlement instructions.
SubAgentCity Subagent’s city. For use in settlement instructions.
SubAgentCountry * Subagent’s ISO 2 character CountryCode for use in settlement instructions.
SubAgentLocality Subagent’s state, province, district, and so on. For use in settlement
instructions.
SubAgentName1 Subagent’s name (line 1). For use in settlement instructions.
SubAgentPostCode Subagent’s postal code. For use in settlement instructions.
SubmitHeader Composite used for the header of messages submitted to CTM host.
SWIFTBuyerSeller Contents of the 95 BUYR/SELL field in the SWIFT MT541/543 message
(without the SWIFT syntax). Typically contains a BIC identifier. For DTC or
FEDWIRE trades, it contains the ID3 field. It can also contain the
Organizations Name and Address.
SWIFTDifferenceFlag Boolean value that indicates whether to list any SWIFTDifferences composite
content.
SWIFTDifferences Composite that indicates the details of any differences in original and most
recent SWIFT notifications.
SWIFTFieldName General description of the SWIFT field that is different.
SWIFTNewValue Identifies the most recent value in the notification for the SWIFTFieldName.
SWIFTOldValue Indicates the original value in the notification for the SWIFTFieldName.
SWIFTTagQualifier Identifies the SWIFT field by its tag and qualifier.
SynchError Composite that identifies synchronous errors returned in the Invalid
message.
TaxLotDetails Composite containing up to 10 tax lot details.
TaxLotID Unique tax lot ID number.
TaxLotInformation Composite containing tax lot information for the allocation.
TaxLotPrice Composite that contains the price for a tax lot purchase.
TaxLotPurchaseDate Date of a tax lot purchase.
TaxLotReleaseMethod Method of computing the cost basis of the traded instrument in a taxable
transaction.
TaxLotReleaseQuantity Used for partial release to specify the quantity to remove from a tax lot.
TDBusinessExceptionCode * Indicates the type of timer exception that exists on a TradeDetail.
TDBusinessExceptions Composite that identifies TradeDetail business exceptions.
TDForceMatchFlag Boolean indicator that shows whether the TradeDetail was force matched.
This indicator is only available to subscribers of the
InfoResponseDisplayIndicators (IRDI) service.
TDHighestErrorSeverity * Highest severity level (Fatal, Warning, Info) of any TradeDetail in the trade
side.

Data Dictionary

TDL2FieldsSameValueEvaluation Composite consisting of L2FieldName and SameValue. This composite
returns the following:
l The name of an eligible L2 matching field for a TradeDetail in the
L2FieldName element.
l An indicator of Y (Yes) or N (No) in the SameValue element.
l Y indicates that the value at MATCH AGREED for the instructing party is
the same as the value for the executing broker.
l N indicates otherwise.
CTM returns one TDL2FieldsSameValueEvaluation per eligible L2 matching
field.
TDMatchStatus * Indicator in reference to the Match status of a TradeDetail.
TDMatchStatusStartDateTime System start date and time of the Match status for the TradeDetail. This
indicator is available only to subscribers of InfoResponseDisplayIndicators
(IRDI).
TDMatchStatusValues * Indicates the Match status of a TradeDetail requested on in query messages.
TDPostedToSNIndicator Indicates that the TradeDetail has been sent to Settlement Notification for
processing.
TDReferenceQuery Composite that queries for a TradeDetail reference. For use in Request
messages.
TDReferences Composite that indicates the TradeDetail identifiers.
TDReferenceType * Identifier for the type of reference given.
TDReferenceValue Specifies the reference value associated with the TDReferenceType. For
CTM Block Settlement trades, provides cross-reference information on an
omni TradeDetail and its associated dependent allocations.
TDUpdateGuard Indicates optimistic locking to ensure the integrity of data that can be updated
during the processing of a message. This update guard applies specifically to
a TradeDetail message and is intended for use by trade blotter clients, but
available in the direct XML interface.
TDUpdateGuard Indicates optimistic locking to ensure the integrity of data that can be updated
a TradeDetail message and is intended for use by trade blotter clients, but
available in the direct XML interface.
TDVersionOfTradeComponent VersionOfTradeComponent for the TradeDetail component.
ThirdParty Composite that identifies a third party.
ThirdPartyCommunication Composite like the ThirdPartyDetail composite used for notifications to
interested parties.
ThirdPartyCreatedAt Indicates the Match Agreed status at the time of the creation of third-party
notification creation.
ThirdPartyCreatedAtBlockMatchStatus * Indicates the Match status of a block at the time when CTM creates a
ThirdPartyDetail for a trade.
ThirdPartyData Composite that returns third party data.
ThirdPartyDataAction Composite that supports multiple actions across allocations.
ThirdPartyDetail Composite that is present only if notifications are sent from a third party and is
for the InstructingParty only. This composite consists of
ThirdPartyDetailStatus, ThirdPartyDetailStatusTime,
ThirdPartySummaryStatus, ThirdPartyHighestErrorSeverity,
ThirdPartyError, and ThirdPartySourceSettingAgentFromMessage.
ThirdPartyDetailStatus * Status values when TPNotificationType is THRD.
ThirdPartyDetailStatusTime Most recent date and time change for ThirdPartyDetailStatus.

Data Dictionary

ThirdPartyError * Composite that contains errors generated during third-party eligibility and
validation processing. When the ThirdPartyError composite is in the
ThirdPartyData composite, it is an indication that the composite contains
errors from one or more of the following:
l ThirdPartyData eligibility and validation checking
l NotificationAction message
l Central Counterparty
It consists of ErrorId, ErrorSeverity, and ErrorText.
ThirdPartyFunction * Indicates if the ThirdParty functions as IPTN (Instructing Party Trade
Notification). Allows CTM to match the ThirdPartyData composite with the
appropriate ThirdPartyCommunication. CTM only populates for
ThirdPartyData composites associated with a ThirdPartyCommunication
composite (such as CFIN, DEPO, and CCPT).
ThirdPartyHighestErrorSeverity * Highest ErrorSeverity of ThirdPartyErrors.
ThirdPartyNotificationTradeLevels Composite that contains potentially amended fields.
ThirdPartyOmniConsistency * Boolean field value that on a submitted or aggregated allocation. sets the
value of ThirdPartyOmniConsistency to Y under the following conditions:
l BlockSettlementEligibility=Y for the related TradeDetail
l SettlementTransactionConditionIndicator=BLPA
ThirdPartySourceSettlingAgentFromMessage For CTM Third Party Notification subscribers, indicates whether to send a
notification to the IP3, Custodian, or SubAgent listed on a message. Also
indicates how to handle settling agent and settling agent BIC fields in the
trade blotter.
ThirdPartyStatus * Indicates the status of communication with a third party. The values differ
based on the subscription.
ThirdPartyStatusTime Date and time when the ThirdPartyStatus is set.
ThirdPartySummaryStatus * Aggregated status of all underlying settlement notifications generated when a
ThirdPartyDetail is released for notification. Absent if the investment
manager is not subscribed to CTM Third-Party Notification—MAGR.
ThirdPartyToTrade Composite that identifies the ThirdPartyToTrade (such as prime broker,
clearing broker).
ThirdPartyToTradeMPID Market participant ID associated with the broker identified in the
ThirdPartyToTrade composite.
TimeZone Composite that indicates the time zone for which the trade date and time are
specified.
TimeZoneIndicator * Indicates which time zone is referenced in the TimeZone composite, including
CountryCode.
TLBusinessExceptionCode * Indicates the type of timer exception that exists on a TradeLevel.
TLBusinessExceptions Composite that identifies TradeLevel business exceptions.
TLEBSettlement Composite that identifies the settlement details that the broker enters at the
TradeLevel.
TLForceMatchFlag Boolean indicator that shows whether the TradeLevel was force matched.
This indicator is only available to InfoResponseDisplayIndicators (IRDI)
subscribers.
TLHighestErrorSeverity * Indicates the highest error severity of all the OPEN asynchronous errors
present on the TradeLevel (block). Valid values are FATL, WARN, and
INFO. If there are no asynchronous errors with an ErrorStatus of OPEN,
CTM does not return the field on a response message.

Data Dictionary

TLL2FieldsSameValueEvaluation Composite consisting of L2FieldName and SameValue that returns:
l The name of an eligible L2 matching field for a TradeLevel in the
L2FieldName element.
l An indicator of Y or N in the SameValue element.
l Y indicates that the value at MATCH AGREED for the instructing party is
the same as the value for the executing broker.
l N indicates otherwise.
CTM returns one TLL2FieldsSameValueEvaluation per eligible L2 matching
field.
TLMatchStatus * Indicate the Match status of a TradeLevel.
TLMatchStatusQuery * Field used to query for the Match status of a TradeLevel.
TLMatchStatusStartDateTime System start date and time of TradeLevel Match Status. This indicator is
available only to InfoResponseDisplayIndicators (IRDI) subscribers.
TLReferenceQuery Composite that queries for a TradeLevel reference. For use in InfoRequest
messages.
TLReferences Composite that indicates the TradeLevel identifiers.
TLReferenceType * Identifier for the type of reference given.
TLReferenceValue Specifies the reference value associated with the TradeLevel reference type.
TLUpdateGuard Indicates optimistic locking to ensure the integrity of data that can be updated
a TradeLevel message. It is intended for use by GUI clients, but available to
direct clients.
TLVersionOfTradeComponent VersionOfTradeComponent for the TradeLevel component.
ToCurrency * To currency which is the DealPrice currency and can differ from the
TradeAmount currency.
TotalAccruedInterestAmount Composite that indicates the total amount of accrued interest at the
TradeLevel. Calculated from the AccruedInterestAmount TradeDetail field.
CTM calculates this value if no TradeLevel is submitted.
TotalBuyAmount The purchased block amount.
TotalNetCashAmount Composite that identifies the TradeAmount with the addition or subtraction of
commissions, fees, and taxes for the entire trade in the traded currency. The
currency type determines the precision.
TotalOriginalFaceAmount The total original face amount for asset-backed securities for a trade. Value
must be a positive number less than ten quadrillion.
TotalSettlementAmount Composite that identifies a TradeAmount with the addition or subtraction of
commissions, fees, and taxes for an entire trade in the settlement currency.
The currency type determines the precision.
TotalSettlementInstructionNumber CTM-generated field that describes the total number of linked settlement
instructions (dependent allocations) for a submitted or aggregated omni
TradeDetail. The number is the same across the omni TradeDetail and its
dependent allocations.
TotalTradeAmount Composite that indicates the trade (deal) amount. For equity, it is the
DealPrice times the quantity of block. The currency type determines the
precision.
ToValue Describes a current field value used to compare against its FromValue.
TPAssignedID Identifier that a third party assigned to a trade for a notification.
TPAssignedTime Date and time when a third party generated a message for a notification.
TPComments Comments provided by third party or CTM.

Data Dictionary

TPMessageDelivery Composite that contains information about the third-party DeliveryChannel,
MessageFormat, and HeaderFooterFormat.
TPNotificationType * Designation for the ThirdPartyData composite, such as DEPO (depository).
TPReason Error information associated with a specific ThirdPartyStatus supplied by a
third party or the CTM service.
TPRejectReasonCode * Reject codes from a third party on a NotificationAction message.
TPSequenceNumber Identifier generated by a third party to identify a trade.
TradeAmount Composite that indicates a trade (deal) amount for a TradeDetail. For equity,
it is the DealPrice times QuantityAllocated. The currency type determines
precision.
TradeChargesOrTaxes Composite that describes the total of each of the fees, taxes, and charges for
a block.
TradeCommFeesTaxes Composite that describes the total commissions, fees, and taxes for a block.
TradeCommissions Composite that specifies the commissions for a block.
TradeDateTime Trade date and time.
TradeDetailData Composite used for allocation or confirmation information on a TradeDetail
or response message.
TradeDetailHighestErrorSeverity * Indicates the highest error severity of all the OPEN asynchronous errors
present on a trade detail (allocation or confirmation). Valid values are FATL,
WARN, and INFO. If there are no asynchronous errors with an ErrorStatus
of OPEN, CTM does not return the field on a response message.
TradeDetailIdentifiers Composite that indicates TradeDetail identifiers generated by CTM and client
on a response message.
TradeDetailLinkages Composite used to identify the TradeDetail identifiers.
TradeDetailProcessingReference Specifies a TradeDetail reference meaningful to the party identified.
TradeDetailReferences Composite that contains CTM-generated and user-generated trade detail
identifiers.
TradeDetails Composite that indicates TradeDetail identifiers generated by CTM and client
on a submit message.
TradeDetailStatuses Composite that returns the TradeDetail statuses in an InfoResponse.
TradeLevelExpected * Boolean field value that identifies whether CTM expects a TradeLevel. When
it is set to N (No), CTM generates a TradeLevel; otherwise CTM expects a
TradeLevel.
TradeLevelIdentifiers Composite that indicates TradeLevel identifiers generated by CTM and client
TradeLevelInformation Composite that returns common TradeLevel (block) data in an
InfoSettlementResponse.
TradeLevelLinkages Composite that links TradeLevels (blocks) together using a common
identifier.
TradeLevelProcessingReference Client generated identifier for a TradeLevel.
TradeLevelReceived * Boolean value that identifies whether CTM received a TradeLevel.
TradeLevelReferences Composite that contains CTM-generated and user-generated TradeLevel
identifiers.
TradeLevelStatuses Composite that returns the block statuses in a response message.
TradeLevelTotals Composite that indicates the block total amount fields.
TradeRegulator Reporting detail of a trade (UK clients).
TradeSideHighestErrorSeverity * Indicates the severity of an error against a trade side, such as INFO
(informational).

Data Dictionary

TradeSuiteOperatingProceduresGuideLink URL for the TradeSuite Operating Procedures Guide information in inSITE.
Use it to access inSITE and view the TradeSuite Operating Procedures
Guide in effect when the trade was processed.
Valid values are:
l http://insite.omgeo.net for the Production environment
l http://insitect.omgeo.net for the Client Test environment
TradeSuiteOperatingProceduresGuide Number assigned by the inSITE service web-based repository to identify the
ReferenceNumber specific TradeSuite Operating Procedures Guide associated with the trade
confirmation. It is required information to view the TradeSuite Operating
Procedures Guide on in the inSITE service with the corresponding
TradeSuiteOperatingProceduresGuideLink URL.
TradeTimeQualifier * Indicates if the trade time is LOCL (submitter’s local time), GMTI (Greenwich
mean time),
TradeTransactionConditionIndicator * Also known as bargain conditions for a trade, indicates the condition under
which a trade occurs such as CLEN (clean).
TradingVenueTransactionId Number generated by trading venues and disseminated to both the buying
and the selling parties. Only required for the market side of a transaction
executed on a trading venue.
TransportMessageID Unique identifier on the envelope or communications layer of a message,
which uniquely identifies each message and enables tracking, rollback, and
so on.
TruncateProratedAmounts Indicates that the executing broker chooses to truncate prorated amounts in
CTM generated confirmations.
TypeOfFinancialInstrument * Indicates the type of financial instrument referred to in the message, such as
MUNI (municipal debt).
TypeOfPriceIndicator * Indicates the type of price used for a trade such as AVER, which indicates an
average price. Another example is NET1, which indicates a net price of all
charges, fees, taxes, and commissions.
TypeOfTransactionIndicator * Indicates the type of transaction before the settlement process, such as a
netted transaction or trade transaction.
USDepositoryIndicator On a response message, shows if an investment manager is subscribed to
USDI.
UserDefinedDisclosureCode User-defined code used in confirm backer/disclosure enrichment. The
broker/dealer supplies this data, which also resides on inSITE
backer/disclosure repository as enrichment criteria.
UserId Identifies the individual sender of the transmission or user of the service.
VersionOfTradeComponent Specifies the unique, sequential version number of a trade component. If
FunctionOfTheMessage=NEWM, then VersionOfTradeComponent is 1.
CTM returns the VersionOfTradeComponent in response messages with TL
or TD prefix, such as TLVersionOfTradeComponent and
TDVersionOfTradeComponent.
VersionOfTradeSide Number, incremented by CTM that indicates each visible change in a trade
side (TradeLevel or TradeDetail). The trade side with the highest value is the
most recent version.
ViewRequestedIndicator * Indicator that shows the type of required response such as B (By) and A
(Against).
WaiverIndicator * Indicates whether the transaction was executed under a pre-trade waiver.
WhenIssue * Indicator that shows an action takes place when a security is issued. Value is
WISS or not present.

Data Dictionary

WhereListed Composite that identifies a security exchange. A security can be listed on
multiple exchanges.
Workflow Composite that returns CTM workflow designation for a trade.
WorkflowModifier * Indicates the modifier associated with a workflow, such as CTM2 (CTM to
CTM).
WorkflowType * Indicates the workflow associated with a trade such as BACW (Block
Allocation Confirmation Workflow).
WorkflowTypeQuery Composite in a request message that specifies which WorkflowType to return
Yield Composite that specifies the yield or return on an allocation. The value must
be a positive number less than ten quadrillion.
YieldType * Indicates the type of yield for a fixed income allocation such as CALL (yield to
call).

3. MTI FOR BROKER/DEALERS
Table 3.1 lists all of the fields available to broker/dealers who use MTI. Some descriptions refer to a table in
the Common Reference Data when the MTI field name differs from the XML field name.
Note
For a list of valid values for fields with an asterisk ( *) shown in Table 3.1, see the Common Reference Data.
Table 3.1 MTI Fields for Broker/Dealers

MTI Field Name Description
AccountID The ALERT platform Access Code, fund identifier, or account identifier.
instructions.
instructions.
AccountReference Party-specific identifier of an investment manager account or fund. For
executing brokers, the AccountReference is the Broker Internal Account
(BIA) number.
AccountReference1– Party-specific identifier of an investment manager account or fund. For
AccountReference10 executing brokers, the AccountReference is the Broker Internal Account
(BIA) number.
AccruedInterestAmount The interest accrued for a trade component. The value must be a positive
number less than ten quadrillion and can include a sign.
AdditionalSecurityCode The value of a security code type, such as ISIN, SEDOL, and CUSIP.
AdditionalSecurityCodeTypeCountryCode * The ISO CountryCode.
AdditionalSecurityCodeTypeNumberingAgencyCode * The code a National Numbering Agency (NNA) uses to identify a security.
A country’s NNA allocates ISINs for each security. See the
SecurityCodeType table in the Common Reference Data.
AdditionalText1 Additional trade information entered by a party.
AffirmingPartyIndicator * Indicates the party that affirms confirms at the DTCC. For use in
AlertCountryCode * The country in which a security settles. See the Country Code table in the
ALERT platform Common Reference Data.
AlertMethodType * The way 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 the ALERT platform Common Reference Data for a
valid AlertMethodType in the CTM service.
AlertSecurityType * The 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 the CTM
service.
MTI for Broker/Dealers 35

Data Dictionary
Table 3.1 MTI Fields for Broker/Dealers (continued)

AlertSettlementModelName The name that you give to a set of standing settlement instructions (SSIs).
AllocAdditionalText1 Additional trade information entered by the investment manager.
AllocCancelText Contains the investment manager’s text related to their cancellation
action.
AllocMatchStatus * The Match status of the investment manager’s allocation. See the
TDMatchStatus table in the Common Reference Data.
AllocMatchStatusStartDateTime System start date and time of the Match status for the allocation.
AllocVersionOfTradeComponent The latest version number of the investment manager's allocation.
AllocWorkflowType * The workflow associated with the allocation, such as block-level workflow.
See the WorkflowType table in the Common Reference Data.
AlternateCashAccountNo The account associated with an AlternateCurrency. For use in settlement
instructions.
AlternateCurrency * The secondary currency associated with a trade.
AssetBacked A Boolean value. Indicates if assets back a security. Some examples of
assets that can back a secure are: loan, lease, receivables against assets,
and mortgage-backed securities.
AssetBackedSecuritiesDisclosure Description of your asset-backed securities disclosure statement.
BlockAdditionalText1 Additional block information you provide.
BlockMatchStatus * The Match status of a block. See the TLMatchStatus table in the Common
Reference Data.
BlockMatchStatusStartDateTime System start date and time of BlockMatchStatus.
BlockVersionOfTradeComponent The latest version number of your block. Inbound transactions must have
a value greater than the current version number.
BrokerOfCredit The broker of credit when the CommissionSharingTypeIndicator is client
directed or when a Broker of Credit must be supplied.
BrokerOfCreditRole * Type of party identified as the broker of credit. See ISO 15022 Data Field
Dictionary for list of allowable parties (party roles). See the PartyRole table
in the Common Reference Data.
BrokerOfCreditType * Type of format that identifies the party, such as a BIC. See the PartyType
table in the Common Reference Data.
BuySellIndicator Indicates whether the traded instrument is bought or sold.
CallDate A date before maturity when the issuer of a bond can retire part of the
bond for a specified CallPrice.
CallPrice 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
CallPriceCurrencyCode * The ISO Currency Code for the call price, such as USD (US dollar).
CallType * The type of call, such as PUT (put).
CashAccountNo Account where cash settles. For use in settlement instructions.

Data Dictionary

ChargeAmount The charge, tax, or fee assessed on a trade. For amounts specified as
percentages, The CTM service multiplies the value entered by 0.01. For
example, if you enter 5, the CTM service uses 5%.
ChargeTaxType * Type of charges, taxes, and fees on a block, allocation, or contract.
ClientAllocationReference A client-supplied identifier that uniquely identifies each contract or
allocation such as your contract or an investment manager’s allocation.
Keep this identifier unique, even if you cancel the trade.
CommissionAmount The commission assessed on a trade.
CommissionReasonCode * The reason for the commission, such as directed.
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,
the CTM service multiplies the value entered by 0.01. For example, if a 5 is
entered, the value used is 5%.
CommissionSharingTypeIndicator * The commission sharing type, such as CLDI (client directed).
CommissionType * 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 side is complete or incomplete.
ContractVersionOfTradeComponent The latest version number of your contract. Inbound transactions must
have a value greater than the current version number.
CorrespAddress1 Correspondent street name, building number, floor number, and other
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.
CorrespPostCode Correspondent postal code. For use in settlement instructions.
CorrespSecAccountNo Correspondent security account number. For use in settlement
instructions.
CouponRate 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 and can include a sign.
CTMTradeDetailID An internal CTM service identifier. Uniquely identifies (globally) an
allocation or contract entered into the system.

Data Dictionary

CTMTradeSideId An internal CTM service identifier. Uniquely identifies one side of a trade.
The CTM service assigns the CTMTradeSideId to the first submitted trade
component. If a client does not supply a MasterReference, the CTM
service uses the CTMTradeSideId to link all the components of a trade
side.
CurrentFaceValue The 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
CurrentFactor 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.
CustodianAddress1 Custodian street name, building number, floor number, and other address
CustodianAddress2 Custodian department name, building name, internal office number, and
CustodianBIC The BIC of the custodian. For use in settlement instructions.
CustodianCity The city where the custodian is located. For use in settlement instructions.
CustodianCountry * The country where the custodian is located for use in settlement
instructions.
CustodianLocality The locality of the custodian. For use in settlement instructions.
CustodianName1 The name of the custodian (line 1). For use in settlement instructions.
CustodianName2 The name of the custodian (line 2). For use in settlement instructions.
CustodianPostCode The postal code of the custodian. For use in settlement instructions.
DatedDate The effective date of a new bond issue, after which accrued interest is
calculated.
DealPrice The 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, the CTM
service multiplies the value entered by 0.01. For example, if a 5 is entered,
the value used is 5%.
DescriptionOfTheSecurity Identifies the security with a narrative description.
EBBlockVersionOfTradeComponent The latest version number of your block.
EBClientAllocationReference Your internal identifier for the contract.
EBContractVersionOfTradeComponent The latest version number of your contract.
QEBCTMTradeDetailID An internal CTM service identifier. Uniquely identifies (globally) your
contract entered into the system.
EBCTMTradeSideId An internal CTM service identifier. Uniquely identifies (globally) your block
entered into the system.
EBMasterReference Your internal identifier for your block.

Data Dictionary

EBVersionOfTradeSide A number, incremented by the CTM service, that indicates each visible
change in a trade side. The trade side with the highest value is the most
recent version.
ErrorId A unique identifier for each error on a trade component.
ErrorKey A code that uniquely identifies each synchronous or asynchronous error.
ErrorParameter1–ErrorParameter10 The synchronous error parameters returned in an import_response
transaction.
ErrorText A description of the error code.
EventCode * A code that indicates a type of event on an export_event_notification
transaction.
EventTrigger * A client or system action that causes the CTM service to generate an event
notification, such as a CNTD (cancel TradeDetail).
EventTriggerSource * The source of an action that caused an event trigger, such as EXEC
(executing broker).
ExchangeRate The rate of exchange when converting the TradeAmount from one
currency to another currency.
ExchangeRateFromCurrency * Specifies the present currency of the trade.
ExchangeRateToCurrency * Specifies the new currency after the CTM service converts the
TradeAmount using the ExchangeRate.
ExecutingBroker Your identifier value, such as a BIC.ExecutingBrokerType * The type of
format that identifies you, such as a BIC. See the PartyType table in the
Common Reference Data.
FINRAMember A Boolean value that indicates whether you are a member of Financial
Industry Regulatory Authority (FINRA).
HoldBlockForReview Reserved for future use.
HoldContractForReview Reserved for future use.
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 Tertiary local market code identifier of the direct member/participant at the
depository or clearing/settlement agency. For use in settlement
instructions.
ID4 Reserved for future use.
ID5 Reserved for future use.
InstitutionBIC The institution or investment manager BIC. For use in settlement
instructions.
InstitutionContact The contact at the institution. For use in settlement instructions.
InstitutionName Reserved for future use.

Data Dictionary

InstitutionPhone The telephone number for the InstitutionContact. For use in settlement
instructions.
InstructingParty The investment manager's identifier value, such as a BIC. A BIC identifies
the investment manager.
InstructingPartyType * The type of format that identifies the instructing party, such as a BIC. See
the PartyType table in the Common Reference Data.
IP1AccountNo The account number of the first interested party. For use in settlement
instructions.
IP1BIC The BIC of the first interested party. For use in settlement instructions.
IP1Contact The contact name at the first interested party. For use in settlement
instructions.
IP1ID The DTCC ID of the first interested party. For use in settlement
instructions.
IP1Name The name of the first interested party. For use in settlement instructions.
IP1Phone Contact telephone number at the first interested party. For use in
IP1SpecialInstr1 First line of special instructions from the first interested party. For use in
IP1SpecialInstr2 Second line of special instructions from the first interested party. For use in
IP2AccountNo The account number of the second interested party. For use in settlement
instructions.
IP2BIC BIC of second interested party. For use in settlement instructions.
IP2Contact Contact name at the second interested party. For use in settlement
instructions.
IP2ID DTCC ID of the second interested party. For use in settlement
instructions.
IP2Name Name of the second interested party. For use in settlement instructions.
IP2Phone Contact telephone number at the second interested party. For use in
IP2SpecialInstr1 First line of special instructions from the second interested party. For use
IP2SpecialInstr2 Second line of special instructions from the second interested party. For
use in settlement instructions.
IP3AccountNo Account number of the third interested party. For use in settlement
instructions.
IP3BIC BIC of the third interested party. For use in settlement instructions.
IP3Contact Contact name at the third interested party. For use in settlement
instructions
IP3ID DTCC ID of the third interested party. For use in settlement instructions.
IP3Name Name of the third interested party. For use in settlement instructions

Data Dictionary

IP3Phone Contact telephone number at the third interested party. For use in
IP3SpecialInstr1 First line of special instructions from the third interested party. For use in
IP3SpecialInstr2 Second line of special instructions from the third interested party. For use
IPAllocVersionOfTradeComponent The latest version number of the investment manager's allocation.
IPClientAllocationReference The investment manager's internal identifier for the allocation.
IPCTMTradeDetailID The CTM service identifier for the investment manager’s allocation.
IPCTMTradeSideId The CTM service identifier for the investment manager’s block.
IPMasterReference The investment manager’s internal identifier for the block.
IPVersionOfTradeSide A number, incremented by the CTM service, that indicates each visible
change in your counterparty’s trade side. The trade side with the highest
value is the most recent version.
LotSize A lot of 100 for fixed income trades. If the lot size is 1, as in an equity trade,
the field is omitted.
MarketMaker A 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 The difference between the price to the customer and your purchase or
sale price.
MasterReference A client-supplied identifier that uniquely identifiers a block.
MatchAgreedStatus * An indicator used to show that the trade side is MATCH AGREED. A
MATCH AGREED trade:
l Is MATCHED at the block and allocation/contract
l Is COMPLETE (fully allocated)
l Has no errors at the block or allocation/contract
MatchAgreedStatusStartDateTime System start date and time of trade component MatchAgreedStatus.
MaturityDate Date on which the principal amount of a note, draft, acceptance, bond, or
other debt instrument becomes due and payable.
NetCashAmount 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 and can include a sign.
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 A Boolean field value that indicates whether the submitter’s client paid an
odd-lot differential or equivalent fee.
OddLotDisclosure A 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.

Data Dictionary

OriginalFaceAmount The original face amount for asset backed securities on an allocation or
contract. The value must be a positive number less than ten quadrillion,
with a maximum of two decimals.
OtherRemuneration A Boolean value that indicates whether you receive payment or
compensation in addition to the sale price.
OtherRemunerationDisclosure Outlines your disclosures consistent with the requirements of Rule 10b‐
10
relative to other remuneration received or to be received with the
transaction.
ParticipantName1 The name of the agent at the depository (line 1). For use in settlement
instructions.
ParticipantName2 The name of the agent at the depository (line 2). For use in settlement
instructions.
PartyCapacityIndicator * Your role of in the trade, such as trading as agent.
PaymentCurrency * Currency the agent uses for settlement.
PlaceOfSafeKeeping The BIC or country code of the depository or custodian where securities
are kept:
l Before settlement of a delivery.
l After settlement of a receive instruction.
PlaceOfSafeKeepingPlace * The depository or custodian where securities are kept before settlement
of a delivery or after settlement of a receive instruction. For example, a
local custodian or a national Securities Depository.
PlaceOfSafeKeepingType * Indicates whether the depository or custodian holding the securities uses
a BIC or a country code.
PlaceOfSafeKeepingType * Indicates whether the depository or custodian holding the securities uses
a BIC or a country code.
PlaceOfTrade * A MIC for PlaceCode equal to EXCH, or an ISO CountryCode for
PlaceCode equal to COUN, OTCO, or VARI. See the PlaceNarrative-MIC
section in the Common Reference Data. It provides a link to the ISO list of
valid values.
PlaceOfTradeCode * Location where a transaction takes place, such as an exchange. See the
PlaceCode table in the Common Reference Data.
PoolNumber The issuer’s identifier for a mortgage-backed security.
ProrateAndAutoCreateConfirmations Boolean value that indicates the CTM service automatically:
l Creates your contracts based on the investment manager's
allocations.
l Prorates a set of amount fields that you submitted on your block across
all contracts.
PSET * Place of settlement. Either the BIC of a Centralized Security Depository or
an ISO CountryCode for physical settlement. See the PlaceOfSettlement
(PSET BIC) section in the Common Reference Data.
QuantityAllocated The number of shares/units from the block allocated to a specific client
account.
QuantityOfTheBlock The quantity of the block. The value must be a positive number less than
ten quadrillion, with a maximum of two decimals.
RedemptionDisclosure Indicates your disclosure, consistent with the requirements of Rule 10b‐
10
relative to whether a debt security is subject to redemption before
maturity.

Data Dictionary

RegAddress1 The first line of the registration address, such as department name. To
have the authority to sell securities, file forms to register with the SEC. For
use in settlement instructions.
RegAddress2 The second line of the registration address, such as street name. For use
RegBIC Reserved for future use.
RegCity Registration city. For use in settlement instructions.
RegCountry * Registration ISO CountryCode.
RegLocality Registration state, province, district, and so on. For use in settlement
instructions.
RegName1 The Registration name. For use in settlement instructions.
Relationship * Indicates the relationship of a party to the instructing party. For use in
ReportedPrice The reported trade price.
SecurityAccount A fund’s account number at its global or subcustodian, or your account
number at your clearing agent or clearing broker. For use in settlement
instructions.
SecurityCode The value of a security code type such as ISIN, SEDOL, and CUSIP.
SecurityCodeTypeCountryCode * The ISO CountryCode.
SecurityCodeTypeNumberingAgencyCode * The code a National Numbering Agency (NNA) uses to identify a security.
A country’s NNA allocates ISINs for each security. See the
SecurityCodeType table in the Common Reference Data.
SecurityType * Details the group in which the security belongs, such as DBT (debt). See
the SecurityTypeGroup table in the Common Reference Data.
SettlementAmount The TradeAmount with the addition or subtraction of the commissions,
fees, and taxes for a specific trade component in the settlement currency.
SettlementAmountCurrencyCode * The ISO Currency Code for the settlement amount, such as USD (US
dollar).
SettlementContact The contact name for settlement. For use in settlement instructions.
SettlementDate The date when the trade settles.
SettlementFax The fax number of a SettlementContact. For use in settlement
instructions.
SettlementInstructionProcessingNarrative Manually entered settlement instructions.
SettlementInstructionsSourceIndicator * The source of settlement instructions, such as ALRT (ALERT database).
If not present on an inbound message, the CTM service does not:ernrich
fromthe ALERT platform nor include any manual settlement instructions
supplied in a message
SettlementPhone The telephone number for a SettlementContact. For use in settlement
instructions.

Data Dictionary

SettlementTransactionConditionIndicator1– Settlement Transaction Condition Indicator, also known as bargain
SettlementTransactionConditionIndicator5 * conditions for the trade. See the
SettlementTransactionConditionIndicator table in the Common
Reference Data.
SIPCMember A Boolean value that indicates your status as a member of Securities
Investor Protection Corporation (SIPC).
SubAccountNo Number of the beneficial owner’s account at the custodian or clearing
broker. For use in settlement instructions.
instructions.
instructions.
SubAgentAddress1 Subagent’s street name, building number, floor number, and other
SubAgentAddress2 Subagent’s department name, building name, internal office number, and
SubAgentBIC Subagent’s BIC. For use in settlement instructions.
SubAgentCity Subagent’s city. For use in settlement instructions.
SubAgentCountry * Subagent’s ISO CountryCode.
SubAgentLocality Subagent’s state, province, district, and so on. For use in settlement
instructions.
SubAgentPostCode Subagent’s postal code. For use in settlement instructions.
ThirdPartyToTrade The BIC or TFID of a third party to a trade.
ThirdPartyToTradeRole * The role of a third party to a trade, such as a prime broker or clearing
broker. Valid values are PBRK (Prime Broker) or CLBR (Clearing
Broker).
ThirdPartyToTradeType * The type of format that identifies the third party, such as a BIC. See the
PartyType table in the Common Reference Data.
TotalAccruedInterestAmount The interest accrued for the entire trade. Value must be a positive number
less than ten quadrillion. The currency type determines the precision.
TotalNetCashAmount The TradeAmount with the addition or subtraction of commissions, fees,
and taxes for the entire trade in the traded currency. The currency type
determines the precision and can include a sign.
TotalOriginalFaceAmount The total original face amount for asset-backed securities for a trade.
Value must be a positive number less than ten quadrillion.

Data Dictionary

TotalSettlementAmount The TradeAmount with the addition or subtraction of commissions, fees,
and taxes for the entire trade in the settlement currency. The currency
type determines the precision and can include a sign.
TotalSettlementAmountCurrencyCode * The ISO Currency Code for the total settlement amount, such as USD
(US dollar).
TotalTradeAmount The trade (deal) amount. For equity, it is the DealPrice times the quantity
of block. The currency type determines the precision and can include a
sign.
TradeAmount A trade (deal) amount for a contract. For equity, it is the DealPrice times
QuantityAllocated. The currency type determines precision and can
include a sign.
TradeDate The trade date.
TradedCurrencyCode * The ISO Currency Code for the trade, such as USD (US dollar).
TradeLevelExpected A Boolean field value on the contract that identifies whether the CTM
service expects a block. When it is set to N (No), the CTM service
generates a block; otherwise the CTM service expects a block. For
allocation confirmation transactions, always set TradeLevelExpected to N.
TradeTime The trade time.

TradeTransactionConditionIndicator1– Also known as bargain conditions for a trade, indicates the condition under
TradeTransactionConditionIndicator5 * which a trade occurs such as CLEN (clean). See the
TradeTransactionConditionIndicator table in the Common Reference
Data.
TruncateProratedAmounts A Boolean field value that indicates whether you choose to truncate
prorated amounts in the CTM service-generated contracts.
TypeIndicator Indicates the type of import_response transaction: Valid or Invalid.
TypeOfFinancialInstrument * The type of financial instrument referred to in the message, such as MUNI
(municipal debt).
TypeOfPriceIndicator1 * The type of price used for a trade such as AVER, which indicates an
average price. Another example is NET1, which indicates a net price of all
charges, fees, taxes, and commissions. See the TypeOfPriceIndicator
table in the Common Reference Data.
WorkflowType * The workflow associated with a trade such as block-level workflow.
Yield The yield or return on an allocation. The value must be a positive number
less than ten quadrillion and can include a sign.
YieldType * The type of yield for a fixed income allocation such as CALL (yield to call).

FOR MORE INFORMATION
Email DTCC Learning at:
DTCCLearning@dtcc.com
or visit us on the web at:

www.dtcclearning.com

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MARCH 30, 2020

Publication Date: March 30, 2020

2. Direct XML Interface 7

3. MTI for Broker/Dealers 35

Changes in This Version of the Document

Related Documents and Training

How to Use This Document With the Direct XML Interface

Figure 1.1 XML Element Definition Look-up

How to Use This Document with MTI

Next, follow the step in Figure 1.2.

Figure 1.2 MTI Field Definition Look-up

Table 2.1 Direct XML Interface Fields

AccountLEI Account identifier (string) of the Legal Entity Identifier (LEI).

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