FpML 5.0 Working Draft

Aug 2007

Trade notification Pretrade Component Definitions

Version: 5.0

This Version:

http://www.fpml.org/spec/2007/wd-fpml-5-0-2007-08-10

Latest Version:

http://www.fpml.org/spec/2007/wd-fpml-5-0-2007-08-10

Previous Version:

http://www.fpml.org/spec/2007/wd-fpml-4-3-2007-07-05/

Errata for this Version:

http://www.fpml.org/spec/errata/wd-fpml-5-0-2007-08-10-errata.html

Document built: Fri 08/24/2007 10:59:27.78


Copyright (c) 1999 - 2006 by INTERNATIONAL SWAPS AND DERIVATIVES ASSOCIATION, INC.
Financial Products Markup Language is subject to the FpML public license
A copy of this license is available at http://www.fpml.org/documents/license.html



The FpML specifications provided are without warranty of any kind, either expressed or implied, including, without limitation, warranties that FpML, or the FpML specifications are free of defects, merchantable, fit for a particular purpose or non-infringing. The entire risk as to the quality and performance of the specifications is with you. Should any of the FpML specifications prove defective in any respect, you assume the cost of any necessary servicing or repair. Under no circumstances and under no legal theory, whether tort (including negligence), contract, or otherwise, shall ISDA, any of its members, or any distributor of documents or software containing any of the FpML specifications, or any supplier of any of such parties, be liable to you or any other person for any indirect, special, incidental, or consequential damages of any character including, without limitation, damages for loss of goodwill, work stoppage, computer failure or malfunction, or any and all other commercial damages or losses, even if such party shall have been informed of the possibility of such damages.

Contents

Global Simple Types

Global Complex Types
TradeAmended
TradeCancelled
TradeCreated
TradeExecutionNotification
TradeExecutionNotificationCorrected
TradeExecutionNotificationRetracted

Global Elements
tradeExecutionNotification
tradeExecutionNotificationCorrected
tradeExecutionNotificationRetracted

Groups

Schema Listing

Applicability to views:

This sub-schema is used in all views.

Global Simple Types

The schema does not contain any global simple types.

Global Complex Types

TradeAmended

Description:

This message is DEPRECATED and should not be used in new implementations. A notification to inform downstream systems when a system that acts as source of trade information detects that a trade has been modified.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)

trade(exactly one occurrence; of the type Trade)

party(one or any number of occurrences; of the type Party)

Used by:

Extension of:

Schema Fragment: 

<xsd:complexType name="TradeAmended" fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Misuse of this message was causing interoperability problems.">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      This message is DEPRECATED and should not be used in new
      implementations. A notification to inform downstream systems when
      a system that acts as source of trade information detects that a
      trade has been modified.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      There is no ContractAmended message currently in FpML. It doesn't
      exist because the discussions between asset managers and
      custodians didn't clarify the need for this message.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="trade" type="Trade"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

TradeCancelled

Description:

This message is DEPRECATED and should not be used in new implementations. See ContractCancelled. A notification to inform downstream systems when a system that acts as source of trade information detects that a trade has been cancelled.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)

There can be exactly one occurrence of the following choice: Choice of either

Or


party(one or any number of occurrences; of the type Party)

Used by:

Extension of:

Schema Fragment: 

<xsd:complexType name="TradeCancelled" fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Misuse of this message was causing interoperability problems. See ContractCancelled for communication between asset managers and custodians.">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      This message is DEPRECATED and should not be used in new
      implementations. See ContractCancelled. A notification to inform
      downstream systems when a system that acts as source of trade
      information detects that a trade has been cancelled.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:choice>
          <xsd:element name="tradeIdentifier" type="TradeIdentifier" maxOccurs="unbounded"/>
          <xsd:element name="trade" type="Trade"/>
        </xsd:choice>
        <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

TradeCreated

Description:

This message is DEPRECATED and should not be used in new implementations. See ContractCreated. A notification to inform downstream systems when a system that acts as source of trade information detects that a new trade has been created.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)

trade(exactly one occurrence; of the type Trade)

party(one or any number of occurrences; of the type Party)

Used by:

Extension of:

Schema Fragment: 

<xsd:complexType name="TradeCreated" fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Misuse of this message was causing interoperability problems. See ContractCreated for communication between asset managers and custodians.">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      This message is DEPRECATED and should not be used in new
      implementations. See ContractCreated. A notification to inform
      downstream systems when a system that acts as source of trade
      information detects that a new trade has been created.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="trade" type="Trade"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

TradeExecutionNotification

Description:

Notification that a trade has been executed.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)

trade(exactly one occurrence; of the type Trade)

party(one or any number of occurrences; of the type Party)

Used by:

Extension of:

Schema Fragment: 

<xsd:complexType name="TradeExecutionNotification">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Notification that a trade has been executed.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:element name="trade" type="Trade"/>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

TradeExecutionNotificationCorrected

Description:

Notification that a trade execution has been corrected. This is only used for correcting a notice of execution, not for post-trade events such as increases or amendments.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)

There can be zero or one occurence(s) of the following choice: Choice of either

Or


revisedTrade(exactly one occurrence; of the type Trade)

party(one or any number of occurrences; of the type Party)

Used by:

Extension of:

Schema Fragment: 

<xsd:complexType name="TradeExecutionNotificationCorrected">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Notification that a trade execution has been corrected. This is
      only used for correcting a notice of execution, not for
      post-trade events such as increases or amendments.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:choice minOccurs="0">
          <xsd:element name="originalTrade" type="Trade">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Complete description of the trade prior to the
                modification.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="originalTradeIdentifier" type="TradeIdentifier" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Identifiers of the trade prior to the modification.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:choice>
        <xsd:element name="revisedTrade" type="Trade">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Complete description of the trade after the modification.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Parties referenced by the trade.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

TradeExecutionNotificationRetracted

Description:

Notification that a trade execution was raised erroneously and should be cancelled.

Figure:

Contents:

Inherited element(s): (This definition inherits the content defined by the type NotificationMessage)

There can be exactly one occurrence of the following choice: Choice of either

Or


party(one or any number of occurrences; of the type Party)

Used by:

Extension of:

Schema Fragment: 

<xsd:complexType name="TradeExecutionNotificationRetracted">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Notification that a trade execution was raised erroneously and
      should be cancelled.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="NotificationMessage">
      <xsd:sequence>
        <xsd:choice>
          <xsd:element name="tradeIdentifier" type="TradeIdentifier" maxOccurs="unbounded"/>
          <xsd:element name="trade" type="Trade"/>
        </xsd:choice>
        <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

Global Global Elements

tradeExecutionNotification

Description:

Figure:

Contents:

tradeExecutionNotification(exactly one occurrence; of the type TradeExecutionNotification)

Used by:

Schema Fragment: 

<xsd:element name="tradeExecutionNotification" type="TradeExecutionNotification"/>

tradeExecutionNotificationCorrected

Description:

Figure:

Contents:

tradeExecutionNotificationCorrected(exactly one occurrence; of the type TradeExecutionNotificationCorrected)

Used by:

Schema Fragment: 

<xsd:element name="tradeExecutionNotificationCorrected" type="TradeExecutionNotificationCorrected"/>

tradeExecutionNotificationRetracted

Description:

Figure:

Contents:

tradeExecutionNotificationRetracted(exactly one occurrence; of the type TradeExecutionNotificationRetracted)

Used by:

Schema Fragment: 

<xsd:element name="tradeExecutionNotificationRetracted" type="TradeExecutionNotificationRetracted"/>

Global Groups

The schema does not contain any global groups.

Full XML Schema 

<xsd:schema ecore:nsPrefix="fpml" ecore:package="org.fpml" ecore:documentRoot="FpML" targetNamespace="http://www.fpml.org/FpML-5-0/pretrade" version="$Revision: 898 $" attributeFormDefault="unqualified" elementFormDefault="qualified">
  <xsd:include schemaLocation="fpml-msg-5-0.xsd"/>
  <xsd:complexType name="TradeAmended" fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Misuse of this message was causing interoperability problems.">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        This message is DEPRECATED and should not be used in new
        implementations. A notification to inform downstream systems
        when a system that acts as source of trade information detects
        that a trade has been modified.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        There is no ContractAmended message currently in FpML. It
        doesn't exist because the discussions between asset managers
        and custodians didn't clarify the need for this message.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="trade" type="Trade"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeCancelled" fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Misuse of this message was causing interoperability problems. See ContractCancelled for communication between asset managers and custodians.">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        This message is DEPRECATED and should not be used in new
        implementations. See ContractCancelled. A notification to
        inform downstream systems when a system that acts as source of
        trade information detects that a trade has been cancelled.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:choice>
            <xsd:element name="tradeIdentifier" type="TradeIdentifier" maxOccurs="unbounded"/>
            <xsd:element name="trade" type="Trade"/>
          </xsd:choice>
          <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeCreated" fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Misuse of this message was causing interoperability problems. See ContractCreated for communication between asset managers and custodians.">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        This message is DEPRECATED and should not be used in new
        implementations. See ContractCreated. A notification to inform
        downstream systems when a system that acts as source of trade
        information detects that a new trade has been created.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="trade" type="Trade"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeExecutionNotification">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Notification that a trade has been executed.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:element name="trade" type="Trade"/>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeExecutionNotificationCorrected">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Notification that a trade execution has been corrected. This is
        only used for correcting a notice of execution, not for
        post-trade events such as increases or amendments.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:choice minOccurs="0">
            <xsd:element name="originalTrade" type="Trade">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Complete description of the trade prior to the
                  modification.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="originalTradeIdentifier" type="TradeIdentifier" maxOccurs="unbounded">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Identifiers of the trade prior to the modification.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:choice>
          <xsd:element name="revisedTrade" type="Trade">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Complete description of the trade after the
                modification.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Parties referenced by the trade.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="TradeExecutionNotificationRetracted">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Notification that a trade execution was raised erroneously and
        should be cancelled.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NotificationMessage">
        <xsd:sequence>
          <xsd:choice>
            <xsd:element name="tradeIdentifier" type="TradeIdentifier" maxOccurs="unbounded"/>
            <xsd:element name="trade" type="Trade"/>
          </xsd:choice>
          <xsd:element name="party" type="Party" maxOccurs="unbounded"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:element name="tradeExecutionNotification" type="TradeExecutionNotification"/>
  <xsd:element name="tradeExecutionNotificationCorrected" type="TradeExecutionNotificationCorrected"/>
  <xsd:element name="tradeExecutionNotificationRetracted" type="TradeExecutionNotificationRetracted"/>
</xsd:schema>