coding-schemes.fpml.esma-mifir-otc-classification-2-0.xml Maven / Gradle / Ivy

Go to download
Show more of this group Show more artifacts with this name
Show all versions of rosetta-testing Show documentation
Rune Testing is a java library that is utilised by Rosetta Code Generators and models expressed in the Rosetta DSL.
There is a newer version: 11.27.2
<?xml version="1.0" encoding="UTF-8"?>
<gcl:CodeList xmlns:gcl="http://xml.genericode.org/2004/ns/CodeList/0.2/" xmlns:doc="http://www.fpml.org/coding-scheme/documentation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://xml.genericode.org/2004/ns/CodeList/0.2/ CodeList.xsd">
   <Annotation>
      <Description>
         <doc:definition>Specifies the OTC post-trade indicator, as defined under ESMA MiFID
			II.</doc:definition>
         <doc:publicationDate>2017-02-17</doc:publicationDate>
      </Description>
   </Annotation>
   <Identification>
      <ShortName>otcClassificationScheme</ShortName>
      <Version>2-0</Version>
      <CanonicalUri>http://www.fpml.org/coding-scheme/esma-mifir-otc-classification</CanonicalUri>
      <CanonicalVersionUri>http://www.fpml.org/coding-scheme/esma-mifir-otc-classification-2-0</CanonicalVersionUri>
      <LocationUri>http://www.fpml.org/coding-scheme/esma-mifir-otc-classification-2-0.xml</LocationUri>
   </Identification>
   <ColumnSet>
      <Column Id="Code" Use="required">
         <ShortName>Code</ShortName>
         <Data Type="token">
            <Parameter ShortName="maxLength">63</Parameter>
         </Data>
      </Column>
      <Column Id="Source" Use="optional">
         <ShortName>Source</ShortName>
         <Data Type="string"/>
      </Column>
      <Column Id="Description" Use="optional">
         <ShortName>Description</ShortName>
         <Data Type="string"/>
      </Column>
      <Key Id="PrimaryKey">
         <ShortName>key</ShortName>
         <ColumnRef Ref="Code"/>
      </Key>
   </ColumnSet>
   <SimpleCodeList>
      <Row>
         <Value>
            <SimpleValue>ACTX</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>ESMA</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Agency cross transactions (For all instruments).</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>ALGO</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>ESMA</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Algorithmic transactions (For equity instruments).</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>AMND</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>ESMA</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Amendments (For all instruments).</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>BENC</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>ESMA</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Benchmark (For all instruments).</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>CANC</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>ESMA</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Cancellations (For all instruments).</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>DUPL</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>ESMA</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Duplicative trade reports (For equity instruments).</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>ILQD</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>ESMA</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Illiquid instrument (for non-equity instruments).</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>LRGS</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>ESMA</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Post-trade large-in-scale transactions (For all instruments).</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>NLIQ</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>ESMA</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Negotiated transactions in liquid financial instruments (For equity
					instruments).</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>NPFT</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>ESMA</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Non-price forming transactions (For all instruments).</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>OILQ</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>ESMA</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Negotiated transactions in illiquid financial instruments (For equity
					instruments).</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>PRIC</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>ESMA</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Negotiated transactions subject to conditions other than the current
					market price (For equity instruments).</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>RFPT</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>ESMA</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Reference price transactions (For equity instruments).</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>RPRI</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>ESMA</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Transactions which have received price improvement (For equity
					instruments).</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>SDIV</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>ESMA</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Special dividend (For equity instruments).</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>SIZE</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>ESMA</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Above specified size transaction (For all instruments).</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>TNCP</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>ESMA</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Transactions not contributing to the price discovery process for the
					purposes of Article 23 of Regulation (EU) No 600/2014 (For equity
					instruments).</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>TPAC</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>ESMA</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Package transaction (For non-equity instruments).</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>XFPH</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>ESMA</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Exchange for Physical transaction (For non-equity
					instruments).</SimpleValue>
         </Value>
      </Row>
   </SimpleCodeList>
</gcl:CodeList>