Type: int

Specifies the type of trade identifier provided in AllocRegulatoryTradeID <1909>, within the context of the hierarchy of trade events.

Valid values:

  • 0 = Current

    The default if not specified.

  • 1 = Previous

    The previous trade's identifier when reporting a cleared trade or novation of a previous trade.

  • 2 = Block

    The block trade's identifier when reporting an allocated subtrade.

  • 3 = Related

    The related trade identifier when reporting a mixed swap.

  • 4 = Cleared block trade

    Assigned by the CCP to a bunched order/trade when it needs to be cleared with the standby clearing firm prior to post-trade allocation.

  • 5 = Trading venue transaction identifier

    Assigned by the trading venue to a transaction. In the context of ESMA RTS 22 and RTS 24, this is an unique transaction identification "number generated by trading venues and disseminated to both the buying and selling parties in accordance with Article 12 of [RTS 24 on the maintenance of relevant data relating to orders in financial instruments under Article 25 of Regulation 600/2014 EU]." (quoted text from RTS 22). "Uniqueness" may be defined per relevant regulations.

Used In