Product Release – 04.03.20

March 2, 2020

We have the following features due for release on the 4th March 2020.

This update will not require any action from users of TR Accuracy or TR Completeness. All changes will automatically be applied to your solution from 0700 04/02/20.

For features which are configurable (TR Accuracy MI report and validations etc), you will be able to log into your management portal and turn them off if you do not wish to see the functionality.

Please let us know if you have any questions; .

 

Issue key Summary Product Bug/Feature Description
Dev-282 E98 – Deliverable currency not populated for currency derivative TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E99 – Deliverable currency not first when sorted alphabetically TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E100 – Deliverable currency 2 populated when deliverable currency not populated TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E101 – Deliverable currency not required for physically delivered commodity TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E102 – Underlying not provided for Index TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E103 – ISIN not provided for underlying index TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E104 – Incorrect ISIN provided for underlying index TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E105 – Underlying ISIN is for an index, but type = ‘I’ TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E106 – Physical delivery of equity product TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E107 – Physical delivery of interest rate product TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E108 – Underlying fields for Interest rate not populated TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E109 – Operating MIC used when segment MIC required TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E110 – No ISIN for non EEA exchange – ISIN available TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E111 – Default trade date time TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E112 – Venue id: Traded outside EEA, no ISIN TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E113 – Venue id: Traded outside EEA, not listed on TV TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E114 – Venue id: Traded outside EEA, listed on TV TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E115 – FIRDS Mismatch: product_classification TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E116 – FIRDS Mismatch: Venue of execution TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E117 – FIRDS Mismatch: Underlying ID Type (Single product ISIN) TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E118 – FIRDS Mismatch: Underlying ID Type (Basket) TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E119 – FIRDS Mismatch: Underlying ID Type (Index) TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E120 – FIRDS Mismatch: Underlying (single product ISIN) TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E121 – FIRDS Mismatch: Underlying (Index) TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E122 – FIRDS Mismatch: Notional currency 1 TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E123 – FIRDS Mismatch: Notional currency 2 TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E124 – FIRDS Mismatch: Delivery type TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E125 – FIRDS Mismatch: Fixed rate of leg 1 TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E126 – FIRDS Mismatch: Fixed rate of leg 2 TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E127 – FIRDS Mismatch: Commodity base TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E128 – FIRDS Mismatch: Commodity details TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E129 – FIRDS Mismatch: Option type TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E130 – FIRDS Mismatch: Option style(exercise) TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E131 – Intertest Rate fields populated for non IR asset class TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E132 – Foreign exchange fields populated for non currency asset class TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E133 – Commodity fields populated for non commodity asset class TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E134 – Option fields populated for non option product TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E135 – Credit fields populated for non credit asset class TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E136 – Underlying and asset class mismatch: Equity TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E137 – Underlying and asset class mismatch: Commodity TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E138 – Underlying and asset class mismatch: Credit TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E139 – Underlying and asset class mismatch: Currency TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E140 – Underlying and asset class mismatch: Interest Rate TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E141 – Product ISIN and asset class mismatch: Equity TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E142 – Product ISIN and asset class mismatch: Commodity TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E143 – Product ISIN and asset class mismatch: Credit TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E144 – Product ISIN and asset class mismatch: Currency TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E145 – Product ISIN and asset class mismatch: Interest Rate TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E146 – Price Currency not equal to M2M Currency (Non CU only) TR Accuracy: EMIR Feature Improvement New validation
Dev-282 E7 Update – LEI of the Reporting Firm is not EU member state. TR Accuracy: EMIR Feature Improvement Updated validation to validate against HQ rather than legal address
Dev-282 New reference data – Equivalent markets (EMIR) TR Accuracy: EMIR Feature Improvement New reference data source
Dev-282 E55 Update – Position record reported but not a subject of compression TR Accuracy: EMIR Feature Improvement Update validation to reflect change in ESMA Q&A – TR Q17c
Dev-403 E39 Deleted – 12 hour clock used for execution timestamp TR Accuracy: EMIR Deleted validation Deleted validation, to be captured in MI report
Dev-403 E44 Deleted – 12 hour clock used for confirmation timestamp TR Accuracy: EMIR Deleted validation Deleted validation, to be captured in MI report
Dev-403 E48 Deleted – 12 hour clock used for clearing timestamp TR Accuracy: EMIR Deleted validation Deleted validation, to be captured in MI report
DEV-433 EMIR MI: General Update TR Accuracy: EMIR Bug fix Remove Action type K from list
DEV-423 EMIR MI: Counterparty breakdown TR Accuracy: EMIR Bug fix Data wasn’t being displayed correctly.
DEV-413 E60 – Notional != Quantity x Price Multiplier X Price TR Accuracy: EMIR Bug fix Validation wasn’t performing correctly for large data sets
DEV-348 EMIR MI – Product breakdown TR Accuracy: EMIR Bug fix The pie chart for data breakdown did not match the %’s from CFI code breakdown.
DEV-343 E90 – Asset Class doesn’t match CFI code TR Accuracy: EMIR Bug fix Validation was not being triggered when it should be
Dev-403 E57 Update – Portfolio code duplicated in a day’s reporting data TR Accuracy: EMIR Bug fix Update validation to only run on collateral update records
Dev-403 E112 Update – Venue id: Traded outside EEA, no ISIN TR Accuracy: EMIR Bug fix Update validation to exclude  collateral update records
Dev-403 E94 Update – Report Submitting Entity TR Accuracy: EMIR Bug fix Update validation to exclude  collateral update records
Dev-403 E5 Update – Other counterparty = reporting counterparty TR Accuracy: EMIR Bug fix Update validation to exclude  collateral update records
Dev-403 E72 Update – Uncollateralised relationship but with collateral reported at portfolio level TR Accuracy: EMIR Bug fix Update validation to only run on self compressing trades
Dev-403 E111 Update – Default trade date time TR Accuracy: EMIR Bug fix Update validation to only run on trades records
DEV-429 MIFIR MI: GMT BST Update TR Accuracy: MiFIR Bug fix Data wasn’t being displayed correctly for large data sets
DEV-427 M214 – Instrument Currency doesn’t match LSE Listed Currency TR Accuracy: MiFIR Bug fix Where a product is listed multiple times on LSE, the solution was only returning the top result
DEV-426 MIFIR MI: Late reports bug TR Accuracy: MiFIR Bug fix Data wasn’t being displayed correctly for large data sets
DEV-358 MIFIR MI – INTC analysis TR Accuracy: MiFIR Bug fix Validation wasn’t performing correctly for large data sets
DEV-430 M18 – Buyer not identified in reference data TR Accuracy: MiFIR Bug fix Validation was being triggered when it shouldn’t have been.
DEV-428 M16 – Trade date time granularity – off exchange traded TR Accuracy: MiFIR Bug fix Logic updated to include milliseconds