CANC Cancellation flag When a previously published Cancellation flag When a previously published TradeReportType(856)=6 (Trade report cancel) transaction is cancelled. transaction is cancelled. AMND Amendment When a previously published Amendment When a previously published TradeReportType(856)=5 (No/Was) flag transaction is amended. flag transaction is amended. TNCP Transactions Transaction not contributing to the TradePriceCondition(1839)=16 (Trade exempted not contributing price discovery process for the from trading obligation) to the price purposes of Article 23 of Regulation discovery (EU) No 600/2014 and as set out in process for the Article 2. purposes of Article 23 of Regulation (EU) No 600/2014 flag SDIV Special dividend Transactions that are either: TradePriceCondition(1839)=13 (Special dividend) transaction flag executed during the ex-dividend period where the dividend or other form of distribution accrues to the buyer instead of the seller; or executed during the cum-dividend period where the dividend or other form of distribution accrues to the seller instead of the buyer. RPRI Transactions Transactions executed on a TradePriceCondition(1839)=14 (Price have systematic internaliser with a price improvement) received price improvement in accordance with improvement Article 15(2) of Regulation (EU) No flag 600/2014. DUPL Duplicative When a transaction is reported to PreviouslyReported(570)=Y trade reports more than one APA in accordance flag with Article 17(1) of Commission Delegated Regulation (EU) on [DRSP RTS}
CANC Cancellation flag When a previously published transaction is cancelled. Cancellation flag When a previously published transaction is cancelled. TradeReportType(856)=6 (Trade report cancel) AMND Amendment flag When a previously published transaction is amended. Amendment flag When a previously published transaction is amended. TradeReportType(856)=5 (No/Was) TNCP Transactions not contributing to the price discovery process for the purposes of Article 23 of Regulation (EU) No 600/2014 flag Transaction not contributing to the price discovery process for the purposes of Article 23 of Regulation (EU) No 600/2014 and as set out in Article 2. TradePriceCondition(1839)=16 (Trade exempted from trading obligation) SDIV Special dividend transaction flag Transactions that are either: executed during the ex-dividend period where the dividend or other form of distribution accrues to the buyer instead of the seller; or executed during the cum-dividend period where the dividend or other form of distribution accrues to the seller instead of the buyer. TradePriceCondition(1839)=13 (Special dividend) RPRI Transactions have received price improvement flag Transactions executed on a systematic internaliser with a price improvement in accordance with Article 15(2) of Regulation (EU) No 600/2014. TradePriceCondition(1839)=14 (Price improvement) DUPL Duplicative trade reports flag When a transaction is reported to more than one APA in accordance with Article 17(1) of Commission Delegated Regulation (EU) on [DRSP RTS} PreviouslyReported(570)=Y
NEX-Group-FIX-5-0-APA-Specification-v0-6.docx