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Record Formats Messages

Welcome to the Record Formats and Messages section for DTC settlement. Here you will find technical specification documents outlining the the data format required in order to send and receive data.

Once you have set up up your batch files and messages you are ready to send your transactions for DTC settlement. Status messages will arrive as output files or messages from DTC. You may also check the status of transactions sent via file or message in the Settlement Web.

Clients may submit their transactions to DTC via ISO 15022 Messaging and Batch Files. Batch files utilize a CCF (Computer to Computer File Transmission, a proprietary format) and MQ Series.  For more information contact This email address is being protected from spambots. You need JavaScript enabled to view it..

 Below are often used record formats and messages.  To see the full list click here

 

Technical Platform In / Out Document Title Description
ISO 15022 Input  Deliver Order Input Free and Valued Dos (MT542 and MT543) including regular, IPO, ADR, and Federal Reserve 
ISO 15022 Output  ID Net Deliver Order Output Receive against payment confirmation (MT545). Informs the receiver of "made" status.
ISO 15022 Input  MA / NA Position Transfer MA/NA Position Transfer (MT524) allows you to make same-day position transfers from your Minimum Amount (MA) account to your Net Additions (NA) account and vice-versa.
ISO 15022 Input  Payment Orders Payment orders (MT543) allow clients to collect a mark-to-market payment or to charge another client for changes in value in a net option contract premium.
ISO 15022 Input  Pledge / Release Transactions Free and Valued Pledge Release Request and Returns as well as Fed and OCC Pledges (MT543, MT542, MT541, MT540)
ISO 15022 Input  Segregation/Seg Release/Memo Segregation/Investment ID/Investment ID Release Input Segregation and Release (MT524), Memo Segregation (MT524), Investment ID and Release (MT524).
ISO 15022 Input  Transaction Command This message (MT530) is sent by a participant to DTCC for messages related to receiver authorized delivery (RAD), authorizations, cancels, pend holds, promotions, and exemptions.
ISO 15022 Input  Settlement Status (Short Version) MT548 Optional messages for "non-made" state changes in IMS/ATP.
ISO 15022 Input Settlement Status (Long Version) MT548 Optional messages for "non-made" state changes in IMS/ATP.
ISO 15022 Input  Settlement Status (Long Version) for Accounting MT548 Optional messages for all state changes including "made" in IMS/ATP.
ISO 15022 Output  Acronym Status Proprietary Message This MMI Acronym Status (MT598) send the acronym status and total amount of transactions to IPAs.
ISO 15022 Input Transaction Commands for MMI Finality New command indicators (MT530) were added to the existing command processing document for MMI acronym full and partial funding amounts. Instruction processing statuses and reasons were also updated for the MMI Finality initiative. 
ISO 15022 Output  IPA Participant Confirmation IPA Participant Confirmation (MT548) notifies IPAs of the outcome after processing commands. 
ISO 15022 Output  Participant Status for MMI Optimization (Long Version) Statuses (MT548) for transactions pending an MMI funding decision on an acronym.  Can be subscribed to via the IMS Notification Profile.
ISO 15022 Output  Participant Status for MMI Optimization (Long Version Accounting) Statuses (MT548) for transactions pending an MMI funding decision on an acronym. Can be subscribed to via the IMS Notification Profile.
ISO 15022 Output  Participant Status for MMI Optimization (Short Version) Statuses (MT548) for transactions pending an MMI funding decision on an acronym. Can be subscribed to via the IMS Notification Profile.
Proprietary CCF Output  Settlement Participant Activity (DTFPART) DTFPART (document 5.11) enables you to receive Participant account return transaction information at various times of the business day.
Proprietary CCF Output  Participant Account Return Payment Order (PARTPO) The PARTPO (document 5.13) transmission contains all original and reclaim Security Payment Order (SPO) and Premium Payment Order (PPO) transactions that have been processed by DTC's Settlement System during the business day.
Proprietary CCF Output  Participant Closing Balances (APIBAL) In APIBAL (document 5.10) each record indicates the closing balance for a specific CUSIP in one of the Participant's DTC accounts. The information received via the APIBAL function may be used to automate both the verification of a Participant's closing balance by CUSIP/Account and the determination of a Participant's position with DTC at the end of the previous business day.
Proprietary CCF Output  Stock Loan Repo Adjustment Activity (SLRADJ) Some SLRADJ (document 5.14) activity will represent actual Stock Loan and Repo adjustments, and some are implicit adjustments resulting from other transactions ( e.g. Deliver Orders).
Proprietary CCF Output  Stock Loan Repo Composite Closing Balances (SLRBLC) SLRBLC (document 5.15) enables all DTC Participants to access information concerning the composite balances by security of their Stock Loan and Repo accounts at DTC. The records will be generated for all eligible Participants that have an account balance, and will include data for those accounts that contain a net zero balance.
Proprietary CCF Output  Fed Funds Settlement / Settling Bank Balances (FFSBST) The FFSBST (document 5.23) function will provide Settling Banks with a Legal Entity Settlement balance file. The file will be produced at approximately 4:00 P.M. each day after Final Figures, and will consist of the Bank’s Legal Entity Participant accounts and their corresponding NSCC and DTC settlement balances. A net settlement balance will be provided for each participant along with the participants’ net debits and credits. NSCC and DTC balances will be listed separately and will be distinguished by an indicator on each record.
Proprietary MQ Output  MQ Deliver Order Output  Document 20.01 describes deliver order requirements for both day and night activity.
Proprietary MQ Output  MQ DO Output MMI Start of Day Acronym Status Document 20.19 describes deliver order requirements for DO MMI Acronym Statuses.
Proprietary MQ Input and Output  MQ MMI Proprietary Funding  Document 20.17 describes input and output requirements for DO MMI Funding Messages (Staging Area) as part of the MMI Finality Through Optimization initiative.
Proprietary MQ Output  RAD Drop Output DO and Pledges Document 20.05 describes the requirements for obtaining Deliver Order Drop (types '026' through '028', '046' through '049') and Pledge Drop activity (types '051,' '054,', '055,' and '056.'
Proprietary CCF Output  Collateral Loan Closing Balances (COLOAN)  Document 16.6 provides DTC Pledgee Banks daily access to the Collateral Loan Closing Balances.
Proprietary MQ Input and Output MQ SEG and MEMOSEG Document 4.02 describes requirements for obtaining Segregation and Memoseg activity.
Proprietary MQ Output  MQ Preliminary Settlement Statement Records Document 20.10 provides the input and output requirements for preliminary settlement statements.  These records (one per settlement 'activity-type') enable clients to balance their system in an automated manner. 
Proprietary MQ Output  MQ Payment Order Output  Document 20.02 provides PO data for (SPO, PPO and ACATS Payment Orders).
Proprietary MQ Output  MQ RAD Output Document 20.16 provides notifications for transactions subject to RAD processing. RAD output is generated real-time when a transaction is sent to RAD. ID trades and NDOs transactions are sent to RAD in the night cycle.

 

 

 

 

ISO Messaging Test Facility

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International Standard ISO 6166

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MQSeries ISO Processing

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Night Cycle Reengineering Processing Rules

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