Canada Guidebook: Transaction Report

This article is intended for regulators wishing to retrieve reports from KOR.

Each TR must provide a daily file that contains the trade activity received from their participants for that Report date. Each file should include data received by the TR from 12:00:00 AM (in EST/EDT) up to the last instant before midnight (in EST/EDT) for the Report date based on the “TR receipt timestamp” (which is recorded by the TR, not submitted by the reporter.

There should be separate file for each supported asset class.

There should be a separate file by province regardless if one regulator receives files for multiple provinces.

There should be a report by each individual date. 

Report shall contain all Tech Spec fields applicable to Transaction messages in addition to the fields:

• TR receipt timestamp: Date and time when TR received the message from the submitter and recorded by TR.
• TR submission ID: A unique identifier assigned by the TR to each submission received from the submitter.
• Report date: For all records except open transactions record, this date reflects the date the submitted record or message was received by the TR that aligns with the date included in the filename. For open transactions, this is the date the trade repository compiles the open transactions file, reflecting the transaction data maintained by the TR for every data field required to be reported for an executed transaction.

Canada Guidebook Transaction Report