Uploading SINGLE Message
Your message will be uploaded to the SDR as a unique submission, and a unique [Submission Identifier] will be returned to you. This will allow you to query the status of the submission.
To upload a SINGLE-message payload, you will need to submit your message as an JSON object.
Example of single-message JSON
{
"messagePayload": {
"messageType": "PUBLIC",
"reporterIdentifier" : "FAKE0044444444444400",
"cleared": "N",
"mandatoryClearingIndicator": null,
"counterparty1": "FAKE0044444444444400",
"counterparty2": "FAKE0044444444444400901405",
"counterparty2IdentifierSource" : "NPID",
"counterparty1FinancialEntityIndicator" : null,
"counterparty1Designation": "NON-SD/MSP/DCO",
"counterparty2FinancialEntityIndicator" : null,
"counterparty2Designation": "NON-SD/MSP/DCO",
"buyerIdentifier": null,
"sellerIdentifier": null,
"submitterIdentifier" : "FAKE0044444444444400",
"counterparty1FederalEntityIndicator" : null,
"counterparty2FederalEntityIndicator" : null,
"actionType" : "NEWT",
"eventType" : "TRAD",
"amendmentIndicator" : null,
"eventTimestamp" : "2022-06-07T14:51:23Z",
"notionalAmountLeg1": 150000,
"notionalAmountInUSDLeg1": null,
"notionalCurrencyLeg1": "USD",
"callAmountLeg1": null,
"callAmountInUSDLeg1": null,
"callCurrencyLeg1": null,
"putAmountLeg1": 150000,
"putAmountInUSDLeg1": null,
"putCurrencyLeg1": "USD",
"notionalQuantityLeg1": 100,
"quantityFrequencyLeg1": "EXPI",
"quantityFrequencyMultiplierLeg1" : 1,
"quantityUnitOfMeasureLeg1": "LOTS",
"totalNotionalQuantityLeg1": 100,
"postPricedSwap" : false,
"strikePrice" : 1500,
"strikePriceNotation" : 1,
"optionPremiumAmount" : 1800,
"optionPremiumCurrency" : "USD",
"optionPremiumPaymentDate" : null,
"firstExerciseDate" : "2022-07-15",
"finalContractualSettlementDate" : null,
"settlementCurrencyLeg1": null,
"allocationIndicator" : null,
"nonStandardizedTermIndicator" : false,
"blockTradeElectionIndicator" : false,
"largeNotionalOffFacilitySwapElectionIndicator" : false,
"effectiveDate": "2022-06-15",
"expirationDate": "2022-07-15",
"earlyTerminationDate": null,
"executionTimestamp" : "2022-06-07T14:51:23Z",
"reportingTimestamp": "2022-06-07T18:51:23Z",
"platformIdentifier" : "XXXX",
"registeredPlatformIndicator": false,
"primeBrokerageTransactionIndicator" : false,
"assetClass": "CO",
"deliveryType": "OPTL",
"instrumentType": "H",
"optionStyle": "EURO",
"optionType": "P",
"referenceRate": "VIRTUAL CURRENCY-ETH-COINBASE EXCHANGE",
"referenceRateLeg": null,
"relatedFuturesContract": "NO_RELATED_FUTURES_CONTRACT",
"componentReferencePriceCategory": "INITIAL_CO_NOT_COVERED",
"commoditySwapCategory": "VIRTUAL",
"commodityRegion": "REGION_2",
"referenceRateSource": "INDEX",
"underlyingAssetOrUnderlyingContractType": "VIRT",
"underlyingAssetOrUnderlyingContractTypeLeg": null,
"additionalQuantityUnitOfMeasureLeg1": "ETH",
"upiProductName": "SINGLE_INDEX",
"historicalTransactionIdentifier": null,
"clientMessageIdentifier": "20220607065122000648",
"clientTradeIdentifier": "20220607065122000648",
"customBasketIndicator" : false,
"packageIndicator" : false,
"initialMarginCollateralPortfolioCode" : null,
"variationMarginCollateralPortfolioCode" : null,
"exemptPublicRelatedMessage": null,
"counterparty1IdentifierSource" : "LEID",
"reportingJurisdiction": "CFTC",
"underlyingProductName": "SINGLE_INDEX",
"correctingMessages" : null,
"correctingFields" : null,
"underlyingAssetSubtypeOrUnderlyingContractSubtype": "ETH",
"uniqueTransactionIdentifier": "FAKE00444444444444001234567890SAMPLEUTI0030",
"strikePriceCurrencyOrCurrencyPair": "USD",
"validationVersion": "2.0",
"anonymousExecutionIndicator": null,
"maturityDateOfTheUnderlier": null,
"referenceRatePricing": null,
"valuationMethodOrTrigger": "M"
}
}
Uploading MULTIPLE Messages
Up to 100 messages may be submitted within the same payload (if you need to submit more than that at once please contact KOR support).
To upload a multi-message payload, use the same procedure as the single message submission, except you will submit your messages as an array of JSON objects. Your upload to the SDR will generate a unique [Submission Identifier](s) for each message in this payload. This will allow you to query the status of each submission individually.
Note: The ordering of objects within the array is relevant. If submitting multiple messages with the same UTI in the same payload, these will be processed in the same order as provided on the payload.
Upon selecting Execute, an array of message responses will be returned. Each message response contains one of three statuses:
- INGESTED, the message was successfully uploaded into KOR SDR but yet to be validated. A final SUCCESS or REJECT'ed status can be queried via the API or seen from the User Interface.
- FAILED, the message was not uploaded into the KOR SDR, and will need to be resubmitted. Usually occurs if there is a data integrity issue.
- IGNORED, the message was not uploaded into the KOR SDR because another message in the same payload FAILED. The message may be resubmitted as is, once all previous FAILED messages are corrected.
Example of multi-message JSON
{
"messagePayloads": {
"messageType": "PUBLIC",
"reporterIdentifier" : "FAKE0044444444444400",
"cleared": "N",
"mandatoryClearingIndicator": null,
"counterparty1": "FAKE0044444444444400",
"counterparty2": "FAKE0044444444444400901405",
"counterparty2IdentifierSource" : "NPID",
"counterparty1FinancialEntityIndicator" : null,
"counterparty1Designation": "NON-SD/MSP/DCO",
"counterparty2FinancialEntityIndicator" : null,
"counterparty2Designation": "NON-SD/MSP/DCO",
"buyerIdentifier": null,
"sellerIdentifier": null,
"submitterIdentifier" : "FAKE0044444444444400",
"counterparty1FederalEntityIndicator" : null,
"counterparty2FederalEntityIndicator" : null,
"actionType" : "NEWT",
"eventType" : "TRAD",
"amendmentIndicator" : null,
"eventTimestamp" : "2022-06-07T14:51:23Z",
"notionalAmountLeg1": 150000,
"notionalAmountInUSDLeg1": null,
"notionalCurrencyLeg1": "USD",
"callAmountLeg1": null,
"callAmountInUSDLeg1": null,
"callCurrencyLeg1": null,
"putAmountLeg1": 150000,
"putAmountInUSDLeg1": null,
"putCurrencyLeg1": "USD",
"notionalQuantityLeg1": 100,
"quantityFrequencyLeg1": "EXPI",
"quantityFrequencyMultiplierLeg1" : 1,
"quantityUnitOfMeasureLeg1": "LOTS",
"totalNotionalQuantityLeg1": 100,
"postPricedSwap" : false,
"strikePrice" : 1500,
"strikePriceNotation" : 1,
"optionPremiumAmount" : 1800,
"optionPremiumCurrency" : "USD",
"optionPremiumPaymentDate" : null,
"firstExerciseDate" : "2022-07-15",
"finalContractualSettlementDate" : null,
"settlementCurrencyLeg1": null,
"allocationIndicator" : null,
"nonStandardizedTermIndicator" : false,
"blockTradeElectionIndicator" : false,
"largeNotionalOffFacilitySwapElectionIndicator" : false,
"effectiveDate": "2022-06-15",
"expirationDate": "2022-07-15",
"earlyTerminationDate": null,
"executionTimestamp" : "2022-06-07T14:51:23Z",
"reportingTimestamp": "2022-06-07T18:51:23Z",
"platformIdentifier" : "XXXX",
"registeredPlatformIndicator": false,
"primeBrokerageTransactionIndicator" : false,
"assetClass": "CO",
"deliveryType": "OPTL",
"instrumentType": "H",
"optionStyle": "EURO",
"optionType": "P",
"referenceRate": "VIRTUAL CURRENCY-ETH-COINBASE EXCHANGE",
"referenceRateLeg": null,
"relatedFuturesContract": "NO_RELATED_FUTURES_CONTRACT",
"componentReferencePriceCategory": "INITIAL_CO_NOT_COVERED",
"commoditySwapCategory": "VIRTUAL",
"commodityRegion": "REGION_2",
"referenceRateSource": "INDEX",
"underlyingAssetOrUnderlyingContractType": "VIRT",
"underlyingAssetOrUnderlyingContractTypeLeg": null,
"additionalQuantityUnitOfMeasureLeg1": "ETH",
"upiProductName": "SINGLE_INDEX",
"historicalTransactionIdentifier": null,
"clientMessageIdentifier": "20220607065122000648",
"clientTradeIdentifier": "20220607065122000648",
"customBasketIndicator" : false,
"packageIndicator" : false,
"initialMarginCollateralPortfolioCode" : null,
"variationMarginCollateralPortfolioCode" : null,
"exemptPublicRelatedMessage": null,
"counterparty1IdentifierSource" : "LEID",
"reportingJurisdiction": "CFTC",
"underlyingProductName": "SINGLE_INDEX",
"correctingMessages" : null,
"correctingFields" : null,
"underlyingAssetSubtypeOrUnderlyingContractSubtype": "ETH",
"uniqueTransactionIdentifier": "FAKE00444444444444001234567890SAMPLEUTI0030",
"strikePriceCurrencyOrCurrencyPair": "USD",
"validationVersion": "2.0",
"anonymousExecutionIndicator": null,
"maturityDateOfTheUnderlier": null,
"referenceRatePricing": null,
"valuationMethodOrTrigger": "M"
},
{
"messageType": "TRANSACTION",
"reporterIdentifier" : "FAKE0044444444444400",
"cleared": "N",
"mandatoryClearingIndicator": null,
"counterparty1": "FAKE0044444444444400",
"counterparty2": "FAKE0044444444444400901405",
"counterparty2IdentifierSource" : "NPID",
"counterparty1FinancialEntityIndicator" : true,
"counterparty1Designation": "NON-SD/MSP/DCO",
"counterparty2FinancialEntityIndicator" : false,
"counterparty2Designation": "NON-SD/MSP/DCO",
"buyerIdentifier": "FAKE0044444444444400",
"sellerIdentifier": "FAKE0044444444444400901405",
"submitterIdentifier" : "FAKE0044444444444400",
"counterparty1FederalEntityIndicator" : false,
"counterparty2FederalEntityIndicator" : false,
"actionType" : "NEWT",
"eventType" : "TRAD",
"amendmentIndicator" : null,
"eventTimestamp" : "2022-06-07T14:51:23Z",
"notionalAmountLeg1": 150000,
"notionalAmountInUSDLeg1": null,
"notionalCurrencyLeg1": "USD",
"callAmountLeg1": null,
"callAmountInUSDLeg1": null,
"callCurrencyLeg1": null,
"putAmountLeg1": 150000,
"putAmountInUSDLeg1": null,
"putCurrencyLeg1": "USD",
"notionalQuantityLeg1": 100,
"quantityFrequencyLeg1": "EXPI",
"quantityFrequencyMultiplierLeg1" : 1,
"quantityUnitOfMeasureLeg1": "LOTS",
"totalNotionalQuantityLeg1": 100,
"postPricedSwap" : false,
"strikePrice" : 1500,
"strikePriceNotation" : 1,
"optionPremiumAmount" : 1800,
"optionPremiumCurrency" : "USD",
"optionPremiumPaymentDate" : "2022-06-15",
"firstExerciseDate" : "2025-07-15",
"finalContractualSettlementDate" : "2025-07-15",
"settlementCurrencyLeg1": null,
"allocationIndicator" : "UNAL",
"nonStandardizedTermIndicator" : false,
"blockTradeElectionIndicator" : false,
"largeNotionalOffFacilitySwapElectionIndicator" : false,
"effectiveDate": "2022-06-15",
"expirationDate": "2025-07-15",
"earlyTerminationDate": null,
"executionTimestamp" : "2022-06-07T14:51:23Z",
"reportingTimestamp": "2022-06-07T18:51:23Z",
"platformIdentifier" : "XXXX",
"registeredPlatformIndicator": false,
"primeBrokerageTransactionIndicator" : false,
"jurisdiction" : "CFTC",
"assetClass": "CO",
"deliveryType": "OPTL",
"instrumentType": "H",
"optionStyle": "EURO",
"optionType": "P",
"referenceRate": "VIRTUAL CURRENCY-ETH-COINBASE EXCHANGE",
"referenceRateLeg": null,
"relatedFuturesContract": "NO_RELATED_FUTURES_CONTRACT",
"componentReferencePriceCategory": null,
"commoditySwapCategory": null,
"commodityRegion": null,
"referenceRateSource": "INDEX",
"underlyingAssetOrUnderlyingContractType": "VIRT",
"underlyingAssetOrUnderlyingContractTypeLeg": null,
"additionalQuantityUnitOfMeasureLeg1": "ETH",
"upiProductName": "SINGLE_INDEX",
"historicalTransactionIdentifier": false,
"clientMessageIdentifier": "20220607065122000648",
"clientTradeIdentifier": "20220607065122000648",
"customBasketIndicator" : false,
"packageIndicator" : false,
"initialMarginCollateralPortfolioCode" : "TRANSACTIONLEVEL",
"variationMarginCollateralPortfolioCode" : "TRANSACTIONLEVEL",
"exemptPublicRelatedMessage": "IS_PUBLICLY_REPORTABLE",
"counterparty1IdentifierSource" : "LEID",
"reportingJurisdiction": "CFTC",
"underlyingProductName": "SINGLE_INDEX",
"correctingMessages" : null,
"correctingFields" : null,
"underlyingAssetSubtypeOrUnderlyingContractSubtype": "ETH",
"uniqueTransactionIdentifier": "FAKE00444444444444001234567890SAMPLEUTI0030",
"strikePriceCurrencyOrCurrencyPair": "USD",
"validationVersion": "2.0",
"referenceRatePricing": "LD3",
"valuationMethodOrTrigger": "M"
}
}
