Sample SDR Crypto Option Messages

Sample Part 43 NEW Trade

{
  "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",
    "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": "2.1",
    "anonymousExecutionIndicator": null,
    "maturityDateOfTheUnderlier": null,
    "referenceRatePricing": null,
    "valuationMethodOrTrigger": "M"
  }
}

 

Sample Part 45 NEW Trade

{
  "messagePayload": {
    "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",
    "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": "2.1",
    "referenceRatePricing": "LD3",
    "valuationMethodOrTrigger": "M"
  }
}