The SDR must provide a file that contains all transactions disseminated to the public in real-time for a given Report date. This file should include all data disseminated to the public in the time frame between 12:00:00 AM (in the SDR’s time zone) up to the last instant before midnight (in the SDR’s time zone) for the Report date. Each record in this file should include all fields disseminated to the public (these fields are marked ‘Y’ in the disseminated column). If certain values for these fields are disseminated with adjusted or modified values in accordance with part 43(e), the adjusted or modified value should be included in this file for those fields. For example, each of the notional or principal amount fields should contain only the disseminated value. Additionally, this file should include some regulatory fields the SDRs receive from their participants for part 43 reporting (these fields are marked ‘N’ in the disseminated column). Note that these regulatory fields needed in this file are grouped together at the end of the table below. If there are fields that do not apply to a particular SDR, those fields do not need to be disseminated to the public by the SDR (regardless of the indicator in the ‘Disseminate’ column), but should be included in this file (with blank values).
It is expected the SDRs will disseminate all messages requiring dissemination, even if there is an error received before the time delay expires for a given swap transaction. For example, if a new transaction received has a public dissemination time delay, and the subsequent transaction received is a cancelation by error (message with [Action type] = ‘EROR’) before the time delay expires, both new and error messages should be disseminated after the time delay expires.
There should be separate file for each supported asset class. The list of fields applicable for each asset class can be found here.
CFTC Daily Real-Time Dissemination Report
As not all Guidebook fields are aligned using the Tech Specs, KOR is required to configure certain fields on output, those mappings can be found here.