Atlantis Counterparty Rules Report

Overview

The Counterparty Rules Report is available weekly, each Sunday, in Atlantis Notifications. The report contains summary level details for each Participant where their counterparty has changed due to an Atlantis translation rule. The Participant will only receive details where their counterparty has changed. The report also provides original and new participant details, as well as the translation rule details used to change the participant on the trade.

This report can be used to identify the trades affected by translation rules and the details (firm codes, accounts, etc) used in the translation rules that are affecting the participant’s counterparty on trades.

Fields 2-7 will highlight changes to the participant’s counterparty based on Rule ID in Field 1. Fields 10-30 are translation rule details for the Rule ID in Field 1.

Report Name: <Participant Code>_LdebCounterpartyRulesReport_YYYYMMDD.csv

Description of Report Fields

Field #	Field	Description of Field
1	RuleId	Translation rule ID used in changing the participant on the trade
2	OrigExchangeExecutingBrokerCode	Exchange executing broker code on trade
3	OrigExecutingParticipantCode	Original Executing Participant assigned to trade per Atlantis Reference Data
4	NewExecutingParticipantCode	New Executing Participant Code per Atlantis translation rule
5	OrigExchangeClearingBrokerCode	Exchange clearing broker code on trade
6	OrigClearingParticipantCode	Original Clearing Participant assigned to trade per Atlantis Reference Data
7	NewClearingParticipantCode	New Clearing Participant Code per Atlantis translation rule
8	Feecount	Number of trades affected by the translation rule
9	Quantity	Trade quantity (lots) affected by the translation rule
10	SourceParticipantCode	Source participant code (FIA Tech provided value)
11	ExecutingParticipantCode	Executing Participant Code used in Atlantis translation rule
12	ExchangeExecutingBrokerCode	Exchange executing broker code used in Atlantis translation rule
13	ClearingParticipantCode	Clearing Participant Code used in Atlantis translation rule
14	ExchangeClearingBrokerCode	Exchange clearing broker code used in Atlantis translation rule
15	OrderPassingParticipantCode	Order Passing Participant Code used in Atlantis translation rule
16	ExchangeOrderPassingBrokerCode	Exchange Order Passing Broker Code used in Atlantis translation rule
17	ExecutingAccount	Executing Account used in Atlantis translation rule
18	ClearingAccount	Clearing Account used in Atlantis translation rule
19	OrderPassingAccount	N/A
20	GiveUpReference	Give Up Reference used in Atlantis translation rule
21	Materiality	N/A
22	Mic	Atlantis Mic code
23	TranslationAction	Action for the translation rule
24	TranslationValue	Value used in translation rule action
25	SourceFieldType	N/A
26	TargetFieldType	Field that will be actioned/replaced
27	MinTradeDate	First Trade Date Rule was used
28	MaxTradeDate	Last Trade Date Rule was used
29	RuleFirstUsed	First Date the Rule was used
30	RuleLastUsed	Last Date the Rule was used

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Overview

Description of Report Fields

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