Participants interested in settling Block trades in Atlantis are able to submit trades and fees for Invoice Settlement by providing the information below to FIA Tech.
The trades should be provided in a xlsx or csv formatted file. The file can be submitted daily, weekly, or monthly. The best way to transfer the file would be via SFTP set up with FIA Tech.
The trade file must include the values marked as Required in the table below, all other fields are optional. Atlantis can support additional fields as well as Custom Fields to add Participant specific information useful in Block Invoicing.
Note: Firms using FIA Tech's reconciliation module for block trades should also submit the below trade and fee fields to FIA Tech.
| Field | Description | Required |
|---|---|---|
| Trade Date | Trade date of the underlying trade, not the give up | Y |
| Source Reference | Unique transaction identifier from the source participant. This value must be unique across ALL trades provided by the participant. | Y |
| Quantity | Trade quantity (number of contracts/lots) | Y |
| Buy Or Sell Code | Buy or Sell indicator | Y |
| Exchange/Mic Code | MIC for the exchange of this trade | Y |
| Exchange Product Code | Exchange Product Clearing Code/Description | Y |
| Instrument Type Code | Future or Option | Y |
| Contract Date | Futures Contract year. Required for Futures Only | Y |
| Option Expiration Date | Options Expiration date. Required for Options Only | Y |
| Put Or Call Code | Put or call indicator: Required for Options Only | Y |
| Exercise/Strike Price | Exercise (strike) price. Required for Options Only | Y |
| Trade Price | Trade price | Y |
| Price CCY Code | Currency code of the price values | Y |
| Executing Broker | Executing Broker Firm Code or Name | Y |
| Executing Account | Executing account number | |
| Clearing Broker | Clearing Broker Firm Code or Name | Y |
| Clearing Account | Clearing account number | Y |
| Order Number | Client order number for the original trade | |
| Client name | Client name | |
| Trader reference | Trader reference | |
| Strategy Group Id | Identifier to tie legs of a strategy together | |
| Strategy Type | Strategy type for a set of trades (e.g. Straddle, Strangle, Spread etc) | |
| CCY Code | Brokerage CCY | Y* |
| Fee Amount | Execution Brokerage Fee Amount | Y* |
| Tax Amount | Tax amount, if no tax applied default of 0 | Y* |
| Total Amount | Total amount (defaults to and must be sum of feeAmount and taxAmount) | Y* |
| Rate | Brokerage Fee rate | Y* |
| Execution Method | Execution Method flag, desk voice, electronic etc | |
| Transaction Type | Transaction type, Regular trade, Block, EFP etc | |
| Spread Type | Spread Type code | |
| Custom value 1 | Custom value 1 | |
| Custom value 2 | Custom value 2 | |
| Custom value 3 | Custom value 3 | |
| Custom value 4 | Custom value 4 | |
| Custom value 5 | Custom value 5 | |
| Custom value 6 | Custom value 6 |
*Only required if fees will be provided by the participant and not calculated based on Give Up Agreements
Please reach out to Client.Onboarding@fia-tech.com if you are interested in settling Block trades on Atlantis.
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