PERSHING STANDARD FILE LAYOUTS
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1 FILE LAYOUT FOR: [Intraday- Global Bookkeeping Activity GENERAL INFORMATION File Frequency: Record Size: Form Name: DESCRIPTION Daily 750 Characters (Intraday) Intraday Bookkeeping Activity () messages are modeled after the batch file. The messages are generated from Pershing s PNBR process. They include intraday bookkeeping transactions, trade date trades and same day settlement information. The selection of this information is governed by the Transaction Type field (position ). Intraday messages are sent between 5:30 A.M. and 8:30 P.M. Monday through Friday. Intraday messages are sent from 5:30 A.M. to 5:30 P.M. on Saturday. Messages are not sent on Sunday. FILE LAYOUT SPECIFICATIONS HEADER RECORD X(04) AN FORM ID X(03) AN INTRODUCING BROKER DEALER (IBD) NUMBER X(03) AN DESTINATION ID X(08) AN DATE OF DATA = CCYYMMDD X(06) AN TIME OF DATA = HHMMSS X(06) AN SUB-SECONDS X(04) AN Not Used - LITERAL X(35) AN Not Used X(08) AN DATAMART TRANSACTION ID X(08) AN Not Used X(08) AN SOURCE PROGRAM OR TRANSACTION X(74) AN Not Used DETAIL RECORD A X(02) AN TRANSACTION CODE = GA X(01) AN RECORD INDICATOR VALUE = A Page 1 Global Bookkeeping Activity 03-11
2 (08) N RECORD ID SEQUENCE NUMBER; begins with X(10) AN ACCOUNT NUMBER INCLUDING OFFICE(3, BASE ACCOUNT(5), CHECK DIGIT (1) ACCOUNT TYPE (1); acceptable values for ACCOUNT TYPE 0 = Cash on Delivery 1 = Cash 3 = Short 8 = Precious Metals 9 = Interest Adjustment X(09) AN CUSIP X(04) AN Not Used X(09) AN Not Available Intraday X(04) AN Not Used X(16) AN SECURITY SYMBOL X(03) AN INVESTMENT PROFESSIONAL X(03) AN EXECUTING INVESTMENT PROFESSIONAL; Trade transactions only X(01) AN TRANSACTION TYPE; T = Trade Date Trade S =Settlement Date Trade = Bookkeeping (nontrade) entry X(01) AN BUY/SELL CODE; B =Buy S = Sell (or any other character) = Nontrade Entry X(01) AN OPEN/CLOSE INDICATOR (for options only) Acceptable values O = Opening Transaction C = Closing Transaction X(02) AN PAR KEY CODE X(03) AN SOURCE CODE = Transaction is not an Option (04) N MAXX KEY CODE (08) N PROCESS DATE= CCYYMMDD (08) N TRADE DATE= CCYYMMDD (08) N SETTLEMENT/ENTRY DATE= CCYYMMDD (07) N PERSHING INTERNAL USE ONLY X(02) AN SOURCE OF INPUT;see Appendix P, Source of Input Page 2 Global Bookkeeping Activity 03-11
3 X(06) AN Reference Number X(05) AN Batch Code X(01) AN Not Available Intraday X(10) AN Not Available Intraday X(01) AN MARKET CODE; 1 = New York Stock Exchange (NYSE) 2 = NYSE ALT (formerly AMEX) 3 = Philadelphia (PHLX) 4 = Over the Counter (OTC) 5 = Boston 6 = Chicago Exchange (CHX) 7 = Chicago Board Options Exchange (CBOE) 8 = Over the Counter/National Clearing Corp. (OTC/NCC) 9 = Pacific (PSE) 8 + BLOT 5 = Cincinnati Principal 8 + BLOT 1 + CONTRA = 9600 Cincinnati Agency 6 + BLOT 2 = Exercised and Assigned Index Options 7 + BLOT 1 = Exercised and Assigned Equity Options X(01) AN BLOTTER CODE; method that the trade is executed; 0 = Average Price 1 = Customer vs. the Street 2 = Option 3 = Agency, but used for Cash, Special Settlement, Next Day Trades 5 = Principal Cross Trade 6 = Syndicate Cross Trade 8 = Principal Cross Trade/Over the Counter (PCT/OTC) 9 = Agency Cross Trade X(01) AN CANCEL CODE; 1 = Cancel X(01) AN CORRECTION CODE; 1 = Correction 5 = Post-settlement Cancel (there must be a 1 in Cancel Code when 5 is used) X(01) AN MARKET/LIMIT ORDER INDICATOR; valid only for trade transactions; M = Market Order L = Limit Order P = Per; type of automated market order D = Dot; type of automated market order X(01) AN LEGEND CODE 1; see Appendix K, Legend Codes ; = Bookkeeping Entries X(01) AN LEGEND CODE 1; see Appendix K, Legend Codes ; = Bookkeeping Entries Page 3 Global Bookkeeping Activity 03-11
4 X(01) AN Not Available Intraday X(01) AN Not Available Intraday (13)V9(05) N QUANTITY X(01) AN QUANTITY SIGH: + = Positive Quantity = Negative Quantity (09)V9(09) N PRICE IN TRADE CURRENCY X(05) AN Not Used X(01) AN PRICE IN TRADE CURRENCY SIGN; acceptable values + = This is always a positive number when it is a filled field X(03) AN CURRENCY INDICATOR FOR PRICE (15)V9(03) N NET AMOUNT OF TRANSACTION IN USD OR USDE X(01) AN NET AMOUNT in USD or USDE SIGN; acceptable values (15)V9(03) N PRINCIPAL in USD or USDE X(01) AN PRINCIPAL in USD or USDE SIGN; acceptable values (16)V9(02) N INTEREST in USD or USDE; accrued or accredited X(01) AN INTEREST in USD or USDE SIGN; acceptable values (16)v9(02) N COMMISSION in USD or USDE X(01) AN COMMISSION in USD or USDE SIGN; acceptable values (16)V9(02) N TAX in USD or USDE X(01) AN TAX in USD or USDE SIGN; Page 4 Global Bookkeeping Activity 03-11
5 (16)V9(02) N TRANSACTION FEE in USD or USDE X(01) AN TRANSACTION FEE in USD or USDE SIGN; acceptable values (16)V9(02) N MISC FEE in USD or USDE X(01) AN MISC FEE in USD or USDE SIGN; (16)V9(02) N OTHER FEE in USD or USDE X(01) AN OTHER FEE in USD or USDE SIGN; acceptable values (16)V9(02 N Not Available Intraday X(01) AN Not Available Intraday (16)V9(02) N PERSHING CHARGE in USD X(01) AN PERSHING CHARGE in USD SIGN; acceptable values (16)V9(02) N BROKERAGE CHARGE in USD X(01) AN BROKERAGE CHARGE in USD SIGN; acceptable values (16)V9(02) N SALES CREDIT in USD or USDE X(01) AN SALES CREDIT in USD or USDE SIGN; acceptable values (16)V9(02) N Not Available Intraday X(01) AN Not Available Intraday (16)V9(02) N SERVICE CHARGE in USD or USDE X(01) AN SERVICE CHARGE in USD or USDE SIGN; acceptable values Page 5 Global Bookkeeping Activity 03-11
6 (16)V9(02) N Not Available Intraday X(01) AN Not Available Intraday X(01) AN Not Available Intraday (08) N Not Available Intraday X(01) AN Not Available Intraday (08) N DIVIDEND PAYABLE DATE = CCYYMMDD (01) N Not Available Intraday X(01) AN DIVIDEND REINVESTMENT INDICATOR; acceptable values Y = Dividend Reinvestment N = Not a dividend reinvestment (13)v9(05) N Not Available Intraday (13)v9(05) N ORDER SIZE QUANTITY (NOTE: This is an unsigned field. If the order is a sell, then you can view this value as a negative quantity.) X(01) AN Not Used (09)v9(09 N POOL FACTOR X(10) AN PARSED CUSTOMER ACCOUNT NUMBER ASSOCIATED WITH FIRM ACCOUNT TRANSACTION for /MF, /FF, /UT, /NT SOURCE CODES X(03) AN IBD NUMBER X(01) AN SECURITY TYPE CODE; see Appendix B, Security Code Matrix, for values X(01) AN SECURITY MODIFIER CODE; see Appendix B, Security Code Matrix, for values X(01) AN SECURITY CALCULATION CODE; see Appendix B, Security Code Matrix, for values X(03) AN MINOR PRODUCT CODE; see Appendix B, Minor Product Codes, for values X(01) AN FOREIGN PRODUCT INDICATOR; acceptable values Not Applicable 1 = Foreign Security X(01) AN Not Available Intraday X(01) AN Not Available Intraday X(01) AN Not Available Intraday X(20) AN EXTERNAL ORDER ID X(03) AN Not Available Intraday (16)v9(02) N Not Available Intraday X(03) AN Not Available Intraday Page 6 Global Bookkeeping Activity 03-11
7 (09)v9(09) N Not Available Intraday X(01) AN Not Available Intraday (16)V9(02) N Not Available Intraday (09)v9(09) N PRICE IN USDE X(06) AN OPTION ROOT ID (06) N EXPIRATION DATE, in YYMMDD format X(01) AN PUT/CALL CODE; B = Bank Pledge (Call) C = Call D = Bank Pledge (Put) E = Escrow Receipt L = Letter of Credit (Call) M = Letter of Credit (Put) P = Put (05)V9(03) N STRIKE PRICE X(01) AN Not Available Intraday X(54) AN Not Used X(01) AN Literally X ; indicates the end of record A DETAIL RECORD B X(02) AN TRANSACTION CODE = GA X(01) AN RECORD INDICATOR VALUE = B (08) N RECORD ID SEQUENCE NUMBER; begins with X(03) AN ACCOUNT NUMBER INCLUDING OFFICE(3); BASE ACCOUNT(5);CHECK DIGIT (1); ACCOUNT TYPE (1); acceptable values for ACCOUNT TYPE 0 = Cash on Delivery 1 = Cash 2 = Margin 3 = Short 8 = Precious Metals 9 = Interest Adjustment X(03) AN SECURITY CURRENCY OF ISSUANCE; ISO code of the currency the security is denominated in, see Appendix N, Currency Codes, for values X(03) AN TRADE CURRENCY CODE X(03) AN SETTLEMENT CURRENCY CODE (09)V9(09) N SETTLEMENT USD CURRENCY FX RATE X(01) AN SETTLEMENT USD MULTIPLY/DIVIDE CODE; M = Multiply D = Divide (09)V9(09) N CROSS CURRENCY FX RATE; rate to convert trade currency to settle currency X(01) AN CURRENCY MULTIPLY/DIVIDE CODE; acceptable values Page 7 Global Bookkeeping Activity 03-11
8 M = Multiply D = Divide (16)v9(02) N Not Available Intraday X(01) AN Not Available Intraday X(12) AN MARKET CODE X(20) AN INTERNAL REFERENCE FOR GLOSS X(02) AN INTRODUCING BROKER DEALER (IBD) VERSION (16)V9(02) N NET AMOUNT IN SETTLEMENT CURRENCY X(01) AN NET AMOUNT IN SETTLEMENT CURRENCY SIGN; (16)V9(02) N PRINCIPAL AMOUNT IN SETTLEMENT CURRENCY X(01) AN PRINCIPAL AMOUNT IN SETTLEMENT CURRENCY SIGN; (16)V9(02) N Not Available Intraday X(01) AN Not Available Intraday (16)V9(02) N INTEREST IN SETTLEMENT CURRENCY X(01) AN INTEREST IN SETTLEMENT CURRENCY SIGN; = Credit Amount (16)V9(02) N COMMISSION IN SETTLEMENT CURRENCY X(01) AN COMMISSION IN SETTLEMENT CURRENCY SIGN; (16)V9(02) N Not Available Intraday X(01) AN Not Available Intraday (16)V9(02) N MISCELLANEOUS FEE IN SETTLEMENT CURRENCY X(01) AN MISCELLANEOUS FEE IN SETTLEMENT CURRENCY SIGN; = Credit Amount (16)V9(02) N OTHER FEE IN SETTLEMENT CURRENCY X(01) AN OTHER FEE IN SETTLEMENT CURRENCY SIGN; Page 8 Global Bookkeeping Activity 03-11
9 (16)V9(02) N SALES CREDIT IN SETTLEMENT CURRENCY X(01) AN SALES CREDIT IN SETTLEMENT CURRENCY SIGN; (16)V9(02) N SETTLEMENT FEE IN SETTLEMENT CURRENCY X(01) AN SETTLEMENT FEE IN SETTLEMENT CURRENCY SIGN; (16)V9(02) N SERVICE CHARGE IN SETTLEMENT CURRENCY X(01) AN SERVICE CHARGE IN SETTLEMENT CURRENCY SIGN; (16)V9(02) N Not Available Intraday X(01) AN Not Available Intraday X(04) AN GLOBAL EXCHANGE (02) N NUMBER OF DESCRIPTION LINES X(20) N DESCRIPTION LINE X(20) N DESCRIPTION LINE X(20) N DESCRIPTION LINE X(20) N DESCRIPTION LINE X(20) N DESCRIPTION LINE X(20) N DESCRIPTION LINE X(20) N DESCRIPTION LINE X(20) N DESCRIPTION LINE X(20) N DESCRIPTION LINE X(20) N DESCRIPTION LINE X(20) N DESCRIPTION LINE X(20) N DESCRIPTION LINE X(01) AN SECURITY/CURRENCY INDICATOR; values S = Security C = Currency X(04) AN Not Available Intraday (09)V9(09) N Not Available Intraday X(01) AN Not Available Intraday X(01) AN ALTERNATE SECURITY ID TYPE (1); values I = ISIN X(12) AN Not Available Intraday Page 9 Global Bookkeeping Activity 03-11
10 X(01) AN Not Available Intraday X(12) AN Not Available Intraday X(147) AN Not Used X(01) AN Literally X ; indicates the end of record B Page 10 Global Bookkeeping Activity 03-11
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