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Access Instructions and LayoutMSRB TRANSACTION REPORTING PROGRAM (Applies to All File Formats Distributed from the MSRB) December 17, 1999 Overview The TRS Daily Transaction Reports are available for FTP download from the MSRB TRS FTP server. Prior to being provided a login and password, users will be required to sign and return a Subscription Agreement. Below are general instructions and guidelines for accessing the files on the server. FTP Client The end user may utilize any FTP client desired or an FTP-compatible web browser to access the MSRB server. Note: The MSRB will not provide technical or operational support for any FTP clients. If difficulties are encountered with downloading the Daily Report files call (202) 887-8097 and server availability will be verified. If the server is operational the user will be referred to their local Network Support personnel or the manufacturer of the FTP client software being used. Internet Address Once the MSRB has received an end-users signed subscription agreement, the MSRB will provide additional information to the end-user which will include the Internet address from which the Daily Report files may be obtained. Login/Password Access to the site is controlled using a login and password assigned by the MSRB. The password is subject to being changed every 90 days. Directory Structure Upon a successful login to the server the user will be placed in a root directory. Several sub-directories will be listed under this root directory but access may be limited to the \DailyReport directory only. The Directory structure will be as follows:
All users may not have access to all of these directories because of the type of subscription each organization has. The contents of the directories are as follows:
Users will need to change to the appropriate directory in order to retrieve the types of files desired.
File Naming Conventions
The file extensions indicating the format of the data contained with in the file are:
The file naming conventions reflect the trade date of the reports. For example, the Daily Transaction Report for trade date 8/17/1999 would be named T081799.* (* represents the three possible file formats). Report Types The MSRB produces three types of daily report, of which the Daily Transaction Report is the newest. All three types cover the previous business days transactions in "frequently traded" municipal securities. ("Frequently traded" securities are those that are traded four or more times during a day.) The Daily Transaction Report provides details, such as par and dollar price, of each trade in the frequently traded municipal securities. The Inter-Dealer and Combined Daily Reports provide high, low and average prices for each frequently traded issue, but not individual trade details. They differ in that the Inter-Dealer Daily Report covers inter-dealer trades and the Combined Daily Report covers both inter-dealer and customer trades. Additional information concerning the file specifications for the Inter-Dealer and Combined Daily reports is available upon request.
File Specification: Detail Report Fixed Length Format File The file is made up of repeating units (records). Each record represents one trade. Each has the following fields.
Total length of repeating unit: 278 characters. The repeating groups records are separated by ASCII CR/LF. Note that the heading information that appears on the top of the printed version of the report makes up the last portion of each repeating unit in the "fixed length format" report. The meaning and format of the fields is as follows: CUSIP Number The CUSIP number of the issue traded. Alphanumeric, AAAAAA-AA-A. Security Description Description of the issue traded. Alphanumeric, 120 characters. Dated Date Dated date of the issue. MM/DD/YYYY format. Coupon Interest rate of the issue. 999.999 where 9 represents a digit, the decimal point is shown, and there are three digits to the right of the decimal point. Left-padded with blanks. Maturity Date Maturity date of the issue. MM/DD/YYYY format. Number of Trades in Issue Number of trades in the issue validly reported to the MSRB. Four digits. When-Issued Indicator "Yes" if the issue was traded five or more days before the syndicate settlement date; otherwise blank. Assumed Settlement Date For issues whose syndicate settlement date is not known on trade date, this field is a date 15 business days after trade date; otherwise blank. MM/DD/YYYY format. Time of Trade The time of trade execution reported by the dealer. Four digits, military time (0000 2359). Note: "0000" is shown if no time was reported. Par Traded The par value of the trade. Eleven digits. Dollar Price Sale to Customer If the trade was a sale by the dealer to a customer, the dollar price of the trade; otherwise blank. 999.999, left-padded with blanks. Yield Sale to Customer If the trade was a sale by the dealer to a customer and yield was reported, the yield of the trade; otherwise blank. S99.999 where S is a blank or minus sign and 9 represents a digit, the decimal point is shown, and there are three digits to the right of the decimal point. Left-padded with blanks. Dollar Price Purchase from Customer If the trade was a purchase by the dealer from a customer, the dollar price of the trade; otherwise blank. 999.999, left-padded with blanks. Yield Purchase from Customer If the trade was a purchase by the dealer from a customer and yield was reported, the yield of the trade; otherwise blank. S99.999 where S is a blank or minus sign and 9 represents a digit, the decimal point is shown, and there are three digits to the right of the decimal point. Left-padded with blanks. Dollar Price Inter-Dealer Trade If the trade was between dealers, the dollar price of the trade; otherwise blank. 999.999, left-padded with blanks. Yield Inter-Dealer Trade If the trade was between customers and yield was reported, the yield of the trade; otherwise blank. S99.999 where S is a blank or minus sign and 9 represents a digit, the decimal point is shown, and there are three digits to the right of the decimal point. Left-padded with blanks. Trade Date for Report The trade date of the trades in the report. MM/DD/YYYY format. Total Number of Trades Total number of municipal securities trades on trade date validly reported to the MSRB. Seven digits. Total Par Traded Total par value of trades reported. Thirteen digits. Number of Issues Traded Number of issues (CUSIPs) traded in the day. Seven digits. Number of Issues on Report Number of issues traded four or more times in the day. Six digits.
Example of Records on Daily Report
One repeating unit or record of each type (sale to customer, purchase from customer, inter-dealer trade) is shown below. For readability each record is broken into lines and is followed by a blank line; in the file, there are neither line breaks nor blank lines after a record. The 120 character description is represented by "Description."
File Specification: Detail Report Comma Delimited Format File Each field is enclosed by quotes, thus: " 102194" When a field has a null value, the field is represented by adjacent quotes: "" Each pair of fields is separated by commas: "82", "1638". The repeating units are separated by commas. The fields are in the same order as in the Fixed Length Format file and have the same size and meaning. The following fields in this file are fixed width if they are not null (the same size as in the Fixed Length Format file) and are left-padded with blanks: Coupon, all Dollar Prices, all Yields, Total Number of Trades, Total Par Traded, Number of Issues Traded, and Number of Issues on Report. Example of Records on Daily Report Comma Delimited Format File
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