NSD’s trade repository messages specifications
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Monthly Statistic
AveragingPeriod
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Field
Type
Description
Print form title
FFSM title
Properties
Conditions
schedule
AveragingSchedule
Schedule
0-∞,
mre
Choice begin
Branch1
averagingDateTimes
DateTimeList
1-1,
mre
Branch2
averagingObservations
AveragingObservationList
1-1,
mre
Choice end
marketDisruption
MarketDisruption
0-1,
ncf
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AveragingPeriod
schedule
(AveragingSchedule)
startDate
(date)
endDate
(date)
averagingPeriodFrequency
(CalculationPeriodFrequency)
periodMultiplier
(positiveInteger)
A time period multiplier, e.g. 1, 2 or 3 etc. If the period value is T (Term) then periodMultiplier must contain the value 1.
period
(PeriodExtendedEnum)
A time period, e.g. a day, week, month, year or term of the stream.
T;