NSD’s trade repository messages specifications

Current specification

DayTypeEnum

ValueDescription
BusinessWhen calculating the number of days between two dates the count includes only business days.
CalendarWhen calculating the number of days between two dates the count includes all calendar days.
CommodityBusinessWhen calculating the number of days between two dates the count includes only commodity business days.
CurrencyBusinessWhen calculating the number of days between two dates the count includes only currency business days.
ExchangeBusinessWhen calculating the number of days between two dates the count includes only stock exchange business days.
ScheduledTradingDayWhen calculating the number of days between two dates the count includes only scheduled trading days.