NSD’s trade repository messages specifications

Current specification

SpecifiedPriceEnum

ValueDescription
AfternoonThe Specified Price shall be the Afternoon fixing reported in or by the relevant Price Source as specified in the relevant Confirmation.
AskThe Specified Price shall be the Ask price reported in or by the relevant Price Source as specified in the relevant Confirmation.
BidThe Specified Price shall be the Bid price reported in or by the relevant Price Source as specified in the relevant Confirmation.
ClosingThe Specified Price shall be the Closing price reported in or by the relevant Price Source as specified in the relevant Confirmation.
HighThe Specified Price shall be the High price reported in or by the relevant Price Source as specified in the relevant Confirmation.
IndexThe Specified Price shall be the Index price reported in or by the relevant Price Source as specified in the relevant Confirmation.
MeanOfBidAndAskThe Specified Price shall be the Average of the Bid and Ask prices reported in or by the relevant Price Source as specified in the relevant Confirmation.
LocationalMarginalThe Specified Price shall be the Locational Marginal price reported in or by the relevant Price Source as specified in the relevant Confirmation.
LowThe Specified Price shall be the Low price reported in or by the relevant Price Source as specified in the relevant Confirmation.
MarginalHourlyThe Specified Price shall be the Marginal Hourly price reported in or by the relevant Price Source as specified in the relevant Confirmation.
MarketClearingThe Specified Price shall be the Market Clearing price reported in or by the relevant Price Source as specified in the relevant Confirmation.
MeanOfHighAndLowThe Specified Price shall be the Average of the High and Low prices reported in or by the relevant Price Source as specified in the relevant Confirmation.
MorningThe Specified Price shall be the Morning fixing reported in or by the relevant Price Source as specified in the relevant Confirmation.
OfficialThe Specified Price shall be the Official price reported in or by the relevant Price Source as specified in the relevant Confirmation.
OpeningThe Specified Price shall be the Opening price reported in or by the relevant Price Source as specified in the relevant Confirmation.
OSPThe Specified Price shall be the Official Settlement Price reported in or by the relevant Price Source as specified in the relevant Confirmation.
SettlementThe Specified Price shall be the Settlement price reported in or by the relevant Price Source as specified in the relevant Confirmation.
SpotThe Specified Price shall be the Spot price reported in or by the relevant Price Source as specified in the relevant Confirmation.
MidpointThe Specified Price shall be the Average of the Midpoint of prices reported in or by the relevant Price Source as specified in the relevant Confirmation.
NationalSingleThe Specified Price shall be the National Single price reported in or by the relevant Price Source as specified in the relevant Confirmation.
WeightedAverageThe Specified Price shall be the Volume Weighted Average of prices effective on the Pricing Date reported in or by the relevant Price Source as specified in the relevant Confirmation.
UnWeightedAverageThe Specified Price shall be the Non-volume Weighted Average of prices effective on the Pricing Date reported in or by the relevant Price Source as specified in the relevant Confirmation.