Understanding the Blotters.
This guide provides detailed explanations of the columns1 included in the Bondtape Prototype blotter to help users interpret the data effectively.
| Column Name | Description |
|---|---|
| Trading Date and Time | The timestamp (to milliseconds) indicating when the trade was executed. |
| Publication Date and Time | The timestamp (to milliseconds) of when the trade report was published by the venue or APA. |
| Instrument Identification Code | A unique identifier (ISIN) for the instrument traded. |
| Instrument Short Name | The human-readable short name of the instrument available in FIRDS. |
| Coupon | The fixed interest rate of the bond as part of its instrument details available in FIRDS. |
| Maturity | The maturity date of the bond available in FIRDS. |
| Price | The price at which the trade was executed, excluding any commissions or accrued interest. |
| Price Currency | The currency in which the trade price is expressed. |
| Price Notation | Indicates the pricing convention used (e.g., percentage of notional, yield). |
| Notional Amount | The nominal or face value of the trade, representing the trade’s total volume. |
| Notional Currency | The currency in which the notional amount is denominated. |
| Venue of Execution | The Market Identifier Code (MIC) of the venue where the transaction was executed. |
| Venue of Publication | The MIC code of the venue or APA that published the trade report. |
| Transaction Identification Code | A unique alphanumerical code assigned to identify this specific trade report. |
| Flag List | A concatenated list of flags2 indicating special conditions or attributes of the trade. |
The following filters can be applied to the blotter to refine the displayed data:
| Field Name | How to Use |
|---|---|
| ISIN | Enter one or more ISINs to filter trades by specific instruments. |
| Coupon | Input the desired coupon rate(s) to filter bonds with specific fixed interest rates. |
| Maturity Date | Specify a date or date range to filter bonds maturing on or within the chosen timeframe. |
| Price | Enter a price or range to view trades executed within the specified price criteria. |
| Price Currency | Select the currency of interest to filter trades priced in a specific currency. |
| Price Notation | Input the desired pricing convention to filter relevant trade reports. |
| Notional Currency | Specify the currency to filter trades based on their notional value currency. |
| Venue of Publication | Enter the MIC code(s) to filter trades by their reporting venue. |
| Venue of Execution | Enter the MIC code(s) to filter trades by their execution venues. |
| Cleansed | Select “Yes” to get the cleansed data set. |
© 2025 Bondtape. All rights reserved. This user guide is for informational purposes only.
1 For more information, refer to the Table 2 List of details for the purpose of post-trade transparency of Annex II of Commission Delegated Regulation (EU) 2017/583
2 For more information, refer to the Table 3 List of flags for the purpose of post-trade transparency of Annex II of Commission Delegated Regulation (EU) 2017/583