PartyRiskLimitsReport

StandardHeader definition & usage →

1. 8 BeginStringStringRequired here

   FIX session profile (Always unencrypted, must be first field in message)

2. 9 BodyLengthLengthRequired here

   (Always unencrypted, must be second field in message)

3. 35 MsgTypeStringRequired here

   (Always unencrypted, must be third field in message)

4. 1128 ApplVerIDString—

   Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.

5. 1156 ApplExtIDint—
6. 1129 CstmApplVerIDString—

   Used to support bilaterally agreed custom functionality

7. 49 SenderCompIDStringRequired here

   (Always unencrypted)

8. 56 TargetCompIDStringRequired here

   (Always unencrypted)

9. 115 OnBehalfOfCompIDString—

   Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

10. 128 DeliverToCompIDString—

    Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

11. 90 SecureDataLenDeprecated FIX.5.0SP2Length—

    Required to identify length of encrypted section of message. (Always unencrypted)

12. 91 SecureDataDeprecated FIX.5.0SP2data—

    Required when message body is encrypted. Always immediately follows SecureDataLen field.

13. 34 MsgSeqNumSeqNumRequired here

    (Can be embedded within encrypted data section.)

14. 50 SenderSubIDString—

    (Can be embedded within encrypted data section.)

15. 142 SenderLocationIDString—

    Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

16. 57 TargetSubIDString—

    "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)

17. 143 TargetLocationIDString—

    Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

18. 116 OnBehalfOfSubIDString—

    Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

19. 144 OnBehalfOfLocationIDString—

    Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

20. 129 DeliverToSubIDString—

    Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

21. 145 DeliverToLocationIDString—

    Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

22. 43 PossDupFlagBoolean—

    Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)

23. 97 PossResendBoolean—

    Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)

24. 52 SendingTimeUTCTimestampRequired here

    (Can be embedded within encrypted data section.)

25. 122 OrigSendingTimeUTCTimestamp—

    Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)

26. 212 XmlDataLenLength—

    Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)

27. 213 XmlDataXMLData—

    Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.)

    See Volume 1: FIXML Support

28. 347 MessageEncodingString—

    Type of message encoding (non-ASCII characters) used in a message's "Encoded" fields. Required if any "Encoding" fields are used.

29. 369 LastMsgSeqNumProcessedSeqNum—

    The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

30. HopGrpRepeating groupCount tag 627—

    Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops.

    HopGrp definition & usage →

    1. 627 NoHopsGroup count—
    2. 628 HopCompIDString—
    3. 629 HopSendingTimeUTCTimestamp—
    4. 630 HopRefIDSeqNum—

ApplicationSequenceControl definition & usage →

1. 1180 ApplIDString—

   Identifies the application with which a message is associated. Used only if application sequencing is in effect.

2. 1181 ApplSeqNumSeqNum—

   Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified.

3. 1350 ApplLastSeqNumSeqNum—

   The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified

4. 1352 ApplResendFlagBoolean—

   Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request.

PartyRiskLimitsGrp definition & usage →

1. 1677 NoPartyRiskLimitsGroup count—
2. PartyDetailGrpRepeating groupCount tag 1671—

   Required if NoPartyRiskLimits(1677) > 0.

   PartyDetailGrp definition & usage →

   1. 1671 NoPartyDetailsGroup count—
   2. 1691 PartyDetailIDString—

      The identification of the party. Required when NoPartyDetails(1671) > 0.

   3. 1692 PartyDetailIDSourcechar—

      Used to identify source of PartyID value (e.g. BIC). Required when NoPartyDetails(1671) > 0.

   4. 1693 PartyDetailRoleint—

      Identifies the type of PartyID (e.g. Executing Broker). Required when NoPartyDetails(1671) > 0.

   5. 1674 PartyDetailRoleQualifierint—
   6. PartyDetailSubGrpRepeating groupCount tag 1694—

      PartyDetailSubGrp definition & usage →

      1. 1694 NoPartyDetailSubIDsGroup count—
      2. 1695 PartyDetailSubIDString—

         Required when NoPartyDetailSubIDs > 0.

      3. 1696 PartyDetailSubIDTypeint—

         Required when NoPartyDetailSubIDs > 0.

   7. PartyDetailAltIDGrpRepeating groupCount tag 1516—

      Optionally used to specify alternate IDs to identify the party specified.

      PartyDetailAltIDGrp definition & usage →

      1. 1516 NoPartyDetailAltIDGroup count—
      2. 1517 PartyDetailAltIDString—

         Required when NoPartyDetailAltID > 0.

      3. 1518 PartyDetailAltIDSourcechar—

         Required when NoPartyDetailAltID > 0.

      4. PartyDetailAltSubGrpRepeating groupCount tag 1519—

         PartyDetailAltSubGrp definition & usage →

         1. 1519 NoPartyDetailAltSubIDsGroup count—
         2. 1520 PartyDetailAltSubIDString—

            Required when NoPartyDetailAltSubIDs > 0.

         3. 1521 PartyDetailAltSubIDTypeint—

            Required when NoPartyDetailAltSubIDs > 0.

   8. RelatedPartyDetailGrpRepeating groupCount tag 1562—

      May not be specified in PartyDetailsListUpdateReport(35=CK) if ListUpdateAction(1324) = D(Delete)

      RelatedPartyDetailGrp definition & usage →

      1. 1562 NoRelatedPartyDetailIDGroup count—
      2. 1563 RelatedPartyDetailIDString—

         Required if NoRelatedPartyDetails > 0.

      3. 1564 RelatedPartyDetailIDSourcechar—

         Required if NoRelatedPartyDetails > 0.

      4. 1565 RelatedPartyDetailRoleint—

         Required if NoRelatedPartyDetails > 0.

      5. 1675 RelatedPartyDetailRoleQualifierint—
      6. RelatedPartyDetailSubGrpRepeating groupCount tag 1566—

         RelatedPartyDetailSubGrp definition & usage →

         1. 1566 NoRelatedPartyDetailSubIDsGroup count—
         2. 1567 RelatedPartyDetailSubIDString—

            Required when NoRelatedPartyDetailSubIDs > 0.

         3. 1568 RelatedPartyDetailSubIDTypeint—

            Required when NoRelatedPartyDetailSubIDs > 0.

      7. RelatedPartyDetailAltIDGrpRepeating groupCount tag 1569—

         RelatedPartyDetailAltIDGrp definition & usage →

         1. 1569 NoRelatedPartyDetailAltIDGroup count—
         2. 1570 RelatedPartyDetailAltIDString—

            Required when NoRelatedPartyDetailAltID > 0.

         3. 1571 RelatedPartyDetailAltIDSourcechar—

            Required when NoRelatedPartyDetailAltID > 0.

         4. RelatedPartyDetailAltSubGrpRepeating groupCount tag 1572—

            RelatedPartyDetailAltSubGrp definition & usage →

            1. 1572 NoRelatedPartyDetailAltSubIDsGroup count—
            2. 1573 RelatedPartyDetailAltSubIDString—

               Required when NoRelatedPartyDetailAltSubIDs > 0.

            3. 1574 RelatedPartyDetailAltSubIDTypeint—

               Required when NoRelatedPartyDetailAltSubIDs > 0.

      8. PartyRelationshipGrpRepeating groupCount tag 1514—

         PartyRelationshipGrp definition & usage →

         1. 1514 NoPartyRelationshipsGroup count—
         2. 1515 PartyRelationshipint—

            Identifies the type of party relationship requested. Required if NoPartyRelationships > 0.

   9. 1672 PartyDetailStatusint—
3. RiskLimitsGrpRepeating groupCount tag 1669—

   Required if NoPartyRiskLimits(1677) > 0. Omit to implicitly report removal of risk limits.

   RiskLimitsGrp definition & usage →

   1. 1669 NoRiskLimitsGroup count—
   2. RiskLimitTypesGrpRepeating groupCount tag 1529—

      Required if NoRiskLimits(1669) > 0.

      RiskLimitTypesGrp definition & usage →

      1. 1529 NoRiskLimitTypesGroup count—
      2. 1530 RiskLimitTypeint—

         Required if NoRiskLimitTypes(1529) > 0.

      3. 1531 RiskLimitAmountAmt—
      4. 1767 RiskLimitActionint—
      5. 1766 RiskLimitUtilizationAmountAmt—

         Not applicable in a request.

      6. 1765 RiskLimitUtilizationPercentPercentage—

         Not applicable in a request.

      7. 1532 RiskLimitCurrencyCurrency—
      8. 2939 RiskLimitCurrencyCodeSourceString—
      9. 1533 RiskLimitPlatformString—
      10. 2336 RiskLimitVelocityPeriodint—

          Conditionally required when RiskLimitType(1530) = 10 (Clip size)

      11. 2337 RiskLimitVelocityUnitString—
      12. RiskWarningLevelGrpRepeating groupCount tag 1559—

          RiskWarningLevelGrp definition & usage →

          1. 1559 NoRiskWarningLevelsGroup count—
          2. 1769 RiskWarningLevelActionint—

             Required if NoRiskWarningLevels(1559) > 0.

          3. 1560 RiskWarningLevelPercentPercentage—

             Conditionally required when RiskWarningLevelAmount(1768) is not provided.

          4. 1768 RiskWarningLevelAmountint—

             Conditionally required when RiskWarningLevelPercent(1560) is not provided.

          5. 1561 RiskWarningLevelNameString—
   3. RiskInstrumentScopeGrpRepeating groupCount tag 1534—

      RiskInstrumentScopeGrp definition & usage →

      1. 1534 NoRiskInstrumentScopesGroup count—
      2. 1535 InstrumentScopeOperatorint—

         Required when NoRiskInstrumentScopes > 0.

      3. InstrumentScopeComponent—

         InstrumentScope definition & usage →

         1. 1536 InstrumentScopeSymbolString—
         2. 1537 InstrumentScopeSymbolSfxString—
         3. 1538 InstrumentScopeSecurityIDString—
         4. 1539 InstrumentScopeSecurityIDSourceString—
         5. InstrumentScopeSecurityAltIDGrpRepeating groupCount tag 1540—

            InstrumentScopeSecurityAltIDGrp definition & usage →

            1. 1540 NoInstrumentScopeSecurityAltIDGroup count—
            2. 1541 InstrumentScopeSecurityAltIDString—

               Required when NoInstrumentScopeSecurityAltID > 0.

            3. 1542 InstrumentScopeSecurityAltIDSourceString—

               Required when NoInstrumentScopeSecurityAltID > 0.

         6. 1543 InstrumentScopeProductint—
         7. 1544 InstrumentScopeProductComplexString—
         8. 1545 InstrumentScopeSecurityGroupString—
         9. 1546 InstrumentScopeCFICodeString—
         10. 2895 InstrumentScopeUPICodeString—
         11. 1547 InstrumentScopeSecurityTypeString—
         12. 1548 InstrumentScopeSecuritySubTypeString—
         13. 1549 InstrumentScopeMaturityMonthYearMonthYear—
         14. 1550 InstrumentScopeMaturityTimeTZTimeOnly—
         15. 1551 InstrumentScopeRestructuringTypeString—
         16. 1552 InstrumentScopeSeniorityString—
         17. 1553 InstrumentScopePutOrCallint—
         18. 1554 InstrumentScopeFlexibleIndicatorBoolean—
         19. 1555 InstrumentScopeCouponRatePercentage—
         20. 1616 InstrumentScopeSecurityExchangeExchange—
         21. 1556 InstrumentScopeSecurityDescString—
         22. 1620 InstrumentScopeEncodedSecurityDescLenLength—
         23. 1621 InstrumentScopeEncodedSecurityDescdata—
         24. 1557 InstrumentScopeSettlTypeString—

             Can be used to specify FX tenors.

      4. 1558 RiskInstrumentMultiplierfloat—
4. 1670 RiskLimitIDString—
5. 2339 RiskLimitCheckModelTypeint—
6. 2355 PartyRiskLimitStatusint—

StandardTrailer definition & usage →

1. 93 SignatureLengthDeprecated FIX.5.0SP2Length—

   Required when trailer contains signature. Note: Not to be included within SecureData field

2. 89 SignatureDeprecated FIX.5.0SP2data—

   Note: Not to be included within SecureData field

3. 10 CheckSumStringRequired here

   (Always unencrypted, always last field in message)