Page History: Collateral Report
Compare Page Revisions
Page Revision: 2012/12/17 15:49
Application ReportsThe Collateral Report message (MsgTyp=BA) responds to the Collateral Inquiry message by listing detail information about accounts position, account updates, accoung permissions and financial balanes.
Beyond order routing, the T4 FIX API provides additional functionalities to request and manage positions, orders and accounts. The Collateral Enquiry message (MsgTyp=BB) is the cornerstone of actuating all application management. If the requests are sucessful, Collateral Inquiries result in responses from the T4 FIX API server with
Execution Reports,
Collateral Reports or
Security Definitions.
Driven by its Subscription Request Type (Tag 263), the Collateral Enquiry can provide the following funtionalities:
* List User Accounts
* Subscribe to multiple accounts for the connected user
* UnSubscribe to multiple accounts for the connected user
* List Order History for a specific order
Listing User AccountsUpon logon, the CTS trading system must receive account subscription request before any order routing can be performed. This is a vital operation without which no order would be accepted during the FIX Session. The List User Account request (Tag 263=0) interrogates the T4 FIX API server for the a list of accounts the current user has permission access to. The accounts list is returned as mutiple
Collateral Reports with the corresponding pairs of Account Name (in Tag 1) and the unique Account Id (in Tag 448). The Collateral Inquiry Qualifier must also be set to Customer-Accounts (Tag 896=0). Unlike Account Subscriptions, Listing User Accounts is not a requirement to prepare the T4 FIX API for order routing.
Account SubscriptionsOnce an appropriate list of accounts if available, the Collateral Inquiry message subscribes accounts via a Subcription Request Type of SnapShot-Plus-Updates (Tag 263=1). Mutiple accounts can be subscribed with a single request by using the PartyID repeating group (Tag 453) with a Customer-Account role (Tag 452=24) and the CTS Account IDs set as PartyIDs (Tag 448). The Collateral Inquiry Qualifier (Tag 896) must also be set to Customer-Accounts (Tag 896=0).
A sucessful subscription request loads the requested accounts. By default, it will return complete account characterizations as:
* Portfolio Composition (orders, fills and positions)
* Account state (including Profit loss, margins and balances, etc.)
* Definitions of Securities related to the current account composition
To minimize message traffic, the Account Subscription process also allows supressing the above reports. By the setting the Response Transport Type to Out-Of-Band state (Tag 725=1), account subscriptions can be actuated without the above verbose listings.
UnSubscribing AccountsIn a similar fashion, account can be unsubscribed with a Collateral Inquiry request by setting its Subscription Request Type to Disable-Previous-Snapshot-plus-Update-Request (Tag 263=2). The accounts are pointed to with the PartyID repeating group (Tag 453) with a Customer-Account role (Tag 452=24) and the CTS Account IDs set as PartyIDs (Tag 448). The Collateral Inquiry Qualifier must also be set to Customer-Accounts (Tag 896=0). Account unsubscription requests return no messages.
Listing Order HistoryCollateral Inquiry can also be used to interrogate T4 FIX API server about the historical details of a specific order. This operation will query the T4 FIX API server for the instatenous state of the orders' history. The order history request (Tag 263=0) is achieved by setting the appropriate OrderIds (Tag 37) as PartyIds (Tag 448) with a party Role of Order-Id (Tag 452=3). The Collateral Inquiry Qualifier must also be set to Account-Orders (Tag 896=3). Note that a complete order history will be presented including multiple Pending Reports that describe the intermediary order states including Risk Approval, Order Submittal to the exchange and Order Acceptance by the exchange.
Message Dictionary| Tag | Field Name | Req'd | Comments |
|---|
| Standard Header | Y | MsgType = BB |
| 909 | CollInquiryID | Y | Unique identifier for this message. |
| 263 | SubscriptionRequestType | Y | Used to subscribe / unsubscribe for collateral reports. The valid values are: |
| | | 0 = SnapShot |
| | | 1 = Snapshop Plus Updates (Subscribe) |
| | | 2 = Disable Previous Snapshop Plus Updates (UnSubscribe) |
| 725 | ResponseTransportType | N | Specify whether the response to the request return messages (in-band) or be silent (out-of-band). The valid values are: |
| | | 0 = In Band (Default). Show inquiry responses. |
| | | 1 = Out of Band. Do not show inquiry responses. |
| 1 | Account | N | Customer Account |
| 581 | AccountType | N | Type of Customer Account |
| | Start Repeating Group | |
| 453 | NoPartyIDs | N | Number of PartyIDs fields requested. Repeating Group. |
| 448 | PartyID | Y | PartyID as applicable to the Party Role (Tag 452): |
| 452 | PartyRole | N | Identifies the Type of PartyID. The valid values are: |
| | | 24 = Customer Account |
| | | 3 = Order Id |
| | End Repeating Group | |
| | Start Repeating Group | |
| 938 | NoCollInquiryQualifier | N | Number of Collateral Inquiry Qualifiers. Repeating Group. |
| 896 | CollInquiryQualifier | Y | Collateral Inquiry Qualifier. The valid values are: |
| | | 0 = Customer Accounts |
| | | 1 = Customer Exchanges |
| | | 3 = Account Orders |
| | End Repeating Group | |
| 58 | Text | N | Free form Text. |
| | Standard Trailer | Y |
Sample MessagesListing User Accounts
[FIXCOLLATERALINQUIRY] 34=63|49=T4Test|56=test|52=20121217-18:28:36.695|909=ci-12/17/2012 12:28:36 PM|263=0|725=0|453=1|448=9A65B2FE-1D27-4230-A942-F60983CFB33B|452=24|938=1|896=0|
[MsgSeqNum] 34 = 63
[SenderCompID] 49 = T4Test
[TargetCompID] 56 = test
[SendingTime] 52 = 20121217-18:28:36.695
[CollInquiryID] 909 = ci-12/17/2012 12:28:36 PM
[SubscriptionRequestType] 263 = 0 (SNAPSHOT)
[ResponseTransportType] 725 = 0 (IN_BAND)
[NoPartyIDs] 453 = 1
[PartyID] 448 = 9A65B2FE-1D27-4230-A942-F60983CFB33B
[PartyRole] 452 = 24 (CUSTOMER_ACCOUNT)
[NoCollInquiryQualifier] 938 = 1
[CollInquiryQualifier] 896 = 0 (CUSTOMER_ACCOUNTS)
[fixcollateralreport] 34=194|49=test|56=T4Test|50=T4FIX|52=20121217-18:28:36.741|908=cr-634913441167419740|909=ci-12/17/2012 12:18:55 PM|910=Unrestricted|911=3|912=N|1=ernesto|453=1|448=9A65B2FE-1D27-4230-A942-F60983CFB33B|136=1|137=5|899=-3126074.92232|900=-1025|921=-3082864.92232|854=1|
[MsgSeqNum] 34 = 194
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20121217-18:28:36.741
[CollRptID] 908 = cr-634913441167419740
[CollInquiryID] 909 = ci-12/17/2012 12:18:55 PM
[CollStatus] 910 = Unrestricted
[TotNumReports] 911 = 3
[LastRptRequested] 912 = N (NO)
[Account] 1 = ernesto
[NoPartyIDs] 453 = 1
[PartyID] 448 = 9A65B2FE-1D27-4230-A942-F60983CFB33B
[NoMiscFees] 136 = 1
[MiscFeeAmt] 137 = 5
[MarginExcess] 899 = -3126074.92232
[TotalNetValue] 900 = -1025
[StartCash] 921 = -3082864.92232
[QtyType] 854 = 1 (ACCOUNT_LIST)
Subscribing To Accounts
[FIXCOLLATERALINQUIRY] 34=67|49=T4Test|56=test|52=20121217-18:30:13.875|909=ci-12/17/2012 12:30:13 PM|263=1|725=0|453=2|448=9A65B2FE-1D27-4230-A942-F60983CFB33B|452=24|448=69CA7C3F-DAD4-453A-8521-F815F11DD201|452=24|938=1|896=0|
[MsgSeqNum] 34 = 67
[SenderCompID] 49 = T4Test
[TargetCompID] 56 = test
[SendingTime] 52 = 20121217-18:30:13.875
[CollInquiryID] 909 = ci-12/17/2012 12:30:13 PM
[SubscriptionRequestType] 263 = 1 (SNAPSHOT_PLUS_UPDATES)
[ResponseTransportType] 725 = 0 (IN_BAND)
[NoPartyIDs] 453 = 2
[PartyID] 448 = 9A65B2FE-1D27-4230-A942-F60983CFB33B
[PartyRole] 452 = 24 (CUSTOMER_ACCOUNT)
[PartyID] 448 = 69CA7C3F-DAD4-453A-8521-F815F11DD201
[PartyRole] 452 = 24 (CUSTOMER_ACCOUNT)
[NoCollInquiryQualifier] 938 = 1
[CollInquiryQualifier] 896 = 0 (CUSTOMER_ACCOUNTS)
[fixcollateralreport] 34=200|49=test|56=T4Test|50=T4FIX|52=20121217-18:30:16.200|908=cr-634913442162000522|909=ci-12/17/2012 12:28:36 PM|910=3|911=1|912=Y|1=test4|453=1|448=69CA7C3F-DAD4-453A-8521-F815F11DD201|136=1|137=-1|139=N|854=2|3100=69CA7C3F-DAD4-453A-8521-F815F11DD201|3101=test4|3104=-1|3105=0|3106=N|3108=N|3110=Y|3111=test|3112=2884B215-4A4B-4E9D-A40E-F8212D713E13|3113=100|3114=0|3115=100|3116=-1|3117=1000|3118=-1|3119=-1|3120=0|3121=C|3122=N|3123=100|3124=2884B215-4A4B-4E9D-A40E-F8212D713E13|3125=Y|3126=Y|3127=Y|3128=Y|3129=N|3130=N|3131=1000|3132=-1|3133=100|3134=100|3135=Y|3136=-1|3137=50|3138=10|3139=-1|12=0|
[MsgSeqNum] 34 = 200
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20121217-18:30:16.200
[CollRptID] 908 = cr-634913442162000522
[CollInquiryID] 909 = ci-12/17/2012 12:28:36 PM
[CollStatus] 910 = 3 (ASSIGNED)
[TotNumReports] 911 = 1
[LastRptRequested] 912 = Y (YES)
[Account] 1 = test4
[NoPartyIDs] 453 = 1
[PartyID] 448 = 69CA7C3F-DAD4-453A-8521-F815F11DD201
[NoMiscFees] 136 = 1
[MiscFeeAmt] 137 = -1
[MiscFeeType] 139 = N
[QtyType] 854 = 2 (ACCOUNT_DETAILS)
[AccountID] 3100 = 69CA7C3F-DAD4-453A-8521-F815F11DD201
[AccountName] 3101 = test4
[BlockExpiring] 3104 = -1
[DayLossLimit] 3105 = 0
[Deleted] 3106 = N
[EditMargin] 3108 = N
[Enabled] 3110 = Y
[Firm] 3111 = test
[FirmID] 3112 = 2884B215-4A4B-4E9D-A40E-F8212D713E13
[LossLimit] 3113 = 100
[LossLimitPC] 3114 = 0
[MarginPC] 3115 = 100
[MaxAccountPosition] 3116 = -1
[MaxClipSize] 3117 = 1000
[MaxContractMargin] 3118 = -1
[MaxPosition] 3119 = -1
[MinBalance] 3120 = 0
[Mode] 3121 = C
[OrderRouting] 3122 = N
[OvernightMarginPC] 3123 = 100
[ParentFirmID] 3124 = 2884B215-4A4B-4E9D-A40E-F8212D713E13
[PLRollover] 3125 = Y
[PositionRollover] 3126 = Y
[PreTradeDisabled] 3127 = Y
[RiskAlerts] 3128 = Y
[RiskDebug] 3129 = N
[RiskDebugOrders] 3130 = N
[StrategyMaxClipSize] 3131 = 1000
[StrategyMaxPosition] 3132 = -1
[StrategyTotalPitTrades] 3133 = 100
[TotalPitTrades] 3134 = 100
[UsePLForMargin] 3135 = Y
[WarningThresholdLossLimit] 3136 = -1
[WarningThresholdMargin] 3137 = 50
[WarningThresholdPL] 3138 = 10
[WideMarket] 3139 = -1
[Commission] 12 = 0
[fixcollateralreport] 34=202|49=test|56=T4Test|50=T4FIX|52=20121217-18:30:16.200|908=cr-634913442162000522|909=ci-12/17/2012 12:28:36 PM|911=1|912=Y|1=test4|453=1|448=69CA7C3F-DAD4-453A-8521-F815F11DD201|136=1|137=0|899=4375|900=0|901=0|53=1 1 0|854=4|55=ES|48=CME_20121200_ESZ2|207=CME_Eq|200=201212|167=FUT|75=20121217|3000=1|3001=0|3002=0|3003=0|3004=2737.5|3005=136325|3006=1|3007=1|3008=136325|3009=0|3010=136325|3011=1|
[MsgSeqNum] 34 = 202
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20121217-18:30:16.200
[CollRptID] 908 = cr-634913442162000522
[CollInquiryID] 909 = ci-12/17/2012 12:28:36 PM
[TotNumReports] 911 = 1
[LastRptRequested] 912 = Y (YES)
[Account] 1 = test4
[NoPartyIDs] 453 = 1
[PartyID] 448 = 69CA7C3F-DAD4-453A-8521-F815F11DD201
[NoMiscFees] 136 = 1
[MiscFeeAmt] 137 = 0
[MarginExcess] 899 = 4375
[TotalNetValue] 900 = 0
[CashOutstanding] 901 = 0
[Shares] 53 = 1 1 0
[QtyType] 854 = 4 (ACCOUNT_POSITION_UPDATE)
[Symbol] 55 = ES
[SecurityID] 48 = CME_20121200_ESZ2
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201212
[SecurityType] 167 = FUT (FUTURE)
[TradeDate] 75 = 20121217
[Buys] 3000 = 1
[Sells] 3001 = 0
[WorkingBuys] 3002 = 0
[WorkingSells] 3003 = 0
[OvernightUPL] 3004 = 2737.5
[AverageOpenTicks] 3005 = 136325
[OvernightPosition] 3006 = 1
[CurrencyRate] 3007 = 1
[TotalBuyFillTicks] 3008 = 136325
[TotalSellFillTicks] 3009 = 0
[TotalOpenTicks] 3010 = 136325
[TotalOpenVolume] 3011 = 1
Unsubscribe from Accounts
[FIXCOLLATERALINQUIRY] 34=69|49=T4Test|56=test|52=20121217-18:31:14.107|909=ci-12/17/2012 12:31:14 PM|263=2|725=0|453=2|448=9A65B2FE-1D27-4230-A942-F60983CFB33B|452=24|448=69CA7C3F-DAD4-453A-8521-F815F11DD201|452=24|938=1|896=0|
[MsgSeqNum] 34 = 69
[SenderCompID] 49 = T4Test
[TargetCompID] 56 = test
[SendingTime] 52 = 20121217-18:31:14.107
[CollInquiryID] 909 = ci-12/17/2012 12:31:14 PM
[SubscriptionRequestType] 263 = 2 (DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST)
[ResponseTransportType] 725 = 0 (IN_BAND)
[NoPartyIDs] 453 = 2
[PartyID] 448 = 9A65B2FE-1D27-4230-A942-F60983CFB33B
[PartyRole] 452 = 24 (CUSTOMER_ACCOUNT)
[PartyID] 448 = 69CA7C3F-DAD4-453A-8521-F815F11DD201
[PartyRole] 452 = 24 (CUSTOMER_ACCOUNT)
[NoCollInquiryQualifier] 938 = 1
[CollInquiryQualifier] 896 = 0 (CUSTOMER_ACCOUNTS)
Listing Order History
[FIXCOLLATERALINQUIRY] 34=77|49=T4Test|56=test|52=20121217-18:32:51.716|909=ci-12/17/2012 12:32:51 PM|263=0|453=1|448=37CB0FDB-09C7-4080-B74E-5FFC7DD360EB|452=3|938=1|896=3|
[MsgSeqNum] 34 = 77
[SenderCompID] 49 = T4Test
[TargetCompID] 56 = test
[SendingTime] 52 = 20121217-18:32:51.716
[CollInquiryID] 909 = ci-12/17/2012 12:32:51 PM
[SubscriptionRequestType] 263 = 0 (SNAPSHOT)
[NoPartyIDs] 453 = 1
[PartyID] 448 = 37CB0FDB-09C7-4080-B74E-5FFC7DD360EB
[PartyRole] 452 = 3 (ORDER_ID)
[NoCollInquiryQualifier] 938 = 1
[CollInquiryQualifier] 896 = 3 (ACCOUNT_ORDERS)
[fixexecutionreport] 34=295|49=test|56=T4Test|50=T4FIX|52=20121217-18:32:51.747|143=CME_Eq|369=1|1=ernesto|11=fn-63491344366521916|41=fn-63491344366521916|17=1.CME_Eq..599266080000000000|150=A|37=37CB0FDB-09C7-4080-B74E-5FFC7DD360EB|39=A|48=CME_20121200_ESZ2|55=ES|207=CME_Eq|200=201212|59=0|107=E-mini S&P 500 Dec12|54=1|167=FUT|38=1|40=2|44=141400|58=SubmissionRiskSuccess. Order passed risk management|60=20121217-18:33:09.000|21=1|
[MsgSeqNum] 34 = 295
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20121217-18:32:51.747
[TargetLocationID] 143 = CME_Eq
[LastMsgSeqNumProcessed] 369 = 1
[Account] 1 = ernesto
[ClOrdID] 11 = fn-63491344366521916
[OrigClOrdID] 41 = fn-63491344366521916
[ExecID] 17 = 1.CME_Eq..599266080000000000
[ExecType] 150 = A (PENDING_NEW)
[OrderID] 37 = 37CB0FDB-09C7-4080-B74E-5FFC7DD360EB
[OrdStatus] 39 = A (PENDING_NEW)
[SecurityID] 48 = CME_20121200_ESZ2
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201212
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Dec12
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 141400
[Text] 58 = SubmissionRiskSuccess. Order passed risk management
[TransactTime] 60 = 20121217-18:33:09.000
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[fixexecutionreport] 34=296|49=test|56=T4Test|50=T4FIX|52=20121217-18:32:51.763|143=CME_Eq|369=2|1=ernesto|11=fn-63491344366521916|41=fn-63491344366521916|17=2.CME_Eq..599266080000000000|150=A|37=37CB0FDB-09C7-4080-B74E-5FFC7DD360EB|39=A|48=CME_20121200_ESZ2|55=ES|207=CME_Eq|200=201212|59=0|107=E-mini S&P 500 Dec12|54=1|167=FUT|38=1|40=2|44=141400|58=SubmissionSent. Order was submitted to the exchange|60=20121217-18:33:09.000|21=1|
[MsgSeqNum] 34 = 296
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20121217-18:32:51.763
[TargetLocationID] 143 = CME_Eq
[LastMsgSeqNumProcessed] 369 = 2
[Account] 1 = ernesto
[ClOrdID] 11 = fn-63491344366521916
[OrigClOrdID] 41 = fn-63491344366521916
[ExecID] 17 = 2.CME_Eq..599266080000000000
[ExecType] 150 = A (PENDING_NEW)
[OrderID] 37 = 37CB0FDB-09C7-4080-B74E-5FFC7DD360EB
[OrdStatus] 39 = A (PENDING_NEW)
[SecurityID] 48 = CME_20121200_ESZ2
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201212
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Dec12
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 141400
[Text] 58 = SubmissionSent. Order was submitted to the exchange
[TransactTime] 60 = 20121217-18:33:09.000
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[fixexecutionreport] 34=297|49=test|56=T4Test|50=T4FIX|52=20121217-18:32:51.763|143=CME_Eq|369=3|1=ernesto|11=fn-63491344366521916|41=fn-63491344366521916|17=3.CME_Eq.71334700524_ESZ2.634913443890000000|150=0|37=37CB0FDB-09C7-4080-B74E-5FFC7DD360EB|39=0|48=CME_20121200_ESZ2|55=ES|207=CME_Eq|200=201212|59=0|107=E-mini S&P 500 Dec12|54=1|167=FUT|38=1|40=2|44=141400|60=20121217-18:33:09.000|21=1|
[MsgSeqNum] 34 = 297
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20121217-18:32:51.763
[TargetLocationID] 143 = CME_Eq
[LastMsgSeqNumProcessed] 369 = 3
[Account] 1 = ernesto
[ClOrdID] 11 = fn-63491344366521916
[OrigClOrdID] 41 = fn-63491344366521916
[ExecID] 17 = 3.CME_Eq.71334700524_ESZ2.634913443890000000
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = 37CB0FDB-09C7-4080-B74E-5FFC7DD360EB
[OrdStatus] 39 = 0 (NEW)
[SecurityID] 48 = CME_20121200_ESZ2
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201212
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Dec12
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 141400
[TransactTime] 60 = 20121217-18:33:09.000
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
FIX API Home Page.
[fixcollateralreport] 34=145|49=test|56=T4Test|50=T4FIX|52=20121214-23:43:38.216|908=cr-634911038181694650|909=ci-12/14/2012 5:43:33 PM|911=1|912=Y|1=ernesto|453=1|448=9A65B2FE-1D27-4230-A942-F60983CFB33B|136=1|137=0|899=7560|900=0|901=0|53=2 0 -2|854=4|55=ZB|48=CME_20121200_ZBZ2|207=CME_F|200=201212|167=FUT|75=20121217|3000=0|3001=2|3002=0|3003=0|3004=1625|3005=15000000|3006=-2|3007=1|3008=0|3009=30000000|3010=30000000|3011=2|
[FIXCOLLATERALREPORT]
[MsgSeqNum] 34 = 145
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20121214-23:43:38.216
[CollRptID] 908 = cr-634911038181694650
[CollInquiryID] 909 = ci-12/14/2012 5:43:33 PM
[TotNumReports] 911 = 1
[LastRptRequested] 912 = Y (YES)
[Account] 1 = ernesto
[NoPartyIDs] 453 = 1
[PartyID] 448 = 9A65B2FE-1D27-4230-A942-F60983CFB33B
[NoMiscFees] 136 = 1
[MiscFeeAmt] 137 = 0
[MarginExcess] 899 = 7560
[TotalNetValue] 900 = 0
[CashOutstanding] 901 = 0
[Shares] 53 = 2 0 -2
[QtyType] 854 = 4 (ACCOUNT_POSITION_UPDATE)
[Symbol] 55 = ZB
[SecurityID] 48 = CME_20121200_ZBZ2
[SecurityExchange] 207 = CME_F
[MaturityMonthYear] 200 = 201212
[SecurityType] 167 = FUT (FUTURE)
[TradeDate] 75 = 20121217
[Buys] 3000 = 0
[Sells] 3001 = 2
[WorkingBuys] 3002 = 0
[WorkingSells] 3003 = 0
[OvernightUPL] 3004 = 1625
[AverageOpenTicks] 3005 = 15000000
[OvernightPosition] 3006 = -2
[CurrencyRate] 3007 = 1
[TotalBuyFillTicks] 3008 = 0
[TotalSellFillTicks] 3009 = 30000000
[TotalOpenTicks] 3010 = 30000000
[TotalOpenVolume] 3011 = 2