Page History: Collateral Report
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Page Revision: 2012/12/17 17:14
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. Reports can generated as the result of the following events,
Listing Account Details for a connected User
Account Subscription Requests
Account Updates
Account Position Updates
Responding to the Request to List User AccountsA Collateral Inquiry request for a list of accounts (MsgType=BB with Tag 263=0) returns Collateral Reports for each of the account the user has access to. The Account name is specified in the Accounts field (Tag 1). The corresponding AccountID is specified in the PartyID (Tag 448). Basic Balance information (E.g. Start Cash=Tag 921) is also provided. This report is differentiated by its Quantity type equal to Account-List (Tag 854=1).
Responding to Account Subscription RequestA request to subscribe to User Accounts (MsgType=BB with Tag 263=1) returns a combinations of Collateral Reports, Execution Reports and Security Definition reports for all orders, fills, positions, account details, account updates and account position updates. The Collateral report message provides information on the following categories:
1. Account Details
Account Details carry information in account privileges, account permission and account configuration. This report is differentiated by its Quantity type equal to Account-Details (Tag 854=2).
2. Account Updates
Account Updates carry information in the instantaneous state of the account balances as Start Case, Margin Requuirement, etc. This report is differentiated by its Quantity type equal to Account-Update (Tag 854=3). Note that Account Updates can be generated asynchronously without a preceding Collateral Inquiry.
3. Account Position Updates
Account Position Updates carry information on the combination of all open positions, working orders and fills for a given security within an account. Among othe fields, the reports provides balances of working orders with buys and sells (Tags 3002 and 3003), number of short and long position (Tag 53) and Open Volume (Tag 3011). This report is differentiated by its Quantity type equal to Account-Position-Update (Tag 854=4). Note that Account Position Updates can be generated asynchronously without a preceding Collateral Inquiry.
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