Page History: Collateral Report
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Page Revision: 2012/12/18 12:43
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
Collateral Inquiry request to subscribe to User Accounts (MsgType=BB with Tag 263=1) returns a combinations of Collateral Reports,
Execution Reports and
Security Definitions for 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 account Balances as Start Cash, Margin Requirements, 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 other fields, this type of Collateral Report provides balances on working orders with number of buys and sells (Tags 3002 and 3003), number of short and long positions (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.
| Tag | Field Name | Req'd | Comments |
|---|
| Standard Header | Y | MsgType = BB |
| 908 | CollInquiryID | N | Unique identifier for the collateral inquiry that generated this report. |
| 909 | CollReportID | Y | Unique identifier for this report. |
| 910 | CollStatus | N | Status of Entity carried by this report. |
| 911 | TotNumReports | N | Total number of Collateral Reports associated with its Collateral Inquiry. |
| 912 | LastReportRequested | N | Indicator whether this report is that last in the series of TotNumReports (Tag 911). |
| 1 | Account | N | Account for which this report pertains. |
| | 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 | |
| 136 | NoMiscFees | N | Number of repeating groups of miscellaneous fees |
| 137 | MiscFeeAmt | Y | Miscellaneous fee value. |
| 138 | MiscFeeCurr | Y | Currency of miscellaneous fee |
| 139 | MiscFeeType | Y | Indicates type of miscellaneous fee. |
| 891 | MiscFeeBasis | Y | Defines the unit for a miscellaneous fee. The valid values are: |
| | | 0 = Absolute |
| | | 1 = Per Unit |
| | | 2 = Percentage |
| | End Repeating Group | |
| 58 | Text | N | Free form Text. |
| 899 | MarginExcess | N | Available Cash for additional margin. |
| 900 | TotalNetValue | N | Net value of the account. |
| 901 | CashOutstanding | N | Option Premium |
| 921 | StartCash | N | Account Balanace |
| 53 | Quantity | N | Total MP, Long MP and Short MP |
| 854 | QuantityType | N | Quantity Type indicator of Collateral Report. The valid values are: |
| | | 1 = Account List |
| | | 2 = Account Details |
| | | 3 = Account Update |
| | | 4 = Account Position Update |
| | | 5 = Account Notification |
| | | 6 = Exchange Notification |
| | | 7 = Market RFQ |
| 48 | SecurityID | Y | Security identifier. This is the T4 Market ID. |
| 55 | Symbol | Y | Symbol. This is the T4 Contract ID. |
| 207 | SecurityExchange | Y | Exchange at which the security trades. This is the T4 Exchange ID. |
| 167 | SecurityType | Y | Instrument type. Futures="FUT", Options="OPT", Stock="STK", Synthetic="SYN", Binary Option="BIN" |
| 201 | PutOrCall | N | For Options. Indicates whether an Option is for a put or call. Valid values are: |
| | | 0 = Put |
| | | 1 = Call |
| 202 | StrikePrice | N | For Options. Indicates the Strike Price of the Option. |
| 75 | TradeDate | N | Date on which the update took place. |
| 3000 | Buys | N | XXX |
| 3001 | Sells | N | XXX |
| 3002 | WorkingBuys | N | XXX |
| 3003 | WorkingSells | N | XXX |
| 3004 | OvernightUPL | N | XXX |
| 3005 | AverageOpenTicks | N | XXX |
| 3006 | OvernightPosition | N | XXX |
| 3007 | CurrencyRate | N | XXX |
| 3008 | TotalBuyFillTicks | N | XXX |
| 3009 | TotalSellFillTicks | N | XXX |
| 3010 | TotalOpenTicks | N | XXX |
| 3011 | TotalOpenVolume | N | XXX |
| 3100 | AccountID | N | XXX |
| 3101 | AccountName | N | XXX |
| 3102 | ActiveTimeStart | N | XXX |
| 3103 | ActiveTimeStop | N | XXX |
| 3104 | BlockExpiring | N | XXX |
| 3105 | DayLossLimit | N | XXX |
| 3106 | Deleted | N | XXX |
| 3107 | DisplayName | N | XXX |
| 3108 | EditMargin | N | XXX |
| 3109 | EMail | N | XXX |
| 3110 | Enabled | N | XXX |
| 3111 | Firm | N | XXX |
| 3112 | FirmID | N | XXX |
| 3113 | LossLimit | N | XXX |
| 3114 | LossLimitPC | N | XXX |
| 3115 | MarginPC | N | XXX |
| 3116 | MaxAccountPosition | N | XXX |
| 3117 | MaxClipSize | N | XXX |
| 3118 | MaxContractMargin | N | XXX |
| 3119 | MaxPosition | N | XXX |
| 3120 | MinBalance | N | XXX |
| 3121 | Mode | N | XXX |
| 3122 | OrderRouting | N | XXX |
| 3123 | OvernightMarginPC | N | XXX |
| 3124 | ParentFirmID | N | XXX |
| 3125 | PLRollover | N | XXX |
| 3126 | PositionRollover | N | XXX |
| 3127 | PreTradeDisabled | N | XXX |
| 3128 | RiskAlerts | N | XXX |
| 3129 | RiskDebug | N | XXX |
| 3130 | RiskDebugOrders | N | XXX |
| 3131 | StrategyMaxClipSize | N | XXX |
| 3132 | StrategyMaxPosition | N | XXX |
| 3133 | StrategyTotalPitTrades | N | XXX |
| 3134 | TotalPitTrades | N | XXX |
| 3135 | UsePLForMargin | N | XXX |
| 3136 | WarningThresholdLossLimit | N | XXX |
| 3137 | WarningThresholdMargin | N | XXX |
| 3138 | WarningThresholdPL | N | XXX |
| 3139 | WideMarket | N | XXX |
| 12 | Commission | N | XXX |
| 13 | CommType | N | XXX |
| | Standard Trailer | Y |
Sample MessagesAccount Details
[FIXCOLLATERALINQUIRY] 34=64|49=T4Test|56=test|52=20121218-15:19:15.357|909=ci-12/18/2012 9:19:15 AM|263=2|725=0|453=1|
448=9A65B2FE-1D27-4230-A942-F60983CFB33B|452=24|938=1|896=0|
[MsgSeqNum] 34 = 64
[SenderCompID] 49 = T4Test
[TargetCompID] 56 = test
[SendingTime] 52 = 20121218-15:19:15.357
[CollInquiryID] 909 = ci-12/18/2012 9:19:15 AM
[SubscriptionRequestType] 263 = 2 (DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST)
[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=1463|49=test|56=T4Test|50=T4FIX|52=20121218-15:19:17.806|908=cr-634914191578066280|909=ci-12/18/2012 8:54:31 AM
|910=3|911=1|912=Y|1=ernesto|453=1|448=9A65B2FE-1D27-4230-A942-F60983CFB33B|136=1|137=-1|139=C|854=2
|3100=9A65B2FE-1D27-4230-A942-F60983CFB33B|3101=ernesto|3104=-1|3105=0|3106=N|3108=N|3110=Y|3111=test
|3112=2884B215-4A4B-4E9D-A40E-F8212D713E13|3113=0|3114=0|3115=100|3116=-1|3117=10|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=-1|3138=10|3139=-1|12=2.5|
[MsgSeqNum] 34 = 1463
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20121218-15:19:17.806
[CollRptID] 908 = cr-634914191578066280
[CollInquiryID] 909 = ci-12/18/2012 8:54:31 AM
[CollStatus] 910 = 3 (ASSIGNED)
[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 = -1
[MiscFeeType] 139 = C
[QtyType] 854 = 2 (ACCOUNT_DETAILS)
[AccountID] 3100 = 9A65B2FE-1D27-4230-A942-F60983CFB33B
[AccountName] 3101 = ernesto
[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 = 0
[LossLimitPC] 3114 = 0
[MarginPC] 3115 = 100
[MaxAccountPosition] 3116 = -1
[MaxClipSize] 3117 = 10
[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 = -1
[WarningThresholdPL] 3138 = 10
[WideMarket] 3139 = -1
[Commission] 12 = 2.5
Account Update
[fixcollateralreport] 34=1464|49=test|56=T4Test|50=T4FIX|52=20121218-15:19:17.806|908=cr-634914191578066280
|909=ci-12/18/2012 8:54:31 AM|910=Unrestricted|911=1|912=Y|1=ernesto|453=1|448=9A65B2FE-1D27-4230-A942-F60983CFB33B
|136=1|137=5|899=50935|900=0|901=0|921=-3501094.9228|53=15 13 -2|854=3|
[MsgSeqNum] 34 = 1464
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20121218-15:19:17.806
[CollRptID] 908 = cr-634914191578066280
[CollInquiryID] 909 = ci-12/18/2012 8:54:31 AM
[CollStatus] 910 = Unrestricted
[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 = 5
[MarginExcess] 899 = 50935
[TotalNetValue] 900 = 0
[CashOutstanding] 901 = 0
[StartCash] 921 = -3501094.9228
[Shares] 53 = 15 13 -2
[QtyType] 854 = 3 (ACCOUNT_UPDATE)
Account Position Update
[fixcollateralreport] 34=1465|49=test|56=T4Test|50=T4FIX|52=20121218-15:19:17.806|908=cr-634914191578066280
|909=ci-12/18/2012 8:54:31 AM|911=1|912=Y|1=ernesto|453=1|448=9A65B2FE-1D27-4230-A942-F60983CFB33B|136=1|137=5|899=21875|900=0|901=0|53=5 5 0|854=4
|55=ES|48=CME_20121200_ESZ2|207=CME_Eq|200=201212|167=FUT|75=20121218|3000=4|3001=0|3002=1|3003=0|3004=287.5|3005=141575|3006=2
|3007=1|3008=566300|3009=0|3010=709150|3011=5|
[MsgSeqNum] 34 = 1465
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20121218-15:19:17.806
[CollRptID] 908 = cr-634914191578066280
[CollInquiryID] 909 = ci-12/18/2012 8:54:31 AM
[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 = 5
[MarginExcess] 899 = 21875
[TotalNetValue] 900 = 0
[CashOutstanding] 901 = 0
[Shares] 53 = 5 5 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 = 20121218
[Buys] 3000 = 4
[Sells] 3001 = 0
[WorkingBuys] 3002 = 1
[WorkingSells] 3003 = 0
[OvernightUPL] 3004 = 287.5
[AverageOpenTicks] 3005 = 141575
[OvernightPosition] 3006 = 2
[CurrencyRate] 3007 = 1
[TotalBuyFillTicks] 3008 = 566300
[TotalSellFillTicks] 3009 = 0
[TotalOpenTicks] 3010 = 709150
[TotalOpenVolume] 3011 = 5
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