Collateral Inquiry

Modified on 2016/08/12 19:35 by ernestoaparcedo — Categorized as: Uncategorized

Application Management

Beyond order routing, the T4 FIX API provides additional functionalities to query and manage positions, orders and accounts. The Collateral Inquiry message (MsgTyp=BB) is the cornerstone of (non-routing) application management. If the requests are successful, 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 Inquiry can provide the following functionalities:

* Subscribe to multiple accounts for the connected user

* UnSubscribe from multiple accounts for the connected user

* List User Accounts

* List History of a specific order

* List Orders of a specific account

* List User Information

Listing User Accounts

After FIX logon success, the CTS API system requires subscription to user accounts before any orders can be placed. This is a key requirement without which no order would be accepted during the FIX Session. By default, all user accounts are automatically subscribed to upon a successful login. Nevertheless, if only a subset of user accounts is required for trading, Automatic Account Subscription can optionally be turned off with the Logon message (with Tag 372=BB). Subsequently, account subscriptions must be explicitly requested with the Collateral Inquiry message.

As an optional first step, the List User Accounts request (Tag 263=0) can be used to interrogate the T4 FIX API server for the a list of accounts the connected user is authorized for. The accounts list is returned as multiple Collateral Reports with the corresponding pairs of Account Name (in Tag 1) and Account Id (in Tag 448). To request this user account list, the Collateral Inquiry Qualifier must also be set to Customer-Accounts (Tag 896=0).

Account Subscriptions

If an appropriate list of user accounts is available to the FIX client (either as a result of the Listing User Accounts request or from a client software cache), the Collateral Inquiry message can subscribe to accounts via the Subscription Request Type of SnapShot-Plus-Updates (Tag 263=1). Multiple accounts can be subscribed to with a single request by using the PartyID repeating group with a Customer-Account role (Tag 452=24) and the User Account IDs set as PartyIDs (Tag 448). The Collateral Inquiry Qualifier (Tag 896) must also be set to Customer-Accounts (Tag 896=0). Note subscriptions are performed by Account ID (Tag 448) and not by Account Name.

A successful subscription loads the requested accounts at the T4 API server. By default, it will return multiple reports to characterize the account. Namely,

* Account State (including static details, profit/loss, margins, balances, etc.)

* Account Portfolio Composition (orders, fills and positions)

To minimize message traffic, the Account Subscription process also allows the suppression of the above reports. By the setting the Response Transport Type to Out-Of-Band state (Tag 725=1), account subscriptions can be made without receiving the verbose reports. A similar result can be achieved for the AutoPortfolio refresh if the Logon message RefMsgType field (Tag 372) is set to not echo of orders, fills, positions and contracts (Tag 372=d).

A redundant request to subscribe to an account that is already subscribed results in no response. Listing of Execution Reports and Collateral Reports that define the Account Portfolio (i.e. orders, fills and positions) and Account State details can be generated with an unsubscription request immediately followed by a subscription request. Note that auto-subscription to all user accounts can be attained without a Collateral Inquiry. By default, the Logon message perform Auto-Subscription for all user accounts unless explicitly disabled (with Tag 372=BB).

UnSubscribing From Accounts

Accounts can be unsubscribed from with a Collateral Inquiry request by setting its Subscription Request Type to Disable-Previous-Snapshot-Plus-Update (Tag 263=2). The accounts are encapsulated in the PartyID repeating group 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 un-subscription requests return no messages.

Listing Order History

Collateral Inquiry can also be used to interrogate the T4 FIX API servers for the chronology of a specific order. This operation will query the T4 FIX API for the instantaneous state of the order's history. The order history snapshot(Tag 263=0) is achieved by setting the appropriate OrderIDs (Tag 37) as PartyIds (Tag 448) with a PartyID Role of Order-Id (Tag 452=3). The Collateral Inquiry Qualifier must also be set to Order-History (Tag 896=3). Note that an order history request will return multiple Pending Execution Reports for the intermediary order states (of all order chain nodes) including Risk Approval, Order Submittal to the exchange and Order Acceptance by the exchange.

Listing Account Orders and Fills

The List Account Orders request returns an instantaneous portfolio snapshot (at the time the request is honored by the CTS FIX servers). This feature is provided to help portfolio reconciliation against the FIX client's own portfolio management. Collateral Inquiry can interrogate the T4 FIX API servers for all orders and fills associated with subscribed accounts. The account orders snapshot (Tag 263=0) is requested by setting the appropriate AccountIDs as PartyIds (Tag 448) with a PartyID Role of Customer-Account (Tag 452=24). The Collateral Inquiry Qualifier may be set to Account-Orders (Tag 896=4) or other CollInquiryQualifiers. Note that an account orders request will return Execution Reports for all fills and order statuses including working, filled, rejected, suspended, etc. The PossResend tag (Tag 97=Y) differentiates Collateral Inquiry Execution reports from real-time (asynchronous) Execution Reports. In addition, Execution Reports resulting from Listing Accounts Orders carry MassStatusReqID (Tag 584) to match against the corresponding Collateral Inquiry's CollInquiryID (Tag 909). Fills can be differentiated (from Filled Orders) by the presence of tags that define the trade (i.e. LastPx (Tag 31) and LastShares/LastQty (Tag 32)).

Listing User/Trader Information

The User/Trader information collateral inquiry (Tag 896=13) provides user/trader information for users currently logged in the FIX Session. Multiple responses (as Collateral Reports) may be supplied when the FIX session is in Multi-Trader mode (i.e. FIX Logon with RefMsgType = UCG). The Master User information can be provided (even when not in Multi-Trader mode).

The User/Trader Collateral Reports (Tag 854=8) carry the user's name, unique id, type, firm name, parent firm name and roles. It may also contain the currently assigned accounts and enabled exchanges. These last two items are optional and explicitly requested in the collateral inquiry with a PartyRole (Tag 452) equal to Customer_Account (Tag 452=24) and User_Exchanges (Tag 452=22) respectively. Collateral inquiries can be provided for all currently logged-in traders or just a specific trader by setting a PartyID (Tag 448) of "Traders" or any UserName (Tag 553) value as specified in the Trader Logon message.

Message Dictionary

Tag	Field Name	Req'd	Comments
	Standard Header	Y	MsgType = BB
909	CollInquiryID	Y	Unique identifier for this inquiry.
263	SubscriptionRequestType	Y	Used to pinpoint the type of Inquiry. The valid values are:
			0 = SnapShot
			1 = Snapshot Plus Updates (Subscribe)
			2 = Disable Previous Snapshot Plus Updates (UnSubscribe)
725	ResponseTransportType	N	Specify whether the result of the inquiry is to return response messages (in-band) or be silent (out-of-band). The valid values are:
			0 = In Band (Default). Show verbose subscription responses.
			1 = Out of Band. Do not show verbose subscription 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:
			22 = User Exchanges. PartyID (Tag 448) is set to a specific UserName or the string "Traders" for the User_Traders inquiry (Tag 896=13).
			24 = Customer Account. PartyIDs (Tag 448) are set to Account IDs. For the User_Trader inquiry (Tag 896=13), PartyID is set to a specific UserName or the string "Traders".
			3 = Order Id. PartyIDs are set to Order IDs.
	End Repeating Group
	Start Repeating Group
938	NoCollInquiryQualifier	N	Number of Collateral Inquiry Qualifiers. Repeating Group.
896	CollInquiryQualifier	Y	Qualifier indicating the category of items the Inquiry is for. The valid values are:
			0 = Customer Accounts
			1 = Customer Exchanges
			3 = Order History
			4 = Account Orders - All
			5 = Account Orders - Working
			6 = Account Orders - Canceled
			7 = Account Orders - Filled - (including fills)
			8 = Account Orders - Rejected
			9 = Account Orders - Suspended
			11 = Account Fills
			12 = Account Overnights
			13 = User/Trader Information
	End Repeating Group
58	Text	N	Free form Text.
	Standard Trailer	Y

Sample Messages

Listing User Accounts


COLLATERALINQUIRY 

34=3|49=T4Test|56=test|52=20160813-00:30:24.793|909=ci-08-12-2016-19:30:24.7934823|263=0|725=0|938=1|896=0|

[MsgSeqNum] 34 = 3
[SenderCompID] 49 = T4Test
[TargetCompID] 56 = test
[SendingTime] 52 = 20160813-00:30:24.793
[CollInquiryID] 909 = ci-08-12-2016-19:30:24.7934823
[SubscriptionRequestType] 263 = 0 (SNAPSHOT)
[ResponseTransportType] 725 = 0 (IN_BAND)
[NoCollInquiryQualifier] 938 = 1
[CollInquiryQualifier] 896 = 0 (CUSTOMER_ACCOUNTS)


COLLATERALREPORT

34=13|49=test|56=T4Test|50=T4FIX|52=20160813-00:30:24.796|908=cr-636066270247960979|909=ci-08-12-2016-19:30:24.7934823|910=3|911=2|912=N|1=_Account_0|453=1|448=69CA7C3F-DAD4-453A-8521-F815F11DD201|136=1|137=0|899=-527637.5|900=0|921=-527637.5|854=1|

[MsgSeqNum] 34 = 13
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160813-00:30:24.796
[CollRptID] 908 = cr-636066270247960979
[CollInquiryID] 909 = ci-08-12-2016-19:30:24.7934823
[CollStatus] 910 = 3 (Unrestricted)
[TotNumReports] 911 = 2
[LastRptRequested] 912 = N (NO)
[Account] 1 = _Account_0
[NoPartyIDs] 453 = 1
[PartyID] 448 = 69CA7C3F-DAD4-453A-8521-F815F11DD201
[NoMiscFees] 136 = 1
[MiscFeeAmt] 137 = 0
[MarginExcess] 899 = -527637.5
[TotalNetValue] 900 = 0
[StartCash] 921 = -527637.5
[QtyType] 854 = 1 (ACCOUNT_LIST)

COLLATERALREPORT

34=14|49=test|56=T4Test|50=T4FIX|52=20160813-00:30:24.796|908=cr-636066270247961172|909=ci-08-12-2016-19:30:24.7934823|910=3|911=2|912=Y|1=_Account_1|453=1|448=9A65B2FE-1D27-4230-A942-F60983CFB33B|136=1|137=0|899=5180939.47869|900=0|921=5185539.47869|854=1|

[MsgSeqNum] 34 = 14
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160813-00:30:24.796
[CollRptID] 908 = cr-636066270247961172
[CollInquiryID] 909 = ci-08-12-2016-19:30:24.7934823
[CollStatus] 910 = 3 (Unrestricted)
[TotNumReports] 911 = 2
[LastRptRequested] 912 = Y (YES)
[Account] 1 = _Account_1
[NoPartyIDs] 453 = 1
[PartyID] 448 = 9A65B2FE-1D27-4230-A942-F60983CFB33B
[NoMiscFees] 136 = 1
[MiscFeeAmt] 137 = 0
[MarginExcess] 899 = 5180939.47869
[TotalNetValue] 900 = 0
[StartCash] 921 = 5185539.47869
[QtyType] 854 = 1 (ACCOUNT_LIST)

Subscribing To Accounts

[FIXCOLLATERALINQUIRY] 34=67|49=T4Example|56=T4|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 = T4Example
[TargetCompID] 56 = T4
[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=T4|56=T4Example|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 = T4
[TargetCompID] 56 = T4Example
[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=T4|56=T4Example|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 = T4
[TargetCompID] 56 = T4Example
[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=T4Example|56=T4|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 = T4Example
[TargetCompID] 56 = T4
[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=2251|49=T4Example|56=T4|52=20130830-14:45:19.321|909=ci-08-30-2013-09:45:19.3219903|263=0|453=1|448=E10EDC40-FD75-4273-A578-4C838C18149C|452=3|938=1|896=3|

[MsgSeqNum] 34 = 2251
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = T4
[SendingTime] 52 = 20130830-14:45:19.321
[CollInquiryID] 909 = ci-08-30-2013-09:45:19.3219903
[SubscriptionRequestType] 263 = 0 (SNAPSHOT)
[NoPartyIDs] 453 = 1
[PartyID] 448 = E10EDC40-FD75-4273-A578-4C838C18149C
[PartyRole] 452 = 3 (ORDER_ID)
[NoCollInquiryQualifier] 938 = 1
[CollInquiryQualifier] 896 = 3 (ORDER_HISTORY)


[fixexecutionreport] 34=2571|49=T4|56=T4Example|50=T4FIX|52=20130830-14:45:19.368|143=CME_Eq|97=Y|369=1|1=Account1|11=fn-63513452715478114|41=fn-63513452715478114|17=0.1.2.0.0.0.599266080000000000.E10EDC40|150=A|37=E10EDC40-FD75-4273-A578-4C838C18149C|39=A|48=CME_20130900_ESU3|55=ES|207=CME_Eq|200=201309|59=0|107=E-mini S&P 500 Sep13|54=1|167=FUT|38=1|40=2|44=162900|58=SubmissionRiskSuccess. Order passed risk management|912=N|60=20130830-14:45:18.497|21=1|584=ci-08-30-2013-09:45:19.3219903|

[MsgSeqNum] 34 = 2571
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130830-14:45:19.368
[TargetLocationID] 143 = CME_Eq
[PossResend] 97 = Y (YES)
[LastMsgSeqNumProcessed] 369 = 1
[Account] 1 = Account1
[ClOrdID] 11 = fn-63513452715478114
[OrigClOrdID] 41 = fn-63513452715478114
[ExecID] 17 = 0.1.2.0.0.0.599266080000000000.E10EDC40
[ExecType] 150 = A (PENDING_NEW)
[OrderID] 37 = E10EDC40-FD75-4273-A578-4C838C18149C
[OrdStatus] 39 = A (PENDING_NEW)
[SecurityID] 48 = CME_20130900_ESU3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201309
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Sep13
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 162900
[Text] 58 = SubmissionRiskSuccess. Order passed risk management
[LastRptRequested] 912 = N (NO)
[TransactTime] 60 = 20130830-14:45:18.497
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[MassStatusReqID] 584 = ci-08-30-2013-09:45:19.3219903


[fixexecutionreport] 34=2572|49=T4|56=T4Example|50=T4FIX|52=20130830-14:45:19.368|143=CME_Eq|97=Y|369=2|1=Account1|11=fn-63513452715478114|41=fn-63513452715478114|17=0.2.4.0.48024.0.599266080000000000.E10EDC40|150=A|37=E10EDC40-FD75-4273-A578-4C838C18149C|39=A|48=CME_20130900_ESU3|55=ES|207=CME_Eq|200=201309|59=0|107=E-mini S&P 500 Sep13|54=1|167=FUT|38=1|40=2|44=162900|58=SubmissionSent. Order was submitted to the exchange|912=N|60=20130830-14:45:18.497|21=1|584=ci-08-30-2013-09:45:19.3219903|

[MsgSeqNum] 34 = 2572
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130830-14:45:19.368
[TargetLocationID] 143 = CME_Eq
[PossResend] 97 = Y (YES)
[LastMsgSeqNumProcessed] 369 = 2
[Account] 1 = Account1
[ClOrdID] 11 = fn-63513452715478114
[OrigClOrdID] 41 = fn-63513452715478114
[ExecID] 17 = 0.2.4.0.48024.0.599266080000000000.E10EDC40
[ExecType] 150 = A (PENDING_NEW)
[OrderID] 37 = E10EDC40-FD75-4273-A578-4C838C18149C
[OrdStatus] 39 = A (PENDING_NEW)
[SecurityID] 48 = CME_20130900_ESU3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201309
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Sep13
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 162900
[Text] 58 = SubmissionSent. Order was submitted to the exchange
[LastRptRequested] 912 = N (NO)
[TransactTime] 60 = 20130830-14:45:18.497
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[MassStatusReqID] 584 = ci-08-30-2013-09:45:19.3219903


[fixexecutionreport] 34=2573|49=T4|56=T4Example|50=T4FIX|52=20130830-14:45:19.368|143=CME_Eq|97=Y|369=3|1=Account1|11=fn-63513452715478114|41=fn-63513452715478114|17=0.3.6.1.48024.6495796284_ESU3.635134527187570000.E10EDC40|150=0|37=E10EDC40-FD75-4273-A578-4C838C18149C|39=0|48=CME_20130900_ESU3|55=ES|207=CME_Eq|200=201309|59=0|107=E-mini S&P 500 Sep13|54=1|167=FUT|38=1|40=2|44=162900|912=Y|60=20130830-14:45:18.527|21=1|584=ci-08-30-2013-09:45:19.3219903|

[MsgSeqNum] 34 = 2573
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130830-14:45:19.368
[TargetLocationID] 143 = CME_Eq
[PossResend] 97 = Y (YES)
[LastMsgSeqNumProcessed] 369 = 3
[Account] 1 = Account1
[ClOrdID] 11 = fn-63513452715478114
[OrigClOrdID] 41 = fn-63513452715478114
[ExecID] 17 = 0.3.6.1.48024.6495796284_ESU3.635134527187570000.E10EDC40
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = E10EDC40-FD75-4273-A578-4C838C18149C
[OrdStatus] 39 = 0 (NEW)
[SecurityID] 48 = CME_20130900_ESU3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201309
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Sep13
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 162900
[LastRptRequested] 912 = Y (YES)
[TransactTime] 60 = 20130830-14:45:18.527
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[MassStatusReqID] 584 = ci-08-30-2013-09:45:19.3219903

Listing User/Trader Information


[FIXCOLLATERALINQUIRY] 34=3|49=T4Test|56=test|52=20150616-20:32:18.725|909=ci-06-16-2015-15:32:18.7251953|263=0|453=1|448=Traders|452=24|938=1|896=13|

[MsgSeqNum] 34 = 3
[SenderCompID] 49 = T4Test
[TargetCompID] 56 = test
[SendingTime] 52 = 20150616-20:32:18.725
[CollInquiryID] 909 = ci-06-16-2015-15:32:18.7251953
[SubscriptionRequestType] 263 = 0 (SNAPSHOT)
[NoPartyIDs] 453 = 1
[PartyID] 448 = Traders
[PartyRole] 452 = 24 (CUSTOMER_ACCOUNT)
[NoCollInquiryQualifier] 938 = 1
[CollInquiryQualifier] 896 = 13 (USER_TRADERS)

[fixcollateralreport] 34=22|49=test|56=T4Test|50=T4FIX|52=20150616-20:32:18.728|908=cr-635700655387281979|909=ci-06-16-2015-15:32:18.7251953|911=1|912=Y|453=3|448=Account1|452=24|448=Account2|452=24|448=Account3|452=24|854=8|3140=FF61FC77-4ECA-1156-5781-D2FDE1971ED7|3141=MasterUser|3142=test|3143=test|3144=True|3145=.BasicCharting.ParentFirm.PitTrades.Strategy.Trading.|3146=NonProfessional|

[MsgSeqNum] 34 = 22
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20150616-20:32:18.728
[CollRptID] 908 = cr-635700655387281979
[CollInquiryID] 909 = ci-06-16-2015-15:32:18.7251953
[TotNumReports] 911 = 1
[LastRptRequested] 912 = Y (YES)
[NoPartyIDs] 453 = 3
[PartyID] 448 = Account1
[PartyRole] 452 = 24 (CUSTOMER_ACCOUNT)
[PartyID] 448 = Account2
[PartyRole] 452 = 24 (CUSTOMER_ACCOUNT)
[PartyID] 448 = Account3
[PartyRole] 452 = 24 (CUSTOMER_ACCOUNT)
[QtyType] 854 = 8 (USER_TRADER)
[UserID] 3140 = FF61FC77-4ECA-1156-5781-D2FDE1971ED7
[UsrName] 3141 = MasterUser
[UserFirm] 3142 = test
[UserParentFirm] 3143 = test
[UserIsMaster] 3144 = True
[UserRoles] 3145 = .BasicCharting.ParentFirm.PitTrades.Strategy.Trading.
[UserType] 3146 = NonProfessional

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