| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 143 | DG | PtyRiskLmtChkReqAck |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0SP2 | 171 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 1024 | StandardHeader | BaseHeader | required | SYNOPSIS:
The standard FIX message header
ELABORATION: |
| 2318 | RiskLimitCheckRequestID | ChkReqID | optional | SYNOPSIS:
The unique identifier of the PartyRiskLimitCheckRequest(35=DF) message.
|
| 2319 | RiskLimitCheckID | LmtChkID | optional | SYNOPSIS:
The unique and static identifier, at the business entity level, of a risk limit check request.
|
| 2325 | RiskLimitCheckRequestStatus | ReqStat | required | SYNOPSIS:
Indicates the status of the risk limit check request.
|
| 2326 | RiskLimitCheckRequestResult | ReqRslt | optional | SYNOPSIS:
Result of the credit limit check request.
|
| 2320 | RiskLimitCheckTransType | TransTyp | required | SYNOPSIS:
Specifies the transaction type of the risk limit check request.
|
| 2321 | RiskLimitCheckType | ChkTyp | required | SYNOPSIS:
Specifies the type of limit check message.
|
| 2322 | RiskLimitCheckRequestRefID | ReqRefID | optional | SYNOPSIS:
Specifies the message reference identifier of the risk limit check request message.
|
| 1328 | RejectText | RejTxt | optional | SYNOPSIS:
Identifies the reason for rejection.
|
| 1664 | EncodedRejectTextLen | EncRejTxtLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedRejectText(1665) field.
|
| 1665 | EncodedRejectText | EncRejTxt | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the RejectText(1328) field.
|
| 1080 | RefOrderID | RefOrdID | optional | SYNOPSIS:
The ID reference to the order being hit or taken.
For pre-trade credit/risk limit check process, this is the reference to the placed order, quote request or quote for the credit/risk limit check.
|
| 1081 | RefOrderIDSource | RefOrdIDSrc | optional | SYNOPSIS:
Used to specify the source for the identifier in RefOrderID(1080). This can be an identifier provided in order depth market data when hitting (taking) a specific order or to identify what type of order or quote reference is being provided when seeking credit limit check. In the context of US CAT this can be used to identify related orders and quotes which are parent, previous, or manual orders or quotes. Previous relates to orders changing their unique system assigned order identifier.
|
| 54 | Side | Side | optional | SYNOPSIS:
Side of order (see Volume : "Glossary" for value definitions)
|
| 2327 | RiskLimitApprovedAmount | LmtAprvdAmt | optional | SYNOPSIS:
The credit/risk limit amount approved.
|
| 2324 | RiskLimitCheckAmount | LmtChkAmt | optional | SYNOPSIS:
Specifies the amount being requested for approval.
|
| 1670 | RiskLimitID | RiskLmtID | optional | SYNOPSIS:
Unique reference identifier for a specific risk limit defined for the specified party.
|
| 15 | Currency | Ccy | optional | SYNOPSIS:
Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.
|
| 126 | ExpireTime | ExpireTm | optional | SYNOPSIS:
Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
The meaning of expiration is specific to the context where the field is used.
For orders, this is the expiration time of a Good Til Date TimeInForce.
For Quotes - this is the expiration of the quote.
Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process.
For collateral requests, this is the time by which collateral must be assigned.
For collateral assignments, this is the time by which a response to the assignment is expected.
For credit/risk limit checks, this is the time when the reserved credit limit will expire for the requested transaction.
|
| 2180 | RequestingPartyGrp | ReqPty | optional | SYNOPSIS:
Identifies the party making the request.
ELABORATION: |
| 1012 | Parties | Pty | optional | SYNOPSIS:
The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.
ELABORATION: |
| 2166 | RelatedPartyDetailGrp | ReltdPtyDetl | optional | SYNOPSIS:
Party details for parties related to the Party specified in the PartyDetailGrp.
ELABORATION: |
| 1003 | Instrument | Instrmt | optional | SYNOPSIS:
The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.
ELABORATION: |
| 2025 | LegOrdGrp | Ord | optional | SYNOPSIS: ELABORATION: |
| 2066 | UndInstrmtGrp | Undly | optional | SYNOPSIS: ELABORATION: |
| 60 | TransactTime | TxnTm | optional | SYNOPSIS:
Timestamp when the business transaction represented by the message occurred.
|
| 58 | Text | Txt | optional | SYNOPSIS:
Free format text string
(Note: this field does not have a specified maximum length)
|
| 354 | EncodedTextLen | EncTxtLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedText (355) field.
|
| 355 | EncodedText | EncTxt | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text(58) field.
|
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |