FIX.Latest_EP292 Message

PartyRiskLimitsRequest [type 'CL']

<PtyRiskLmtReq>

The PartyRiskLimitsRequest message is used to request for risk information for specific parties, specific party roles or specific instruments.

Pedigree Added EP105

Expand Components | Collapse Components

Component(-)

StandardHeader

Hdr

Y

MsgType = CL

Added EP105

	8	BeginString	BeginString	Y	FIXT.1.1 (Always unencrypted, must be first field in message)	Added FIX.4.0
	9	BodyLength	BodyLength	Y	(Always unencrypted, must be second field in message)	Added FIX.4.0
	35	MsgType	MsgTyp	Y	(Always unencrypted, must be third field in message)	Added FIX.4.0
	1128	ApplVerID	ApplVerID		Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.	Added EP-1
	1156	ApplExtID	ApplExtID			Added EP-1
	1129	CstmApplVerID	CstmApplVerID		Used to support bilaterally agreed custom functionality	Added EP-1
	49	SenderCompID	SID	Y	(Always unencrypted)	Added FIX.4.0
	56	TargetCompID	TID	Y	(Always unencrypted)	Added FIX.4.0
	115	OnBehalfOfCompID	OBID		Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)	Added FIX.4.0
	128	DeliverToCompID	D2ID		Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)	Added FIX.4.0
	90	SecureDataLen	SecureDataLen		Required to identify length of encrypted section of message. (Always unencrypted)	Added FIX.4.0 Updated EP195 Deprecated EP195
	91	SecureData	SecureData		Required when message body is encrypted. Always immediately follows SecureDataLen field.	Added FIX.4.0 Updated EP195 Deprecated EP195
	34	MsgSeqNum	SeqNum	Y	(Can be embedded within encrypted data section.)	Added FIX.4.0
	50	SenderSubID	SSub		(Can be embedded within encrypted data section.)	Added FIX.4.0
	142	SenderLocationID	SLoc		Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)	Added FIX.4.1
	57	TargetSubID	TSub		ADMIN reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)	Added FIX.4.0
	143	TargetLocationID	TLoc		Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)	Added FIX.4.1
	116	OnBehalfOfSubID	OBSub		Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)	Added FIX.4.0
	144	OnBehalfOfLocationID	OBLoc		Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)	Added FIX.4.1
	129	DeliverToSubID	D2Sub		Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)	Added FIX.4.0
	145	DeliverToLocationID	D2Loc		Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)	Added FIX.4.1
	43	PossDupFlag	PosDup		Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)	Added FIX.4.0
	97	PossResend	PosRsnd		Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)	Added FIX.4.0
	52	SendingTime	Snt	Y	(Can be embedded within encrypted data section.)	Added FIX.4.0
	122	OrigSendingTime	OrigSnt		Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)	Added FIX.4.0
	212	XmlDataLen	XmlDataLen		Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)	Added FIX.4.2
	213	XmlData	XmlData		Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support	Added FIX.4.2
	347	MessageEncoding	MsgEncd		Type of message encoding (non-ASCII characters) used in a message's Encoded fields. Required if any Encoding fields are used.	Added FIX.4.2
	369	LastMsgSeqNumProcessed	LastMsgSeqNumProced		The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.	Added FIX.4.2

Component(-)

HopGrp

Hop

Number of repeating groups of historical hop information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops.

Added EP-1

Repeating Group 627

NoHops

Added EP-1

	628	HopCompID	ID			Added EP-1
	629	HopSendingTime	Snt			Added EP-1
	630	HopRefID	Ref			Added EP-1

end Repeating Group

end Component

end Component

	1666	RiskLimitRequestID	ReqID	Y		Added EP105
	1760	RiskLimitRequestType	ReqTyp		Scope of risk limit information.	Added EP128
	263	SubscriptionRequestType	SubReqTyp			Added EP105

Component(-)

RequestingPartyGrp

ReqPty

May be used to identify the party making the request and their role.

Added EP105

Repeating Group 1657

NoRequestingPartyIDs

Added EP105

	1658	RequestingPartyID	ID		Required when NoRequestingPartyIDs > 0.	Added EP105
	1659	RequestingPartyIDSource	Src		Required when NoRequestingPartyIDs > 0.	Added EP105
	1660	RequestingPartyRole	R		Required when NoRequestingPartyIDs > 0.	Added EP105
	2338	RequestingPartyRoleQualifier	Qual			Added EP171

Component(-)

RequestingPartySubGrp

Sub

Added EP105 Updated EP171

Repeating Group 1661

NoRequestingPartySubIDs

Added EP105

	1662	RequestingPartySubID	ID		Required when NoRequestingPartySubIDs > 0.	Added EP105
	1663	RequestingPartySubIDType	Typ		Required when NoRequestingPartySubIDs > 0.	Added EP105

end Repeating Group

end Component

end Repeating Group

end Component

Component(-)

Parties

Pty

Scope of the query/request for specific party(-ies)

Added EP105

Repeating Group 453

NoPartyIDs

Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

Added FIX.4.3

	448	PartyID	ID		Required if NoPartyIDs(453) > 0. Identification of the party.	Added FIX.4.3 Updated EP204
	447	PartyIDSource	Src		Required if NoPartyIDs(453) > 0. Used to identify classification source.	Added FIX.4.3 Updated EP204
	452	PartyRole	R		Required if NoPartyIDs(453) > 0. Identifies the type of PartyID(448).	Added FIX.4.3 Updated EP204
	2376	PartyRoleQualifier	Qual			Added EP179

Component(-)

PtysSubGrp

Sub

Repeating group of Party sub-identifiers.

Added FIX.4.4

Repeating Group 802

NoPartySubIDs

Added FIX.4.4

	523	PartySubID	ID			Added FIX.4.4
	803	PartySubIDType	Typ			Added FIX.4.4

end Repeating Group

end Component

end Repeating Group

end Component

Component(-)

RequestedPartyRoleGrp

ReqR

Scope of the query/request for specific party role(s). For example, all information for PartyRole=24.

Added EP105

Repeating Group 1508

NoRequestedPartyRoles

Added EP105

	1509	RequestedPartyRole	R		Identifies the type of party role requested. Required if NoRequestedPartyRoles > 0.	Added EP105
	2386	RequestedPartyRoleQualifier	Qual			Added EP179

end Repeating Group

end Component

Component(-)

RequestedRiskLimitTypesGrp

ReqRiskLmtTyp

Added EP105

Repeating Group 1668

NoRequestedRiskLimitType

Added EP105

1530

RiskLimitType

Typ

Required if NoRequestedRiskLimitType > 0.

Added EP105

end Repeating Group

end Component

1533

RiskLimitPlatform

Pltfm

Added EP105

Component(-)

RiskInstrumentScopeGrp

InstrmtScope

Scope of the query/request for specific securities. Absence means all instruments for a given party or party role.

Added EP105

Repeating Group 1534

NoRiskInstrumentScopes

Added EP105

1535

InstrumentScopeOperator

Oper

Required when NoRiskInstrumentScopes > 0.

Added EP105

Component(-)

InstrumentScope

InstrmtScope

Added EP105

	1536	InstrumentScopeSymbol	Sym			Added EP105
	1537	InstrumentScopeSymbolSfx	Sfx			Added EP105
	1538	InstrumentScopeSecurityID	ID			Added EP105
	1539	InstrumentScopeSecurityIDSource	Src			Added EP105

Component(-)

InstrumentScopeSecurityAltIDGrp

AID

Added EP105

Repeating Group 1540

NoInstrumentScopeSecurityAltID

Added EP105

	1541	InstrumentScopeSecurityAltID	AltID		Required when NoInstrumentScopeSecurityAltID > 0.	Added EP105
	1542	InstrumentScopeSecurityAltIDSource	AltIDSrc		Required when NoInstrumentScopeSecurityAltID > 0.	Added EP105

end Repeating Group

end Component

	1543	InstrumentScopeProduct	Prod			Added EP105
	1544	InstrumentScopeProductComplex	ProdCmplx			Added EP105
	1545	InstrumentScopeSecurityGroup	SecGrp			Added EP105
	1546	InstrumentScopeCFICode	CFI			Added EP105
	2895	InstrumentScopeUPICode	UPI			Added EP266
	1547	InstrumentScopeSecurityType	SecTyp			Added EP105
	1548	InstrumentScopeSecuritySubType	SecSubTyp			Added EP105
	1549	InstrumentScopeMaturityMonthYear	MMY			Added EP105
	1550	InstrumentScopeMaturityTime	MatTm			Added EP105
	1551	InstrumentScopeRestructuringType	RstrctTyp			Added EP105
	1552	InstrumentScopeSeniority	Snrty			Added EP105
	1553	InstrumentScopePutOrCall	PutCall			Added EP105
	1554	InstrumentScopeFlexibleIndicator	FlexInd			Added EP105
	1555	InstrumentScopeCouponRate	CpnRt			Added EP105 Updated EP182
	1616	InstrumentScopeSecurityExchange	Exch			Added EP105
	1556	InstrumentScopeSecurityDesc	Desc			Added EP105
	1620	InstrumentScopeEncodedSecurityDescLen	EncDescLen			Added EP105
	1621	InstrumentScopeEncodedSecurityDesc	EncDesc			Added EP105
	1557	InstrumentScopeSettlType	SettlTyp		Can be used to specify FX tenors.	Added EP105

end Component

1558

RiskInstrumentMultiplier

Mult

Added EP105

end Repeating Group

end Component

	58	Text	Txt			Added EP105
	354	EncodedTextLen	EncTxtLen			Added EP105
	355	EncodedText	EncTxt			Added EP105

Component(-)

StandardTrailer

Trlr

Y

Added EP105

	93	SignatureLength	SignatureLength		Required when trailer contains signature. Note: Not to be included within SecureData field	Added FIX.4.0 Updated EP195 Deprecated EP195
	89	Signature	Signature		Note: Not to be included within SecureData field	Added FIX.4.0 Updated EP195 Deprecated EP195
	10	CheckSum	CheckSum	Y	(Always unencrypted, always last field in message)	Added FIX.4.0

end Component