The PartyRiskLimitsReport message is used to communicate party risk limits. The message can either be sent as a response to the PartyRiskLimitsRequest message or can be published unsolicited.
Pedigree Added EP105
Expand Components | Collapse Components
| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| Component(-) | StandardHeader | BaseHeader | Y | MsgType = CM | 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 FIX.4.4 | |
| 1156 | ApplExtID | ApplExtID | Added FIX.5.0 | ||
| 1129 | CstmApplVerID | CstmApplVerID | Used to support bilaterally agreed custom functionality | Added FIX.4.4 | |
| 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 | ADMINreserved 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 Encodedfields. Required if any Encodingfields 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 hopinformation. 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 FIX.4.4 |
| Repeating Group 627 | NoHops | Number of HopCompID entries in repeating group. |
| 628 | HopCompID | ID | Added FIX.4.4 | ||
| 629 | HopSendingTime | Snt | Added FIX.4.4 | ||
| 630 | HopRefID | Ref | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| end Component |
| Component(-) | ApplicationSequenceControl | ApplSeqCtrl | Added EP105 |
| 1180 | ApplID | ApplID | Identifies the application with which a message is associated. Used only if application sequencing is in effect. | Added FIX.5.0 | |
| 1181 | ApplSeqNum | ApplSeqNum | Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified. | Added FIX.5.0 | |
| 1350 | ApplLastSeqNum | ApplLastSeqNum | The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified | Added FIX.5.0 | |
| 1352 | ApplResendFlag | ApplResendFlag | Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request. | Added FIX.5.0 |
| end Component |
| 1667 | RiskLimitReportID | RptID | Y | Added EP105 | |
| 1666 | RiskLimitRequestID | ReqID | Conditionally required when responding to PartyRiskLimitsRequest(35=CL). | Added EP105 Updated EP128 | |
| 1760 | RiskLimitRequestType | ReqTyp | Can be used when responding to a PartyRiskLimitsRequest(35=CL). | Added EP128 | |
| 1511 | RequestResult | ReqRslt | Conditionally required when responding to a PartyRiskLimitsRequest(35=CL). | Added EP105 Updated EP128 | |
| 325 | UnsolicitedIndicator | Unsol | Added EP214 | ||
| 1512 | TotNoParties | TotNoPtys | Added EP105 | ||
| 893 | LastFragment | LastFragment | Added EP105 | ||
| Component(-) | PartyRiskLimitsGrp | PtyRiskLmt | Optionally includes utilization (consumption) information. | Added EP105 Updated EP128 |
| Repeating Group 1677 | NoPartyRiskLimits | Number of party risk limits. |
| Component(-) | PartyDetailGrp | PtyDetl | Required if NoPartyRiskLimits(1677) > 0. | Added EP105 Updated EP128 |
| Repeating Group 1671 | NoPartyDetails | Number of party details. |
| 1691 | PartyDetailID | ID | The identification of the party. Required when NoPartyDetails(1671) > 0. | Added EP105 Updated EP128 | |
| 1692 | PartyDetailIDSource | Src | Used to identify source of PartyID value (e.g. BIC). Required when NoPartyDetails(1671) > 0. | Added EP105 Updated EP128 | |
| 1693 | PartyDetailRole | R | Identifies the type of PartyID (e.g. Executing Broker). Required when NoPartyDetails(1671) > 0. | Added EP105 Updated EP128 | |
| 1674 | PartyDetailRoleQualifier | Qual | Added EP105 | ||
| Component(-) | PartyDetailSubGrp | Sub | Added EP105 |
| Repeating Group 1694 | NoPartyDetailSubIDs | Number of party detail sub-identifiers. |
| 1695 | PartyDetailSubID | ID | Required when NoPartyDetailSubIDs > 0. | Added EP105 | |
| 1696 | PartyDetailSubIDType | Typ | Required when NoPartyDetailSubIDs > 0. | Added EP105 |
| end Repeating Group |
| end Component |
| Component(-) | PartyDetailAltIDGrp | AltPty | Optionally used to specify alternate IDs to identify the party specified. | Added EP105 |
| Repeating Group 1516 | NoPartyDetailAltID | Number of party alternative identifiers. |
| 1517 | PartyDetailAltID | ID | Required when NoPartyDetailAltID > 0. | Added EP105 | |
| 1518 | PartyDetailAltIDSource | Src | Required when NoPartyDetailAltID > 0. | Added EP105 | |
| Component(-) | PartyDetailAltSubGrp | Sub | Added EP105 |
| Repeating Group 1519 | NoPartyDetailAltSubIDs | Number of party detail alternate sub-identifiers. |
| 1520 | PartyDetailAltSubID | ID | Required when NoPartyDetailAltSubIDs > 0. | Added EP105 | |
| 1521 | PartyDetailAltSubIDType | Typ | Required when NoPartyDetailAltSubIDs > 0. | Added EP105 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | RelatedPartyDetailGrp | ReltdPtyDetl | May not be specified in PartyDetailsListUpdateReport(35=CK) if ListUpdateAction(1324) = D(Delete) | Added EP105 Updated EP128 |
| Repeating Group 1562 | NoRelatedPartyDetailID | Number of related party detail identifiers. |
| 1563 | RelatedPartyDetailID | ID | Required if NoRelatedPartyDetails > 0. | Added EP105 | |
| 1564 | RelatedPartyDetailIDSource | Src | Required if NoRelatedPartyDetails > 0. | Added EP105 | |
| 1565 | RelatedPartyDetailRole | R | Required if NoRelatedPartyDetails > 0. | Added EP105 | |
| 1675 | RelatedPartyDetailRoleQualifier | Qual | Added EP105 | ||
| Component(-) | RelatedPartyDetailSubGrp | Sub | Added EP105 |
| Repeating Group 1566 | NoRelatedPartyDetailSubIDs | Number of related party detail sub-identifiers. |
| 1567 | RelatedPartyDetailSubID | ID | Required when NoRelatedPartyDetailSubIDs > 0. | Added EP105 | |
| 1568 | RelatedPartyDetailSubIDType | Typ | Required when NoRelatedPartyDetailSubIDs > 0. | Added EP105 |
| end Repeating Group |
| end Component |
| Component(-) | RelatedPartyDetailAltIDGrp | AltPty | Added EP105 |
| Repeating Group 1569 | NoRelatedPartyDetailAltID | Number of related party detail alternate identifiers. |
| 1570 | RelatedPartyDetailAltID | ID | Required when NoRelatedPartyDetailAltID > 0. | Added EP105 | |
| 1571 | RelatedPartyDetailAltIDSource | Src | Required when NoRelatedPartyDetailAltID > 0. | Added EP105 | |
| Component(-) | RelatedPartyDetailAltSubGrp | Sub | Added EP105 |
| Repeating Group 1572 | NoRelatedPartyDetailAltSubIDs | Number of related party detail alternate sub-identifiers. |
| 1573 | RelatedPartyDetailAltSubID | ID | Required when NoRelatedPartyDetailAltSubIDs > 0. | Added EP105 | |
| 1574 | RelatedPartyDetailAltSubIDType | Typ | Required when NoRelatedPartyDetailAltSubIDs > 0. | Added EP105 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | PartyRelationshipGrp | Rltnshp | Added EP105 |
| Repeating Group 1514 | NoPartyRelationships | Number of party relationships. |
| 1515 | PartyRelationship | Rltnshp | Identifies the type of party relationship requested. Required if NoPartyRelationships > 0. | Added EP105 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 1672 | PartyDetailStatus | Stat | Added EP105 Updated EP171 |
| end Repeating Group |
| end Component |
| Component(-) | RiskLimitsGrp | RiskLmt | Required if NoPartyRiskLimits(1677) > 0. Omit to implicitly report removal of risk limits. | Added EP105 Updated EP128 |
| Repeating Group 1669 | NoRiskLimits | Number of risk limits for different instrument scopes. |
| Component(-) | RiskLimitTypesGrp | RiskLmtTyp | Required if NoRiskLimits(1669) > 0. | Added EP105 Updated EP128 |
| Repeating Group 1529 | NoRiskLimitTypes | Number of risk limits with associated warning levels. |
| 1530 | RiskLimitType | Typ | Required if NoRiskLimitTypes(1529) > 0. | Added EP105 Updated EP128 | |
| 1531 | RiskLimitAmount | Amt | Added EP105 Updated EP128 | ||
| 1767 | RiskLimitAction | Actn | Added EP128 | ||
| 1766 | RiskLimitUtilizationAmount | UtilztnAmt | Not applicable in a request. | Added EP128 | |
| 1765 | RiskLimitUtilizationPercent | UtilztnPct | Not applicable in a request. | Added EP128 | |
| 1532 | RiskLimitCurrency | Ccy | Added EP105 | ||
| 1533 | RiskLimitPlatform | Pltfm | Added EP105 | ||
| 2336 | RiskLimitVelocityPeriod | Velcty | Conditionally required when RiskLimitType(1530) = 10 (Clip size) | Added EP171 | |
| 2337 | RiskLimitVelocityUnit | VelctyUnit | Added EP171 | ||
| Component(-) | RiskWarningLevelGrp | WarnLvl | Added EP105 Updated EP171 |
| Repeating Group 1559 | NoRiskWarningLevels | Number of risk warning levels. |
| 1769 | RiskWarningLevelAction | Actn | Required if NoRiskWarningLevels(1559) > 0. | Added EP128 | |
| 1560 | RiskWarningLevelPercent | Pct | Conditionally required when RiskWarningLevelAmount(1768) is not provided. | Added EP105 Updated EP128 | |
| 1768 | RiskWarningLevelAmount | Amt | Conditionally required when RiskWarningLevelPercent(1560) is not provided. | Added EP128 | |
| 1561 | RiskWarningLevelName | Nme | Added EP105 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | RiskInstrumentScopeGrp | InstrmtScope | Added EP105 |
| Repeating Group 1534 | NoRiskInstrumentScopes | Number of risk instrument scopes. |
| 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 | Number of alternate security identifier for the specified InstrumentScopeSecurityID(1538). |
| 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 | Added EP105 | |||
| 1621 | InstrumentScopeEncodedSecurityDesc | 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 |
| end Repeating Group |
| end Component |
| 1670 | RiskLimitID | RiskLmtID | Added EP105 | ||
| 2339 | RiskLimitCheckModelType | ChkModelTyp | Added EP171 | ||
| 2355 | PartyRiskLimitStatus | PtyRiskLmtStat | Added EP214 |
| end Repeating Group |
| end Component |
| 60 | TransactTime | TxnTm | Added EP105 | ||
| 58 | Text | Txt | Added EP105 | ||
| 354 | EncodedTextLen | EncTxtLen | Added EP105 | ||
| 355 | EncodedText | EncTxt | Added EP105 | ||
| 1328 | RejectText | RejTxt | Added EP105 | ||
| 1664 | EncodedRejectTextLen | EncRejTxtLen | Added EP105 | ||
| 1665 | EncodedRejectText | EncRejTxt | 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 |
|