developers:fixapi:collateralinquiry

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developers:fixapi:collateralinquiry [2025/09/12 01:38] – ↷ Page moved and renamed from developers:fixapi.collateralinquiry to developers:fixapi:collateralinquiry chaddevelopers:fixapi:collateralinquiry [2025/09/17 01:13] (current) – chad
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-===== Collateral Inquiry ===== +====== COLLATERAL INQUIRY [35=BB] ======
-**Application Management**+
  
-Beyond order routing, the **T4 FIX API** provides additional functionalities to query and manage positions, orders, and accounts.   +The Collateral Inquiry message manages account subscriptions and queries portfolio data.
-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 +
-  * Security Definitions+
  
-Driven by its **Subscription Request Type** (`Tag 263`), the Collateral Inquiry can provide the following functionalities: +===== Query Types (SubscriptionRequestType 263) ===== 
-  * Subscribe to multiple accounts for the connected user +^ Type ^ Value ^ Purpose ^ 
-  * UnSubscribe from multiple accounts for the connected user +| Snapshot | 0 | Query without subscription | 
-  * List User Accounts +| Subscribe | 1 | Snapshot plus updates | 
-  * List History of a specific order +| Unsubscribe | 2 | Disable updates |
-  * List Orders of a specific account +
-  * List User Information+
  
-----+===== Inquiry Qualifiers (CollInquiryQualifier 896) ===== 
 +^ Qualifier ^ Value ^ Purpose ^ Required PartyRole ^ 
 +| Customer Accounts | 0 | List/manage accounts | 24=Account | 
 +| Order History | 3 | Order state chronology | 3=Order ID | 
 +| Account Orders | 4 | All orders | 24=Account | 
 +| Working Orders | 5 | Open orders only | 24=Account | 
 +| Fills | 11 | Executed trades | 24=Account | 
 +| User/Trader Info | 13 | User details | 24=Account |
  
-=== Listing User Accounts === +===== Message Specification =====
-After FIX logon success, the CTS API system requires subscription to user accounts before any orders can be placed.   +
-By default, all user accounts are automatically subscribed upon successful login.   +
-If only a subset of accounts is required, Automatic Account Subscription can be turned off with the **Logon** message (`Tag 372=BB`).   +
-Account subscriptions must then be explicitly requested with the **Collateral Inquiry** message.+
  
-The **List User Accounts** request (`Tag 263=0`) retrieves the accounts the connected user is authorized for.   +**Message Direction:** Client → T4
-The response is multiple **Collateral Reports** with: +
-  * Account Name (`Tag 1`) +
-  * Account ID (`Tag 448`)+
  
-To request the account list, set **Collateral Inquiry Qualifier** to **Customer-Accounts** (`Tag 896=0`).+^ Tag ^ Field Name ^ Type ^ Req'd ^ Description ^ 
 +| | **Message Header** | | Y | MsgType = BB | 
 +| 909 | CollInquiryID | String | Y | Unique inquiry ID | 
 +| 263 | SubscriptionRequestType | Int | Y | 0=Snapshot, 1=Subscribe, 2=Unsubscribe | 
 +| 725 | ResponseTransportType | Int | O | 0=In-band (default), 1=Out-of-band | 
 +| 453 | NoPartyIDs | Int | O | Number of party IDs | 
 +| →448 | PartyID | String | C | Account ID, Order ID, or "Traders" | 
 +| →452 | PartyRole | Int | C | 3=Order, 24=Account | 
 +| 938 | NoCollInquiryQualifier | Int | O | Number of qualifiers | 
 +| →896 | CollInquiryQualifier | Int | C | See qualifier table | 
 +| 58 | Text | String | O | Free text | 
 +| | **Message Trailer** | | Y | |
  
----- +===== Sample Messages =====
- +
-=== Account Subscriptions === +
-To subscribe to accounts: +
-  * Use `Subscription Request Type` = SnapShot-Plus-Updates (`Tag 263=1`) +
-  * Provide multiple accounts via the **PartyID** repeating group with: +
-    - `PartyRole` = Customer-Account (`Tag 452=24`) +
-    - `PartyID` = User Account IDs (`Tag 448`) +
-  * Set **Collateral Inquiry Qualifier** = Customer-Accounts (`Tag 896=0`) +
- +
-A successful subscription loads the accounts and returns: +
-  * Account State (static details, P/L, margins, balances) +
-  * Account Portfolio Composition (orders, fills, positions) +
- +
-To suppress verbose reports: +
-  * Set `ResponseTransportType` (`Tag 725=1`) for Out-Of-Band responses. +
-  * Or in Logon, set `RefMsgType` (`Tag 372=d`) to avoid echoing portfolio data. +
- +
-Redundant subscriptions generate no response.   +
-Portfolio data can be refreshed by unsubscribing and re-subscribing. +
- +
----- +
- +
-=== UnSubscribing From Accounts === +
-To unsubscribe from accounts: +
-  * Set `Subscription Request Type` = Disable-Previous-Snapshot-Plus-Update (`Tag 263=2`) +
-  * Specify accounts via PartyID repeating group: +
-    - `PartyRole` = Customer-Account (`Tag 452=24`) +
-    - `PartyID` = Account IDs (`Tag 448`) +
-  * Set `Collateral Inquiry Qualifier` = Customer-Accounts (`Tag 896=0`) +
- +
-No messages are returned for unsubscriptions. +
- +
----- +
- +
-=== Listing Order History === +
-To get the chronology of a specific order: +
-  * Set `Subscription Request Type` = SnapShot (`Tag 263=0`) +
-  * Provide `OrderID` in `PartyID` (`Tag 448`) with: +
-    - `PartyRole` = Order-Id (`Tag 452=3`) +
-  * Set `Collateral Inquiry Qualifier` = Order-History (`Tag 896=3`) +
- +
-Returns multiple **Pending Execution Reports** for all order chain states, including: +
-  * Risk Approval +
-  * Order Submittal to exchange +
-  * Order Acceptance by exchange +
- +
----- +
- +
-=== Listing Account Orders and Fills === +
-To get an account’s portfolio snapshot: +
-  * Set `Subscription Request Type` = SnapShot (`Tag 263=0`) +
-  * Provide Account IDs in `PartyID` (`Tag 448`) with: +
-    - `PartyRole` = Customer-Account (`Tag 452=24`) +
-  * Set `Collateral Inquiry Qualifier` = Account-Orders (`Tag 896=4`) or other order-related qualifier. +
- +
-Returns **Execution Reports** for all orders and fills (working, filled, rejected, suspended, etc.).   +
-Key indicators: +
-  * `PossResend` (`Tag 97=Y`) marks these as inquiry results, not live updates. +
-  * `MassStatusReqID` (`Tag 584`) matches the `CollInquiryID` (`Tag 909`). +
-  * Fills include `LastPx` (`Tag 31`) and `LastShares`/`LastQty` (`Tag 32`). +
- +
----- +
- +
-=== Listing User/Trader Information === +
-For **User/Trader Information** inquiries: +
-  * Set `Collateral Inquiry Qualifier` = User/Trader Information (`Tag 896=13`) +
-  * May return multiple **Collateral Reports** if in Multi-Trader mode (Logon with `RefMsgType=UCG`). +
- +
-User/Trader Collateral Reports (`Tag 854=8`) include: +
-  * User’s name, unique ID, type +
-  * Firm name, parent firm name, roles +
-  * Optionally: assigned accounts (`PartyRole=24`) and enabled exchanges (`PartyRole=22`) +
- +
-You can request: +
-  * All logged-in traders (`PartyID` = "Traders") +
-  * Specific trader (`PartyID` = UserName from Trader Logon) +
- +
----- +
- +
-=== Message Dictionary === +
-^ Tag  ^ Field Name                ^ Req'd ^ Comments                                                                                                  ^ +
-| **Standard Header** | Y          | MsgType = BB                                                                                                     | +
-| 909  | CollInquiryID             | Y     | Unique identifier for this inquiry.                                                                       | +
-| 263  | SubscriptionRequestType   | Y     | Type of inquiry: `0`=SnapShot, `1`=Snapshot Plus Updates (Subscribe), `2`=Disable Previous Snapshot Plus Updates (UnSubscribe) | +
-| 725  | ResponseTransportType     | N     | `0`=In Band (Default), `1`=Out of Band (silent).                                                           | +
-| 1    | Account                   | N     | Customer Account                                                                                           | +
-| 581  | AccountType               | N     | Type of Customer Account                                                                                   | +
-| **Start Repeating Group**        |       | PartyIDs                                                                                                   | +
-| 453  | NoPartyIDs                | N     | Number of PartyIDs fields requested.                                                                       | +
-| 448  | PartyID                   | Y     | Value depends on PartyRole.                                                                                | +
-| 452  | PartyRole                 | N     | `22`=User Exchanges, `24`=Customer Account, `3`=Order Id                                                   | +
-| **End Repeating Group**          |       |                                                                                                             | +
-| **Start Repeating Group**        |       | Collateral Inquiry Qualifiers                                                                              | +
-| 938  | NoCollInquiryQualifier    | N     | Number of qualifiers                                                                                        | +
-| 896  | CollInquiryQualifier      | Y     | `0`=Customer Accounts, `1`=Customer Exchanges, `3`=Order History, `4`=Account Orders - All, `5`=Working, `6`=Canceled, `7`=Filled, `8`=Rejected, `9`=Suspended, `11`=Fills, `12`=Overnights, `13`=User/Trader Information | +
-| **End Repeating Group**          |       |                                                                                                             | +
-| 58   | Text                      | N     | Free-form text                                                                                              | +
-| **Standard Trailer** | Y         |                                                                                                                 | +
- +
-Sample Messages +
- +
-Listing User Accounts+
  
 +**List User Accounts:**
 <code> <code>
-COLLATERALINQUIRY  +8=FIX.4.2|9=120|35=BB|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|10=123|
-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) +
 </code> </code>
-Subscribing To Accounts 
-<code> 
-[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 +**Subscribe to Accounts:**
-[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 +
- +
-</code> +
-Unsubscribe from Accounts+
 <code> <code>
- +8=FIX.4.2|9=200|35=BB|49=T4Example|56=T4|52=20121217-18:30:13.875| 
-[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| +909=ci-12/17/2012 12:30:13 PM|263=1|725=0|453=2| 
- +448=9A65B2FE-1D27-4230-A942-F60983CFB33B|452=24| 
-[MsgSeqNum] 34 = 69 +448=69CA7C3F-DAD4-453A-8521-F815F11DD201|452=24|938=1|896=0|10=234|
-[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)+
 </code> </code>
  
-Listing Order History+**Order History:**
 <code> <code>
- +8=FIX.4.2|9=150|35=BB|49=T4Example|56=T4|52=20130830-14:45:19.321| 
-[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| +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|10=234|
-[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+
 </code> </code>
  
-Listing User/Trader Information +**User Information:**
 <code> <code>
-[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| +8=FIX.4.2|9=140|35=BB|49=T4Test|56=test|52=20150616-20:32:18.725| 
- +909=ci-06-16-2015-15:32:18.7251953|263=0|453=1| 
-[MsgSeqNum] 34 = 3 +448=Traders|452=24|938=1|896=13|10=234|
-[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 +
 </code> </code>
  
-[[developers:legacy_fix_api|T4 FIX API Home]] +===== Notes ===== 
 +  * Default: Auto-subscribe all accounts on login 
 +  * Disable with Logon Tag 372=BB 
 +  * Out-of-band (725=1) suppresses responses 
 +  * Returns Collateral Reports and/or Execution Reports 
 +  * PossResend=Y marks inquiry results vs live updates
  • developers/fixapi/collateralinquiry.txt
  • Last modified: 2025/09/17 01:13
  • by chad