faq:collateral_inquiry

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faq:collateral_inquiry [2025/07/28 16:20] – robfaq:collateral_inquiry [2025/07/28 16:22] (current) – rob
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 ====== Collateral Inquiry ====== ====== Collateral Inquiry ======
  
-Application Management+===== 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.
  
-Beyond order routing, the T4 FIX API provides additional functionalities to query and manage positions, orders, and accounts. The Collateral Inquiry message (MsgType=BB) is the cornerstone of (non-routing) application management. If 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:
  
-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 
-Subscribe to multiple accounts for the connected user +  * List User Accounts 
- +  * List History of a specific order 
-Unsubscribe from multiple accounts for the connected user +  * List Orders of a specific account 
- +  * List User Information
-List User Accounts +
- +
-List History of a specific order +
- +
-List Orders of a specific account +
- +
-List User Information+
  
 ===== Listing User Accounts ===== ===== 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.
  
-After FIX logon success, the CTS API system requires subscription to user accounts before any orders can be placed. This is a key requirement. +By default, **all user accounts are automatically subscribed to** upon a successful login. If only a subset of user accounts is required for trading, Automatic Account Subscription can optionally be turned off with the Logon message (**Tag 372=BB**). Subsequently, account subscriptions must be explicitly requested with the Collateral Inquiry message.
- +
-By default, all user accounts are automatically subscribed to on login. However, this can be disabled with Tag 372=BB in the Logon message. In that case, subscriptions must be made explicitly using a Collateral Inquiry. +
- +
-To list accounts, send a Collateral Inquiry with: +
- +
-Tag 263=0 (Snapshot) +
- +
-Tag 896=0 (Customer-Accounts) +
- +
-Responses are returned as multiple Collateral Reports with: +
- +
-Account Name in Tag 1+
  
-Account ID in Tag 448+To retrieve a list of accounts: 
 +  * Set **Tag 263 = 0** 
 +  * Set **Tag 896 = 0 (Customer-Accounts)** 
 +  * Returned as multiple Collateral Reports with **Tag 1 (Account Name)** and **Tag 448 (Account ID)**.
  
 ===== Account Subscriptions ===== ===== Account Subscriptions =====
- 
 To subscribe to accounts: To subscribe to accounts:
 +  * Use **Tag 263 = 1 (Snapshot Plus Updates)**
 +  * Use PartyID repeating group:
 +    * **Tag 452 = 24 (Customer-Account)**
 +    * **Tag 448 = Account ID**
 +  * Set **Tag 896 = 0 (Customer-Accounts)**
  
-Tag 263=1 (Snapshot Plus Updates)+Response includes: 
 +  * Account State (details, P/L, margins, balances) 
 +  * Account Portfolio (orders, fills, positions)
  
-Tag 896=0 (Customer-Accounts)+To suppress verbose responses: 
 +  * Set **Tag 725 = 1 (Out-of-Band)** 
 +  * Or use Logon message with **Tag 372 = d**
  
-Use PartyID repeating group with:+**Note:** Subscriptions are by Account ID (Tag 448), not Account Name.
  
-Tag 452=24 (Customer-Account) +To refresh data (e.g., to receive new Execution Reports), unsubscribe and re-subscribe.
- +
-Tag 448 = list of Account IDs +
- +
-Subscriptions are performed by Account ID (Tag 448), not Account Name. +
- +
-A successful subscription returns: +
- +
-Account State (margins, balances, PnL) +
- +
-Account Portfolio (orders, fills, positions) +
- +
-You can suppress these by: +
- +
-Setting Tag 725=1 (Out-Of-Band) +
- +
-Or setting Tag 372=d in Logon +
- +
-To re-trigger reports, unsubscribe then re-subscribe to the same account.+
  
 ===== Unsubscribing from Accounts ===== ===== Unsubscribing from Accounts =====
 +To unsubscribe:
 +  * Set **Tag 263 = 2**
 +  * Use PartyID group:
 +    * **Tag 452 = 24**
 +    * **Tag 448 = Account ID**
 +  * Set **Tag 896 = 0**
  
-Send a Collateral Inquiry with: +**Note:** No response is returned.
- +
-Tag 263=2 (Disable Previous Snapshot Plus Update) +
- +
-Tag 896=0 (Customer-Accounts) +
- +
-PartyID group with: +
- +
-Tag 452=24 +
- +
-Tag 448 = Account IDs +
- +
-No response is returned for unsubscribe.+
  
 ===== Listing Order History ===== ===== Listing Order History =====
 +To list a specific order’s history:
 +  * **Tag 263 = 0**
 +  * PartyID group:
 +    * **Tag 452 = 3 (Order ID)**
 +    * **Tag 448 = Order ID**
 +  * Set **Tag 896 = 3 (Order-History)**
  
-To get order history: +Returns multiple Execution Reports for all order lifecycle events (risk approval, exchange submission, acceptance, etc.).
- +
-Tag 263=0 (Snapshot) +
- +
-Tag 896=3 (Order-History) +
- +
-Use PartyID group: +
- +
-Tag 452=3 (Order-Id) +
- +
-Tag 448 = Order ID(s) +
- +
-Responses return multiple Execution Reports showing all stages of the order.+
  
 ===== Listing Account Orders and Fills ===== ===== Listing Account Orders and Fills =====
 +To get an account’s portfolio snapshot:
 +  * **Tag 263 = 0**
 +  * PartyID group:
 +    * **Tag 452 = 24 (Customer Account)**
 +    * **Tag 448 = Account ID**
 +  * Set **Tag 896 = 4 (or other values)**
  
-To list orders/fills for an account:+Returns Execution Reports for all orders: 
 +  * Working, filled, rejected, suspended, etc. 
 +  * Fills include **Tag 31 (LastPx)** and **Tag 32 (LastQty)**
  
-Tag 263=0 (Snapshot) +Differentiation: 
- +  * Execution Reports for Collateral Inquiry include **Tag 97 = Y (PossResend)** 
-Tag 896=4 or other appropriate CollInquiryQualifier +  * Include **Tag 584 (MassStatusReqID)** to match **Tag 909 (CollInquiryID)**
- +
-Use PartyID group: +
- +
-Tag 452=24 (Customer-Account) +
- +
-Tag 448 = Account IDs +
- +
-Responses return Execution Reports for all order statuses (working, filled, rejected, etc.). +
- +
-Tag 97=Y (PossResend) flags them as inquiry responses +
- +
-Tag 584 (MassStatusReqID) matches to Tag 909 (CollInquiryID) +
- +
-To differentiate fills: +
- +
-Fills contain Tag 31 (LastPx) and Tag 32 (LastQty)+
  
 ===== Listing User/Trader Information ===== ===== Listing User/Trader Information =====
 +To retrieve trader info:
 +  * Set **Tag 896 = 13**
 +  * Use **Tag 448 = "Traders"** or specific **UserName (Tag 553)**
  
-To list trader/user information:+Multiple Collateral Reports returned in multi-trader mode (**Logon with RefMsgType = UCG**). Master User info is returned even without multi-trader mode.
  
-Tag 896=13 (User/Trader Information) +Reports (**Tag 854 = 8**) may include: 
- +  * User name, ID, type, firm, roles 
-Optional PartyID group: +  * Assigned accounts (if **Tag 452 = 24**) 
- +  * Enabled exchanges (if **Tag 452 = 22**)
-Tag 452=24 (Customer_Account) +
- +
-Tag 452=22 (User_Exchanges) +
- +
-PartyID Tag 448 may be: +
- +
-A specific username (Tag 553) +
- +
-The string "Traders" for all logged-in traders +
- +
-Response (Collateral Report with Tag 854=8) includes: +
- +
-User name, unique ID, type, firm, parent firm, roles +
- +
-Assigned accounts and enabled exchanges (if requested)+
  
 ===== Message Dictionary ===== ===== Message Dictionary =====
- 
 ^ Tag ^ Field Name ^ Req'd ^ Comments ^ ^ Tag ^ Field Name ^ Req'd ^ Comments ^
-| Standard Header | | Y | MsgType=BB |+| *Standard Header* | Y | MsgType = BB |
 | 909 | CollInquiryID | Y | Unique identifier for this inquiry | | 909 | CollInquiryID | Y | Unique identifier for this inquiry |
-| 263 | SubscriptionRequestType | Y | +| 263 | SubscriptionRequestType | Y | 0 = SnapShot \\ 1 = Snapshot Plus Updates \\ 2 = Disable Previous Snapshot Plus Updates | 
-0 = Snapshot \ +| 725 | ResponseTransportType | N | 0 = In Band (default) \\ 1 = Out of Band |
-1 = Snapshot Plus Updates (Subscribe) \ +
-2 = Disable Previous Snapshot Plus Updates (Unsubscribe) | +
-| 725 | ResponseTransportType | N | +
-0 = In Band (Default) \ +
-1 = Out of Band |+
 | 1 | Account | N | Customer Account | | 1 | Account | N | Customer Account |
 | 581 | AccountType | N | Type of Customer Account | | 581 | AccountType | N | Type of Customer Account |
  
-PartyID Repeating Group:+==== Start Repeating Group: PartyID ====
 ^ Tag ^ Field Name ^ Req'd ^ Comments ^ ^ Tag ^ Field Name ^ Req'd ^ Comments ^
-| 453 | NoPartyIDs | N | Number of PartyIDs | +| 453 | NoPartyIDs | N | Number of PartyID entries | 
-| 448 | PartyID | Y | See PartyRole (Tag 452) | +| 448 | PartyID | Y | Value depends on Party Role | 
-| 452 | PartyRole | N | +| 452 | PartyRole | N | 22 = User Exchanges \\ 24 = Customer Account \\ 3 = Order ID |
-22 = User Exchanges \ +
-24 = Customer Account \ +
-3 = Order Id |+
  
-CollInquiryQualifier Repeating Group:+==== Start Repeating Group: CollInquiryQualifier ====
 ^ Tag ^ Field Name ^ Req'd ^ Comments ^ ^ Tag ^ Field Name ^ Req'd ^ Comments ^
-| 938 | NoCollInquiryQualifier | N | Repeating Group count | +| 938 | NoCollInquiryQualifier | N | Number of qualifiers | 
-| 896 | CollInquiryQualifier | Y | +| 896 | CollInquiryQualifier | Y | 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 \\ 8 = Rejected \\ 9 = Suspended \\ 11 = Fills \\ 12 = Overnights \\ 13 = User/Trader Information |
-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 \ +
-8 = Account Orders – Rejected \ +
-9 = Account Orders – Suspended \ +
-11 = Account Fills \ +
-12 = Account Overnights \ +
-13 = User/Trader Information |+
  
 | 58 | Text | N | Free-form text | | 58 | Text | N | Free-form text |
-| Standard Trailer | | Y | | +| *Standard Trailer* | Y | |
  
  • faq/collateral_inquiry.1753719600.txt.gz
  • Last modified: 2025/07/28 16:20
  • by rob