developers:fixapi:collateralreport [Documentation]

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====== COLLATERAL REPORT [35=BA] ======

The Collateral Report message provides account information including balances, positions, permissions, and notifications.

===== Report Types (QtyType 854) =====

^ Type ^ Value ^ Purpose ^ Key Fields ^
| Account List | 1 | List user's accessible accounts | Account (1), PartyID (448), StartCash (921) |
| Account Details | 2 | Account configuration/permissions | Mode (3121), MaxClipSize (3117), MarginPC (3115) |
| Account Update | 3 | Current balances/margins | StartCash (921), MarginExcess (899), TotalNetValue (900) |
| Position Update | 4 | Position details by market | SecurityID (48), Quantity (53), Working orders (3002/3003) |
| Account Notice | 5 | Account-level alerts | Text (58) |
| Exchange Notice | 6 | Exchange bulletins | Text (58) |
| Market RFQ | 7 | Request for quote | SecurityID (48), Text (58) |
| User Info | 8 | Trader information | UserName (3141), UserRoles (3145) |

===== CollStatus Values (Tag 910) =====

^ Value ^ Status ^ Description ^
| 0 | Unknown | Account status is unknown |
| 1 | Blocked | Account is blocked from trading. Only closing of positions will be allowed |
| 2 | OK | Account is ok for trading |
| 3 | Unrestricted | Account does not have margin restrictions |
| 4 | Deleted | Account has been deleted |
| 5 | Disabled | Account has been disabled |
| 6 | OutsideActiveTime | Outside the active trading time for the account |
| 7 | NotAccessible | The account is not accessible by the user (e.g. permission removed or account deleted since the user originally requested the account list) |
| 8 | PitTradeOnly | The account can only accept pit trades |
| 9 | LossLimitExceeded | The loss limit has been exceeded and the account is blocked |

===== Message Specification =====

**Message Direction:** T4 → Client

^ Tag ^ Field Name ^ Type ^ Req'd ^ Description ^
| | **Message Header** | | Y | MsgType = BA |
| 909 | CollInquiryID | String | O | Original inquiry ID |
| 908 | CollRptID | String | Y | Unique report ID |
| 854 | QtyType | Int | Y | Report type (see table) |
| 910 | CollStatus | String | O | Entity status |
| 911 | TotNumReports | Int | O | Total reports in set |
| 912 | LastRptRequested | Boolean | O | Y=Last report |
| 1 | Account | String | O | Account code |
| 453 | NoPartyIDs | Int | O | Number of party IDs |
| →448 | PartyID | String | C | Account/User/Order ID |
| →452 | PartyRole | Int | C | 22=Exchange, 24=Account, 3=Order |
| | **=== Balance Fields (Type 3) ===** | | | |
| 921 | StartCash | Float | O | Beginning balance |
| 899 | MarginExcess | Float | O | Available margin |
| 900 | TotalNetValue | Float | O | Realized P&L |
| 901 | CashOutstanding | Float | O | Option premium |
| 53 | Quantity | String | O | "Total Long Short" positions |
| | **=== Position Fields (Type 4) ===** | | | |
| 48 | SecurityID | String | O | T4 Market ID |
| 55 | Symbol | String | O | T4 Contract ID |
| 207 | SecurityExchange | String | O | T4 Exchange ID |
| 167 | SecurityType | String | O | FUT, OPT, STK |
| 75 | TradeDate | LocalMktDate | O | Position date |
| 3000 | Buys | Int | O | Lots bought today |
| 3001 | Sells | Int | O | Lots sold today |
| 3002 | WorkingBuys | Int | O | Open buy orders |
| 3003 | WorkingSells | Int | O | Open sell orders |
| 3011 | TotalOpenVolume | Int | O | Net open position |
| | **=== Account Config (Type 2) ===** | | | |
| 3117 | MaxClipSize | Int | O | Max order size |
| 3119 | MaxPosition | Int | O | Position limit per market |
| 3115 | MarginPC | Float | O | Day margin percentage |
| 3123 | OvernightMarginPC | Float | O | Overnight margin percentage |
| 3121 | Mode | Char | O | M=Market, C=Contract, A=Account |
| 3105 | DayLossLimit | Float | O | Daily loss limit |
| 58 | Text | String | O | Notifications (Type 5/6/7) |
| | **Message Trailer** | | Y | |

===== Calculation Formulas =====
  * **Available Cash** = StartCash (921) + TotalNetValue (900) - MarginExcess (899) + CashOutstanding (901)
  * **Net Position** = TotalOpenVolume (3011)
  * **Working Orders** = WorkingBuys (3002) - WorkingSells (3003)

===== Sample Messages =====

**Account Update (Type 3):**
<code>
8=FIX.4.2|9=200|35=BA|49=T4|56=T4Example|50=T4FIX|52=20121218-15:19:17.806|
908=cr-634914191578066280|909=ci-12/18/2012 8:54:31 AM|854=3|
1=Account1|921=-3501094.92|899=50935|900=0|901=0|53=15 13 -2|10=234|
</code>

**Position Update (Type 4):**
<code>
8=FIX.4.2|9=300|35=BA|49=T4|56=T4Example|50=T4FIX|52=20121218-15:19:17.806|
908=cr-634914191578066280|909=ci-12/18/2012 8:54:31 AM|854=4|
1=Account1|48=CME_20121200_ESZ2|55=ES|207=CME_Eq|167=FUT|
75=20121218|3000=4|3001=0|3002=1|3003=0|3011=5|10=234|
</code>

===== Notes =====
  * Unsolicited updates sent for account/position changes
  * Suppress notifications with Logon Tag 372=CB
  * Position updates include working orders and fills