developers:fixapi.collateralreport

Collateral Report

Application Reports

The Collateral Report message (`MsgType=BA`) responds to the Collateral Inquiry message by listing detailed information about:

Account positions
Account updates
Account permissions
Account balances

Reports are generated as a result of:

Listing Account Details for a connected user
Account Subscription Requests
Account Updates
Account Position Updates
Account and Exchange notifications
User/Trader Information Requests

Responding to the Request to List User Accounts

A Collateral Inquiry (`MsgType=BB`, `Tag 263=0`) returns Collateral Reports for each account the user has access to:

Account name in `Account` (`Tag 1`)
Account ID in `PartyID` (`Tag 448`)
Basic balance info (`StartCash` = `Tag 921`)

Differentiated by Quantity Type = Account-List (`Tag 854=1`).

Responding to Account Subscription Requests

A subscription request (`MsgType=BB`, `Tag 263=1`) returns Collateral Reports and Execution Reports for:

Orders, fills, positions
Account details
Account updates
Account position updates

Collateral Report Categories:

1. Account Details

Privileges, permissions, configurations
Quantity Type = Account-Details (`Tag 854=2`)

2. Account Updates

Instantaneous balances: Start Cash, Margin Requirements, etc.
Quantity Type = Account-Update (`Tag 854=3`)
Can be received asynchronously without an inquiry
Cash available = `StartCash` (`921`) + `Realized P&L` (`900`) - `Margin Requirements` (`899`) + `Premium` (`901`)

3. Account Position Updates

Open positions, working orders, fills by market
Includes `Buys` (`3002`), `Sells` (`3003`), `Short/Long` positions (`53`), `Open Volume` (`3011`)
Quantity Type = Account-Position-Update (`Tag 854=4`)
Can be received asynchronously

Asynchronous Account Notifications

Unsolicited Collateral Reports may be received for:

Account notifications (`Tag 854=5`)
Exchange notifications (`Tag 854=6`)
Market RFQ (`Tag 854=7`)

Enabled by default for all FIX connections. Can be suppressed with Logon `MsgType=CB` (`Tag 372=CB`).

Message Dictionary

Tag	Field Name	Req'd	Comments
Standard Header	Y	MsgType = BA
909	CollInquiryID	N	ID for the collateral inquiry that generated this report
908	CollRptID	Y	Unique identifier for this report
910	CollStatus	N	Status of the entity carried by this report
911	TotNumReports	N	Total number of reports in this inquiry
912	LastReportRequested	N	Indicates if this is the last in the series
1	Account	N	Account code
Start Repeating Group		PartyIDs
453	NoPartyIDs	N	Number of PartyIDs
448	PartyID	Y	Depends on PartyRole
452	PartyRole	N	22=User Exchange, 24=Customer Account, 3=Order Id
End Repeating Group
Start Repeating Group		Miscellaneous Fees
136	NoMiscFees	N	Number of misc fee entries
137	MiscFeeAmt	Y	Fee amount
138	MiscFeeCurr	N	Fee currency
139	MiscFeeType	N	C=Customer, M=Member, N=None
891	MiscFeeBasis	N	0=Absolute, 1=Per Unit, 2=Percentage
End Repeating Group
58	Text	N	Free text
899	MarginExcess	N	Amount meaning depends on report type
900	TotalNetValue	N	Value meaning depends on report type
901	CashOutstanding	N	Option premium
921	StartCash	N	Start of day balance
53	Quantity	N	Total MP, Long MP, Short MP
854	QuantityType	N	1=Account List, 2=Account Details, 3=Account Update, 4=Account Position Update, 5=Account Notification, 6=Exchange Notification, 7=Market RFQ, 8=User/Trader Info
48	SecurityID	N	T4 Market ID
55	Symbol	N	T4 Contract ID
207	SecurityExchange	N	T4 Exchange ID
167	SecurityType	N	FUT=Futures, OPT=Options, STK=Stock, SYN=Synthetic, BIN=Binary Option
201	PutOrCall	N	0=Put, 1=Call
202	StrikePrice	N	Option strike price
75	TradeDate	N	Update date
3000	Buys	N	Lots bought today
3001	Sells	N	Lots sold today
3002	WorkingBuys	N	Working buy orders
3003	WorkingSells	N	Working sell orders
3004	OvernightUPL	N	Overnight unrealized P&L
3005	AverageOpenTicks	N	Avg price (ticks) of open positions
3006	OvernightPosition	N	Overnight market lots
3007	CurrencyRate	N	Conversion to USD
3008	TotalBuyFillTicks	N	Total price (ticks) of buys
3009	TotalSellFillTicks	N	Total price (ticks) of sells
3010	TotalOpenTicks	N	Total ticks*volume open positions
3011	TotalOpenVolume	N	Open position volume
3100	AccountID	N	Unique account ID
3101	AccountName	N	Account name
3102	ActiveTimeStart	N	Trading start time
3103	ActiveTimeStop	N	Trading stop time
3104	BlockExpiring	N	Hours before last trade time to block
3105	DayLossLimit	N	Max daily loss
3106	Deleted	N	Y=Deleted, N=Not deleted
3107	DisplayName	N	Display name prefix
3108	EditMargin	N	Can child firm admins edit margin?
3109	EMail	N	Fill notification email
3110	Enabled	N	Y=Enabled, N=Disabled
3111	Firm	N	Firm name
3112	FirmID	N	Firm unique ID
3113	LossLimit	N	Max daily cash loss
3114	LossLimitPC	N	Max daily loss %
3115	MarginPC	N	Margin % rate for day trading
3116	MaxAccountPosition	N	Max total position
3117	MaxClipSize	N	Max per-order quantity
3118	MaxContractMargin	N	Max contract margin
3119	MaxPosition	N	Max position in a single market
3120	MinBalance	N	Minimum balance
3121	Mode	N	M=By Market, C=By Contract, A=By Account
3122	OrderRouting	N	Y=Yes, N=No
3123	OvernightMarginPC	N	Margin % for overnight positions
3124	ParentFirmID	N	Parent firm ID
3125	PLRollover	N	Y=Yes, N=No
3126	PositionRollover	N	Y=Yes, N=No
3127	PreTradeDisabled	N	Y=Yes, N=No
3128	RiskAlerts	N	Y=Yes, N=No
3131	StrategyMaxClipSize	N	Max per-order in Strategy markets
3132	StrategyMaxPosition	N	Max position in Strategy markets
3133	StrategyTotalPitTrades	N	Pit trades in all Strategy markets
3134	TotalPitTrades	N	Pit trades in this market
3135	UsePLForMargin	N	Y=Yes, N=No
3136	WarningThresholdLossLimit	N	Warning threshold % of Loss Limit
3137	WarningThresholdMargin	N	Warning threshold % of Margin
3138	WarningThresholdPL	N	Warning threshold % of P&L
3139	WideMarket	N	Bid/offer spread $ threshold
3140	UserID	N	Logged-in user ID
3141	UsrName	N	Logged-in user name
3142	UserFirm	N	Firm of logged-in user
3143	UserParentFirm	N	Parent firm of logged-in user
3144	UserIsMaster	N	True=Master User, False=Not Master
3145	UserRoles	N	Roles (separated by “.”)
3146	UserType	N	ATS, ATSDisplay, Desk, Manual, NonProfessional, Professional, SubVendor, Wallboard
12	Commission	N	Commission amount
13	CommType	N	Commission type
Standard Trailer	Y

Sample Messages

Account Details

[FIXCOLLATERALINQUIRY] 34=64|49=T4Example|56=T4|52=20121218-15:19:15.357|909=ci-12/18/2012 9:19:15 AM|263=2|725=0|453=1|
448=9A65B2FE-1D27-4230-A942-F60983CFB33B|452=24|938=1|896=0|

[MsgSeqNum] 34 = 64
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = T4
[SendingTime] 52 = 20121218-15:19:15.357
[CollInquiryID] 909 = ci-12/18/2012 9:19:15 AM
[SubscriptionRequestType] 263 = 2 (DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST)
[ResponseTransportType] 725 = 0 (IN_BAND)
[NoPartyIDs] 453 = 1
[PartyID] 448 = 9A65B2FE-1D27-4230-A942-F60983CFB33B
[PartyRole] 452 = 24 (CUSTOMER_ACCOUNT)
[NoCollInquiryQualifier] 938 = 1
[CollInquiryQualifier] 896 = 0 (CUSTOMER_ACCOUNTS)



[fixcollateralreport] 34=1463|49=T4|56=T4Example|50=T4FIX|52=20121218-15:19:17.806|908=cr-634914191578066280|909=ci-12/18/2012 8:54:31 AM
|910=3|911=1|912=Y|1=Account1|453=1|448=9A65B2FE-1D27-4230-A942-F60983CFB33B|136=1|137=-1|139=C|854=2
|3100=9A65B2FE-1D27-4230-A942-F60983CFB33B|3101=Account1|3104=-1|3105=0|3106=N|3108=N|3110=Y|3111=test
|3112=2884B215-4A4B-4E9D-A40E-F8212D713E13|3113=0|3114=0|3115=100|3116=-1|3117=10|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|3131=1000
|3132=-1|3133=100|3134=100|3135=Y|3136=-1|3137=-1|3138=10|3139=-1|12=2.5|

[MsgSeqNum] 34 = 1463
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20121218-15:19:17.806
[CollRptID] 908 = cr-634914191578066280
[CollInquiryID] 909 = ci-12/18/2012 8:54:31 AM
[CollStatus] 910 = 3 (ASSIGNED)
[TotNumReports] 911 = 1
[LastRptRequested] 912 = Y (YES)
[Account] 1 = Account1
[NoPartyIDs] 453 = 1
[PartyID] 448 = 9A65B2FE-1D27-4230-A942-F60983CFB33B
[NoMiscFees] 136 = 1
[MiscFeeAmt] 137 = -1
[MiscFeeType] 139 = C
[QtyType] 854 = 2 (ACCOUNT_DETAILS)
[AccountID] 3100 = 9A65B2FE-1D27-4230-A942-F60983CFB33B
[AccountName] 3101 = Account1
[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 = 0
[LossLimitPC] 3114 = 0
[MarginPC] 3115 = 100
[MaxAccountPosition] 3116 = -1
[MaxClipSize] 3117 = 10
[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
[StrategyMaxClipSize] 3131 = 1000
[StrategyMaxPosition] 3132 = -1
[StrategyTotalPitTrades] 3133 = 100
[TotalPitTrades] 3134 = 100
[UsePLForMargin] 3135 = Y
[WarningThresholdLossLimit] 3136 = -1
[WarningThresholdMargin] 3137 = -1
[WarningThresholdPL] 3138 = 10
[WideMarket] 3139 = -1
[Commission] 12 = 2.5

Account Update

[fixcollateralreport] 34=1464|49=T4|56=T4Example|50=T4FIX|52=20121218-15:19:17.806|908=cr-634914191578066280
|909=ci-12/18/2012 8:54:31 AM|910=Unrestricted|911=1|912=Y|1=Account1|453=1|448=9A65B2FE-1D27-4230-A942-F60983CFB33B
|136=1|137=5|899=50935|900=0|901=0|921=-3501094.9228|53=15 13 -2|854=3|

[MsgSeqNum] 34 = 1464
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20121218-15:19:17.806
[CollRptID] 908 = cr-634914191578066280
[CollInquiryID] 909 = ci-12/18/2012 8:54:31 AM
[CollStatus] 910 = Unrestricted
[TotNumReports] 911 = 1
[LastRptRequested] 912 = Y (YES)
[Account] 1 = Account1
[NoPartyIDs] 453 = 1
[PartyID] 448 = 9A65B2FE-1D27-4230-A942-F60983CFB33B
[NoMiscFees] 136 = 1
[MiscFeeAmt] 137 = 5
[MarginExcess] 899 = 50935
[TotalNetValue] 900 = 0
[CashOutstanding] 901 = 0
[StartCash] 921 = -3501094.9228
[Quantity] 53 = 15 13 -2
[QtyType] 854 = 3 (ACCOUNT_UPDATE)

Account Position Update

[fixcollateralreport] 34=1465|49=T4|56=T4Example|50=T4FIX|52=20121218-15:19:17.806|908=cr-634914191578066280
|909=ci-12/18/2012 8:54:31 AM|911=1|912=Y|1=Account1|453=1|448=9A65B2FE-1D27-4230-A942-F60983CFB33B|136=1|137=5|899=21875|900=0|901=0|53=5 5 0|854=4
|55=ES|48=CME_20121200_ESZ2|207=CME_Eq|200=201212|167=FUT|75=20121218|3000=4|3001=0|3002=1|3003=0|3004=287.5|3005=141575|3006=2
|3007=1|3008=566300|3009=0|3010=709150|3011=5|

[MsgSeqNum] 34 = 1465
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20121218-15:19:17.806
[CollRptID] 908 = cr-634914191578066280
[CollInquiryID] 909 = ci-12/18/2012 8:54:31 AM
[TotNumReports] 911 = 1
[LastRptRequested] 912 = Y (YES)
[Account] 1 = Account1
[NoPartyIDs] 453 = 1
[PartyID] 448 = 9A65B2FE-1D27-4230-A942-F60983CFB33B
[NoMiscFees] 136 = 1
[MiscFeeAmt] 137 = 5
[MarginExcess] 899 = 21875
[TotalNetValue] 900 = 0
[CashOutstanding] 901 = 0
[Shares] 53 = 5 5 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 = 20121218
[Buys] 3000 = 4
[Sells] 3001 = 0
[WorkingBuys] 3002 = 1
[WorkingSells] 3003 = 0
[OvernightUPL] 3004 = 287.5
[AverageOpenTicks] 3005 = 141575
[OvernightPosition] 3006 = 2
[CurrencyRate] 3007 = 1
[TotalBuyFillTicks] 3008 = 566300
[TotalSellFillTicks] 3009 = 0
[TotalOpenTicks] 3010 = 709150
[TotalOpenVolume] 3011 = 5

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