The Margin Requirement Report returns information about margin requirement either as on overview across all margin accounts or on a detailed level due to the inquiry making use of the optional Instrument component block. Application sequencing can be used to re-request a range of reports.
Added in protocol FIX.5.0SP2 (102)
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| Block | StandardHeader | MsgType = CJ | Y | FIX.5.0SP2 (102) | |
| Block | ApplicationSequenceControl | FIX.5.0SP2 (102) | |||
| 1642 | MarginReqmtRptID | Unique identifier for this margin requirement report | Y | FIX.5.0SP2 (102) | |
| 1635 | MarginReqmtInqID | Unique identifier for the inquiry associated with this report. This field should not be provided if the report was sent unsolicited. | FIX.5.0SP2 (102) | ||
| 1638 | MarginReqmtRptType | Type of report provided | Y | FIX.5.0SP2 (102) | |
| 911 | TotNumReports | Total number of reports generated in response to inquiry referenced by MarginReqmtInqID | FIX.5.0SP2 (102) | ||
| 912 | LastRptRequested | FIX.5.0SP2 (102) | |||
| 325 | UnsolicitedIndicator | Set to ‘Y’ if message is sent as a result of a subscription request or out of band configuration as opposed to a Margin Requirement Inquiry. | FIX.5.0SP2 (102) | ||
| BlockRepeating | Parties | FIX.5.0SP2 (102) | |||
| 715 | ClearingBusinessDate | Indicates the date for which the margin is to be calculated | FIX.5.0SP2 (102) | ||
| 716 | SettlSessID | Indicates the settlement session for which the margin is to be calculated – End Of Day or Intraday | FIX.5.0SP2 (102) | ||
| 717 | SettlSessSubID | FIX.5.0SP2 (102) | |||
| 1639 | MarginClass | Used to identify a group of instruments with similar risk profile. | FIX.5.0SP2 (102) | ||
| 15 | Currency | Base currency of the margin requirement | FIX.5.0SP2 (102) | ||
| Block | Instrument | FIX.5.0SP2 (102) | |||
| BlockRepeating | MarginAmount | Margin requirement amounts | Y | FIX.5.0SP2 (102) | |
| 60 | TransactTime | Represents the time this message was generated | FIX.5.0SP2 (102) | ||
| 58 | Text | FIX.5.0SP2 (102) | |||
| 354 | EncodedTextLen | Must be set if EncodedText (355) field is specified and must immediately precede it. | FIX.5.0SP2 (102) | ||
| 355 | EncodedText | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | FIX.5.0SP2 (102) | ||
| Block | StandardTrailer | Y | FIX.5.0SP2 (102) |