The Position Report message is returned by the holder of a position in response to a Request for Position message. The purpose of the message is to report all aspects of a position and may be provided on a standing basis to report end of day positions to an owner.
Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| Block | StandardHeader | MsgType = AP | Y | FIX.4.4 | |
| Block | ApplicationSequenceControl | FIX.5.0 | |||
| 721 | PosMaintRptID | Unique identifier for this position report | Y | FIX.4.4 | |
| 2618 | PositionID | Unique identifier for this position entity. | FIX.5.0SP2 (EP 199) | ||
| 710 | PosReqID | Unique identifier for the Request for Positions associated with this report This field should not be provided if the report was sent unsolicited. |
FIX.4.4 | ||
| 724 | PosReqType | Will be 7=Net Position if the report contains net position information for margin requirements. | FIX.4.4 | ||
| 2364 | PosReportAction | FIX.5.0SP2 (EP 179) | |||
| 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 (EP 102) | ||
| 263 | SubscriptionRequestType | Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default |
FIX.4.4 | ||
| 727 | TotalNumPosReports | Total number of Position Reports being returned | FIX.4.4 | Y | |
| 911 | TotNumReports | FIX.5.0SP2 (EP 102) | |||
| 912 | LastRptRequested | FIX.5.0SP2 (EP 102) | |||
| 728 | PosReqResult | Result of a Request for Position | FIX.4.4 | ||
| 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 Position Request. | FIX.4.4 | ||
| 715 | ClearingBusinessDate | The Clearing Business Date referred to by this maintenance request | Y | FIX.4.4 | |
| 2084 | PreviousClearingBusinessDate | The business date previous to the clearing business date referred to by this maintenance request. | FIX.5.0SP2 (EP 162) | ||
| 716 | SettlSessID | FIX.4.4 | |||
| 717 | SettlSessSubID | FIX.4.4 | |||
| 423 | PriceType | FIX.4.4 | |||
| 120 | SettlCurrency | FIX.4.4 | |||
| 1011 | MessageEventSource | Used to identify the event or source which gave rise to a message | FIX.4.4 | ||
| 1832 | ClearedIndicator | FIX.5.0SP2 (EP 140) | |||
| 1833 | ContractRefPosType | FIX.5.0SP2 (EP 140) | |||
| 1834 | PositionCapacity | FIX.5.0SP2 (EP 140) | |||
| 2101 | TerminatedIndicator | FIX.5.0SP2 (EP 162) | |||
| 2373 | IntraFirmTradeIndicator | FIX.5.0SP2 (EP 179) | |||
| 1937 | TradeContinuation | FIX.5.0SP2 (EP 179) | |||
| 2374 | TradeContinuationText | FIX.5.0SP2 (EP 179) | |||
| 2372 | EncodedTradeContinuationTextLen | Must be set if EncodedTradeContinuationText (2371) field is specified and must immediately precede it. | FIX.5.0SP2 (EP 179) | ||
| 2371 | EncodedTradeContinuationText | Encoded (non-ASCII characters) representation of the TradeContinuationText (2374) field in the encoded format specified via the MessageEncoding (347) field. | FIX.5.0SP2 (EP 179) | ||
| 1936 | TradeCollateralization | FIX.5.0SP2 (EP 179) | |||
| BlockRepeating | Parties | Position Account | Y | FIX.4.4 | |
| 1 | Account | Account may also be specified through via Parties Block using Party Role 27 which signifies Account | FIX.4.4 | ||
| 660 | AcctIDSource | FIX.4.4 | |||
| 581 | AccountType | Type of account associated with the order (Origin). Account may also be specified through via Parties Block using Party Role 27 which signifies Account | FIX.4.4 | ||
| 2375 | TaxonomyType | FIX.5.0SP2 (EP 179) | |||
| Block | Instrument | FIX.4.4 | |||
| Block | FinancingDetails | FIX.5.0SP2 (EP 179) | |||
| 15 | Currency | FIX.4.4 | |||
| 64 | SettlDate | Position Settlement Date | FIX.5.0SP2 (EP 162) | ||
| 730 | SettlPrice | FIX.4.4 | |||
| 2366 | SettlPriceFxRateCalc | Expresses whether to multiply or divide SettlPrice (730) to arrive at the amount reported in PosAmt (708). | FIX.5.0SP2 (EP 179) | ||
| 2365 | SettlForwardPoints | FIX.5.0SP2 (EP 179) | |||
| 1886 | SettlPriceUnitOfMeasure | FIX.5.0SP2 (EP 147) | |||
| 1887 | SettlPriceUnitOfMeasureCurrency | FIX.5.0SP2 (EP 147) | |||
| 731 | SettlPriceType | Values = Final, Theoretical | FIX.4.4 | ||
| 734 | PriorSettlPrice | FIX.4.4 | |||
| 1595 | PositionContingentPrice | FIX.5.0SP2 (EP 109) | |||
| 1592 | DiscountFactor | For a forward position this is an appropriate value to discount the mark to market amount from the contract’s maturity date back to present value. | FIX.5.0SP2 (EP 162) | ||
| 2085 | ValuationDate | Valuation date of the position(s) in this report | FIX.5.0SP2 (EP 162) | ||
| 2086 | ValuationTime | Valuation time of the position(s) in this report | FIX.5.0SP2 (EP 162) | ||
| 2087 | ValuationBusinessCenter | Business center of ValuationDate (2085) and ValuationTime (2086). Single value only. | FIX.5.0SP2 (EP 162) | ||
| 573 | MatchStatus | Used to indicate if a Position Report is matched or unmatched | FIX.4.4 | ||
| BlockRepeating | InstrmtLegGrp | Specifies the number of legs that make up the Security | FIX.4.4 | ||
| BlockRepeating | RelatedInstrumentGrp | FIX.5.0SP2 (EP 103) | |||
| ImplicitBlockRepeating | CollateralAmountGrp | FIX.5.0SP2 (EP 179) | |||
| ImplicitBlockRepeating | PosUndInstrmtGrp | Specifies the number of underlying legs that make up the Security | FIX.4.4 | ||
| 60 | TransactTime | FIX.5.0SP2 (EP 140) | |||
| BlockRepeating | PositionQty | Insert here the set of "Position Qty" fields defined in "Common Components of Application Messages" | FIX.4.4 | ||
| BlockRepeating | PositionAmountData | Insert here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" | FIX.4.4 | ||
| BlockRepeating | RegulatoryTradeIDGrp | FIX.5.0SP2 (EP 162) | |||
| BlockRepeating | PaymentGrp | FIX.5.0SP2 (EP 162) | |||
| 506 | RegistStatus | RegNonRegInd | FIX.4.4 | ||
| 743 | DeliveryDate | FIX.4.4 | |||
| 1434 | ModelType | FIX.5.0SP1 (EP 79) | |||
| 811 | PriceDelta | FIX.5.0SP1 (EP 79) | |||
| BlockRepeating | RelatedTradeGrp | FIX.5.0SP2 (EP 142) | |||
| 58 | Text | FIX.4.4 | |||
| 354 | EncodedTextLen | Must be set if EncodedText (355) field is specified and must immediately precede it. | FIX.4.4 | ||
| 355 | EncodedText | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.4 | ||
| Block | StandardTrailer | Y | FIX.4.4 |