| FRAMES | NO FRAMES |
|
|
The Request For Positions (AN) message is used by the owner of a position to request a Position Report (AP) from the holder of the position, usually the central counter party or clearing organization. The request can be made at several levels of granualarity.
- Position Report (AP) only
- Positions and related Trades
- Exercises only
- Assignments only
- Settlements activity
The message can be used to request a one time snapshot of positions or to subscribe to updates as they occur using the SubscriptionRequestType (263) (tag 263). The ResponseTransportType (725) (tag 725) can be used to specify if the reports are to be sent inband over the session transport or out-of-band of band over an alternative transport such as FTP.
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = AN | |||||
| 710 | PosReqID | @ReqID | Y | Unique identifier for the Request for Positions as assigned by the submitter | |||
| 724 | PosReqType | @ReqTyp | Y | ||||
| 573 | MatchStatus | @MtchStat | N | ||||
| 263 | SubscriptionRequestType | @SubReqTyp | N | Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default | |||
| 120 | SettlCurrency | @SettlCcy | N | ||||
| <Parties> | Y | Position Account | |||||
| 1 | Account | @Acct | N | ||||
| 660 | AcctIDSource | @AcctIDSrc | N | ||||
| 581 | AccountType | @AcctTyp | N | Type of account associated with the order (Origin) | |||
| <Instrument> | N | ||||||
| 15 | Currency | @Ccy | N | ||||
| 555 | NoLegs | Leg | N | Number of legs. Identifies a Multi-leg Execution if present and non-zero. | |||
| => | <InstrumentLeg> | C | Must be provided if Number of legs > 0 | ||||
| 711 | NoUnderlyings | Undly | N | Number of underlyings | |||
| => | <UnderlyingInstrument> | C | Must be provided if Number of underlyings > 0 | ||||
| 715 | ClearingBusinessDate | @BizDt | Y | The Clearing Business Date referred to by this request | |||
| 716 | SettlSessID | @SetSesID | N | Intraday(ITD), Regular Trading Hours(EOD) | |||
| 717 | SettlSessSubID | @SetSesSub | N | ||||
| 386 | NoTradingSessions | TrdSes | N | Specifies the number of repeating TradingSessionIDs | |||
| => | 336 | TradingSessionID | @SesID | C | Required if NoTradingSessions (386) is > 0. | ||
| => | 625 | TradingSessionSubID | @SesSub | N | |||
| 60 | TransactTime | @TxnTm | Y | Time this order request was initiated/released by the trader, trading system, or intermediary. | |||
| 725 | ResponseTransportType | @RspTransportTyp | N | Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. | |||
| 726 | ResponseDestination | @RspDest | N | URI destination name. Used if ResponseTransportType (725) is out-of-band. | |||
| 58 | Text | @Txt | N | ||||
| 354 | EncodedTextLen | @EncTxtLen | C | Must be set if EncodedText (355) field is specified and must immediately precede it. | |||
| 355 | EncodedText | @EncTxt | C | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | |||
| <Standard Message Trailer> | Y | ||||||
|
|
| FRAMES | NO FRAMES |