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AlgoCertificateReport(35=EJ) is a response to the AlgoCertificateRequest(35=EH) to certify an algo. It may also be sent unsolicited without an explicit request message by the party able to provide certificate information for the algo identified in the report message.
AlgoCertificateReport(35=EJ) is for a single algorithm. A new certificate is created by the trading firm in a draft status and requires approval from a natural person who is authorized to approve certification. The final state is reached when the certificate has been successfully submitted to the venue. Timestamps may be associated with the state changes, specifically date and time of the latest change, the approval and when the certificate is to become effective.
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = EJ | |||||
| 3018 | AlgoCertificateReportID | @CertRptID | Y |
Unique identifier assigned by sender of this message. |
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| 3014 | AlgoCertificateRequestID | @CertReqID | N |
Identifier of the AlgoCertificateRequest(35=EH) this message is responding to. |
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| 3020 | AlgoCertificateReportTransType | @TxnTyp | Y |
Identifies the message transaction type. |
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| 3078 | AlgoCertificateReportType | @RptTyp | N |
Specifies the type of business event related to an algo certification report. |
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| 3019 | AlgoCertificateReportRefID | @CertRptRefID | N |
Required for AlgoCertificateReportTransType(3020)=1 (Cancel) or 2 (Replace). |
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| 3012 | AlgoCertificateID | @CertID | Y |
Unique identifier for a certificate issued by an algorithmic trading firm. |
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| 3013 | AlgoCertificateDesc | @CertDesc | N |
Description of a certificate issued by an algorithmic trading firm. |
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| 3022 | AlgoCertificateStatus | @CertStat | Y |
Status of the certification as provided by the regulatory authority. |
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| <Parties> | Y |
Required to specify the algo for which a certification is reported and the firm using it. Requires the authorized person for AlgoCertificateStatus(3022)=1 (Approved) or 2 (Submitted). |
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| 168 | EffectiveTime | @EfctvTm | N |
Required for AlgoCertificateStatus(3022)=1 (Approved) or 2 (Submitted). |
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| 3023 | ApprovalTime | @AprvlTm | N |
Required for AlgoCertificateStatus(3022)=1 (Approved) or 2 (Submitted). |
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| 779 | LastUpdateTime | @LastUpdateTm | Y |
Timestamp of last update to data item (or creation if no updates made since creation). |
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| 60 | TransactTime | @TxnTm | N |
Timestamp when the business transaction represented by the message occurred. |
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| 3024 | AlgoTestDesc | @TstDesc | N |
Required for AlgoCertificateStatus(3022)=1 (Approved) or 2 (Submitted). |
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| 58 | Text | @Txt | N |
Free format text string (Note: this field does not have a specified maximum length) |
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| 354 | EncodedTextLen | @EncTxtLen | N |
Must be set if EncodedText(355) field is specified and must immediately precede it. |
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| 355 | EncodedText | @EncTxt | N |
Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. |
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| <StrategyParametersGrp> | N |
The valuation time of the trade. |
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| <AlgoSystemModuleGrp> | N |
Upper string number of options for a Strike Spread. |
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| <TestScenarioGrp> | N |
Reference to credit event table elsewhere in the message. |
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| 3070 | TestSuiteStatus | @TstSteStat | N |
Overall status across all individual test scenarios defined in TestScenarioGrp. |
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| <Standard Message Trailer> | Y | ||||||
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