PartyRiskLimitCheckRequestAck (MsgType = DG, FIXML = PtyRiskLmtChkReqAck)

PartyRiskLimitCheckRequestAck is used to acknowledge a PartyRiskLimitCheckRequest(35=DF) message and to respond whether the limit check request was approved or not. When used to accept the PartyRiskLimitCheckRequest(35=DF) message the Respondent may also include the limit amount that was approved.

Tag Field Name FIXML Req'd Comments
<Standard Message Header> Y MsgType = DG
2318 RiskLimitCheckRequestID @ChkReqID N

Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be provided from the request message

2319 RiskLimitCheckID @LmtChkID N

Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be provided from the request message.

2325 RiskLimitCheckRequestStatus @ReqStat Y

Indicates the status of the risk limit check request.

2326 RiskLimitCheckRequestResult @ReqRslt N

Result of the credit limit check request.

2320 RiskLimitCheckTransType @TransTyp Y

Identifies the RiskLimitCheckTransType(2320) this message is responding to as specified in the request message.

2321 RiskLimitCheckType @ChkTyp Y

Identifies the RiskLimitCheckType(2321) this message is responding to as specified in the request message.

2322 RiskLimitCheckRequestRefID @ReqRefID N

Conditionally required when RiskLimitCheckTransType(2320) = 1 (Cancel) or 2 (Replace)

1328 RejectText @RejTxt N

Identifies the reason for rejection.

1664 EncodedRejectTextLen @EncRejTxtLen N

Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.

1665 EncodedRejectText @EncRejTxt N

Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.

1080 RefOrderID @RefOrdID N

The ID reference to the order being hit or taken.

For pre-trade credit/risk limit check process, this is the reference to the placed order, quote request or quote for the credit/risk limit check.

1081 RefOrderIDSource @RefOrdIDSrc N

Used to specify the source for the identifier in RefOrderID(1080). This can be an identifier provided in order depth market data when hitting (taking) a specific order or to identify what type of order or quote reference is being provided when seeking credit limit check. In the context of US CAT this can be used to identify related orders and quotes which are parent, previous, or manual orders or quotes. Previous relates to orders changing their unique system assigned order identifier.

54 Side @Side N

Side of order (see Volume : "Glossary" for value definitions)

2327 RiskLimitApprovedAmount @LmtAprvdAmt N

Conditionally required when RiskLimitCheckRequestStatus(2325)=1 (Partially approved)

2324 RiskLimitCheckAmount @LmtChkAmt N

Specifies the amount being requested for approval.

1670 RiskLimitID @RiskLmtID N

Unique reference identifier for a specific risk limit defined for the specified party.

15 Currency @Ccy N

Identifies currency used for price or quantity fields, depending on the asset class being traded. CurrencyCodeSource(2897) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent.

Absence of this field is interpreted as the default currency for the security as defined by the respective reference data. It is recommended that systems provide the currency value whenever possible.

For securities trading and digital assets traded securities-style, identifies the currency used to denote the price. Absence of this field is interpreted as the default for the security. For Foreign Exchange (FX) and digital assets traded FX-style, identifies the dealt currency used to denominate the quantity related field(s).

2897 CurrencyCodeSource @CcySrc N

Identifies class or source of the Currency(15) value.

126 ExpireTime @ExpireTm N

Optionally used to specify when the approved credit limit being reserved will expire.

<RequestingPartyGrp> N

Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegOptionExpirationDesc(2178).

<Parties> N

The trading party identified in the limit check request.

<RelatedPartyDetailGrp> N

Identifies the equity in which a convertible bond can be converted to.

<Instrument> N
<LegOrdGrp> N

Used in combination with StrikePriceBoundaryMethod(1479) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.

<UndInstrmtGrp> N

Free form text to specify additional information or enumeration description when a standard value does not apply.

60 TransactTime @TxnTm N

Timestamp when the business transaction represented by the message occurred.

58 Text @Txt N

Free format text string

(Note: this field does not have a specified maximum length)

354 EncodedTextLen @EncTxtLen N

Must be set if EncodedText(355) field is specified and must immediately precede it.

355 EncodedText @EncTxt N

Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.

<Standard Message Trailer> Y