PartyRiskLimitsUpdateReport (MsgType = CR, FIXML = PtyRiskLmtUpd)

The PartyRiskLimitsUpdateReport(35=CR) is used to convey incremental changes to risk limits. It is similar to the regular report but uses the PartyRiskLimitsUpdateGrp component instead of the PartyRiskLimitsGrp component to include an update action.

Tag Field Name FIXML Req'd Comments
<Standard Message Header> Y MsgType = CR
<ApplicationSequenceControl> N
1667 RiskLimitReportID @RptID Y

Identifier for the PartyRiskLimitsReport

1666 RiskLimitRequestID @ReqID N

Conditionally required when sent as part of a subscription requested by a PartyRiskLimitsRequest(35=CL).

1760 RiskLimitRequestType @ReqTyp N

Can be used if sent as part of a subscription started by a PartyRiskLimitsRequest(35=CL).

1512 TotNoParties @TotNoPtys N

Total number of PartyListGrp returned.

893 LastFragment @LastFragment N

Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List

<RequestingPartyGrp> N

May be used to specify the requesting party in the event the request was made verbally or via other means.

<PartyRiskLimitsUpdateGrp> N

Indicates the type of valuation method or trigger payout for an in-the-money option.

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