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 |
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| 1666 | RiskLimitRequestID | @ReqID | N |
Conditionally required when sent as part of a subscription requested by a PartyRiskLimitsRequest(35=CL). |
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| 1760 | RiskLimitRequestType | @ReqTyp | N |
Can be used if sent as part of a subscription started by a PartyRiskLimitsRequest(35=CL). |
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| 1512 | TotNoParties | @TotNoPtys | N |
Total number of PartyListGrp returned. |
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| 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 |
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| <RequestingPartyGrp> | N |
May be used to specify the requesting party in the event the request was made verbally or via other means. |
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| <PartyRiskLimitsUpdateGrp> | N |
Indicates the type of valuation method or trigger payout for an in-the-money option. |
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| 60 | TransactTime | @TxnTm | N |
Timestamp when the business transaction represented by the message occurred. |
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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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| <Standard Message Trailer> | Y | ||||||
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