FIX Version FIX.5.0SP2 Extension Pack EP128

Approval Date 2010-11-11T00:00:00.000

Description EP128

Field Changes

Updated Fields

Tag	Description	UnionDataType
1324
1530	Used to specify the type of risk limit amount of position limit quantity or margin requirement amounts.	Reserved100Plus
1670	Unique identifier for a specific NoPartyRiskLimits(1677) repeating group instance.

New Fields

Tag	Name	Type	Description	AbbrName	EnumDatatype	UnionDataType
1760	RiskLimitRequestType	int	Type of risk limit information.	ReqTyp
1761	RiskLimitRequestResult	int	Result of risk limit definition request.	ReqRslt		Reserved100Plus
1762	RiskLimitRequestStatus	int	Status of risk limit definition request.	ReqStat
1763	RiskLimitStatus	int	Status of risk limit definition for one party.	Stat
1764	RiskLimitResult	int	Result of risk limit definition for one party.	Rslt	1761
1765	RiskLimitUtilizationPercent	Percentage	Percentage of utilization of a party's set risk limit.	UtilztnPct
1766	RiskLimitUtilizationAmount	Amt	Absolute amount of utilization of a party's set risk limit.	UtilztnAmt
1767	RiskLimitAction	int	Action to take should risk limit be exceeded.	Actn	1611
1768	RiskWarningLevelAmount	int	Amount at which a warning is issued.	Amt
1769	RiskWarningLevelAction	int	Action to take should warning level be exceeded.	Actn	1611

Enumerations

Updated Enumerations

Tag	Value	Description
1530	1	Gross limit
1530	2	Net limit
1530	4	Long limit
1530	5	Short limit
1611	0	Queue inbound
1611	1	Queue outbound

Enumerations Added

Tag	Value	SymbolicName	Sort	Description
35	CR	PartyRiskLimitsUpdateReport		PartyRiskLimitsUpdateReport
35	CS	PartyRiskLimitsDefinitionRequest		PartyRiskLimitsDefinitionRequest
35	CT	PartyRiskLimitsDefinitionRequestAck		PartyRiskLimitsDefinitionRequestAck
1324	A	Add	1	Add
1324	D	Delete	2	Delete
1324	M	Modify	3	Modify
1324	S	Snapshot	4	Snapshot
1530	6	CashMargin	6	Cash margin
1530	7	AdditionalMargin	7	Additional margin
1530	8	TotalMargin	8	Total margin
1760	1	Definitions	1	Definitions(Default)
1760	2	Utilization	2	Utilization
1760	3	DefinitionsAndUtilizations	3	Definitions and utilization
1761	0	Successful	0	Successful (default)
1761	1	InvalidParty	1	Invalid party(-ies)
1761	2	InvalidRelatedParty	2	Invalid related party(-ies)
1761	3	InvalidRiskLimitType	3	Invalid risk limit type(s)
1761	4	InvalidRiskLimitID	4	Invalid risk limit ID(s)
1761	5	InvalidRiskLimitAmount	5	Invalid risk limit amount(s)
1761	6	InvalidRiskWarningLevelAction	6	Invalid risk/warning level action(s)
1761	7	InvalidRiskInstrumentScope	7	Invalid risk instrument scope(s)
1761	8	RiskLimitActionsNotSupported	8	Risk limit actions not supported
1761	9	WarningLevelsNotSupported	9	Warning levels not supported
1761	10	WarningLevelActionsNotSupported	10	Warning level actions not supported
1761	11	RiskInstrumentScopeNotSupported	11	Risk instrument scope not supported
1761	12	RiskLimitNotApprovedForParty	12	Risk limit not approved for party(-ies)
1761	13	RiskLimitAlreadyDefinedForParty	13	Risk limit already defined for party(-ies)
1761	14	InstrumentNotApprovedForParty	14	Instrument not approved for party(-ies)
1761	98	NotAuthorized	98	Not authorized
1761	99	Other	99	Other
1762	0	Accepted	0	Accepted
1762	1	AcceptedWithChanges	1	Accepted with changes
1762	2	Rejected	2	Rejected
1762	3	AcceptancePending	3	Acceptence pending
1763	0	Accepted	0	Accepted
1763	1	AcceptedWithChanges	1	Accepted with changes
1763	2	Rejected	2	Rejected

Messages

Messages Added

MsgType	ComponentID	Name	CategoryID	SectionID	AbbrName	Description
CR	128	PartyRiskLimitsUpdateReport	PartiesReferenceData	PreTrade	PtyRiskLmtUpd	PartyRiskLimitsUpdateReport is used to convey incremental changes to risk limits. It is similar to the regular report but uses <PartyRiskLimitsUpdateGrp> component instead of <PartyRiskLimitsGrp> component to include an update action.
CS	129	PartyRiskLimitsDefinitionRequest	PartiesReferenceData	PreTrade	PtyRiskLmtDefReq	PartyRiskLimitDefinitionRequest is used for defining new risk limits.
CT	130	PartyRiskLimitsDefinitionRequestAck	PartiesReferenceData	PreTrade	PtyRiskLmtDefReqAck	PartyRiskLimitDefinitionRequestAck is used for accepting (with or without changes) or rejecting the definition of risk limits.

Components

Components Added

ComponentID	ComponentType	CategoryID	Name	AbbrName	NotReqXML	Volume	Description
2193	BlockRepeating	PartiesReferenceData	PartyRiskLimitsUpdateGrp	PtyRiskLmtUpdt	0		This new block is a repeating group based on the existing block <PartyRiskLimitsGrp> with an additional field ListUpdateAction(1324) to support incremental changes of risk limit definitions. The group is part of the definition request as well as part of the update report for risk limits.
2194	BlockRepeating	PartiesReferenceData	PartyRiskLimitsAckGrp	PtyRiskLmtAck	0		This new block is a repeating group based on the existing block <PartyRiskLimitsGrp> with an additional field RiskLimitStatus(1763) to accept (with or without changes) or reject individual risk limits. It is only used in PartyRiskLimitDefinitionRequestAck, the response to the request to define risk limits. An approval with changes requires to send <RiskLimitsGrp> with the complete set of risk limits that have been accepted for the party defined.

Message/Component Content

Message/Components Content Changes

ComponentID	TagText	Indent	Position	Description
124	1666	0	4	Conditionally required when responding to PartyRiskLimitsRequest(35=CL).
124	1760	0	4.1	Can be used when responding to a PartyRiskLimitsRequest(35=CL).
124	1511	0	5	Conditionally required when responding to a PartyRiskLimitsRequest(35=CL).
124	PartyRiskLimitsGrp	0	8	Optionally includes utilization (consumption) information.
2184	PartyDetailGrp	1	2	Required if NoPartyRiskLimits(1677) > 0.
2184	RiskLimitsGrp	1	3	Required if NoPartyRiskLimits(1677) > 0. Omit to implicitly report removal of risk limits.
2185	RiskLimitTypesGrp	1	2	Required if NoRiskLimits(1669) > 0.
2161	1530	1	2	Required if NoRiskLimitTypes(1529) > 0.
2161	1531	1	3
2156	1691	1	2	The identification of the party. Required when NoPartyDetails(1671) > 0.
2156	1692	1	3	Used to identify source of PartyID value (e.g. BIC). Required when NoPartyDetails(1671) > 0.
2156	1693	1	3	Identifies the type of PartyID (e.g. Executing Broker). Required when NoPartyDetails(1671) > 0.
2156	RelatedPartyDetailGrp	1	8	May not be specified in PartyDetailsListUpdateReport(35=CK) if ListUpdateAction(1324) = D(Delete)
2164	1560	1	2	Conditionally required when RiskWarningLevelAmount(1768) is not provided.

Messages/Components Content Added

ComponentID	TagText	Indent	Position	Reqd	Description
123	1760	0	2.1	0	Scope of risk limit information.
124	1760	0	4.1	0	Can be used when responding to a PartyRiskLimitsRequest(35=CL).
128	StandardHeader	0	1	1	MsgType=CR
128	ApplicationSequenceControl	0	2	0
128	1667	0	3	1
128	1666	0	4	0	Conditionally required when sent as part of a subscription requested by a PartyRiskLimitsRequest(35=CL).
128	1760	0	5	0	Can be used if sent as part of a subscription started by PartyRiskLimitsRequest(35=CL).
128	1512	0	6	0
128	893	0	7	0
128	PartyRiskLimitsUpdateGrp	0	8	0
128	60	0	9	0
128	58	0	10	0
128	354	0	11	0
128	355	0	12	0
128	StandardTrailer	0	100	1
129	StandardHeader	0	1	1	MsgType=CS
129	1666	0	2	1
129	RequestingPartyGrp	0	3	0	May be used to identify the party making the request and their role.
129	PartyRiskLimitsUpdateGrp	0	4	0	Risk limits to be enforced for given party(-ies) and related party(-ies).
129	58	0	5	0
129	354	0	6	0
129	355	0	7	0
129	StandardTrailer	0	100	1
130	StandardHeader	0	1	1	MsgType=CT
130	1666	0	2	1
130	1761	0	3	0
130	1762	0	4	1
130	RequestingPartyGrp	0	5	0
130	PartyRiskLimitsAckGrp	0	6	0
130	58	0	7	0
130	354	0	8	0
130	355	0	9	0
130	StandardTrailer	0	100	1
2193	1677	0	1	0
2193	1324	1	2	0	Required if NoPartyRiskLimits(1677) > 0.
2193	PartyDetailGrp	1	3	0	Conditionally required when ListUpdateAction(1324) = A(Add). Conditionally required when ListUpdateAction(1324) = M(Modify) or D(Delete) and RiskLimitID(1670) is not provided.
2193	RiskLimitsGrp	1	4	0	Conditionally required when ListUpdateAction(1324) = A(Add) or M(Modify).
2193	1670	1	5	0	Conditionally required when PartyDetailGrp component is not provided.
2194	1677	0	1	0
2194	1324	1	2	0	Required if NoPartyRiskLimits(1677) > 0.
2194	1763	1	3	0	Required if NoPartyRiskLimits(1677) > 0.
2194	1764	1	4	0
2194	PartyDetailGrp	1	5	0	Conditionally required when RiskLimitID(1670) is not provided. Changes to party or related party(-ies) defined in the request are not permitted.
2194	RiskLimitsGrp	1	6	0	Conditionally required when RiskLimitStatus(1763) = 1(Accepted with changes) and must then be complete, i.e. omissions compared to the request represent risk limits that were removed, additional risk limits are possible.
2194	1670	1	7	0	Conditionally required when PartyDetailGrp component is not provided.
2194	1328	1	8	0
2194	1664	1	9	0
2194	1665	1	10	0
2161	1767	1	3.1	0
2161	1766	1	3.2	0	Not applicable in a request.
2161	1765	1	3.3	0	Not applicable in a request.
2164	1768	1	2.1	0	Conditionally required when RiskWarningLevelPercent(1560) is not provided.
2164	1769	1	1.1	0	Required if NoRiskWarningLevels(1559) > 0.