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Request For Positions <AN> message – FIX 4.4 – FIX Dictionary

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FIX 4.4 : Request For Positions <AN> message

Structure | Related Messages

Description

The Request For Positions message is used by the owner of a position to request a PositionReport <AP> from the holder of the position, usually the central counter party or clearing organization. The request can be made at several levels of granualarity.

  • Position Report only
  • Positions and related Trades
  • Exercises only
  • Assignments only
  • Settlements activity

The message can be used to request a one time snapshot of positions or to subscribe to updates as they occur using the SubscriptionRequestType <263>. The ResponseTransportType <725> can be used to specify if the reports are to be sent inband over the session transport or out-of-band of band over an alternative transport such as FTP.

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = AN
710 PosReqID Y

Unique identifier for the Request for Positions as assigned by the submitter
724 PosReqType Y
573 MatchStatus N
263 SubscriptionRequestType N

Used to subscribe / unsubscribe for trade capture reports

If the field is absent, the value 0 will be the default
Component Block - <Parties> Y

Position Account
1 Account Y
660 AcctIDSource N
581 AccountType Y

Type of account associated with the order (Origin)
Component Block - <Instrument> N
15 Currency N
555 NoLegs N

Specifies the number of legs that make up the Security
=> Component Block - <InstrumentLeg> N

Insert here the set of "<InstrumentLeg>" (leg symbology) fields

Required if NoLegs <555> > 0

711 NoUnderlyings N

Specifies the number of underlying legs that make up the Security
=> Component Block - <UnderlyingInstrument> N

Insert here the set of "<UnderlyingInstrument>" (underlying symbology) fields

Required if NoUnderlyings <711> > 0

715 ClearingBusinessDate Y

The Clearing Business Date referred to by this request
716 SettlSessID N

Intraday(ITD), Regular Trading Hours(EOD)
717 SettlSessSubID N
386 NoTradingSessions N

Specifies the number of repeating TradingSessionIDs
=> 336 TradingSessionID N

Required if NoTradingSessions <386> is > 0.

=> 625 TradingSessionSubID N
60 TransactTime Y

Time this order request was initiated/released by the trader, trading system, or intermediary.
725 ResponseTransportType N

Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726 ResponseDestination N

URI destination name. Used if ResponseTransportType <725> is out-of-band.

58 Text N
354 EncodedTextLen N

Must be set if EncodedText <355> field is specified and must immediately precede it.

355 EncodedText N

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

<MessageTrailer> Y

 
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