Description

AlgoCertificateReport <EJ> is a response to the AlgoCertificateRequest <EH> to certify an algo. It may also be sent unsolicited without an explicit request message by the party able to provide certificate information for the algo identified in the report message.

AlgoCertificateReport <EJ> is for a single algorithm. A new certificate is created by the trading firm in a draft status and requires approval from a natural person who is authorized to approve certification. The final state is reached when the certificate has been successfully submitted to the venue. Timestamps may be associated with the state changes, specifically date and time of the latest change, the approval and when the certificate is to become effective.

Structure

Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y

MsgType=EJ

3018 AlgoCertificateReportID Y

Unique identifier assigned by sender of this message.

3014 AlgoCertificateRequestID N

Identifier of the AlgoCertificateRequest <EH> this message is responding to.

3020 AlgoCertificateReportTransType Y
3019 AlgoCertificateReportRefID N

Required for AlgoCertificateReportTransType <3020>=1 (Cancel) or 2 (Replace).

3012 AlgoCertificateID Y
3013 AlgoCertificateDesc N
3022 AlgoCertificateStatus Y
Component Block - <Parties> Y

Required to specify the algo for which a certification is reported and the firm using it. Requires the authorized person for AlgoCertificateStatus <3022>=1 (Approved) or 2 (Submitted).

168 EffectiveTime N

Required for AlgoCertificateStatus <3022>=1 (Approved) or 2 (Submitted).

3023 ApprovalTime N

Required for AlgoCertificateStatus <3022>=1 (Approved) or 2 (Submitted).

779 LastUpdateTime Y
60 TransactTime N
3024 AlgoTestDesc N

Required for AlgoCertificateStatus <3022>=1 (Approved) or 2 (Submitted).

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.

Component Block - <StrategyParametersGrp> N
Component Block - <AlgoSystemModuleGrp> N
Component Block - <TestScenarioGrp> N
3070 TestSuiteStatus N

Overall status across all individual test scenarios defined in TestScenarioGrp.

Component Block - <StandardTrailer> Y