Message PositionReport (AP)

The Position Report message is returned by the holder of a position in response to a Request for Position message. The purpose of the message is to report all aspects of a position and may be provided on a standing basis to report end of day positions to an owner.

Added in protocol FIX.4.4

See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.

Field or Component Name Description Is Required Added Is Deprecated
Block StandardHeader MsgType = AP Y FIX.4.4
Block ApplicationSequenceControl FIX.5.0
721 PosMaintRptID Unique identifier for this position report Y FIX.4.4
2618 PositionID Unique identifier for this position entity. FIX.5.0SP2 (199)
710 PosReqID Unique identifier for the Request for Positions associated with this report This field should not be provided if the report was sent unsolicited. FIX.4.4
724 PosReqType Will be 7=Net Position if the report contains net position information for margin requirements. FIX.4.4
2364 PosReportAction FIX.5.0SP2 (179)
1635 MarginReqmtInqID Unique identifier for the inquiry associated with this report. This field should not be provided if the report was sent unsolicited. FIX.5.0SP2 (102)
263 SubscriptionRequestType Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default FIX.4.4
727 TotalNumPosReports Total number of Position Reports being returned FIX.4.4 Y
911 TotNumReports FIX.5.0SP2 (102)
912 LastRptRequested FIX.5.0SP2 (102)
728 PosReqResult Result of a Request for Position FIX.4.4
325 UnsolicitedIndicator Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request. FIX.4.4
715 ClearingBusinessDate The Clearing Business Date referred to by this maintenance request Y FIX.4.4
2084 PreviousClearingBusinessDate The business date previous to the clearing business date referred to by this maintenance request. FIX.5.0SP2 (162)
716 SettlSessID FIX.4.4
717 SettlSessSubID FIX.4.4
423 PriceType FIX.4.4
120 SettlCurrency FIX.4.4
1011 MessageEventSource Used to identify the event or source which gave rise to a message FIX.4.4
1832 ClearedIndicator FIX.5.0SP2 (140)
1833 ContractRefPosType FIX.5.0SP2 (140)
1834 PositionCapacity FIX.5.0SP2 (140)
2101 TerminatedIndicator FIX.5.0SP2 (162)
2373 IntraFirmTradeIndicator FIX.5.0SP2 (179)
1937 TradeContinuation FIX.5.0SP2 (179)
2374 TradeContinuationText FIX.5.0SP2 (179)
2372 EncodedTradeContinuationTextLen Must be set if EncodedTradeContinuationText (2371) field is specified and must immediately precede it. FIX.5.0SP2 (179)
2371 EncodedTradeContinuationText Encoded (non-ASCII characters) representation of the TradeContinuationText (2374) field in the encoded format specified via the MessageEncoding (347) field. FIX.5.0SP2 (179)
1936 TradeCollateralization FIX.5.0SP2 (179)
BlockRepeating Parties Position Account Y FIX.4.4
1 Account Account may also be specified through via Parties Block using Party Role 27 which signifies Account FIX.4.4
660 AcctIDSource FIX.4.4
581 AccountType Type of account associated with the order (Origin). Account may also be specified through via Parties Block using Party Role 27 which signifies Account FIX.4.4
2375 TaxonomyType FIX.5.0SP2 (179)
Block Instrument FIX.4.4
Block FinancingDetails FIX.5.0SP2 (179)
15 Currency FIX.4.4
64 SettlDate Position Settlement Date FIX.5.0SP2 (162)
730 SettlPrice FIX.4.4
2366 SettlPriceFxRateCalc Expresses whether to multiply or divide SettlPrice (730) to arrive at the amount reported in PosAmt (708). FIX.5.0SP2 (179)
2365 SettlForwardPoints FIX.5.0SP2 (179)
1886 SettlPriceUnitOfMeasure FIX.5.0SP2 (147)
1887 SettlPriceUnitOfMeasureCurrency FIX.5.0SP2 (147)
731 SettlPriceType Values = Final, Theoretical FIX.4.4
734 PriorSettlPrice FIX.4.4
1595 PositionContingentPrice FIX.5.0SP2 (109)
1592 DiscountFactor For a forward position this is an appropriate value to discount the mark to market amount from the contract’s maturity date back to present value. FIX.5.0SP2 (162)
2085 ValuationDate Valuation date of the position(s) in this report FIX.5.0SP2 (162)
2086 ValuationTime Valuation time of the position(s) in this report FIX.5.0SP2 (162)
2087 ValuationBusinessCenter Business center of ValuationDate (2085) and ValuationTime (2086). Single value only. FIX.5.0SP2 (162)
573 MatchStatus Used to indicate if a Position Report is matched or unmatched FIX.4.4
BlockRepeating InstrmtLegGrp Specifies the number of legs that make up the Security FIX.4.4
BlockRepeating RelatedInstrumentGrp FIX.5.0SP2 (103)
ImplicitBlockRepeating CollateralAmountGrp FIX.5.0SP2 (179)
ImplicitBlockRepeating PosUndInstrmtGrp Specifies the number of underlying legs that make up the Security FIX.4.4
60 TransactTime FIX.5.0SP2 (140)
BlockRepeating PositionQty Insert here the set of "Position Qty" fields defined in "Common Components of Application Messages" FIX.4.4
BlockRepeating PositionAmountData Insert here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" FIX.4.4
BlockRepeating RegulatoryTradeIDGrp FIX.5.0SP2 (162)
BlockRepeating PaymentGrp FIX.5.0SP2 (162)
506 RegistStatus RegNonRegInd FIX.4.4
743 DeliveryDate FIX.4.4
1434 ModelType FIX.5.0SP1 (79)
811 PriceDelta FIX.5.0SP1 (79)
BlockRepeating RelatedTradeGrp FIX.5.0SP2 (142)
58 Text FIX.4.4
354 EncodedTextLen Must be set if EncodedText (355) field is specified and must immediately precede it. FIX.4.4
355 EncodedText Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.4
Block StandardTrailer Y FIX.4.4