Message MarginRequirementInquiry (CH)

The purpose of this message is to initiate a margin requirement inquiry for a margin account. The inquiry may be submitted at the detail level or the summary level. It can also be used to inquire margin excess/deficit or net position information. Margin excess/deficit will provide information about the surplus or shortfall compared to the previous trading day or a more recent margin calculation. An inquiry for net position information will trigger one or more PositionReport messages instead of one or more MarginRequirementReport messages. If the inquiry is made at the detail level, an Instrument block must be provided with the desired level of detail. If the inquiry is made at the summary level, the Instrument block is not provided, implying a summary request is being made. For example, if the inquiring firm specifies the Security Type of “FUT” in the Instrument block, then a detail report will be generated containing the margin requirements for all futures positions for the inquiring account. Similarly, if the inquiry is made at the summary level, the report will contain the total margin requirement aggregated to the margin account level.

Added in protocol FIX.5.0SP2 (102)

Field or Component Name Description Is Required Added Is Deprecated
Block StandardHeader MsgType = CH Y FIX.5.0SP2 (102)
1635 MarginReqmtInqID Unique identifier for this message Y FIX.5.0SP2 (102)
BlockRepeating MarginReqmtInqQualGrp Type of margin requirement inquiry Y FIX.5.0SP2 (102)
263 SubscriptionRequestType Used to subscribe / unsubscribe for margin requirement reports. If the field is absent, the default will be snapshot request only - no subscription. FIX.5.0SP2 (102)
725 ResponseTransportType Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. FIX.5.0SP2 (102)
726 ResponseDestination URI destination name. Used if ResponseTransportType is out-of-band. FIX.5.0SP2 (102)
BlockRepeating Parties FIX.5.0SP2 (102)
715 ClearingBusinessDate Indicates the date for which the margin is to be calculated FIX.5.0SP2 (102)
716 SettlSessID Indicates the settlement session for which the margin is to be calculated – End Of Day or Intraday FIX.5.0SP2 (102)
717 SettlSessSubID FIX.5.0SP2 (102)
1639 MarginClass Used to identify a group of instruments with similar risk profile. FIX.5.0SP2 (102)
Block Instrument FIX.5.0SP2 (102)
60 TransactTime Represents the time the inquiry was submitted FIX.5.0SP2 (102)
58 Text FIX.5.0SP2 (102)
354 EncodedTextLen Must be set if EncodedText (355) field is specified and must immediately precede it. FIX.5.0SP2 (102)
355 EncodedText Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. FIX.5.0SP2 (102)
Block StandardTrailer Y FIX.5.0SP2 (102)