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FIX MESSAGE 35=CH

MarginRequirementInquiry

MsgType (35) = CHMarginRequirementManagementAdded FIX.5.0SP2

Definition

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.

Message structure 1308 distinct fields

Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.

Nested fields load when needed. Open the full static layout (also works without JavaScript).

  1. StandardHeaderComponentRequired

    MsgType = CH

    Open this block to load its fields in message context, or follow the definition link.

  2. 1635 MarginReqmtInqIDStringRequired

    Unique identifier for this message

  3. MarginReqmtInqQualGrpRepeating groupCount tag 1636Required

    Type of margin requirement inquiry

    Open this block to load its fields in message context, or follow the definition link.

  4. Used to subscribe / unsubscribe for margin requirement reports. If the field is absent, the default will be snapshot request only - no subscription.

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

  6. URI destination name. Used if ResponseTransportType is out-of-band.

  7. PartiesRepeating groupCount tag 453

    Open this block to load its fields in message context, or follow the definition link.

  8. Indicates the date for which the margin is to be calculated

  9. Indicates the settlement session for which the margin is to be calculated – End Of Day or Intraday

  10. Used to identify a group of instruments with similar risk profile.

  11. InstrumentComponent

    Open this block to load its fields in message context, or follow the definition link.

  12. 60 TransactTimeUTCTimestamp

    Represents the time the inquiry was submitted

  13. 58 TextString
  14. Must be set if EncodedText field is specified and must immediately precede it.

  15. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

  16. StandardTrailerComponentRequired

    Open this block to load its fields in message context, or follow the definition link.