FIX MESSAGE 35=CJ
MarginRequirementReport
Definition
The Margin Requirement Report returns information about margin requirement either as on overview across all margin accounts or on a detailed level due to the inquiry making use of the optional Instrument component block. Application sequencing can be used to re-request a range of reports.
Message structure 1339 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).
StandardHeaderComponentRequired
MsgType = CJ
StandardHeader definition & usage →
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ApplicationSequenceControlComponent—
ApplicationSequenceControl definition & usage →
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Unique identifier for this margin requirement report
Unique identifier for the inquiry associated with this report. This field should not be provided if the report was sent unsolicited.
Type of report provided
Total number of reports generated in response to inquiry referenced by MarginReqmtInqID
Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Margin Requirement Inquiry.
PartiesRepeating groupCount tag 453—
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May be used when the business event date differs from when the regulatory report is actually being submitted (typically specified in TrdRegTimestamps component).
TrdRegTimestampsRepeating groupCount tag 768—
TrdRegTimestamps definition & usage →
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Indicates the date for which the margin is to be calculated
Indicates the settlement session for which the margin is to be calculated – End Of Day or Intraday
Used to identify a group of instruments with similar risk profile.
Base currency of the margin requirement
InstrumentComponent—
Instrument definition & usage →
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MarginAmountRepeating groupCount tag 1643Required
Margin requirement amounts
MarginAmount definition & usage →
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Represents the time this message was generated
Must be set if EncodedText field is specified and must immediately precede it.
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailerComponentRequired
StandardTrailer definition & usage →
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