Description

The PartyRiskLimitsReport message is used to communicate party risk limits. The message can either be sent as a response to the PartyRiskLimitsRequest message or can be published unsolicited.

Structure

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

MsgType = CM

Component Block - <ApplicationSequenceControl> N
1667 RiskLimitReportID Y
1666 RiskLimitRequestID N

Conditionally required when responding to PartyRiskLimitsRequest <CL>.

1760 RiskLimitRequestType N

Can be used when responding to a PartyRiskLimitsRequest <CL>.

1511 RequestResult N

Conditionally required when responding to a PartyRiskLimitsRequest <CL>.

325 UnsolicitedIndicator N
1512 TotNoParties N
893 LastFragment N
Component Block - <PartyRiskLimitsGrp> N

Optionally includes utilization (consumption) information.

60 TransactTime N
58 Text N
354 EncodedTextLen N
355 EncodedText N
1328 RejectText N
1664 EncodedRejectTextLen N
1665 EncodedRejectText N
Component Block - <StandardTrailer> Y