FIX Message MarginCalcRequest

 GF API Documentation

MsgType: UR

Request to calculate the worst case margin requirements of hypothetical portfolio
Fields

Name

Type

Number

Required

Valid values

Description

MarginCalcReqID

STRING

12064

Yes

 Unique identifier of request. Not used by OEC and will be sent back in MarginCalcReport(UM)

Account

STRING

1

Yes

 Orders submitted via the FIX interface must be placed to a valid OEC account

NoPositions

GROUP

702

Yes

 List of positions

->Instrument

COMPONENT

Yes

 Only minimum set of fields required to identify contract: Symbol(55), CFICode(461), MaturityMonthYear(200), StrikePrice(202)

->MarginCalcPositionQty

COMPONENT

Yes

 Min/max range of net hypothetical position
Remarks
Account(1) is used to determine individual margin parameters that assigned by OEC TradeDesk.
Examples
Request:
8=FIX.4.4|9=230|35=UR|34=276|49=username|52=20140317-01:21:09|56=OEC_TEST|1=YRACCNT|702=3|55=ES|461=FXXXXS|200=201403|110=4|12066=5|55=ES|461=FXXXXS|200=201403|110=-5|12066=-4|55=OES|461=OCXFXS|200=201403|202=1600|110=1|12066=1|12064=635306160692759025|10=020|
Response:
8=FIX.4.4|9=155|35=UM|34=276|49=OEC_TEST|52=20140317-01:21:08.119|56=username|1=YRACCNT|12064=635306160692759025|12065=0|12067=9522.70|12068=8657.00|12069=12015.00|12070=5265.20|10=073|
See Also

Other Resources

MarginCalcReport(UM)