/
Positions

Positions

MESSAGE SPECIFICATION

Request for Positions (MsgType = AN): Snapshot

The Request for Positions message is used by the owner of a position to request a Position Report from the holder of the position, usually the central counter party or clearing organization.
Currently used:

  • By the client to request a snapshot of the position.

Tag

FixName

Req

Valid Values

Data Type

Description

 Standard Header

1

Account

Y

 

String

Account mnemonic as agreed between buy and sell sides.

Block Instrument

Y

 

 

Insert here a block defined in Block Instrument
Symbol (55) = * to indicate all instruments

60

TransactTime

Y

 

UTCTimestamp

Timestamp when the business transaction represented by the message occurred.

263

SuscriptionRequestType

Y

0 = Snapshot

Char

Subscription Request Type.

581

AccountType

Y

1 = Account is carried on customer Side of Books

Int

Type of account associated with the order (Origin).

710

PosReqID

Y

 

String

Unique identifier for the Request for Positions as assigned by the submitter.

715

ClearingBusinessDate

Y

 

LocalMktDate

Indicates date referenced in this message in YYYYMMDD format.

724

PosReqType

Y

0 = Positions

Int

Used to specify the type of position request being made.

 Standard Trailer

Position Report (MsgType = AP):

The Position Report message is returned by the holder of a position in response to a Request for Position message.
The purpose of the message is to report all aspects of a position and may be provided on a standing basis to report end of day positions to an owner.

Tag

FixName

Req

Valid Values

Data Type

Description

 Standard Header

1

Account

N

 

String

Account mnemonic as agreed between buy and sell sides.

Block Instrument

Y

 

 

Insert here a single block defined in Block Instrument

263

SuscriptionRequestType

Y

0 = Snapshot

Char

Subscription Request Type.
If the field is absent, the value 0 will be the default.

581

AccountType

 

1 = Account is carried on customer Side of Books
…

Int

Type of account associated with an order.

710

PosReqID

N

 

String

Unique identifier for the Request for Positions associated with this report.
This field should not be provided if the report was sent unsolicited.

715

ClearingBusinessDate

Y

 

LocalMktDate

The business date for which the trade is expected to be cleared.

721

PosMaintRptID

Y

 

String

Unique identifier for this position report.

727

TotalNumPosReports

N

 

Int

Total number of Position Reports being returned.

728

PosReqResult

N

0 = Valid request
2 = No positions found that match criteria

Int

Result of a Request for Position.

730

SettlPrice

N

 

Price

Volume Weighted Average Price (for the instrument)

731

SettlPriceType

N

1 = Final
2 = Theoretical

Int

Type of settlement price.

7300

BuySettlPrice

N

 

Price

?

702

NoPositions

N

 

NumInGroup(Int)

Number of position entries

->

703

PosType

C

ASF = As of Trade Qty

String

Used to identify the type of quantity that is being returned.
Required if NoPositions (702) > 0

->

704

LongQty

N

 

Qty

Long Quantity.

->

705

ShortQty

N

 

Qty

Short Quantity.

753

NoPosAmt

N

 

Int

Number of position amount entries.

->

707

PosAmtType

C

TVAR = Trade Variation Amount
…

String

Type of Position amount.
Required if NoPosAmt (753) > 0

->

708

PosAmt

C

 

Float

Position amount.
Required if NoPosAmt (753) > 0

 Standard Trailer

 

Message sequence diagram

Case → Request position snapshot - with position

Diagram:

image-20260130-171048.png

Example messages:

#Request position 8=FIXT.1.1|9=129|35=AN|34=7|49=Client_A|52=20251119-15:31:46.521|56=ROFX|1=01|55=*|60=20251002-17:42:06.578|263=0|581=1|710=S1|715=20251002|724=0|10=085| #Request Position response 8=FIXT.1.1|9=229|35=AP|34=45|49=ROFX|52=20251119-15:31:46.605|56=Client_A|1=01|55=SOJ.ROS/JUL26|207=ROFX|263=0|581=1|710=S1|715=20251119|721=4002|727=1|728=0|730=305.000|731=1|7300=305.000|702=2|703=ASF|704=5|703=ASF|705=0|753=1|707=TVAR|708=0.0|10=153| #If the client request about a specific instrument, the response has the same structure. 8=FIXT.1.1|9=142|35=AN|34=10|49=Client_A|52=20251119-15:33:00.531|56=ROFX|1=01|55=SOJ.ROS/JUL26|60=20251002-17:42:06.578|263=0|581=1|710=S1|715=20251002|724=0|10=217| 8=FIXT.1.1|9=229|35=AP|34=48|49=ROFX|52=20251119-15:33:00.589|56=Client_A|1=01|55=SOJ.ROS/JUL26|207=ROFX|263=0|581=1|710=S1|715=20251119|721=4003|727=1|728=0|730=305.000|731=1|7300=305.000|702=2|703=ASF|704=5|703=ASF|705=0|753=1|707=TVAR|708=0.0|10=160|

Case → Request all instrument position snapshot - without position

Diagram:

image-20260130-171539.png

 

Example messages:

#Request position 8=FIXT.1.1|9=129|35=AN|34=5|49=Client_A|52=20251119-15:30:50.232|56=ROFX|1=01|55=*|60=20251002-17:42:06.578|263=0|581=1|710=S1|715=20251002|724=0|10=076| #Request Position response 8=FIXT.1.1|9=92|35=AP|34=41|49=ROFX|52=20251119-15:30:50.375|56=Client_A|710=S1|715=20251119|721=4001|728=2|10=114|

Case → Request instrument position snapshot - without position

Diagram:

image-20260130-171711.png

Example messages:

#Request position 8=FIXT.1.1|9=142|35=AN|34=11|49=Client_A|52=20251119-15:33:14.624|56=ROFX|1=01|55=SOJ.ROS/MAY26|60=20251002-17:42:06.578|263=0|581=1|710=S1|715=20251002|724=0|10=222| #Request Position response 8=FIXT.1.1|9=204|35=AP|34=49|49=ROFX|52=20251119-15:33:14.680|56=Client_A|1=01|55=SOJ.ROS/MAY26|207=ROFX|263=0|581=1|710=S1|715=20251119|721=4004|727=1|728=0|731=1|702=2|703=ASF|704=0|703=ASF|705=0|753=1|707=TVAR|708=0.0|10=003|

Case → Request instrument position subscription - whit response

Diagram:

image-20260130-171836.png

Example messages:

#Request position - subscription 8=FIXT.1.1|9=137|35=AN|34=71|49=Client_A|52=20251119-16:02:42.311|56=ROFX|55=SOJ.ROS/JUL26|60=20251002-17:42:06.578|263=1|581=1|710=S1|715=20251002|724=0|10=020| #Request position response 8=FIXT.1.1|9=196|35=AP|34=110|49=ROFX|52=20251119-16:02:42.357|56=Client_A|55=SOJ.ROS/JUL26|207=ROFX|263=1|710=S1|715=2025-Nov-19 13:02:42|721=S11763568162357|727=1|728=0|730=304.714286|702=1|703=ASF|704=7.000000|10=129| #Position actualization 8=FIXT.1.1|9=197|35=AP|34=113|49=ROFX|52=20251119-16:04:03.753|56=Client_A|55=SOJ.ROS/JUL26|207=ROFX|263=1|710=S1|715=2025-Nov-19 13:04:03|721=S11763568243752|727=1|728=0|730=304.500000|702=1|703=ASF|704=10.000000|10=149|

Case → Request instrument position subscription - without position

Diagram:

image-20260130-172311.png

Example messages:

#Request position - subscription 8=FIXT.1.1|9=137|35=AN|34=69|49=Client_A|52=20251119-16:01:46.130|56=ROFX|55=SOJ.ROS/MAY26|60=20251002-17:42:06.578|263=1|581=1|710=S1|715=20251002|724=0|10=025| #Request position response 8=FIXT.1.1|9=160|35=AP|34=108|49=ROFX|52=20251119-16:01:46.185|56=Client_A|55=SOJ.ROS/MAY26|207=ROFX|263=1|710=S1|715=2025-Nov-19 13:01:46|721=S11763568106185|727=1|728=0|730=0|10=148|

Case → Request instrument position subscription with an account

Example messages:

#Request position - subscription 8=FIXT.1.1|9=151|35=AN|34=179|49=Client_A|52=20251120-17:09:00.702|56=ROFX|1=01|55=Instrument 01|60=20251120-14:42:06.578|263=1|581=1|710=ID_request|715=20251120|724=0|10=177| #Request position response 8=FIXT.1.1|9=285|35=AP|34=221|49=ROFX|52=20251120-17:09:00.799|56=Client_A|1=01|55=Instrument 01|207=ROFX|263=1|581=1|710=ID_request|715=2025-Nov-20 14:09:00|721=ID_request1763658540798|727=1|728=0|730=55.000000|7300=55.000000|7301=50.000000|702=1|703=ASF|704=5.000000|753=1|707=TVAR|708=-10000.000000|10=020|