[This message was posted by John Cameron of Cameron Edge <[email protected]> to the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You can reply to it on-line at http://fixprotocol.org/discuss/read/2933838b - PLEASE DO NOT REPLY BY MAIL.]
Hi Gert The ASIC Position Report spec (including sample messages) can be found at http://www.asic.gov.au/asic/pdflib.nsf/LookupByFileName/ShortSellingReporting-RulesOfEngagement.pdf/$file/ShortSellingReporting-RulesOfEngagement.pdf You may also be interested in an off the shelf ASIC reporting solution provided by my company, Cameron Edge - see http://www.cameronedge.com/services.html I am about to post a press release on the Product Discussion forum - or please feel free to contact me directly. Regards John > Was wondering if anyone has used QuickFix44.PositionReport (in .NET) to > work and which fields should be set in order to successfully submit > reports to, for example, ASIC (when this regulation comes into > enforcement later). > > When creating the following report, I get a 'Required tag missing' error > (back as response from the acceptor, not as an exception). > > ------------- > > QuickFix44.PositionReport posReport = new QuickFix44.PositionReport( new > PosMaintRptID("test_pos_id"), new PosReqResult(5), //no. of position > reports new ClearingBusinessDate("20100122"), new Account("susq"), new > AccountType(AccountType.ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED), > new SettlPrice(55.0), new SettlPriceType(SettlPriceType.THEORETICAL), > new PriorSettlPrice(55.0) ); > > > try { Session.sendToTarget(posReport, _sessionID); > > } catch (Exception ex) { Console.WriteLine("Error sending > order:" + ex.Message); } > > ------------- > Acceptor FIX msg: (8=FIX.4.4☺9=118☺35=3☺34=2☺49=ASICAcceptor☺52=20100127- > 01:25:30.753☺56=ASICInitiator☺45=2☺58=Required tag > missing☺371=702☺372=AP☺373=1☺10=073☺) > > with 371=702 I looked up 702 and it says (in fix-44 Vol 6 with > errata.pdf) that 702 refers to NoPositions so I'm guessing this is the > problem. I'm not quite sure where to set the number of positions ( > > However I haven't managed to find any documentation on a sample > PosReport message to be sent to ASIC. If anyone has advice or such a > sample would be greatly appreciated! > > Many thanks, Gert SIG [You can unsubscribe from this discussion group by sending a message to mailto:[email protected]] -- You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/fix-protocol?hl=en.
