[This message was posted by Gert Van Tonder of SIG <[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/dcc31c06 - PLEASE DO NOT REPLY BY MAIL.]
Hey John, Thanks for the message, I have that document from ASIC. A code example woulda been nice, this is their sample (in Appendix C): Short position for 10000 XYZ shares sent via an Information Vendor, using a submitting entity with ABN of 01234567892 for a short seller with an ABN of 01234567891 (contact details not supplied) 8=FIXT.1.1|9=234|35=AP|49=INFVENDOR|56=ASIC|721=client12320100301001|34=123|52=20100403-09:30:00.000|727=1|715=20100403|453=2|448=01234567892|447=9| 452=29|448=1234567892|447=9|452=1|55=XYZ|22=4|207=XASX|702=1|703=FIN|705=10000|10=103| What would be great is to see how to create this message in C#/C++ code, as I am still pretty new to FIX reverse-engineering stuff is tricky at this stage :-) many thanks, Gert > Hi Gert > > The ASIC Position Report spec (including sample messages) can be found > at/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_TRADE- > > R_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.
