REcon and positions

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Imported from previous forum

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Hi,

how does everyone report end of days positions and any other pre-day or post day data / reports

As far as I know counterparties are supposed to maintain positions using intraday data, but what happens if there is a requirements for reconciliations, client lists, user lists etc…

I am thinking of using the email messages with xml in the text - is this acceptable/normal? fellow developers suggest using web services etc, but I would like to keep everything going through one interface (FIX)

Any suggestions?

Thanks in advance
Byron

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[ original email was from Matt Simpson - msimpson@cme.com ]
Byron -

I would encourage you to look at the Position Report (35=AP) for this purpose. It is specially designed to report pre-day, intra-day or end-of-day positions. It supports long/short quantities and the corresponding net amounts. The message is used widely in the listed derivatives area for reporting post-trade futures and equity options. I’d like to see if someone could put it to use for equities as well.

Matt Simpson

Hi,

how does everyone report end of days positions and any other pre-day or
post day data / reports

As far as I know counterparties are supposed to maintain positions using
intraday data, but what happens if there is a requirements for
reconciliations, client lists, user lists etc…

I am thinking of using the email messages with xml in the text - is this
acceptable/normal? fellow developers suggest using web services etc, but
I would like to keep everything going through one interface (FIX)

Any suggestions?

Thanks in advance Byron