Field RiskLimitType (1530) - FIX Protocol FIX.5.0SP2 EP240
Type: int
Used to specify the type of risk limit amount or position limit quantity or margin requirement amounts.
Added in protocol FIX.5.0SP2 (105)
Valid values
| Value | Description | Added |
|---|---|---|
| 0 | Credit limit | FIX.5.0SP2 (171) |
| 1 | Gross limit | FIX.5.0SP2 (105) |
| 10 | Clip size/notional limit per time period | FIX.5.0SP2 (171) |
| 11 | Maximum notional order size | FIX.5.0SP2 (171) |
| 12 | DV01/PV01 limit | FIX.5.0SP2 (171) |
| 13 | CS01 limit | FIX.5.0SP2 (171) |
| 14 | Volume limit per time period | FIX.5.0SP2 (214) |
| 15 | Volume filled as percent of ordered volume per time period | FIX.5.0SP2 (214) |
| 16 | Notional filled as percent of notional per time period | FIX.5.0SP2 (214) |
| 17 | Transaction/execution limit per time period | FIX.5.0SP2 (214) |
| 2 | Net limit | FIX.5.0SP2 (105) |
| 3 | Exposure | FIX.5.0SP2 (105) |
| 4 | Long limit | FIX.5.0SP2 (105) |
| 5 | Short limit | FIX.5.0SP2 (105) |
| 6 | Cash margin | FIX.5.0SP2 (128) |
| 7 | Additional margin | FIX.5.0SP2 (128) |
| 8 | Total margin | FIX.5.0SP2 (128) |
| 9 | Limit consumed | FIX.5.0SP2 (171) |