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) |