Code Set MatchExceptionToleranceValueTypeCodeSet Scenario base

SYNOPSIS: The type of value in MatchExceptionToleranceValue(2778). Omitted if no tolerance is allowed or not applicable.
ELABORATION: For example, if the tolerance for accrued interest is 0.01% of total accrued interest then MatchExceptionElementType(2774)=1 (Accrued interest), MatchExceptionToleranceValueType(2779)=2 (Percentage) and MatchExcecptionToleranceValue(2778)=0.0001. If tolerance for the exchange rate of an FX trade is "0.001" then MatchExceptionElementType(2774)=2 (Deal pPrice), MatchExceptionToleranceValueType(2779)=1 (Fixed amount) and MatchExcecptionToleranceValue(2778)=0.001.

ID Datatype
2779int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
2779001FixedAmount1SYNOPSIS: Fixed amount
ELABORATION: Default if not specified
✓FIX.5.0SP2246
2779002Percentage2SYNOPSIS: Percentage
✓FIX.5.0SP2246