Code Set RiskLimitActionCodeSet Scenario base

SYNOPSIS: Identifies the action to take or risk model to assume should risk limit be exceeded or breached for the specified party.

ID Datatype
1767int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
1767001QueueInbound0SYNOPSIS: Queue inbound
FIX.5.0SP2171
1767002QueueOutbound1SYNOPSIS: Queue outbound
FIX.5.0SP2171
1767003Reject2SYNOPSIS: Reject
FIX.5.0SP2171
1767004Disconnect3SYNOPSIS: Disconnect
FIX.5.0SP2171
1767005Warning4SYNOPSIS: Warning
FIX.5.0SP2171
1767006PingCreditCheckWithRevalidation5SYNOPSIS: Ping credit check model with revalidation
ELABORATION: Each subsequent order, quote request or quote submission by the Credit User must obtain pre-approval. Any open orders, quote requests or quotes are to be cancelled.
FIX.5.0SP2171
1767007PingCreditCheckNoRevalidation6SYNOPSIS: Ping credit check model without revalidation
ELABORATION: Each subsequent order, quote request or quote submission by the Credit User must obtain pre-approval. Any open orders, quote requests or quotes will remain active.
FIX.5.0SP2171
1767008PushCreditCheckWithRevalidation7SYNOPSIS: Push credit check model with revalidation
ELABORATION: Each subsequent order, quote request or quote subnmission by the Credit User must be checked against the limit amounts pushed to the trading platform. Any open orders, quote requests or quotes are to be cancelled.
FIX.5.0SP2171
1767009PushCreditCheckNoRevalidation8SYNOPSIS: Push credit check model without revalidation
ELABORATION: Each subsequent order, quote request or quote subnmission by the Credit User must be checked against the limit amounts pushed to the trading platform. Any open orders, quote requests or quotes will remain active.
FIX.5.0SP2171
1767010Suspend9SYNOPSIS: Suspend
ELABORATION: Suspend the Credit User from trading once limit(s) is breached. This is considered a "soft" stop.
FIX.5.0SP2171
1767011HaltTrading10SYNOPSIS: Halt trading
ELABORATION: Halt or stop the Credit User from trading once limit(s) is breached. This is considered a "hard" stop and may require more involved actions to reinstate the Credit User's ability to trade.
FIX.5.0SP2171