| ID | Datatype |
|---|---|
| 1530 | int |
| ID | Name | Value | Description | Supported | Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|---|---|---|---|---|
| 1530001 | CreditLimit | 0 | SYNOPSIS:
Credit limit
ELABORATION: The credit limit provided by one party to another for trading. | ✓ | FIX.5.0SP2 | 171 | ||||
| 1530002 | GrossLimit | 1 | SYNOPSIS:
Gross limit
| ✓ | FIX.5.0SP2 | 105 | FIX.5.0SP2 | 128 | ||
| 1530003 | NetLimit | 2 | SYNOPSIS:
Net limit
| ✓ | FIX.5.0SP2 | 105 | FIX.5.0SP2 | 128 | ||
| 1530004 | Exposure | 3 | SYNOPSIS:
Exposure
| ✓ | FIX.5.0SP2 | 105 | ||||
| 1530005 | LongLimit | 4 | SYNOPSIS:
Long limit
| ✓ | FIX.5.0SP2 | 105 | FIX.5.0SP2 | 128 | ||
| 1530006 | ShortLimit | 5 | SYNOPSIS:
Short limit
| ✓ | FIX.5.0SP2 | 105 | FIX.5.0SP2 | 128 | ||
| 1530007 | CashMargin | 6 | SYNOPSIS:
Cash margin
| ✓ | FIX.5.0SP2 | 128 | ||||
| 1530008 | AdditionalMargin | 7 | SYNOPSIS:
Additional margin
| ✓ | FIX.5.0SP2 | 128 | ||||
| 1530009 | TotalMargin | 8 | SYNOPSIS:
Total margin
| ✓ | FIX.5.0SP2 | 128 | ||||
| 1530010 | LimitConsumed | 9 | SYNOPSIS:
Limit consumed
ELABORATION: The limit used in the recent transaction. | ✓ | FIX.5.0SP2 | 171 | ||||
| 1530011 | ClipSize | 10 | SYNOPSIS:
Clip size/notional limit per time period
ELABORATION: The total notional amount limit allowed to be executed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). | ✓ | FIX.5.0SP2 | 171 | FIX.5.0SP2 | 214 | ||
| 1530012 | MaxNotionalOrderSize | 11 | SYNOPSIS:
Maximum notional order size
| ✓ | FIX.5.0SP2 | 171 | ||||
| 1530013 | DV01PV01Limit | 12 | SYNOPSIS:
DV01/PV01 limit
ELABORATION: The maximum dollar value change resulting from a move of 1 basis point in the yield curve. This limits the interest rate risk exposure. Also known as "basis point value" or BPV. | ✓ | FIX.5.0SP2 | 171 | ||||
| 1530014 | CS01Limit | 13 | SYNOPSIS:
CS01 limit
ELABORATION: Credit spread sensitivity. Represents the change in market value of a CDS for a one basis point change in the credit spread. This limits the credit risk exposure of a CDS. Also known as "risky-DV01". | ✓ | FIX.5.0SP2 | 171 | ||||
| 1530015 | VolumeLimitPerTimePeriod | 14 | SYNOPSIS:
Volume limit per time period
ELABORATION: The total number of shares, bonds or contracts allowed to be executed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). | ✓ | FIX.5.0SP2 | 214 | ||||
| 1530016 | VolFilledPctOrdVolTmPeriod | 15 | SYNOPSIS:
Volume filled as percent of ordered volume per time period
ELABORATION: The total number of shares, bonds or contracts executed as a percentage of the total ordered shares, contracts or notional amount for a specified security, instrument, symbol, or underlying, over a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). | ✓ | FIX.5.0SP2 | 214 | ||||
| 1530017 | NotlFilledPctNotlTmPeriod | 16 | SYNOPSIS:
Notional filled as percent of notional per time period
ELABORATION: The total notional amount executed as a percentage of the total ordered shares, contracts or notional amount for a specified security, instrument, symbol, or underlying, over a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). | ✓ | FIX.5.0SP2 | 214 | ||||
| 1530018 | TransactionExecutionLimitPerTimePeriod | 17 | SYNOPSIS:
Transaction/execution limit per time period
ELABORATION: The total number of transactions or execution fills allowed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). | ✓ | FIX.5.0SP2 | 214 |