| ID | Datatype |
|---|---|
| 1869 | int |
| ID | Name | Value | Description | Supported | Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|---|---|---|---|---|
| 1869001 | PriceCheck | 1 | SYNOPSIS:
Price check
ELABORATION: In the context of ESMA RTS 6 Article 15(1)(a) investment firms are required to perform pre-trade controls using "price collars, which automatically block or cancel orders that do not meet set price parameters, differentiating between different financial instruments, both on an order-by-order basis and over a specified period of time". | ✓ | FIX.5.0SP2 | 144 | FIX.5.0SP2 | 229 | ||
| 1869002 | NotionalValueCheck | 2 | SYNOPSIS:
Notional value check
ELABORATION: In the context of ESMA RTS 6 Article 15(1)(b) investment firms are required to perform pre-trade controls using "maximum order values, which prevent orders with an uncommonly large order value from entering the order book". | ✓ | FIX.5.0SP2 | 144 | FIX.5.0SP2 | 229 | ||
| 1869003 | QuantityCheck | 3 | SYNOPSIS:
Quantity check
ELABORATION: In the context of ESMA RTS 6 Article 15(1)(c) investment firms are required to perform pre-trade controls using "maximum order volumes, which prevent orders with an uncommonly large order quantity from entering the order book". | ✓ | FIX.5.0SP2 | 229 |