FIX Version FIX.5.0SP2 Extension Pack EP172

Approval Date 2013-08-12T11:27:00

Description Post-Trade Credit Limit Check Extensions




Field Changes




New Fields

TagNameTypeAssociatedDataTagAbbrNameBaseCategoryBaseCategoryAbbrNameNotReqXMLEnumDatatypeUnionDataTypeDescriptionElaboration
2343RiskLimitCheckStatusintRiskLmtChkStat0Indicates the status of the risk limit check performed on a trade.
2344SideRiskLimitCheckStatusintRiskLmtChkStat02343Indicates the status of the risk limit check performed on the side of a trade.



Enumerations

Enumerations Added

TagValueSymbolicNameGroupSortDescriptionElaboration
23430Accepted0AcceptedFor use when none of the more specific status enumerations apply.
23431Rejected1RejectedFor use when none of the more specific status enumerations apply.
23432ClaimRequired2Claim requiredIndicates that the clearing firm is required to accept or decline the trade.
23433PreDefinedLimitCheckSucceeded3Pre-defined limit check succeededIndicates a check enforced automatically by the clearing house.
23434PreDefinedLimitCheckFailed4Pre-defined limit check failedIndicates a check enforced automatically by the clearing house.
23435PreDefinedAutoAcceptRuleInvoked5Pre-defined auto-accept rule invokedIndicates that the clearing firm is required to accept or decline the trade because no limit or rule applies.
23436PreDefinedAutoRejectRuleInvoked6Pre-defined auto-reject rule invokedIndicates a check enforced automatically by the clearing house. Note that clearing house rules of engagement may still require a clearing firm accept or reject the trade.
23437AcceptedByClearingFirm7Accepted by clearing firmIndicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for accepting the trade.
23438RejectedByClearingFirm8Rejected by clearing firmIndicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for rejecting the trade.
23439Pending9PendingIndicates that one or more side level risk checks are in progress.

Message/Component Content

Messages/Components  Content Added

ComponentIDTagTextIndentPositionReqdDescription
6423430160.50
7723430540
206123441750
209423441730