FIX Version FIX.5.0SP2 Extension Pack EP214

Approval Date 2016-05-03T17:00:00

Description Party Risk Limits Extensions




Field Changes




New Fields

TagNameTypeAssociatedDataTagAbbrNameBaseCategoryBaseCategoryAbbrNameNotReqXMLEnumDatatypeUnionDataTypeDescriptionElaboration
2355PartyRiskLimitStatusintPtyRiskLmtStat0The status of risk limits for a party.



Enumerations

Updated Enumerations

TagValueSymbolicNameGroupSortDescriptionElaborationDeprecated
153010Clip size/notional limit per time periodThe 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).

Enumerations Added

TagValueSymbolicNameGroupSortDescriptionElaboration
23550Disabled0DisabledRisk limits for party is disabled.
23551Enabled1EnabledRisk limits for party is enabled.
153014VolumeLimitPerTimePeriod14Volume limit per time periodThe 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).
153015VolFilledPctOrdVolTmPeriod15Volume filled as percent of ordered volume per time periodThe 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).
153016NotlFilledPctNotlTmPeriod16Notional filled as percent of notional per time periodThe 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).
153017TransactionExecutionLimitPerTimePeriod17Transaction/execution limit per time periodThe 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).

Message/Component Content

Messages/Components  Content Added

ComponentIDTagTextIndentPositionReqdDescription
12432505.40
21842355160
21932355170
219423551110