FIX 5.0 SP2 Tag 1530: RiskLimitType

RiskLimitType is an integer field used in 6 FIX 5.0 SP2 message types, including Party Risk Limits Request (35=CL), Party Risk Limits Report (35=CM) and Party Risk Limits Update Report (35=CR). In FIX 5.0 SP2 it has 18 enumerated values.

Tag number: 1530
Data type: INT
FIX version: FIX 5.0 SP2
Used in: 6 message types

Data type

INT: A whole number without a decimal point. It may be negative.

Valid values in FIX 5.0 SP2

18 enumerated values.

Value	Meaning
0	Credit limit
1	Gross limit
2	Net limit
3	Exposure
4	Long limit
5	Short limit
6	Cash margin
7	Additional margin
8	Total margin
9	Limit consumed
10	Clip size
11	Max notional order size
12	DV01 PV01 limit
13	CS01 limit
14	Volume limit per time period
15	Vol filled pct ord vol tm period
16	Notl filled pct notl tm period
17	Transaction execution limit per time period

FIX 5.0 SP2 message types that use tag 1530

MsgType	Message	Use in the message
CL	Party Risk Limits Request	Optional, in group NoRequestedRiskLimitType (1668)
CM	Party Risk Limits Report	Optional, in group NoRiskLimitTypes (1529)
CR	Party Risk Limits Update Report	Optional, in group NoRiskLimitTypes (1529)
CS	Party Risk Limits Definition Request	Optional, in group NoRiskLimitTypes (1529)
CT	Party Risk Limits Definition Request Ack	Optional, in group NoRiskLimitTypes (1529)
DE	Party Risk Limits Report Ack	Optional, in group NoRiskLimitTypes (1529)

Also in other versions

Tag 1530 is defined only in FIX 5.0 SP2.

Tag 1530 across all FIX versions

Decode a message with this tag

Field and message data comes from the QuickFIX data dictionaries for FIX 4.0 to 5.0 SP2 and FIXT 1.1, used under the QuickFIX Software License. This product includes software developed by quickfixengine.org (http://www.quickfixengine.org/). Enumerated value names are converted to plain text for reading.