FIX Protocol Tag 1530: RiskLimitType

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

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

Tag 1530 in each FIX version

Values and message usage as defined in a specific version.

FIX 5.0 SP2

Data type

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

Valid values

18 enumerated values across all FIX versions.

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

Example

1530=0

Illustrative value. In a message, fields are separated by the SOH character (0x01), often shown as | or ^ in logs.

Decode a message with this tag

Message types that use tag 1530

Party Risk Limits Request 35=CL
Party Risk Limits Report 35=CM
Party Risk Limits Update Report 35=CR
Party Risk Limits Definition Request 35=CS
Party Risk Limits Definition Request Ack 35=CT
Party Risk Limits Report Ack 35=DE

Covers every version from FIX 4.0 to 5.0 SP2, including fields reached through components and repeating groups. The version pages above show whether the tag is required in each message.

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.