@sotatech/node-fixjs/types/fieldtypes/RiskLimitType.d.ts

FIX Protocol Parser for Node.js

/**
 * Used to specify the type of risk limit amount or position limit quantity or margin requirement amounts.
 * tag: 1530
 * @readonly
 * @enum {number} (int)
 */
export declare enum RiskLimitType {
    CreditLimit = 0,
    /** Gross limit */
    GrossLimit = 1,
    /** Net limit */
    NetLimit = 2,
    /** Exposure */
    Exposure = 3,
    /** Long limit */
    LongLimit = 4,
    /** Short limit */
    ShortLimit = 5,
    /** Cash margin */
    CashMargin = 6,
    /** Additional margin */
    AdditionalMargin = 7,
    /** Total margin */
    TotalMargin = 8,
    LimitConsumed = 9,
    ClipSize = 10,
    /** Maximum notional order size */
    MaxNotionalOrderSize = 11,
    DV01PV01Limit = 12,
    CS01Limit = 13,
    VolumeLimitPerTimePeriod = 14,
    VolFilledPctOrdVolTmPeriod = 15,
    NotlFilledPctNotlTmPeriod = 16,
    TransactionExecutionLimitPerTimePeriod = 17
}