fixparser
Version:
FIX.Latest / 5.0 SP2 Parser
38 lines (37 loc) • 1.09 kB
TypeScript
/**
* Used to specify the type of risk limit amount or position limit quantity or margin requirement amounts.
* - Tag: 1530
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const RiskLimitType: Readonly<{
readonly CreditLimit: 0;
/** Gross limit */
readonly GrossLimit: 1;
/** Net limit */
readonly NetLimit: 2;
/** Exposure */
readonly Exposure: 3;
/** Long limit */
readonly LongLimit: 4;
/** Short limit */
readonly ShortLimit: 5;
/** Cash margin */
readonly CashMargin: 6;
/** Additional margin */
readonly AdditionalMargin: 7;
/** Total margin */
readonly TotalMargin: 8;
readonly LimitConsumed: 9;
readonly ClipSize: 10;
/** Maximum notional order size */
readonly MaxNotionalOrderSize: 11;
readonly DV01PV01Limit: 12;
readonly CS01Limit: 13;
readonly VolumeLimitPerTimePeriod: 14;
readonly VolFilledPctOrdVolTmPeriod: 15;
readonly NotlFilledPctNotlTmPeriod: 16;
readonly TransactionExecutionLimitPerTimePeriod: 17;
}>;