Type: int

The type of value in MatchExceptionToleranceValue <2778>. Omitted if no tolerance is allowed or not applicable.

For example, if the tolerance for accrued interest is 0.01% of total accrued interest then MatchExceptionElementType <2774>=1 (Accrued interest), MatchExceptionToleranceValueType <2779>=2 (Percentage) and MatchExceptionToleranceValue <2778>=0.0001. If tolerance for the exchange rate of an FX trade is "0.001" then MatchExceptionElementType <2774>=2 (Deal pPrice), MatchExceptionToleranceValueType <2779>=1 (Fixed amount) and MatchExceptionToleranceValue <2778>=0.001.

Valid values:

  • 1 = Fixed amount

    Default if not specified

  • 2 = Percentage

Used In