Description

Type: int

Indicates the status of the risk limit check performed on the side of a trade.

Valid values:

  • 0 = Accepted

    For use when none of the more specific status enumerations apply.

  • 1 = Rejected

    For use when none of the more specific status enumerations apply.

  • 2 = Claim required

    Indicates that the clearing firm is required to accept or decline the trade.

  • 3 = Pre-defined limit check succeeded

    Indicates a check enforced automatically by the clearing house.

  • 4 = Pre-defined limit check failed

    Indicates a check enforced automatically by the clearing house.

  • 5 = Pre-defined auto-accept rule invoked

    Indicates that the clearing firm is required to accept or decline the trade because no limit or rule applies.

  • 6 = Pre-defined auto-reject rule invoked

    Indicates a check enforced automatically by the clearing house. Note that clearing house rules of engagement may still require a clearing firm accept or reject the trade.

  • 7 = Accepted by clearing firm

    Indicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for accepting the trade.

  • 8 = Rejected by clearing firm

    Indicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for rejecting the trade.

  • 9 = Pending

    Indicates that one or more side level risk checks are in progress.

  • 10 = Accepted by credit hub

    Indicates that a credit hub accepted the trade. An identifier assigned by the credit hub may appear in the appropriate RefRiskLimitCheckID <2334> field.

  • 11 = Rejected by credit hub

    Indicates that a credit hub rejected the trade.

  • 12 = Pending credit hub check

    Indicates that a check is pending at a credit hub.

  • 13 = Accepted by execution venue

    Indicates acceptance by an execution venue, such as a SEF.

  • 14 = Rejected by execution venue

    Indicates that the trade was rejected by an execution venue, such as a SEF.

Used In