TagField NameAbbr nameData TypeUnion DatatypeDescriptionPedigree
1869ValueCheckTypeTypint

Type of value to be checked.


ValueCheckTypeCodeSet
1=

Price check

In the context of ESMA RTS 6 Article 15(1)(a) investment firms are required to perform pre-trade controls using price collars, which automatically block or cancel orders that do not meet set price parameters, differentiating between different financial instruments, both on an order-by-order basis and over a specified period of time.

Added EP144 Updated EP229 [PriceCheck]
2=

Notional value check

In the context of ESMA RTS 6 Article 15(1)(b) investment firms are required to perform pre-trade controls using maximum order values, which prevent orders with an uncommonly large order value from entering the order book.

Added EP144 Updated EP229 [NotionalValueCheck]
3=

Quantity check

In the context of ESMA RTS 6 Article 15(1)(c) investment firms are required to perform pre-trade controls using maximum order volumes, which prevent orders with an uncommonly large order quantity from entering the order book.

Added EP229 [QuantityCheck]
Added EP144

Used in components:
[ValueChecksGrp]