Code Set
ValueCheckTypeCodeSet
| ID | 1869 |
| Type | int |
| Pedigree | Added EP144 |
Type of value to be checked.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| PriceCheck | 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 |
| NotionalValueCheck | 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 |
| QuantityCheck | 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 |
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