Risk Theshold Warnings Message Fields
Risk Threshold Warning messages may optionally be sent to notify the FIX Drop user when an MPID with MPID-level risk controls reaches 50%, 70%, 90%, or 100% of the defined limit. These messages will only be sent when the Send Risk Threshold Warnings port attribute is enabled. A FIX Drop port must be configured with a MPID or MPID owner profile in order to receive these messages. Contact the Cboe Trade Desk to ensure your FIX Drop is appropriately configured to receive Risk Threshold Warnings.
| Tag | Field Name | Description |
|---|---|---|
| 35 | MsgType | RT=Risk Threshold Warning |
| 115 | OnBehalfofCompID | Internal Cboe Firm ID of the MPID owner. |
| 439 | ClearingFirm | MPID |
| 7699 | RiskGroupID | RiskGroupID, zero if not present |
| 25013 | RiskRuleType | Type of Risk Rule reached (AbsoluteNetNotional or AbsoluteGrossNotional) |
| 25014 | RiskWarnPct | The percentage level of the risk rule that has been reached. |
| 25015 | RiskCurrentValue | Current notional value for the risk rule. |
| 25016 | RiskMaxValue | Configured max value for the risk rule. |