FIX.Latest_EP292 Component

TradingSessionRulesGrp

<TrdgSesRulesGrp>

Pedigree Added EP-1

Expand Components | Collapse Components

Repeating Group 1309

NoTradingSessionRules

Allows trading rules to be expressed by trading session

Added EP-1

	336	TradingSessionID	SesID		Identifier for the trading session Must be provided if NoTradingSessions > 0 Set to [N/A] if values are not specific to trading session	Added EP-1
	625	TradingSessionSubID	SesSub		Identifier for the trading session Set to [N/A] if values are not specific to trading session sub id	Added EP-1

Component(-)

TradingSessionRules

TrdgSesRules

Contains trading rules specified at the trading session level

Added EP-1

Component(-)

OrdTypeRules

OrdTypRules

Specifies the order types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session.

Added EP-1

Repeating Group 1237

NoOrdTypeRules

Number of order types

Added EP-1

40

OrdType

OrdTyp

Indicates order types that are valid for the specified market segment.

Added EP-1

end Repeating Group

end Component

Component(-)

TimeInForceRules

TmInForceRules

Specifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session.

Added EP-1 Updated EP223

Repeating Group 1239

NoTimeInForceRules

Number of time in force techniques

Added EP-1

59

TimeInForce

TmInForce

Indicates time in force techniques that are valid for the specified market segment

Added EP-1

end Repeating Group

end Component

Component(-)

ExecInstRules

ExecInstRules

Specifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session.

Added EP-1 Updated EP223

Repeating Group 1232

NoExecInstRules

Number of execution instructions

Added EP-1

1308

ExecInstValue

ExecInstValu

Indicates execution instructions that are valid for the specified market segment

Added EP-1

end Repeating Group

end Component

Component(-)

AuctionTypeRuleGrp

AuctTypRule

Specifies the auction order types that are valid for trading on the identified. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session.

Added EP223

Repeating Group 2548

NoAuctionTypeRules

Added EP195

	1803	AuctionType	AuctTyp		Required if NoAuctionTypeRules(2548) > 0. AuctionType(1803) = 0 (None) can be used to invalidate all auction types on the instrument level that are defined on a market segment level.	Added EP195 Updated EP223
	2549	AuctionTypeProductComplex	AuctTypProdCmplx		Can be used to limit auction order type to specific product suite. Use multiple entries with the same AuctionType(1803) if multiple but not all product suites are supported.	Added EP195

end Repeating Group

end Component

Component(-)

MatchRules

MtchRules

Specifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session.

Added EP-1 Updated EP223

Repeating Group 1235

NoMatchRules

Added EP-1 Updated EP195

	1142	MatchAlgorithm	MtchAlgo		Required if NoMatchRules(1235) > 0.	Added EP-1 Updated EP195
	574	MatchType	MtchTyp			Added EP-1 Updated EP195
	2569	MatchRuleProductComplex	MtchRuleProdCmplx		Can be used to limit match rule to specific product suite.	Added EP195
	2570	CustomerPriority	CustPri		Can be used to give customer orders priority for the given matching algorithm.	Added EP195

end Repeating Group

end Component

Component(-)

MarketDataFeedTypes

MDFeedTyps

Specifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session.

Added EP-1 Updated EP223

Repeating Group 1141

NoMDFeedTypes

Added EP-1 Updated EP195

	1022	MDFeedType	MDFeedTyp		Required if NoMDFeedTypes(1141) > 0.	Added EP-1 Updated EP195
	1683	MDSubFeedType	MDSubFeedTyp			Added EP106 Updated EP195
	264	MarketDepth	MktDepth		Specifies the depth of book (or levels of market depth) for the feed type.	Added EP-1 Updated EP195
	2563	MarketDepthTimeInterval	MktDepthTmIntvl		Conditionally required when MarketDepthTimeIntervalUnit(2564) is specified.	Added EP195
	2564	MarketDepthTimeIntervalUnit	MktDepthTmIntvlUnit		Conditionally required when MarketDataTimeInterval(2563) is specified.	Added EP195
	2565	MDRecoveryTimeInterval	MDRcvryTmIntvl		Conditionally required when MDRecoveryTimeIntervalUnit(2566) is specified.	Added EP195
	2566	MDRecoveryTimeIntervalUnit	MDRcvryTmIntvlUnit		Conditionally required when MDRecoveryTimeInterval(2565) is specified.	Added EP195
	1021	MDBookType	MDBkTyp			Added EP-1 Updated EP195
	1173	MDSubBookType	MDSubBkTyp			Added EP195
	2567	PrimaryServiceLocationID	SvcLctnID1			Added EP195
	2568	SecondaryServiceLocationID	SvcLctnID2			Added EP195

end Repeating Group

end Component

end Component