FIX.Latest_EP272 Component

BaseTradingRules

<BaseTrdgRules>

Trading rules that are applicable to a market, market segment or individual security independent of a trading session.


Pedigree Added EP-1 Updated EP195

Expand Components | Collapse Components

Field or ComponentField NameAbbr NameReq'dCommentsPedigree
ComponentTickRulesTickRules Specifies price tick rules for the security.Added EP-1 Updated EP195
ComponentLotTypeRulesLotTypeRules Specifies the lot types that are valid for trading.Added EP-1
ComponentPriceLimitsPxLmts Specifies the price limits that are valid for trading.Added EP-1
ComponentPriceRangeRuleGrpPxRngRule Specifies the valid price range tables for trading.Added EP195
ComponentQuoteSizeRuleGrpQteSzRule Specifies the valid quote sizes for trading.Added EP195
827ExpirationCycleExpirationCycle Added EP-1
1786TradeVolTypeTrdVolTyp Added EP130 Updated EP195
562MinTradeVolMinTrdVol Added EP-1 Updated EP195
1140MaxTradeVolMaxTrdVol For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade.Added EP-1 Updated EP195
1143MaxPriceVariationMxPxVar Added EP-1 Updated EP195
1144ImpliedMarketIndicatorImpldMktInd Added EP-1
1245TradingCurrencyTrdCcy Added EP-1 Updated EP195
561RoundLotRndLot Added EP-1 Updated EP195
1377MultilegModelMlegModel Used for multileg security only.Added EP-1 Updated EP195
1378MultilegPriceMethodMlegPxMeth Used for multileg security only.Added EP-1 Updated EP195
423PriceTypePxTyp Defines the default price type used for trading.Added EP-1 Updated EP195
2557FastMarketPercentageFastMktPctage Can be used as a factor to be applied to other base trading rules during a fast market, e.g. to widen price or size ranges by the specified percentage factor.Added EP195
2559QuoteSideIndicatorQuotSideInd Added EP195


Used in messages:
[MarketDefinition][MarketDefinitionUpdateReport]

Used in components:
[SecurityTradingRules]