FIX.Latest_EP292 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

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Component(-)

TickRules

TickRules

Specifies price tick rules for the security.

Added EP-1 Updated EP195

Repeating Group 1205

NoTickRules

Added EP-1 Updated EP195

	1206	StartTickPriceRange	StartTickPxRng		Required if NoTickRules(1205) > 0.	Added EP-1 Updated EP138
	1207	EndTickPriceRange	EndTickPxRng			Added EP-1 Updated EP138
	1208	TickIncrement	TickIncr			Added EP-1 Updated EP138
	1209	TickRuleType	TickRuleTyp			Added EP-1 Updated EP138
	2571	TickRuleProductComplex	TickRuleProdCmplx		Can be used to limit tick rule to specific product suite.	Added EP195
	1830	SettlPriceIncrement	SettlPxIncr			Added EP138
	1831	SettlPriceSecondaryIncrement	SettlPxIncr2			Added EP138

end Repeating Group

end Component

Component(-)

LotTypeRules

LotTypeRules

Specifies the lot types that are valid for trading.

Added EP-1

Repeating Group 1234

NoLotTypeRules

Number of Lot Types

Added EP-1

	1093	LotType	LotTyp		Defines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231). LotType + MinLotSize (max is next level minus 1). Required if NoLotTypeRules(1234) > 0.	Added EP-1 Updated EP271
	1231	MinLotSize	MinLotSz		Minimum lot size allowed based on lot type specified in LotType(1093)	Added EP-1

end Repeating Group

end Component

Component(-)

PriceLimits

PxLmts

Specifies the price limits that are valid for trading.

Added EP-1

	1306	PriceLimitType	PxLmtTyp		Describes the how the price limits are expressed	Added EP-1
	1148	LowLimitPrice	LowLmtPx		Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected	Added EP-1
	1149	HighLimitPrice	HiLmtPx		Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected	Added EP-1
	1150	TradingReferencePrice	TrdgRefPx		Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day.	Added EP-1

end Component

Component(-)

PriceRangeRuleGrp

PxRngRule

Specifies the valid price range tables for trading.

Added EP195

Repeating Group 2550

NoPriceRangeRules

Added EP195

	2551	StartPriceRange	StartPxRng		Required if NoPriceRangeRules(2550) > 0.	Added EP195
	2552	EndPriceRange	EndPxRng			Added EP195
	2553	PriceRangeValue	PxRngValu		Mutually exclusive with PriceRangePercentage(2554).	Added EP195
	2554	PriceRangePercentage	PxRngPctage		Mutually exclusive with PriceRangeValue(2553).	Added EP195
	2556	PriceRangeRuleID	PxRngRuleID		Can be used to provide an identifier so that the rule can be reference via the ID elsewhere.	Added EP195
	2555	PriceRangeProductComplex	PxRngProdCmplx		Can be used to limit price range to specific product suite.	Added EP195

end Repeating Group

end Component

Component(-)

QuoteSizeRuleGrp

QteSzRule

Specifies the valid quote sizes for trading.

Added EP195

Repeating Group 2558

NoQuoteSizeRules

Number of quote size rules.

Added EP195

	647	MinBidSize	MinBidSz		Required if NoQuoteSizeRules(2558) > 0.	Added EP195
	648	MinOfferSize	MinOfrSz		Required if NoQuoteSizeRules(2558) > 0.	Added EP195
	2447	FastMarketIndicator	FastMktInd		Used to define the sizes applicable for fast market conditions.	Added EP195

end Repeating Group

end Component

	827	ExpirationCycle	ExpirationCycle			Added EP-1
	1786	TradeVolType	TrdVolTyp			Added EP130 Updated EP195
	562	MinTradeVol	MinTrdVol			Added EP-1 Updated EP195
	1140	MaxTradeVol	MaxTrdVol		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
	1143	MaxPriceVariation	MxPxVar			Added EP-1 Updated EP195
	1144	ImpliedMarketIndicator	ImpldMktInd			Added EP-1
	1245	TradingCurrency	TrdCcy			Added EP-1 Updated EP195
	2934	TradingCurrencyCodeSource	TrdCcySrc			Added EP273
	561	RoundLot	RndLot			Added EP-1 Updated EP195
	1377	MultilegModel	MlegModel		Used for multileg security only.	Added EP-1 Updated EP195
	1378	MultilegPriceMethod	MlegPxMeth		Used for multileg security only.	Added EP-1 Updated EP195
	423	PriceType	PxTyp		Defines the default price type used for trading.	Added EP-1 Updated EP195
	2557	FastMarketPercentage	FastMktPctage		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
	2559	QuoteSideIndicator	QuotSideInd			Added EP195