Pedigree Added FIX.5.0
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| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| Repeating Group 1310 | NoMarketSegments | Number of Market Segments on which a security may trade. |
| 1301 | MarketID | MktID | Identifies the market which lists and trades the instrument. | Added FIX.5.0 | |
| 1300 | MarketSegmentID | MktSegID | Identifies the segment of the market to which the specify trading rules and listing rules apply. | Added FIX.5.0 |
| Component(-) | SecurityTradingRules | SecTrdgRules | Added FIX.5.0 |
| Component(-) | BaseTradingRules | BaseTrdgRules | This block contains the base trading rules | Added FIX.5.0 |
| Component(-) | TickRules | TickRules | Specifies price tick rules for the security. | Added FIX.5.0 Updated EP195 |
| Repeating Group 1205 | NoTickRules | Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security |
| 1206 | StartTickPriceRange | StartTickPxRng | Required if NoTickRules(1205) > 0. | Added FIX.5.0 Updated EP138 | |
| 1207 | EndTickPriceRange | EndTickPxRng | Added FIX.5.0 Updated EP138 | ||
| 1208 | TickIncrement | TickIncr | Added FIX.5.0 Updated EP138 | ||
| 1209 | TickRuleType | TickRuleTyp | Added FIX.5.0 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 FIX.5.0 |
| Repeating Group 1234 | NoLotTypeRules | Number of Lot Type Rules |
| 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) | Added FIX.5.0 | |
| 1231 | MinLotSize | MinLotSz | Minimum lot size allowed based on lot type specified in LotType(1093) | Added FIX.5.0 |
| end Repeating Group |
| end Component |
| Component(-) | PriceLimits | PxLmts | Specifies the price limits that are valid for trading. | Added FIX.5.0 |
| 1306 | PriceLimitType | PxLmtTyp | Describes the how the price limits are expressed | Added FIX.5.0 | |
| 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 FIX.5.0 | |
| 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 FIX.5.0 | |
| 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 FIX.5.0 |
| end Component |
| Component(-) | PriceRangeRuleGrp | PxRngRule | Specifies the valid price range tables for trading. | Added EP195 |
| Repeating Group 2550 | NoPriceRangeRules | Number of rules related to price ranges. |
| 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 rules related to quote sizes. |
| 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 FIX.5.0 | ||
| 1786 | TradeVolType | TrdVolTyp | Added EP130 Updated EP195 | ||
| 562 | MinTradeVol | MinTrdVol | Added FIX.5.0 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 FIX.5.0 Updated EP195 | |
| 1143 | MaxPriceVariation | MxPxVar | Added FIX.5.0 Updated EP195 | ||
| 1144 | ImpliedMarketIndicator | ImpldMktInd | Added FIX.5.0 | ||
| 1245 | TradingCurrency | TrdCcy | Added FIX.5.0 Updated EP195 | ||
| 561 | RoundLot | RndLot | Added FIX.5.0 Updated EP195 | ||
| 1377 | MultilegModel | MlegModel | Used for multileg security only. | Added FIX.5.0 Updated EP195 | |
| 1378 | MultilegPriceMethod | MlegPxMeth | Used for multileg security only. | Added FIX.5.0 Updated EP195 | |
| 423 | PriceType | PxTyp | Defines the default price type used for trading. | Added FIX.5.0 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 |
| end Component |
| Component(-) | TradingSessionRulesGrp | TrdgSesRulesGrp | This block contains the trading rules specific to a trading session | Added FIX.5.0 |
| Repeating Group 1309 | NoTradingSessionRules | Allows trading rules to be expressed by trading session |
| 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 FIX.5.0 | |
| 625 | TradingSessionSubID | SesSub | Identifier for the trading session Set to [N/A] if values are not specific to trading session sub id | Added FIX.5.0 |
| Component(-) | TradingSessionRules | TrdgSesRules | Contains trading rules specified at the trading session level | Added FIX.5.0 |
| 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 FIX.5.0 |
| Repeating Group 1237 | NoOrdTypeRules | Number of order types |
| 40 | OrdType | OrdTyp | Indicates order types that are valid for the specified market segment. | Added FIX.5.0 |
| 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 FIX.5.0 Updated EP223 |
| Repeating Group 1239 | NoTimeInForceRules | Number of time in force techniques |
| 59 | TimeInForce | TmInForce | Indicates time in force techniques that are valid for the specified market segment | Added FIX.5.0 |
| 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 FIX.5.0 Updated EP223 |
| Repeating Group 1232 | NoExecInstRules | Number of execution instructions |
| 1308 | ExecInstValue | ExecInstValu | Indicates execution instructions that are valid for the specified market segment | Added FIX.5.0 |
| 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 | Number of auction order types. |
| 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 FIX.5.0 Updated EP223 |
| Repeating Group 1235 | NoMatchRules | Number of Match Rules |
| 1142 | MatchAlgorithm | MtchAlgo | Required if NoMatchRules(1235) > 0. | Added FIX.5.0 Updated EP195 | |
| 574 | MatchType | MtchTyp | Added FIX.5.0 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 FIX.5.0 Updated EP223 |
| Repeating Group 1141 | NoMDFeedTypes | The number of feed types and corresponding book depths associated with a security |
| 1022 | MDFeedType | MDFeedTyp | Required if NoMDFeedTypes(1141) > 0. | Added FIX.5.0 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 FIX.5.0 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 FIX.5.0 Updated EP195 | ||
| 1173 | MDSubBookType | MDSubBkTyp | Added EP195 | ||
| 2567 | PrimaryServiceLocationID | SvcLctnID1 | Added EP195 | ||
| 2568 | SecondaryServiceLocationID | SvcLctnID2 | Added EP195 |
| end Repeating Group |
| end Component |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | NestedInstrumentAttribute | Attrb | Added FIX.5.0 |
| Repeating Group 1312 | NoNestedInstrAttrib |
| 1210 | NestedInstrAttribType | Typ | Code to represent the type of instrument attribute | Added FIX.5.0 | |
| 1211 | NestedInstrAttribValue | Val | Attribute value appropriate to the NestedInstrAttribType field | Added FIX.5.0 |
| end Repeating Group |
| end Component |
| end Component |
| Component(-) | StrikeRules | StrkRules | This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument. | Added FIX.5.0 |
| Repeating Group 1201 | NoStrikeRules | Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument |
| 1223 | StrikeRuleID | StrkRule | Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated | Added FIX.5.0 | |
| 1202 | StartStrikePxRange | StartStrkPxRng | Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying | Added FIX.5.0 | |
| 1203 | EndStrikePxRange | EndStrkPxRng | Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying | Added FIX.5.0 | |
| 1204 | StrikeIncrement | StrkIncr | Value by which strike price should be incremented within the specified price | Added FIX.5.0 | |
| 1304 | StrikeExerciseStyle | StrkExrStyle | Enumeration that represents the exercise style for a class of options Same values as ExerciseStyle | Added FIX.5.0 |
| Component(-) | MaturityRules | MatRules | Describes the maturity rules for a given set of strikes as defined by StrikeRules | Added FIX.5.0 |
| Repeating Group 1236 | NoMaturityRules | Number of maturity rules in MarurityRules component block |
| 1222 | MaturityRuleID | MatRuleID | Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated | Added FIX.5.0 | |
| 1303 | MaturityMonthYearFormat | MMYFmt | Format used to generate the MMY for each option contract: | Added FIX.5.0 | |
| 1302 | MaturityMonthYearIncrementUnits | MMYIncrUnits | enumeration specifying the increment unit: | Added FIX.5.0 | |
| 1241 | StartMaturityMonthYear | StartMMY | Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying | Added FIX.5.0 | |
| 1226 | EndMaturityMonthYear | EndMMY | Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying | Added FIX.5.0 | |
| 1229 | MaturityMonthYearIncrement | MMYIncr | Value by which maturity month year should be incremented within the specified price range. | Added FIX.5.0 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| end Repeating Group |
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