Component TradingSessionRulesGrp

FIX.5.0SP2 Component

TradingSessionRulesGrp

<TrdgSesRulesGrp>

Added FIX.5.0 EP-1

Expand Components | Collapse Components

	Field or Component	Field Name	FIXML name	Req'd	Comments	Depr.

Repeating Group 1309

NoTradingSessionRules

Allows trading rules to be expressed by trading session

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

TradingSessionSubID

@SesSub

Identifier for the trading session

Set to [N/A] if values are not specific to trading session sub id

TradingSessionRules

TrdgSesRules

Contains trading rules specified at the trading session level

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.

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

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

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

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

end Component

end Repeating Group

Used in messages:

Used in components:

[SecurityTradingRules]