Description
Trading rules that are applicable to a market, market segment or individual security independent of a trading session.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <TickRules> | N | 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 | ||
| Component Block - <LotTypeRules> | N | Specifies the lot types that are valid for trading. | ||
| Component Block - <PriceLimits> | N | Specifies the price limits that are valid for trading. | ||
| Component Block - <PriceRangeRuleGrp> | N |
Specifies the valid price range tables for trading. |
||
| Component Block - <QuoteSizeRuleGrp> | N |
Specifies the valid quote sizes for trading. |
||
| 827 | ExpirationCycle | N | ||
| 1786 | TradeVolType | N | ||
| 562 | MinTradeVol | N | The minimum order quantity that can be submitted for an order. | |
| 1140 | MaxTradeVol | N | The maximum order quantity that can be submitted for a security. For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade | |
| 1143 | MaxPriceVariation | N | The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms. | |
| 1144 | ImpliedMarketIndicator | N | ||
| 1245 | TradingCurrency | N | Used when the trading currency can differ from the price currency | |
| 561 | RoundLot | N | Trading lot size of security | |
| 1377 | MultilegModel | N | Used for multileg security only. Defines whether the security is pre-defined or user-defined. Not that value = 2 (User-defined, Non-Securitized, Multileg) does not apply for Securities. | |
| 1378 | MultilegPriceMethod | N | Used for multileg security only. Defines the method used when applying the multileg price to the legs. | |
| 423 | PriceType | N | Defines the default Price Type used for trading. | |
| 2557 | FastMarketPercentage | N |
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. |
|
| 2559 | QuoteSideIndicator | N | ||