<BaseTradingRules> Component Block

Used in :

Tag Field Name FIXML Req'd Comments
<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
<LotTypeRules> N Specifies the lot types that are valid for trading.
<PriceLimits> N Specifies the price limits that are valid for trading.
827 ExpirationCycle @ExpirationCycle N
562 MinTradeVol @MinTrdVol N The minimum order quantity that can be submitted for an order.
1140 MaxTradeVol @MaxTrdVol 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 @MxPxVar 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 @ImpldMktInd N
1245 TradingCurrency @TrdCcy N Used when the trading currency can differ from the price currency
561 RoundLot @RndLot N Trading lot size of security
1377 MultilegModel @MlegModel 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 @MlegPxMeth N Used for multileg security only. Defines the method used when applying the multileg price to the legs.
423 PriceType @PxTyp N Defines the default Price Type used for trading.