<SecurityTradingRules> Component Block

Ths SecurityTradingRules component block is used as part of security definition to specify the specific security's standard trading parameters such as trading session eligibility and other attributes of the security.

Used in :

Tag			Field Name	FIXML	Req'd	Comments
1205			NoTickRules		N	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	C	Starting price range for specified tick increment.
=>	1207		EndTickPriceRange	@EndTickPxRng	N	Ending price range for the specified tick increment
=>	1208		TickIncrement	@TickIncr	N	Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded
=>	1209		TickRuleType	@TickRuleTyp	N	Specifies the type of tick rule which is being described
1234			NoLotTypeRules		N	Number of Lot Types.
=>	1093		LotType	@LotTyp	C	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)
=>	1231		MinLotSize	@MinLotSz	C	Minimum lot size allowed based on lot type specified in LotType (1093)
1306			PriceLimitType	@PxLmtTyp	N	Describes the how the price limits are expressed
1148			LowLimitPrice	@LowLmtPx	N	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
1149			HighLimitPrice	@HighLmtPx	N	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
1150			TradingReferencePrice	@TrdgRefPx	N	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.
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.
1309			NoTradingSessionRules		N	Allows trading rules to be expressed by trading session.
=>	336		TradingSessionID	@SesID	C	Identifier for the trading session. Must be provided if NoTradingSessions > 0. Set to [N/A] if values are not specific to trading session.
=>	625		TradingSessionSubID	@SesSub	N	Identifier for the trading session. Set to [N/A] if values are not specific to trading session sub id.
=>	1237		NoOrdTypeRules		N	Number of order types.
=>	=>	40	OrdType	@OrdTyp	C	Indicates order types that are valid for the specified market segment.
=>	1239		NoTimeInForceRules		N	Number of time in force techniques.
=>	=>	59	TimeInForce	@TmInForce	C	Indicates time in force techniques that are valid for the specified market segment.
=>	1232		NoExecInstRules		N	Number of execution instructions.
=>	=>	1308	ExecInstValue	@ExecInstValu	C	Indicates execution instructions that are valid for the specified market segment.
=>	1235		NoMatchRules		N	Number of match rules.
=>	=>	1142	MatchAlgorithm	@MtchAlgo	C	The type of algorithm used to match orders in a specific security on an electronic trading platform. Possible values are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calendar.
=>	=>	574	MatchType	@MtchTyp	N	The point in the matching process at which this trade was matched.
=>	1141		NoMDFeedTypes		N	The number of feed types and corresponding book depths associated with a security.
=>	=>	1022	MDFeedType	@MDFeedTyp	C	Describes a class of service for a given data feed.
=>	=>	264	MarketDepth	@MktDepth	N	The depth of book associated with a particular feed type.
=>	=>	1021	MDBookType	@MDBkTyp	N	Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection.
1312			NoNestedInstrAttrib		N
=>	1210		NestedInstrAttribType	@Typ	C	Code to represent the type of instrument attribute.
=>	1211		NestedInstrAttribValue	@Val	N	Attribute value appropriate to the NestedInstrAttribType field.