| FRAMES | NO FRAMES |
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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. | |||
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| FRAMES | NO FRAMES |