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. | |||
© 2026.
EPAM Systems. All Rights Reserved.
All material contained within the website is copyright of EPAM Systems, Inc. No material contained herein can be copied or otherwise used without the express permission of the copyright holder.