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Trading rules that are applicable to a market, market segment or individual security independent of a trading session.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| <TickRules> | N | ||||||
| <LotTypeRules> | N | ||||||
| <PriceLimits> | N | ||||||
| <PriceRangeRuleGrp> | N | ||||||
| <QuoteSizeRuleGrp> | N | ||||||
| 827 | ExpirationCycle | @ExpirationCycle | N | Defines the default Price Type used for trading. | |||
| 1786 | TradeVolType | @TrdVolTyp | N |
Define the type of trade volume applicable for the MinTradeVol(562) and MaxTradeVol(1140) |
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| 562 | MinTradeVol | @MinTrdVol | N |
The minimum order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security. |
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| 1140 | MaxTradeVol | @MaxTrdVol | N |
For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade. |
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| 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. |
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| 1144 | ImpliedMarketIndicator | @ImpldMktInd | N |
Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives. |
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| 1245 | TradingCurrency | @TrdCcy | N |
Used when the trading currency can differ from the price currency |
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| 2934 | TradingCurrencyCodeSource | @TrdCcySrc | N |
Identifies class or source of the TradingCurrency(1245) value. |
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| 561 | RoundLot | @RndLot | N |
The trading lot size of a security |
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| 1377 | MultilegModel | @MlegModel | N |
Used for multileg security only. |
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| 1378 | MultilegPriceMethod | @MlegPxMeth | N |
Used for multileg security only. |
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| 423 | PriceType | @PxTyp | N |
Defines the default price type used for trading. |
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| 2557 | FastMarketPercentage | @FastMktPctage | 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. |
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| 2559 | QuoteSideIndicator | @QuotSideInd | N |
Indicates whether single sided quotes are allowed. |
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