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FIXtags

COMPONENT · SOURCE ID 2122

PriceLimits

Definition

No definition is supplied in this source.

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 1306 PriceLimitTypefield—

    Describes the how the price limits are expressed

  2. 1148 LowLimitPricefield—

    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

  3. 1149 HighLimitPricefield—

    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

  4. 1150 TradingReferencePricefield—

    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.

Used in messages

Direct parent structures