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FIXtags

COMPONENT · SOURCE ID 2131

BaseTradingRules

Definition

Trading rules that are applicable to a market, market segment or individual security independent of a trading session.

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. TickRulesgroup—

    Specifies price tick rules for the security.

  2. LotTypeRulesgroup—

    Specifies the lot types that are valid for trading.

  3. PriceLimitscomponent—

    Specifies the price limits that are valid for trading.

  4. PriceRangeRuleGrpgroup—

    Specifies the valid price range tables for trading.

  5. QuoteSizeRuleGrpgroup—

    Specifies the valid quote sizes for trading.

  6. 827 ExpirationCyclefield—
  7. 1786 TradeVolTypefield—
  8. 562 MinTradeVolfield—
  9. 1140 MaxTradeVolfield—

    For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade.

  10. 1143 MaxPriceVariationfield—
  11. 1144 ImpliedMarketIndicatorfield—
  12. 1245 TradingCurrencyfield—
  13. 2934 TradingCurrencyCodeSourcefield—
  14. 561 RoundLotfield—
  15. 1377 MultilegModelfield—

    Used for multileg security only.

  16. 1378 MultilegPriceMethodfield—

    Used for multileg security only.

  17. 423 PriceTypefield—

    Defines the default price type used for trading.

  18. 2557 FastMarketPercentagefield—

    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.

  19. 2559 QuoteSideIndicatorfield—

Used in messages

Direct parent structures