| ID | Abbr |
|---|---|
| 2131 | BaseTrdgRules |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0 | FIX.5.0SP2 | 195 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 2118 | TickRules | TickRules | optional | SYNOPSIS:
The TickRules component specifies the rules for determining how a security ticks, i.e. the price increments which it can be quoted, traded, and for certain cases settled, depending on the current price of the security.
ELABORATION: |
| 2124 | LotTypeRules | LotTypeRules | optional | SYNOPSIS: ELABORATION: |
| 2122 | PriceLimits | PxLmts | optional | SYNOPSIS: ELABORATION: |
| 2255 | PriceRangeRuleGrp | PxRngRule | optional | SYNOPSIS:
The PriceRangeRulesGrp component is used to specify the price range rules for a given product group or complex.
ELABORATION: |
| 2256 | QuoteSizeRuleGrp | QteSzRule | optional | SYNOPSIS:
Rules for minimum bid and offer sizes of quotes.
ELABORATION: |
| 827 | ExpirationCycle | ExpirationCycle | optional | SYNOPSIS:
Part of trading cycle when an instrument expires. Field is applicable for derivatives.
|
| 1786 | TradeVolType | TrdVolTyp | optional | SYNOPSIS:
Define the type of trade volume applicable for the MinTradeVol(562) and MaxTradeVol(1140)
|
| 562 | MinTradeVol | MinTrdVol | optional | SYNOPSIS:
The minimum order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security.
|
| 1140 | MaxTradeVol | MaxTrdVol | optional | SYNOPSIS:
The maximum order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security.
|
| 1143 | MaxPriceVariation | MxPxVar | optional | SYNOPSIS:
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 | optional | SYNOPSIS:
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.
|
| 1245 | TradingCurrency | TrdCcy | optional | SYNOPSIS:
Used when the trading currency can differ from the price currency
|
| 561 | RoundLot | RndLot | optional | SYNOPSIS:
The trading lot size of a security
|
| 1377 | MultilegModel | MlegModel | optional | SYNOPSIS:
Specifies the type of multileg order. Defines whether the security is pre-defined or user-defined. Note that MultilegModel(1377)=2(User-defined, Non-Securitized, Multileg) does not apply for Securities.
|
| 1378 | MultilegPriceMethod | MlegPxMeth | optional | SYNOPSIS:
Code to represent how the multileg price is to be interpreted when applied to the legs.
(See Volume : "Glossary" for further value definitions)
|
| 423 | PriceType | PxTyp | optional | SYNOPSIS:
Code to represent the price type.
ELABORATION: For Financing transactions PriceType(423) implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price(44) gives the corresponding "repo rate". See Volume 1 "Glossary" for further value definitions. |
| 2557 | FastMarketPercentage | FastMktPctage | optional | SYNOPSIS:
The percentage factor to be applied to trading rule parameters (e.g. price ranges, size ranges, etc.) when fast market conditions are applicable.
|
| 2559 | QuoteSideIndicator | QuotSideInd | optional | SYNOPSIS:
Indicates whether single sided quotes are allowed.
|