Component BaseTradingRules (ImplicitBlock)
Added in protocol FIX.5.0
See in: FIX.5.0SP1, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| ImplicitBlockRepeating | TickRules | 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 | FIX.5.0 | ||
| ImplicitBlockRepeating | LotTypeRules | Specifies the lot types that are valid for trading. | FIX.5.0 | ||
| ImplicitBlock | PriceLimits | Specifies the price limits that are valid for trading. | FIX.5.0 | ||
| 827 | ExpirationCycle | FIX.5.0 | |||
| 562 | MinTradeVol | The minimum order quantity that can be submitted for an order. | FIX.5.0 | ||
| 1140 | MaxTradeVol | 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 | FIX.5.0 | ||
| 1143 | MaxPriceVariation | The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms. | FIX.5.0 | ||
| 1144 | ImpliedMarketIndicator | FIX.5.0 | |||
| 1245 | TradingCurrency | Used when the trading currency can differ from the price currency | FIX.5.0 | ||
| 561 | RoundLot | Trading lot size of security | FIX.5.0 | ||
| 1377 | MultilegModel | 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. | FIX.5.0 | ||
| 1378 | MultilegPriceMethod | Used for multileg security only. Defines the method used when applying the multileg price to the legs. | FIX.5.0 | ||
| 423 | PriceType | Defines the default Price Type used for trading. | FIX.5.0 |