Component BaseTradingRules (Block)

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

Added in protocol FIX.5.0

See in: FIX.5.0SP1, FIX.5.0SP2.

Field or Component Name Description Is Required Added Is Deprecated
ImplicitBlockRepeating TickRules Specifies price tick rules for 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
BlockRepeating PriceRangeRuleGrp Specifies the valid price range tables for trading. FIX.5.0SP2 (195)
BlockRepeating QuoteSizeRuleGrp Specifies the valid quote sizes for trading. FIX.5.0SP2 (195)
827 ExpirationCycle FIX.5.0
1786 TradeVolType FIX.5.0SP2 (130)
562 MinTradeVol FIX.5.0
1140 MaxTradeVol 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 FIX.5.0
1144 ImpliedMarketIndicator FIX.5.0
1245 TradingCurrency FIX.5.0
561 RoundLot FIX.5.0
1377 MultilegModel Used for multileg security only. FIX.5.0
1378 MultilegPriceMethod Used for multileg security only. FIX.5.0
423 PriceType Defines the default price type used for trading. FIX.5.0
2557 FastMarketPercentage 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. FIX.5.0SP2 (195)
2559 QuoteSideIndicator FIX.5.0SP2 (195)