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) |