TickRules
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TickRules |
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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 |
LotTypeRules
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LotTypeRules |
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Specifies the lot types that are valid for trading. |
PriceLimits
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PxLmts |
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Specifies the price limits that are valid for trading. |
827 |
ExpirationCycle
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ExpirationCycle |
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562 |
MinTradeVol
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MinTrdVol |
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The minimum order quantity that can be submitted for an order. |
1140 |
MaxTradeVol
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MaxTrdVol |
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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 |
1143 |
MaxPriceVariation
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MxPxVar |
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The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms. |
1144 |
ImpliedMarketIndicator
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ImpldMktInd |
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1245 |
TradingCurrency
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TrdCcy |
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Used when the trading currency can differ from the price currency |
561 |
RoundLot
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RndLot |
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Trading lot size of security |
1377 |
MultilegModel
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MlegModel |
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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. |
1378 |
MultilegPriceMethod
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MlegPxMeth |
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Used for multileg security only. Defines the method used when applying the multileg price to the legs. |
423 |
PriceType
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PxTyp |
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Defines the default Price Type used for trading. |
Used in the following messages and components |
MarketDefinition MarketDefinitionUpdateReport SecurityTradingRules |