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