| Tag |
Field Name |
Req'd |
Comments |
|
Component Block - <TickRules> |
N |
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
|
|
Component Block - <LotTypeRules> |
N |
Specifies the lot types that are valid for trading. |
|
Component Block - <PriceLimits> |
N |
Specifies the price limits that are valid for trading. |
| 827 |
ExpirationCycle |
N |
|
| 562 |
MinTradeVol |
N |
The minimum order quantity that can be submitted for an order. |
| 1140 |
MaxTradeVol |
N |
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 |
N |
The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms. |
| 1144 |
ImpliedMarketIndicator |
N |
|
| 1245 |
TradingCurrency |
N |
Used when the trading currency can differ from the price currency |
| 561 |
RoundLot |
N |
Trading lot size of security |
| 1377 |
MultilegModel |
N |
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 |
N |
Used for multileg security only. Defines the method used when applying the multileg price to the legs. |
| 423 |
PriceType |
N |
Defines the default Price Type used for trading. |
