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COMPONENT · SOURCE ID 2131

BaseTradingRules

Definition

No definition is supplied in this source.

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. TickRulesgroup

    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

  2. LotTypeRulesgroup

    Specifies the lot types that are valid for trading.

  3. PriceLimitscomponent

    Specifies the price limits that are valid for trading.

  4. The minimum order quantity that can be submitted for an order.

  5. 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

  6. The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms.

  7. Used when the trading currency can differ from the price currency

  8. 561 RoundLotfield

    Trading lot size of security

  9. 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.

  10. Used for multileg security only. Defines the method used when applying the multileg price to the legs.

  11. Defines the default Price Type used for trading.

Used in messages

Direct parent structures