Indexes

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Session
PreTrade
Trade
PostTrade
Infrastructure

Component

PriceLimits

ID2122
PedigreeAdded EP-1
Field
Name
Type
Req'd
Comments
Pedigree
1306
Describes the how the price limits are expressed
Added EP-1
1148
Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected
Added EP-1
1149
Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected
Added EP-1
1150
Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day.
Added EP-1
Used in components:
Used in groups:

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