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Infrastructure

Component

BaseTradingRules

ID2131
PedigreeAdded EP-1, Updated EP195
Trading rules that are applicable to a market, market segment or individual security independent of a trading session.
Field
Name
Type
Req'd
Comments
Pedigree
Specifies price tick rules for the security.
Added EP-1
Updated EP195
Specifies the lot types that are valid for trading.
Added EP-1
Specifies the price limits that are valid for trading.
Added EP-1
Specifies the valid price range tables for trading.
Added EP195
Specifies the valid quote sizes for trading.
Added EP195
827
Added EP-1
1786
Added EP130
Updated EP195
562
Added EP-1
Updated EP195
1140
For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade.
Added EP-1
Updated EP195
1143
Added EP-1
Updated EP195
1144
Added EP-1
1245
Added EP-1
Updated EP195
2934
Added EP273
561
Added EP-1
Updated EP195
1377
Used for multileg security only.
Added EP-1
Updated EP195
1378
Used for multileg security only.
Added EP-1
Updated EP195
423
Defines the default price type used for trading.
Added EP-1
Updated EP195
2557
Can be used as a factor to be applied to other base trading rules during a fast market, e.g. to widen price or size ranges by the specified percentage factor.
Added EP195
2559
Added EP195

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