TradingRules
| ID | 17 |
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
562 | Minimum trading volume that can be submitted | ||||
561 | |||||
423 | Defines the default Price Type used for trading. | ||||
20054 | Max duration in seconds of ExpireTime in GTC orders. Custom field. | ||||
20055 | Max time difference in seconds between TransactTime and TransBkdTime of trades, i.e. how far back in time a manual trade can be reported. Custom field. | ||||
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. | ||||
MatchRules | |||||
20056 | |||||
20057 | The rules that applies for market order. Custom field. | ||||
20058 | Lower bound in milliseconds of duration of the order protection auction. Custom field. | ||||
20059 | Upper bound in milliseconds of duration of the order protection auction. Custom field. | ||||
20067 | Lower bound in milliseconds of duration of the missing reference price auction. Custom field. | ||||
20068 | Upper bound in milliseconds of duration of the missing reference price auction. Custom field. | ||||
20052 | Indicates whether reserve orders are allowed on this instrument. ASCII char enumeration (boolean). Custom field. | ||||
20051 | Minimum reserve order value, applicable for both new orders and order modifications. If the field is absent or set to 0 it means that there are no minimum value. Custom field. | ||||
20060 | Currency for MinReserveOrderValue. ISO 4217 currency code. Custom field. | ||||
20061 | |||||
20062 | Market data visibility rules. Custom field. | ||||
20063 | |||||
20064 | Party information rules that applies. Custom field. | ||||
20065 | |||||
20066 | Rules for manual trade reports. Custom field. |
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