Indexes

Message Layouts
Session
General
OrderEntry
MarketData

Component

TradingRules

ID17
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.

This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded.

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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Used in groups:

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