The TickRules component specifies the rules for determining how a security ticks, i.e. the price increments which it can be quoted, traded, and for certain cases settled, depending on the current price of the security.
Added in protocol FIX.5.0
See in: FIX.5.0SP1, FIX.5.0SP2.
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
1205 | NoTickRules | FIX.5.0 | |||
1206 | StartTickPriceRange | Required if NoTickRules (1205) > 0. | FIX.5.0 | ||
1207 | EndTickPriceRange | FIX.5.0 | |||
1208 | TickIncrement | FIX.5.0 | |||
1209 | TickRuleType | FIX.5.0 | |||
2571 | TickRuleProductComplex | Can be used to limit tick rule to specific product suite. | FIX.5.0SP2 (195) | ||
1830 | SettlPriceIncrement | FIX.5.0SP2 (138) | |||
1831 | SettlPriceSecondaryIncrement | FIX.5.0SP2 (138) |