FIX.Latest_EP272 Component

StrikeRules

<StrkRules>


Pedigree Added EP-1

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Field or ComponentField NameAbbr NameReq'dCommentsPedigree
Repeating Group 1201NoStrikeRules Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrumentAdded EP-1
1223StrikeRuleIDStrkRule Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumeratedAdded EP-1
1202StartStrikePxRangeStartStrkPxRng Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlyingAdded EP-1
1203EndStrikePxRangeEndStrkPxRng Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlyingAdded EP-1
1204StrikeIncrementStrkIncr Value by which strike price should be incremented within the specified priceAdded EP-1
1304StrikeExerciseStyleStrkExrStyle Enumeration that represents the exercise style for a class of options
Same values as ExerciseStyle
Added EP-1
ComponentMaturityRulesMatRules Describes the maturity rules for a given set of strikes as defined by StrikeRulesAdded EP-1
end Repeating Group


Used in components:
[MarketSegmentGrp][SecListGrp][SecLstUpdRelSymGrp]