FIX.Latest_EP292 Component

StrikeRules

<StrkRules>

Pedigree Added EP-1

Expand Components | Collapse Components

Repeating Group 1201

NoStrikeRules

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 instrument

Added EP-1

	1223	StrikeRuleID	StrkRule		Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated	Added EP-1
	1202	StartStrikePxRange	StartStrkPxRng		Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying	Added EP-1
	1203	EndStrikePxRange	EndStrkPxRng		Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying	Added EP-1
	1204	StrikeIncrement	StrkIncr		Value by which strike price should be incremented within the specified price	Added EP-1
	1304	StrikeExerciseStyle	StrkExrStyle		Enumeration that represents the exercise style for a class of options Same values as ExerciseStyle	Added EP-1

Component(-)

MaturityRules

MatRules

Describes the maturity rules for a given set of strikes as defined by StrikeRules

Added EP-1

Repeating Group 1236

NoMaturityRules

Number of maturity rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument

Added EP-1

	1222	MaturityRuleID	MatRuleID		Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated	Added EP-1
	1303	MaturityMonthYearFormat	MMYFmt		Format used to generate the MMY for each option contract:	Added EP-1
	1302	MaturityMonthYearIncrementUnits	MMYIncrUnits		enumeration specifying the increment unit:	Added EP-1
	1241	StartMaturityMonthYear	StartMMY		Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying	Added EP-1
	1226	EndMaturityMonthYear	EndMMY		Ending maturity month year to which the StrikeIncrement applies. Price refers to the price of the underlying.	Added EP-1 Updated EP271
	1229	MaturityMonthYearIncrement	MMYIncr		Value by which maturity month year should be incremented within the specified price range.	Added EP-1

end Repeating Group

end Component