FIX.Latest_EP272 Component

MaturityRules

<MatRules>


Pedigree Added EP-1

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Field or ComponentField NameAbbr NameReq'dCommentsPedigree
Repeating Group 1236NoMaturityRules 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 instrumentAdded EP-1
1222MaturityRuleIDMatRuleID Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumeratedAdded EP-1
1303MaturityMonthYearFormatMMYFmt Format used to generate the MMY for each option contract:Added EP-1
1302MaturityMonthYearIncrementUnitsMMYIncrUnits enumeration specifying the increment unit:Added EP-1
1241StartMaturityMonthYearStartMMY Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlyingAdded EP-1
1226EndMaturityMonthYearEndMMY Ending maturity month year to which the StrikeIncrement applies. Price refers to the price of the underlying.Added EP-1 Updated EP271
1229MaturityMonthYearIncrementMMYIncr Value by which maturity month year should be incremented within the specified price range.Added EP-1
end Repeating Group


Used in components:
[StrikeRules]