TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
827ExpirationCycleExpirationCycleint

Part of trading cycle when an instrument expires. Field is applicable for derivatives.


ExpirationCycleCodeSet
0=

Expire on trading session close (default)

Added FIX.4.4 [ExpireOnTradingSessionClose]
1=

Expire on trading session open

Added FIX.4.4 [ExpireOnTradingSessionOpen]
2=

Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date)

Added EP42 [SpecifiedExpiration]
Added FIX.4.4
Used in messages:
[SecurityDefinitionRequest]
Used in components:
[BaseTradingRules]